Access Statistics for Claudio Morana

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling 0 0 0 327 1 1 1 785
A new macro-financial condition index for the euro area 0 0 0 40 0 0 1 30
A new macro-financial condition index for the euro area 0 0 1 77 1 3 6 343
A structural common factor approach to core inflation estimation and forecasting 0 0 0 120 0 0 2 338
Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility 0 0 2 488 0 3 6 1,612
Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms? 0 0 0 186 0 0 2 438
Climate change awareness: Empirical evidence for the European Union 0 0 5 34 0 7 26 120
Climate change awareness: Empirical evidence for the European Union 0 0 0 118 1 2 4 282
Comovements in International Stock Markets 0 0 0 60 0 0 2 182
Comovements in Volatility in the Euro Money Market 0 0 0 10 0 0 1 91
Comovements in volatility in the euro money market 0 0 0 85 1 3 4 308
Determinants of US Financial fragility conditions 0 0 0 76 0 0 0 187
Determinants of US financial fragility conditions 0 0 0 5 0 1 1 47
Determinants of US financial fragility conditions 0 0 0 22 0 0 1 109
Estimating, Filtering and Forecasting Realized Betas 0 0 1 33 0 1 2 110
Euro area inflation and a new measure of core inflation 0 0 1 10 0 1 4 14
Euro area inflation and a new measure of core inflation 0 0 2 83 0 3 9 53
Euro money market spreads during the 2007-? financial crisis 0 0 1 47 0 0 1 133
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 0 2 2 0 0 13 13
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 9 9 9 9 7 7 7 7
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 1 1 5 5 1 2 8 8
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 2 12 12 0 2 16 16
Extreme Weather in Europe: Determinants and Economic Impact 0 0 13 13 0 4 11 11
Extreme Weather in Europe: Determinants and Economic Impact 0 2 9 9 2 6 14 14
Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks 0 0 0 99 0 0 2 83
Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks: New Insights on the US OIS SPreads Term Structure 0 0 0 31 0 0 0 116
Factor demand modelling: the theory and the practice 0 0 0 8 0 1 1 45
Financial Deepening And Income Distribution Inequality In The Euro Area 0 0 0 24 1 1 1 109
Financial deepening and income distribution inequality in the euro area 0 0 0 19 1 1 2 62
Financial deepening and income distribution inequality in the euro area 0 0 0 41 1 1 2 128
Frequency domain principal components estimation of fractionally cointegrated processes 0 0 0 62 0 0 1 241
Green risk in Europe 0 0 2 19 1 3 10 24
Green risk in Europe 0 0 1 21 0 0 3 31
Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks 0 0 0 42 0 0 0 115
Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns 0 0 0 24 0 0 2 98
Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns 0 1 1 10 0 1 4 52
International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach 0 0 0 251 0 0 1 651
International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach 0 0 0 34 0 0 0 110
International Stock Markets Comovements: the Role of Economic and Financial Integration 0 0 0 44 0 0 0 126
International shocks and national house prices 0 0 0 68 0 0 2 153
Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach 0 0 0 92 1 1 7 219
Is climate change time reversible? 0 0 0 7 0 1 4 18
Is climate change time reversible? 0 0 1 151 0 1 5 974
Is climate change time-reversible? 0 0 0 10 1 1 3 19
It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 12 0 1 1 49
It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 29 0 0 3 105
It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 24 0 0 6 66
Macro-finance interactions in the US: A global perspective 0 0 0 63 0 0 2 204
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 49 0 0 0 98
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 17 0 0 0 30
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 32 0 0 0 43
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 33 0 0 0 58
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 1 49 0 0 1 66
Measuring core inflation in the euro area 0 0 0 339 0 0 2 999
Model Averaging by Stacking 0 1 1 43 0 1 1 52
Model Averaging by Stacking 0 0 0 6 0 0 0 35
Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach 0 0 0 11 0 1 2 49
Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach 0 0 0 39 0 1 2 154
Modelling short-term interest rate spreads in the euro money market 0 0 2 67 0 0 2 265
Monetary policy and the stock market in the euro area 0 0 3 292 0 0 5 754
Multivariate modelling of long memory processes with common components 0 0 0 20 1 1 1 86
Net Inflows and Time-Varying Alphas: The Case of Hedge Funds 0 0 1 17 0 1 3 84
New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil 0 0 0 6 0 0 0 26
Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation 0 0 2 4 0 0 4 43
Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation 0 0 0 56 0 0 0 181
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 0 0 0 0 0 2
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 0 52 0 1 3 333
