3 papers
econ.GN2025
A Millennium of UK Business Cycles: Insights from Structural VAR Analysis
Leonardo N. Ferreira, Haroon Mumtaz, Gabor Pinter
We study macroeconomic fluctuations in the United Kingdom over seven centuries (1271--2022) using a time-varying VAR with stochastic volatility. We identify business cycle shocks a…
econ.EM2025
Stochastic Volatility-in-mean VARs with Time-Varying Skewness
Leonardo N. Ferreira, Haroon Mumtaz, Ana Skoblar
This paper introduces a Bayesian vector autoregression (BVAR) with stochastic volatility-in-mean and time-varying skewness. Unlike previous approaches, the proposed model allows bo…
q-bio.PE2025
Time-varying ecological interactions characterise equilibrium and stability
Annalisa Caligiuri, Emile Emery, Leonardo Ferreira +8
Ecological communities are composed of species interactions that respond to environmental fluctuations. Despite increasing evidence of temporal variation in these interactions, mos…