Articles & Working papers

2021

Other working papers under revision:

 


2020

 


2019

 


2018

 


2017

 


2016

 


2015

 


2014

  • Bridging DSGE Models and the Raw Data, Fabio Canova, “Journal of Monetary Economics”, 2014, vol. 67, issue C, 1-15.
  • A General Algorithm for Estimating Structural VARs, Fabio Canova and F. Perez-Forero, “Quantitative Economics”, Volume 6, Issue 2 (July 2015)
  • The effects of the monetary policy stance on the transmission mechanism, Massimiliano Marcellino with Ana Galvao, “Studies in Nonlinear Dynamics and Econometrics”, 2014, vol. 18(3).
  • Forecasting with Factor Augmented Error Correction Models, Massimiliano Marcellino, Anindya Banerjee and Igor Masten, “International Journal of Forecasting”, 2014, vol. 30, 589-612.

 


2013

 


2012

 


2011

  • Allen, Franklin; Carletti, Elena; Marquez, Robert; “Credit Market Competition and Capital Regulation” Review of Financial Studies, 2011, 24(4), 983–1018, lead article
  • Allen, Franklin; Carletti, Elena; Leonello, Agnese, “Deposit Insurance and Risk Taking” (with), Oxford Review of Economic Policy, 2011, 27(3), 464-478
  • Allen, Franklin; “New Theories to Underpin Financial Reform”, Journal of Financial Stability, forthcoming – 2011
  • Carriero, Andrea; Kapetanios, George; Marcellino, Massimiliano “ Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models ”, Journal of Applied Econometrics, 2011, 26, 736-761.
  • Kuzin, Vladimir; Marcellino, Massimiliano; Schumaker, Christian “MIDAS vs Mixed-Frequency VAR for Nowcasting GDP in the Euro Area”, International Journal of Forecasting , 2011, 27, 529-542.
  • Carriero, Andrea “Sectoral survey-based confidence indicators for Europe”, Oxford Bulletin of Economics and Statistics , 73, 175–206.
  • Musso, Alberto “The Reliability of Real Time Estimates of the Euro Area Output Gap”, with, Economic Modelling , 2011, 28, 1842–1856.
  • Frale, Cecilia; Mazzi, Gianluigi; Marcellino, Massimiliano; Proietti, Tommaso “EUROMIND: A Monthly Indicator of the Euro Area Economic Conditions” Journal of the Royal Statistical Society , 2011, Series A, 174, 439-470.
  • Angelini, Elena; Marcellino, Massimiliano “Econometric Analyses with Backdated Data: Unified Germany and the Euro Area”, Economic Modelling , 2011, 28, 1405–1414.
  • Deak, Szabolcs; Fontagné, Lionel; Maffezzoli, Marco; Marcellino, Massimiliano “LSM: A DSGE Model for Luxembourg”, Economic Modelling , 2011, 28, 2862–2872.
  • Kuzin Vladimir; Marcellino Massimiliano; Schumaker Christian; ‘MIDAS vs Mixed-Frequency VAR for Nowcasting GDP in the Euro Area’, with, International Journal of Forecasting, 2011, 27, 529-542.
  • Carriero Andrea; Marcellino Massimiliano; ‘Sectoral survey-based confidence indicators for Europe’ Oxford Bulletin of Economics and Statistics, 2011, 73, 175–206.
  • Marcellino Massimiliano; Musso Alberto; ‘The Reliability of Real Time Estimates of the Euro Area Output Gap’ with, Economic Modelling, 2011, 28, 1842–1856.
  • Frale Cecilia; Marcellino Massimiliano; Mazzi Gianluigi; Proietti Tommaso; ‘EUROMIND: A Monthly Indicator of the Euro Area Economic Conditions’, Journal of the Royal Statistical Society, 2011, 174, 439-470.

 


2010

 


2008

  • Corsetti, Giancarlo; ‘A Modern Reconsideration of the Theory of Optimal Currency Areas’, European Economy Economic Papers, 2008, 308, 1-39.
  • Corsetti, Giancarlo et.al., ‘Proceedings of the Twenty-second Annual Congress of the European Economic Association, Budapest, August 2007’, Journal of the European Economic Association, 2008, 6, 2-3, 255-726.
  • Corsetti, Giancarlo; Dedola, Luca; Leduc, Sylvain; ‘International Risk Sharing and the Transmission of Productivity Shocks’, Review of Economic Studies, 2008, 75, 2, 443-473.
  • Corsetti, Giancarlo; Mueller, Gernot; ‘Twin Deficits, Openness, and the Business Cycle’, Journal of the European Economic Association, 2008, 6(2-3), 404-413.
  • Corsetti, Giancarlo; Bergin, Paul; ‘The Extensive Margin and Monetary Policy’, Journal of Monetary Economics, 2008, 55, 7, 1222-1237.
  • Corsetti, Giancarlo; Dedola, Luca; Leduc, Sylvain; ‘High Exchange Rate Volatility and Low Pass-through’, Journal of Monetary Economics, 2008 55(6), 1113-1128, previously CEPR dp 5377.

 


2007

  • Corsetti, Giancarlo; Martin, Philippe; Pesenti, Paolo; ‘Productivity Spillovers, Terms of Trade and the ‘Home Market Effect’’, Journal of International Economics, 2007, 73(1): 99-127. Previously DP 4964, NBER WP 11165.
  • Corsetti, Giancarlo; Mueller, Gernot; ‘Twin deficit, Openness and the Business Cycle’, prepared for the 2007 EEA Meeting in Budapest, CEPR discussion paper no. 4769, 2007, Journal of European Economic Association 2008, 6, 2-3, 404-413.

 


2006 and earlier