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 0 1 784
A new macro-financial condition index for the euro area 0 0 0 76 0 0 9 337
A new macro-financial condition index for the euro area 0 0 0 40 0 2 2 29
A structural common factor approach to core inflation estimation and forecasting 0 0 0 120 0 0 1 336
Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility 1 1 3 486 1 1 5 1,603
Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms? 0 0 0 186 0 1 2 436
Climate change awareness: Empirical evidence for the European Union 0 0 1 118 0 4 21 275
Climate change awareness: Empirical evidence for the European Union 0 0 1 24 1 5 13 81
Comovements in International Stock Markets 0 0 0 60 0 0 0 179
Comovements in Volatility in the Euro Money Market 0 0 0 10 0 0 0 90
Comovements in volatility in the euro money market 0 0 0 85 0 0 0 303
Determinants of US Financial fragility conditions 0 0 0 76 0 0 0 186
Determinants of US financial fragility conditions 0 0 0 22 0 1 2 108
Determinants of US financial fragility conditions 0 0 0 5 1 2 2 46
Estimating, Filtering and Forecasting Realized Betas 0 0 0 32 1 1 1 106
Euro money market spreads during the 2007-? financial crisis 0 0 0 46 0 0 1 131
Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks 0 0 0 98 0 0 1 76
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 0 0 44
Financial Deepening And Income Distribution Inequality In The Euro Area 0 0 0 24 0 0 1 107
Financial deepening and income distribution inequality in the euro area 1 1 1 41 1 1 20 126
Financial deepening and income distribution inequality in the euro area 0 0 0 19 0 0 4 59
Frequency domain principal components estimation of fractionally cointegrated processes 0 0 0 62 0 0 0 240
Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks 0 0 0 42 0 0 0 113
Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns 0 0 0 23 0 1 1 93
Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns 0 0 0 9 0 0 1 48
International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach 0 0 0 251 1 1 1 650
International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach 0 0 1 33 0 0 2 109
International Stock Markets Comovements: the Role of Economic and Financial Integration 0 0 0 43 0 0 1 125
International shocks and national house prices 0 0 0 66 0 0 2 148
Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach 0 0 0 92 0 0 1 212
Is climate change time reversible? 0 0 3 7 0 0 6 11
Is climate change time reversible? 0 0 12 148 1 3 24 956
Is climate change time-reversible? 0 0 0 9 0 1 2 14
It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 11 0 0 1 46
It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 29 0 0 1 102
It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 24 0 0 1 59
Macro-finance interactions in the US: A global perspective 0 0 0 63 0 0 0 201
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 48 0 0 0 65
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 32 0 0 1 43
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 33 0 1 1 56
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 48 0 0 2 97
Measuring core inflation in the euro area 0 1 2 339 0 2 3 997
Model Averaging by Stacking 0 0 0 42 0 0 1 51
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 1 1 2 47
Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach 0 0 1 39 0 0 2 151
Modelling short-term interest rate spreads in the euro money market 0 0 0 65 0 0 1 263
Monetary policy and the stock market in the euro area 0 0 2 288 1 1 7 747
Multivariate modelling of long memory processes with common components 0 0 0 20 0 0 0 85
Net Inflows and Time-Varying Alphas: The Case of Hedge Funds 0 0 0 16 0 0 0 81
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 1 1 2 181
Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation 0 0 0 2 0 0 3 39
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 0 52 0 0 44 330
On the macroeconomic causes of exchange rates volatility 0 0 0 92 0 0 1 278
Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence 0 0 0 42 0 1 1 104
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 1 107
Realized portfolio selection in the euro area 0 0 0 30 0 0 0 123
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 0 0 1 51 0 1 2 66
