I am an economist and a professional forecaster for RWI – Leibniz Institute of Economic Research at the division Macroeconomics and Public Finance.
I also teach at the University of Duisburg-Essen as a lecturer at the Chair of Monetary Policy and Financial Markets of Prof. Dr. Peter Anker.
I hold a PhD from the Hamburg Graduate School of Economics and a M.Sc. from the University of Bonn.
I have migrated my webpage to www.borisblagov.com.
This site will no longer be updated (26.01.2019).
This paper employs a Markov regime-switching VAR model to describe and analyse the time-varying credibility of Hong Kong's currency board system. The endogenously estimated discrete regime shifts are made dependent on macroeconomic fundamentals. This enables us to determine which changes in macroeconomic variables can trigger switches between the low and high credibility regimes. We carry out extensive testing to search for the most appropriate specification of the Markov regime-switching model. We find strong evidence of regime switching behaviour that portrays the time-varying nature of credibility in the historical data.
Blagov, B., Funke, M. (2018)
Macroeconomic Dynamics, pp. 1-44.
Blagov, B. (2018)
Empirical Economics, Vol. 54: 1017--1060.
Blagov, B., Funke, M. (2016)
Oxford Bulletin of Econmics and Statistics, Vol. 78: 895-914
Blagov, B., Funke, M., Moessner, R. (2015)
BIS Working Paper 526
Refereed for: International Economics, Empirical Economics
Hiring committee: University of Hamburg
RWI Konjunkturberichte 69 (3): 5-19.
Wed Sep 05 2018 08:00:00 GMT+0000 (Coordinated Universal Time)
RWI Konjunkturberichte 69 (3): 21-56.
Wed Sep 05 2018 08:00:00 GMT+0000 (Coordinated Universal Time)
RWI Konjunkturberichte 69 (2): 5-19.
Tue Jun 19 2018 08:00:00 GMT+0000 (Coordinated Universal Time)
Joint Economic Forecast Spring 2018
Wed Apr 18 2018 08:00:00 GMT+0000 (Coordinated Universal Time)
RWI Konjunkturberichte 69 (1): 5-39
Wed Mar 21 2018 09:00:00 GMT+0000 (Coordinated Universal Time)
WI Konjunkturberichte 69 (1): 41-97
Wed Mar 21 2018 09:00:00 GMT+0000 (Coordinated Universal Time)
RWI Konjunkturberichte 68 (4): 5-21
Sun Dec 10 2017 23:00:00 GMT+0000 (Coordinated Universal Time)
Joint Economic Forecast Fall 2017
Wed Sep 27 2017 22:00:00 GMT+0000 (Coordinated Universal Time)
RWI Konjunkturberichte 68 (3): 5-19
Wed Sep 06 2017 22:00:00 GMT+0000 (Coordinated Universal Time)
RWI Konjunkturberichte 68 (2): 5-15
Thu Jun 08 2017 22:00:00 GMT+0000 (Coordinated Universal Time)
Joint Economic Forecast Spring 2017
Tue Apr 11 2017 22:00:00 GMT+0000 (Coordinated Universal Time)
RWI Konjunkturberichte 68 (1): 6-32
Mon Mar 13 2017 23:00:00 GMT+0000 (Coordinated Universal Time)
RWI Konjunkturberichte 68 (1): 33-91
Mon Mar 13 2017 23:00:00 GMT+0000 (Coordinated Universal Time)
Joint Economic Forecast Fall 2016
Tue Sep 27 2016 22:00:00 GMT+0000 (Coordinated Universal Time)
University of Duisburg-Essen
Makroökonomik für interdisziplinäre Studiengänge WS 18/19 (Lecture)
Makroökonomik für interdisziplinäre Studiengänge WS 17/18 (Lecture)
Makroökonomik für interdisziplinäre Studiengänge WS 16/17 (Lecture)
Leuphana University Lüneburg
Mathematics for Economics and Business Students WS 15/16 (Lecture)
University of Hamburg
Statistics and Econmetrics SS 15 (Exercise)
Macroeconomics for interdisciplinary studies WS 14/15 (Exercise)
Statistics and Econmetrics SS 14 (Exercise)
Macroeconomics for interdisciplinary studies WS 13/14(Exercise)
Statistics and Econmetrics SS 13 (Exercise)
Mathematics and Statistics WS 12/13 (Lecture)
Macroeconomics for interdisciplinary studies WS 12/13 (Exercise)
Macroeconomics for interdisciplinary studies WS 11/12 (Exercise)
