Research Staff(alphabetical)

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Florens Odendahl
Staff Economist
Euro Area Economy Division
International Economics and Euro Area Department
DG Economics, Statistics and Research
Contact Information
Fields of Interest
- Time Series Econometrics
- Applied Macroeconomics
- Forecasting
JEL Codes
Curriculum Vitae
Selected Publications and Working Papers
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“ECB communication and its impact on financial markets”
Klodiana Istrefi, Florens Odendahl and Giulia Sestieri (2024).
Banco de España Working Paper 2431.
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“Euro area monetary policy effects. Does the shape of the yield curve matter?”
F. Odendahl, M. Sole Pagliari, A. Peñalver, B. Rossi and G. Sestieri (2024)
Journal of Monetary Economics, Volume 147, Supplement, October 2024.
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“Fed communication on financial stability concerns and monetary policy decisions: revelations from speeches”
Florens Odendahl, Klodiana Istrefi y Giulia Sestieri (2023)
Journal of Banking & Finance, Volume 151, June 2023.
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“Evaluating Forecast Performance with State Dependence”
Florens Odendahl, Barbara Rossi and Tatevik Sekhposyan (2023)
Journal of Econometrics, Volume 237, Issue 2, Part C, December 2023.
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“Markov switching Rationality”
Florens Odendahl, Barbara Rossi, Tatevik Sekhposyan (2022)
Advances in Econometrics, Volume 45B, Essays in honor of Joon Y. Park.
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“Data outliers and Bayesian VARs in the euro area”
Luis J. Álvarez and Florens Odendahl (2022)
Banco de España Working Paper 2239
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“BVAR Forecasts, Survey Information and Structural Change in the Euro Area”
Florens Odendahl, Gergely Ganics (2021)
International Journal of Forecasting, Volume 37, Issue 2, pages 971-999, June - April 2021.