Access Statistics for Claudio Morana

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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 0 784
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 2 2 5 342
A structural common factor approach to core inflation estimation and forecasting 0 0 0 120 0 1 2 338
Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility 0 0 2 488 1 2 6 1,610
Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms? 0 0 0 186 0 1 2 438
Climate change awareness: Empirical evidence for the European Union 0 0 0 118 1 2 3 281
Climate change awareness: Empirical evidence for the European Union 0 1 5 34 5 8 26 118
Comovements in International Stock Markets 0 0 0 60 0 2 3 182
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 1 3 306
Determinants of US Financial fragility conditions 0 0 0 76 0 0 0 187
Determinants of US financial fragility conditions 0 0 0 22 0 0 1 109
Determinants of US financial fragility conditions 0 0 0 5 1 1 1 47
Estimating, Filtering and Forecasting Realized Betas 0 0 1 33 0 0 1 109
Euro area inflation and a new measure of core inflation 0 0 1 10 1 1 4 14
Euro area inflation and a new measure of core inflation 0 0 2 83 3 4 10 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 1 2 11 11 1 5 15 15
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 0 1 4 4 1 3 7 7
Extreme Weather in Europe: Determinants and Economic Impact 2 3 9 9 2 4 10 10
Extreme Weather in Europe: Determinants and Economic Impact 0 5 13 13 3 8 10 10
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 0 0 44
Financial Deepening And Income Distribution Inequality In The Euro Area 0 0 0 24 0 0 0 108
Financial deepening and income distribution inequality in the euro area 0 0 0 41 0 0 1 127
Financial deepening and income distribution inequality in the euro area 0 0 0 19 0 1 2 61
Frequency domain principal components estimation of fractionally cointegrated processes 0 0 0 62 0 1 1 241
Green risk in Europe 0 0 3 19 1 2 10 22
Green risk in Europe 0 0 1 21 0 0 4 31
Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks 0 0 0 42 0 0 1 115
Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns 1 1 1 10 1 2 4 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 1 2 98
International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach 0 0 0 251 0 1 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 1 44 0 0 1 126
International shocks and national house prices 0 0 0 68 0 1 2 153
Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach 0 0 0 92 0 6 6 218
Is climate change time reversible? 0 0 1 151 1 2 9 974
Is climate change time reversible? 0 0 0 7 0 0 4 17
Is climate change time-reversible? 0 0 0 10 0 1 2 18
It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 12 0 0 0 48
It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 29 0 1 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 2 6 66
Macro-finance interactions in the US: A global perspective 0 0 0 63 0 1 3 204
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 49 0 0 0 98
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 33 0 0 2 58
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 17 0 0 0 30
Measuring core inflation in the euro area 0 0 0 339 0 2 2 999
Model Averaging by Stacking 0 0 0 42 0 0 0 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 0 1 1 48
Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach 0 0 0 39 1 2 3 154
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 1 3 292 0 3 6 754
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 1 17 0 0 2 83
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 0 0 181
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 52 1 1 3 333
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 0 0 0 0 0 2
On the macroeconomic causes of exchange rates volatility 0 0 1 93 0 1 3 282
Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence 0 0 0 42 0 0 1 106
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 1 1 1 31 1 1 2 125
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 0 0 0 51 0 0 1 67
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 1 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 0 0 0 683
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 2 43
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 1 50
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 1 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 52 0 1 2 173
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 46 0 1 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 1 2 2 72
The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective 0 0 0 89 0 0 0 247
The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises 0 0 0 37 0 0 1 77
The US$/€ 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 0 3 154
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 0 11 0 1 3 13
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 2 9 1 2 4 23
Volatility of interest rates in the euro area: evidence from high frequency data 0 0 1 166 0 1 5 630
Total Working Papers 5 15 76 5,848 30 89 258 18,134
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 1 970
A new macro-financial condition index for the euro area 0 0 0 0 0 2 7 8
A semiparametric approach to short-term oil price forecasting 0 0 3 288 0 0 7 577
A small scale macroeconometric model for the Euro-12 area 0 0 0 44 0 1 1 137
A structural common factor approach to core inflation estimation and forecasting 0 0 0 5 0 0 1 52
Adaptive ARFIMA models with applications to inflation 0 0 1 37 0 1 3 123
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 6 6 86
An omnibus noise filter 0 0 0 6 0 0 0 43
Breaks and persistency: macroeconomic causes of stock market volatility 1 1 4 162 2 5 15 465
Business cycle comovement in the G-7: common shocks or common transmission mechanisms? 0 1 2 26 0 1 5 112
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 1 9 40 2 6 29 148
Climate change implications for the catastrophe bonds market: An empirical analysis 2 4 12 122 3 8 28 387
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 0 1 5 306
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 0 3 394 0 0 5 805
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 4 89
Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data 0 0 0 9 0 0 0 27
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 0 1 5 0 0 2 33
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 0 1 2 71 1 6 19 327
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 1 1 17
IGARCH effects: an interpretation 0 1 2 270 0 2 7 655
Inflation and monetary dynamics in the USA: a quantity-theory approach 0 0 0 76 0 0 0 301
Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns 1 1 1 11 1 1 2 85
International house prices and macroeconomic fluctuations 0 1 3 266 0 6 16 667
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 0 0 8 1 1 2 33
It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 3 1 1 7 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 1 34 0 0 4 106
Measuring Core Inflation in Italy 0 0 0 0 0 0 0 287
Measuring US core inflation: A common trends approach 0 2 2 147 0 4 6 581
Medium-term macroeconomic determinants of exchange rate volatility 0 0 1 112 1 1 2 357
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 1 3 259
Monetary policy and the stock market in the euro area 0 0 0 66 0 1 8 241
Multivariate modelling of long memory processes with common components 0 0 0 14 0 0 3 53
New insights on the US OIS spreads term structure during the recent financial turmoil 0 0 0 3 1 1 1 35
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 0 53 0 1 5 227
On the macroeconomic causes of exchange rate volatility 0 0 1 210 1 3 10 718
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 0 0 90
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 1 1 52 0 2 5 232
Some frequency domain properties of fractionally cointegrated processes 0 0 0 10 0 0 1 78
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 1 1 19
Structural breaks and common factors in the volatility of the Fama-French factor portfolios 0 0 0 28 0 1 1 185
Structural change and long-range dependence in volatility of exchange rates: either, neither or both? 0 0 0 77 0 1 5 211
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 1 1 84
The Great Recession: US dynamics and spillovers to the world economy 0 0 2 93 0 5 8 299
The Japanese deflation: has it had real effects? Could it have been avoided? 0 0 0 101 0 0 0 890
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 1 2 72
The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective 0 0 0 0 0 0 0 0
The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises 0 0 1 9 1 1 2 30
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 3 39 0 8 20 107
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 1 137
Total Journal Articles 5 14 63 4,398 15 82 283 15,414

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 1 5 448
Total Books 0 0 0 138 0 1 5 448

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 2025-05-12