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 0 1 1 785
A new macro-financial condition index for the euro area 0 0 0 40 0 1 2 31
A new macro-financial condition index for the euro area 0 0 1 77 0 1 5 343
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 1 488 0 0 5 1,612
Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms? 0 0 0 186 0 0 1 438
Climate change awareness: Empirical evidence for the European Union 0 0 0 118 2 3 6 284
Climate change awareness: Empirical evidence for the European Union 0 1 5 35 0 1 25 121
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 2 5 309
Determinants of US Financial fragility conditions 0 0 0 76 1 1 1 188
Determinants of US financial fragility conditions 0 0 0 5 1 1 2 48
Determinants of US financial fragility conditions 0 0 0 22 0 0 1 109
Estimating, Filtering and Forecasting Realized Betas 0 0 1 33 1 1 3 111
Euro area inflation and a new measure of core inflation 0 0 1 10 0 0 4 14
Euro area inflation and a new measure of core inflation 0 0 2 83 1 2 11 55
Euro money market spreads during the 2007-? financial crisis 0 0 0 47 0 0 0 133
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 0 12 12 0 0 16 16
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 0 2 2 2 2 15 15
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 9 9 9 2 10 10 10
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 1 5 5 0 2 9 9
Extreme Weather in Europe: Determinants and Economic Impact 0 1 10 10 0 3 15 15
Extreme Weather in Europe: Determinants and Economic Impact 1 1 14 14 1 1 12 12
Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks 0 0 0 99 1 1 3 84
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 1 1 117
Factor demand modelling: the theory and the practice 0 0 0 8 0 0 1 45
Financial Deepening And Income Distribution Inequality In The Euro Area 0 0 0 24 1 2 2 110
Financial deepening and income distribution inequality in the euro area 0 0 0 19 1 2 3 63
Financial deepening and income distribution inequality in the euro area 0 0 0 41 0 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 1 21 0 0 3 31
Green risk in Europe 0 0 2 19 0 2 11 25
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 1 10 0 0 3 52
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
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 1 1 1 111
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 1 3 154
Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach 0 0 0 92 1 2 8 220
Is climate change time reversible? 0 0 0 7 1 1 4 19
Is climate change time reversible? 0 0 1 151 0 1 6 975
Is climate change time-reversible? 0 0 0 10 0 2 4 20
It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 12 0 0 1 49
It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 24 1 1 6 67
It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 29 0 0 2 105
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 17 0 0 0 30
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 1 49 0 0 1 66
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 33 0 0 0 58
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 32 0 0 0 43
Measuring core inflation in the euro area 0 0 0 339 0 0 2 999
Model Averaging by Stacking 0 0 0 6 0 0 0 35
Model Averaging by Stacking 0 0 1 43 0 0 1 52
Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach 0 0 0 11 0 0 2 49
Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach 0 0 0 39 1 2 4 156
Modelling short-term interest rate spreads in the euro money market 0 0 1 67 0 0 1 265
Monetary policy and the stock market in the euro area 1 1 4 293 1 1 6 755
Multivariate modelling of long memory processes with common components 0 0 0 20 0 1 1 86
Net Inflows and Time-Varying Alphas: The Case of Hedge Funds 0 0 1 17 0 0 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 0 56 0 1 1 182
Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation 0 0 1 4 0 1 4 44
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 0 0 2 3 3 5
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 0 52 0 1 4 334
On the macroeconomic causes of exchange rates volatility 0 0 1 93 1 1 3 283
Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence 0 0 0 4 0 1 1 25
Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence 0 0 0 42 1 1 1 107
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 0 1 31 0 0 1 125
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 0 0 0 51 0 0 2 68
Semiparametric Estimation of Multivariate GARCH Models 0 0 0 34 0 0 1 45
Semiparametric Estimation of Multivariate GARCH Models 0 0 0 23 0 1 1 46
Some Financial Implications of Global Warming: An Empirical Assessment 0 0 0 37 1 1 2 141
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 1 1 1 54
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 1 1 1 29
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 0 2 2 685
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 1 1 2 133
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 14 0 0 3 44
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 7 0 0 0 49
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 0 20 0 0 0 146
The 2007-? financial crisis: a money market perspective 0 0 0 41 0 0 1 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 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 Great Recession: US dynamics and spillovers to the world economy 0 0 0 85 0 1 3 330
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 0 2 72
The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective 0 0 0 89 1 1 1 248
The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises 0 0 0 37 0 0 2 78