Semiparametric Estimation of Multivariate GARCH Models 0 0 0 34 0 0 0 43
Semiparametric Estimation of Multivariate GARCH Models 0 0 0 23 0 0 1 44
Some Financial Implications of Global Warming: An Empirical Assessment 0 1 1 37 0 1 1 139
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 0 0 1 53
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 0 0 1 27
Some financial implications of global warming: An empirical assessment 0 1 1 29 0 1 2 95
Some financial implications of global warming: An empirical assessment 0 0 0 6 0 0 0 24
Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios 0 0 0 184 0 0 0 682
Structural Econometric Approach to Bidding in the Main refinancing Operations of the Eurosystem 0 0 0 3 0 1 1 65
Structural econometric approach to bidding in the main refinancing operations of the Eurosystem 0 0 0 26 0 0 1 131
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 14 0 0 0 41
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 7 0 1 1 49
Temperature anomalies, radiative forcing and ENSO 0 0 0 18 0 0 0 59
Temperature anomalies, radiative forcing and ENSO 0 0 0 12 0 0 0 49
The 2007-? financial crisis: a euro area money market perspective 0 0 0 19 0 0 16 144
The 2007-? financial crisis: a money market perspective 0 0 1 40 0 0 1 86
The End of the Japanese Stagnation: an Assessment of the Policy Solutions 0 0 0 24 0 0 0 125
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 51 0 0 1 168
The Great Recession: US dynamics and spillovers to the world economy 0 1 3 84 2 4 8 322
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 46 0 0 1 171
The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided? 0 0 2 226 0 1 10 995
The Oil Price-Macroeconomy Relationship since the Mid- 1980s: A Global Perspective 0 0 0 0 0 0 13 68
The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective 0 0 0 89 0 3 5 246
The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises 0 0 0 37 0 0 0 76
The US$/€ 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 0 160
The effects of US economic and financial crises on euro area convergence 0 0 0 16 0 0 0 78
The oil price-macroeconomy relationship since the mid-1980s: A global perspective 0 0 1 75 0 4 6 151
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 2 10 0 0 2 9
The risks of exiting too early the policy responses to the COVID-19 recession 0 1 1 7 0 1 3 11
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 1 7 0 0 2 19
Volatility of interest rates in the euro area: evidence from high frequency data 0 0 0 165 2 7 11 623
Total Working Papers 2 7 41 5,625 14 56 292 17,702
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 1 1 1 187 1 2 3 969
A semiparametric approach to short-term oil price forecasting 0 0 1 284 0 0 6 568
A small scale macroeconometric model for the Euro-12 area 0 0 0 44 0 0 0 134
A structural common factor approach to core inflation estimation and forecasting 0 0 0 5 0 0 0 51
Adaptive ARFIMA models with applications to inflation 0 0 0 34 0 0 6 118
An empirical investigation of long-run growth in the UK 0 0 0 20 0 0 0 80
An omnibus noise filter 0 0 0 6 0 0 1 43
Breaks and persistency: macroeconomic causes of stock market volatility 1 1 5 156 1 1 8 445
Business cycle comovement in the G-7: common shocks or common transmission mechanisms? 0 0 0 24 0 0 0 106
Central bank interventions and exchange rates: an analysis with high frequency data 0 1 1 41 0 2 2 113
Climate change awareness: Empirical evidence for the European Union 2 5 9 25 3 12 42 98
Climate change implications for the catastrophe bonds market: An empirical analysis 1 2 5 104 1 10 21 347
Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation 0 0 0 124 0 0 0 542
Comovements in international stock markets 0 0 0 134 0 1 5 301
Comovements in volatility in the euro money market 0 0 0 16 0 1 1 96
Computing value at risk with high frequency data 0 0 1 391 0 1 2 800
Core inflation in the Euro area 0 0 0 88 0 0 0 375
Determinants of US financial fragility conditions 0 0 1 19 0 0 8 83
Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data 1 1 1 9 2 2 3 26
Does the stock market affect income distribution? Some empirical evidence for the US 0 0 0 30 0 0 0 94
Erratum 0 0 0 4 0 0 0 81