On the macroeconomic causes of exchange rates volatility 0 0 1 93 0 0 2 282
Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence 0 0 0 42 0 0 0 106
Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence 0 0 0 4 0 0 0 24
Realized Betas and the Cross-Section of Expected Returns 0 0 0 26 0 0 0 107
Realized portfolio selection in the euro area 0 1 1 31 0 1 1 125
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 0 0 0 51 0 1 2 68
Semiparametric Estimation of Multivariate GARCH Models 0 0 0 23 0 0 0 45
Semiparametric Estimation of Multivariate GARCH Models 0 0 0 34 0 0 1 45
Some Financial Implications of Global Warming: An Empirical Assessment 0 0 0 37 0 0 1 140
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 0 0 0 53
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 0 0 0 28
Some financial implications of global warming: An empirical assessment 0 0 0 6 0 0 0 25
Some financial implications of global warming: An empirical assessment 0 0 0 29 0 0 1 96
Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios 0 0 0 184 1 1 1 684
Structural Econometric Approach to Bidding in the Main refinancing Operations of the Eurosystem 0 0 0 3 0 0 0 65
Structural econometric approach to bidding in the main refinancing operations of the Eurosystem 0 0 0 26 0 0 1 132
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 7 0 0 0 49
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 14 0 1 3 44
Temperature anomalies, radiative forcing and ENSO 0 0 0 12 0 0 1 50
Temperature anomalies, radiative forcing and ENSO 0 0 0 18 0 0 0 59
The 2007-? financial crisis: a euro area money market perspective 0 0 1 20 0 0 1 146
The 2007-? financial crisis: a money market perspective 0 0 1 41 0 0 2 88
The End of the Japanese Stagnation: an Assessment of the Policy Solutions 0 0 0 26 0 0 0 127
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 85 0 0 3 329
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 52 0 0 1 173
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 46 0 0 1 173
The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided? 0 0 0 226 0 0 0 996
The Oil Price-Macroeconomy Relationship since the Mid- 1980s: A Global Perspective 0 0 0 0 0 1 2 72
The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective 0 0 0 89 0 0 0 247
The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises 0 0 0 37 0 1 2 78
The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises 0 0 0 11 0 0 0 38
The effects of US economic and financial crises on euro area convergence 0 0 0 86 0 0 1 163
The effects of US economic and financial crises on euro area convergence 0 0 0 16 0 0 0 79
The oil price-macroeconomy relationship since the mid-1980s: A global perspective 0 0 1 76 0 1 4 155
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 0 11 0 0 3 13
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 0 7 0 0 1 13
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 1 9 0 1 3 23
Volatility of interest rates in the euro area: evidence from high frequency data 0 0 1 166 1 1 6 631
Total Working Papers 10 17 85 5,860 23 74 274 18,178
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A common trends model of UK core inflation 0 0 1 188 0 1 2 971
A new macro-financial condition index for the euro area 0 0 0 0 1 1 5 9
A semiparametric approach to short-term oil price forecasting 0 1 4 289 0 2 7 579
A small scale macroeconometric model for the Euro-12 area 0 0 0 44 0 0 1 137
A structural common factor approach to core inflation estimation and forecasting 0 0 0 5 1 1 2 53
Adaptive ARFIMA models with applications to inflation 1 1 1 38 1 1 3 124
Aggregate hedge funds' flows and returns 0 0 0 19 0 0 0 52
An empirical investigation of long-run growth in the UK 0 0 0 20 0 0 6 86
An omnibus noise filter 0 0 0 6 0 0 0 43
Breaks and persistency: macroeconomic causes of stock market volatility 2 6 9 167 2 7 16 470
Business cycle comovement in the G-7: common shocks or common transmission mechanisms? 0 0 2 26 0 0 3 112
Central bank interventions and exchange rates: an analysis with high frequency data 0 0 0 41 0 0 1 115
Climate change awareness: Empirical evidence for the European Union 1 3 8 42 1 4 22 150
Climate change implications for the catastrophe bonds market: An empirical analysis 2 5 10 125 2 7 22 391
Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation 0 0 0 124 0 0 0 543
Comovements in international stock markets 0 0 1 135 1 2 5 308
Comovements in volatility in the euro money market 0 0 0 16 0 0 1 97
Computing value at risk with high frequency data 1 1 2 395 1 1 4 806
Core inflation in the Euro area 0 0 0 88 0 0 0 376
Determinants of US financial fragility conditions 0 0 0 21 0 0 1 89
Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data 1 1 1 10 1 1 1 28
Does the stock market affect income distribution? Some empirical evidence for the US 0 0 1 31 0 0 1 95
Erratum 0 0 0 4 0 0 0 81
Estimating long memory in the mark–dollar exchange rate with high frequency data 0 0 0 0 0 0 1 1