The US$/€ 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 16 0 0 0 79
The effects of US economic and financial crises on euro area convergence 0 0 0 86 0 0 1 163
The oil price-macroeconomy relationship since the mid-1980s: A global perspective 0 0 0 76 0 0 3 155
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 0 7 0 1 2 14
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 0 11 0 0 2 13
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 1 9 1 1 4 24
Volatility of interest rates in the euro area: evidence from high frequency data 1 1 1 167 1 2 6 632
Total Working Papers 3 15 81 5,865 32 76 309 18,231
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 0 2 971
A new macro-financial condition index for the euro area 1 1 1 1 2 3 6 11
A semiparametric approach to short-term oil price forecasting 0 0 4 289 1 2 9 581
A small scale macroeconometric model for the Euro-12 area 0 0 0 44 0 1 2 138
A structural common factor approach to core inflation estimation and forecasting 0 0 0 5 0 1 2 53
Adaptive ARFIMA models with applications to inflation 1 2 2 39 2 5 7 128
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 0 2 8 167 0 2 15 470
Business cycle comovement in the G-7: common shocks or common transmission mechanisms? 0 0 2 26 0 1 3 113
Central bank interventions and exchange rates: an analysis with high frequency data 0 0 0 41 1 2 3 117
Climate change awareness: Empirical evidence for the European Union 0 2 7 43 2 5 21 154
Climate change implications for the catastrophe bonds market: An empirical analysis 1 3 9 126 2 5 21 394
Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation 0 0 0 124 1 1 1 544
Comovements in international stock markets 0 0 0 135 1 3 5 310
Comovements in volatility in the euro money market 0 0 0 16 0 0 1 97
Computing value at risk with high frequency data 0 1 1 395 0 2 4 807
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 0 89
Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data 0 1 1 10 0 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 0 1
Euro money market spreads during the 2007–? financial crisis 0 0 1 6 0 0 2 34
Factor vector autoregressive estimation: a new approach 0 0 0 68 0 1 2 170
Financial development and income distribution inequality in the euro area 0 1 2 72 3 4 20 333
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 1 3 271 0 2 7 657
Inflation and monetary dynamics in the USA: a quantity-theory approach 0 1 1 77 2 3 3 304
Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns 0 0 1 11 0 0 2 85
International house prices and macroeconomic fluctuations 0 1 3 267 1 2 15 672
International macroeconomic dynamics: A factor vector autoregressive approach 0 0 2 98 0 1 4 267
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 0 1 9 0 0 3 34
It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 3 1 2 6 41
Long-Run Growth and Income Distribution: Evidence for Italy and the US 0 0 0 39 1 1 1 193
Macroeconomic and financial effects of oil price shocks: Evidence for the euro area 0 0 0 34 0 2 4 108
Measuring Core Inflation in Italy 0 0 0 0 0 1 1 288
Measuring US core inflation: A common trends approach 0 0 2 147 0 2 7 584
Medium-term macroeconomic determinants of exchange rate volatility 0 1 3 114 0 1 5 360
Modeling Short-Term Interest Rate Spreads in the Euro Money Market 0 0 0 32 0 0 2 139
Modelling Evolving Long‐run Relationships: An Application to the Italian Energy Market 0 1 1 34 0 1 1 87
Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach 0 0 0 82 0 1 4 260
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 1 53
New insights on the US OIS spreads term structure during the recent financial turmoil 0 0 0 3 0 0 1 35
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 2 2 55 0 3 9 231
On the macroeconomic causes of exchange rate volatility 0 0 0 210 0 0 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 1 1 101
Real Oil Prices since the 1990s 0 0 0 14 1 1 2 92
Realized betas and the cross-section of expected returns 0 0 0 21 1 1 1 73
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 1 1 2 13
Regulatory Uncertainty and Share Price Volatility: The English and Welsh Water Industry's Periodic Price Review 0 0 1 52 0 1 6 233
Some frequency domain properties of fractionally cointegrated processes 0 0 0 10 0 3 4 81
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 0 1 1 29 0 2 3 187
Structural change and long-range dependence in volatility of exchange rates: either, neither or both? 0 0 1 78 0 1 6 213
Structural econometric approach to bidding in the main refinancing operations of the Eurosystem 0 0 0 0 0 0 1 48
Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis 0 0 0 0 1 1 3 86
The Great Recession: US dynamics and spillovers to the world economy 0 0 1 93 1 1 7 300
The Japanese deflation: has it had real effects? Could it have been avoided? 0 1 1 102 0 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 14 0 0 2 72
The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective 0 0 0 0 0 0 1 1
The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises 0 0 2 10 0 0 3 31
The effects of the introduction of the euro on the volatility of European stock markets 0 0 0 94 1 1 2 238
The financial Kuznets curve: Evidence for the euro area 0 0 1 39 1 3 18 110
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 0 2 138
Total Journal Articles 3 22 69 4,431 27 79 299 15,522

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 0 2 6 451
Total Books 0 0 0 138 0 2 6 451

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
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Statistics updated 2025-09-05