Euro money market spreads during the 2007–? financial crisis 0 0 0 4 0 0 0 30
Factor vector autoregressive estimation: a new approach 0 0 0 68 0 0 0 168
Financial development and income distribution inequality in the euro area 1 3 5 67 2 6 38 301
Frequency domain principal components estimation of fractionally cointegrated processes 0 0 0 10 0 0 0 71
Frequency domain principal components estimation of fractionally cointegrated processes: Some new results and an application to stock market volatility 0 0 0 3 0 1 1 16
IGARCH effects: an interpretation 0 0 1 267 0 0 4 647
Inflation and monetary dynamics in the USA: a quantity-theory approach 0 0 2 75 0 0 2 298
Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns 0 0 0 10 0 2 2 82
International house prices and macroeconomic fluctuations 0 3 12 255 0 7 30 641
International macroeconomic dynamics: A factor vector autoregressive approach 1 1 3 96 1 1 6 262
International stock markets comovements: the role of economic and financial integration 0 0 0 51 0 0 1 151
It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 3 0 0 0 31
Long-Run Growth and Income Distribution: Evidence for Italy and the US 0 0 0 39 0 0 0 191
Macroeconomic and financial effects of oil price shocks: Evidence for the euro area 0 0 0 33 1 1 4 102
Measuring Core Inflation in Italy 0 0 0 0 1 1 4 287
Measuring US core inflation: A common trends approach 0 2 4 145 0 2 7 575
Medium-term macroeconomic determinants of exchange rate volatility 0 0 1 111 0 0 2 355
Modeling Short-Term Interest Rate Spreads in the Euro Money Market 0 0 2 31 0 0 3 135
Modelling Evolving Long‐run Relationships: An Application to the Italian Energy Market 0 0 0 32 0 0 0 85
Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach 0 0 0 82 0 0 4 254
Monetary policy and the stock market in the euro area 1 1 4 66 2 3 15 229
Multivariate modelling of long memory processes with common components 0 0 0 14 0 0 0 50
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 0 52 0 0 3 221
On the macroeconomic causes of exchange rate volatility 0 0 4 207 1 1 11 705
Real Oil Prices since the 1990s 0 0 0 14 0 0 0 90
Regional Convergence in Italy: 1951-2000 0 0 0 36 0 0 0 107
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 0 0 0 1 0 0 0 11
Regulatory Uncertainty and Share Price Volatility: The English and Welsh Water Industry's Periodic Price Review 0 0 0 51 0 0 0 226
Some frequency domain properties of fractionally cointegrated processes 0 0 0 10 0 0 0 77
Stock Market Reaction to Regulatory Price Reviews in the English and Welsh Water Industry 0 0 0 28 0 0 0 136
Stock market volatility of regulated industries: an empirical assessment 0 0 0 1 0 0 0 16
Structural change and long-range dependence in volatility of exchange rates: either, neither or both? 0 1 1 77 0 2 4 204
Structural econometric approach to bidding in the main refinancing operations of the Eurosystem 0 0 0 0 0 0 0 47
Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis 0 0 0 0 0 0 1 83
The Great Recession: US dynamics and spillovers to the world economy 0 0 3 91 1 2 10 291
The Japanese deflation: has it had real effects? Could it have been avoided? 0 0 1 101 0 2 10 888
The Japanese stagnation: an assessment of the productivity slowdown hypothesis 0 0 0 80 0 0 24 300
The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective 0 0 0 14 0 5 6 68
The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises 0 0 0 8 0 0 0 28
The effects of the introduction of the euro on the volatility of European stock markets 0 0 0 94 0 0 0 236
The financial Kuznets curve: Evidence for the euro area 1 2 4 35 1 2 6 86
The price stability oriented monetary policy of the ECB: an assessment 0 0 0 27 0 0 0 115
Volatility of interest rates in the euro area: Evidence from high frequency data 0 0 0 36 0 0 1 135
Total Journal Articles 10 24 72 4,170 18 70 307 14,501
6 registered items for which data could not be found

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 1 2 443
Total Books 0 0 0 138 1 1 2 443

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 19
Total Chapters 0 0 0 4 0 0 0 19
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 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 2023-12-04