Euro money market spreads during the 2007–? financial crisis 0 1 2 6 0 1 3 34
Factor vector autoregressive estimation: a new approach 0 0 0 68 0 1 1 169
Financial development and income distribution inequality in the euro area 1 1 3 72 1 4 20 330
Frequency domain principal components estimation of fractionally cointegrated processes 0 0 0 10 0 0 2 73
Frequency domain principal components estimation of fractionally cointegrated processes: Some new results and an application to stock market volatility 0 0 0 3 0 0 1 17
IGARCH effects: an interpretation 0 0 2 270 1 1 7 656
Inflation and monetary dynamics in the USA: a quantity-theory approach 1 1 1 77 1 1 1 302
Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns 0 1 1 11 0 1 2 85
International house prices and macroeconomic fluctuations 0 0 3 266 0 3 18 670
International macroeconomic dynamics: A factor vector autoregressive approach 0 0 2 98 0 0 3 266
International stock markets comovements: the role of economic and financial integration 0 0 0 51 0 0 2 153
Is Climate Change Time-Reversible? 0 1 1 9 0 2 3 34
It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 3 0 1 6 39
Long-Run Growth and Income Distribution: Evidence for Italy and the US 0 0 0 39 0 0 0 192
Macroeconomic and financial effects of oil price shocks: Evidence for the euro area 0 0 0 34 0 0 2 106
Measuring Core Inflation in Italy 0 0 0 0 0 0 0 287
Measuring US core inflation: A common trends approach 0 0 2 147 0 1 5 582
Medium-term macroeconomic determinants of exchange rate volatility 1 2 3 114 1 4 5 360
Modeling Short-Term Interest Rate Spreads in the Euro Money Market 0 0 1 32 0 0 3 139
Modelling Evolving Long‐run Relationships: An Application to the Italian Energy Market 0 0 0 33 0 0 0 86
Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach 0 0 0 82 0 0 3 259
Monetary policy and the stock market in the euro area 0 0 0 66 0 0 5 241
Multivariate modelling of long memory processes with common components 0 0 0 14 0 0 2 53
New insights on the US OIS spreads term structure during the recent financial turmoil 0 0 0 3 0 1 1 35
Oil price dynamics, macro-finance interactions and the role of financial speculation 1 1 1 54 1 2 7 229
On the macroeconomic causes of exchange rate volatility 0 0 0 210 0 1 8 718
Permanent and transitory dynamics in house prices and consumption: some implications for the real effects of the financial crisis 0 0 0 38 0 0 0 100
Real Oil Prices since the 1990s 0 0 0 14 0 1 1 91
Realized betas and the cross-section of expected returns 0 0 0 21 0 0 0 72
Realized mean-variance efficient portfolio selection and euro area stock market integration 0 0 0 11 0 0 0 53
Regional Convergence in Italy: 1951-2000 0 0 1 37 0 0 2 111
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 0 0 0 1 0 0 1 12
Regulatory Uncertainty and Share Price Volatility: The English and Welsh Water Industry's Periodic Price Review 0 0 1 52 0 0 5 232
Some frequency domain properties of fractionally cointegrated processes 0 0 0 10 2 2 3 80
Statistical benefits of value-at-risk with long memory 0 0 0 0 0 0 0 0
Stock Market Reaction to Regulatory Price Reviews in the English and Welsh Water Industry 0 0 1 30 0 0 1 138
Stock market volatility of regulated industries: an empirical assessment 0 0 0 1 0 0 1 19
Structural breaks and common factors in the volatility of the Fama-French factor portfolios 1 1 1 29 1 1 2 186
Structural change and long-range dependence in volatility of exchange rates: either, neither or both? 0 1 1 78 1 2 6 213
Structural econometric approach to bidding in the main refinancing operations of the Eurosystem 0 0 0 0 0 1 1 48
Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis 0 0 0 0 0 1 2 85
The Great Recession: US dynamics and spillovers to the world economy 0 0 1 93 0 0 6 299
The Japanese deflation: has it had real effects? Could it have been avoided? 1 1 1 102 1 1 1 891
The Japanese stagnation: an assessment of the productivity slowdown hypothesis 0 0 0 80 0 0 1 301
The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective 0 0 0 0 0 1 1 1
The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective 0 0 0 14 0 0 2 72
The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises 0 1 2 10 0 2 3 31
The effects of the introduction of the euro on the volatility of European stock markets 0 0 0 94 0 0 1 237
The financial Kuznets curve: Evidence for the euro area 0 0 2 39 1 1 19 108
The price stability oriented monetary policy of the ECB: an assessment 0 0 0 27 0 0 1 116
Volatility of interest rates in the euro area: Evidence from high frequency data 0 0 0 36 0 1 2 138
Total Journal Articles 14 30 73 4,423 22 66 276 15,465

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
New Paradigms in Monetary Theory and Policy? 0 0 0 138 1 2 5 450
Total Books 0 0 0 138 1 2 5 450

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Effects of the US Economic and Financial Crises on Euro Area Convergence 0 0 0 4 0 0 0 20
Total Chapters 0 0 0 4 0 0 0 20
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04