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 2 3 11 795
A new macro-financial condition index for the euro area 0 0 1 41 0 1 10 40
A new macro-financial condition index for the euro area 0 0 0 77 0 1 4 346
A structural common factor approach to core inflation estimation and forecasting 0 0 0 120 1 4 9 347
Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility 0 0 2 490 0 5 13 1,625
Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms? 0 0 0 186 0 3 11 449
Climate change awareness: Empirical evidence for the European Union 0 0 0 118 0 0 14 295
Climate change awareness: Empirical evidence for the European Union 0 0 1 35 0 0 6 126
Comovements in International Stock Markets 0 0 1 61 3 5 23 205
Comovements in Volatility in the Euro Money Market 0 0 0 10 0 1 6 97
Comovements in volatility in the euro money market 0 0 0 85 1 3 13 320
Determinants of US Financial fragility conditions 0 0 1 77 0 4 13 200
Determinants of US financial fragility conditions 0 0 0 5 0 5 18 65
Determinants of US financial fragility conditions 0 1 1 23 2 5 9 118
Estimating, Filtering and Forecasting Realized Betas 0 0 0 33 0 1 10 120
Euro area inflation and a new measure of core inflation 0 0 0 83 0 0 4 57
Euro area inflation and a new measure of core inflation 0 1 1 11 1 8 16 30
Euro money market spreads during the 2007-? financial crisis 0 0 1 48 0 6 15 148
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 2 3 7 1 4 17 24
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 0 10 10 1 2 20 20
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 0 0 12 2 2 10 26
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 0 0 2 0 0 5 18
Extreme Weather in Europe: Determinants and Economic Impact 0 0 3 12 0 0 14 26
Extreme Weather in Europe: Determinants and Economic Impact 0 1 3 16 2 6 20 31
Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks 0 0 0 99 0 1 9 92
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 4 7 123
Factor demand modelling: the theory and the practice 0 0 0 8 0 4 10 55
Financial Deepening And Income Distribution Inequality In The Euro Area 0 0 0 24 0 2 12 120
Financial deepening and income distribution inequality in the euro area 0 0 0 41 1 3 7 134
Financial deepening and income distribution inequality in the euro area 0 0 0 19 1 2 14 75
Frequency domain principal components estimation of fractionally cointegrated processes 0 0 0 62 0 3 7 248
Green risk in Europe 0 0 0 19 0 1 4 27
Green risk in Europe 0 1 1 22 0 1 12 43
Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks 0 0 0 42 1 5 16 131
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 2 5 103
Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns 0 0 0 10 0 3 13 65
International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach 0 0 0 251 1 2 11 662
International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach 0 0 0 34 0 4 24 134
International Stock Markets Comovements: the Role of Economic and Financial Integration 0 0 1 45 1 1 18 144
International shocks and national house prices 0 0 0 68 0 2 12 165
Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach 1 1 1 93 1 3 24 242
Is climate change time reversible? 0 1 1 8 0 2 13 31
Is climate change time reversible? 0 0 1 152 1 1 12 986
Is climate change time-reversible? 0 1 1 11 3 5 13 31
It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 12 0 0 13 62
It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 24 0 3 18 84
It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 29 1 2 9 114
Macro-finance interactions in the US: A global perspective 0 0 0 63 0 3 13 217
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 33 1 3 13 71
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 49 1 4 14 80
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 17 0 8 11 41
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 49 1 10 20 118
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 1 1 2 34 2 8 16 59
Measuring core inflation in the euro area 0 0 0 339 0 5 15 1,014
Model Averaging by Stacking 0 0 0 43 0 1 5 57
Model Averaging by Stacking 0 0 0 6 1 4 13 48
Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach 0 0 0 11 1 8 21 70
Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach 0 0 1 40 1 4 23 177
Modelling short-term interest rate spreads in the euro money market 0 0 0 67 1 2 10 275
Monetary policy and the stock market in the euro area 0 0 2 294 3 10 19 773
Multivariate modelling of long memory processes with common components 0 0 0 20 1 3 11 96
Net Inflows and Time-Varying Alphas: The Case of Hedge Funds 0 0 0 17 0 1 11 95
New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil 0 0 0 6 1 4 6 32
Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation 0 0 0 56 0 8 41 222
Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation 0 0 0 4 0 6 16 59
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 0 52 0 3 36 369
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 0 0 0 6 26 28
On the macroeconomic causes of exchange rates volatility 0 0 0 93 1 5 10 292
Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence 0 0 0 42 0 2 11 117
Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence 0 0 0 4 0 1 7 31
Realized Betas and the Cross-Section of Expected Returns 0 0 0 26 0 2 6 113
Realized portfolio selection in the euro area 0 0 0 31 0 0 14 139
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 0 0 0 51 0 4 24 92
Semiparametric Estimation of Multivariate GARCH Models 0 0 0 23 1 3 7 52
Semiparametric Estimation of Multivariate GARCH Models 0 0 0 34 0 3 15 60
Some Financial Implications of Global Warming: An Empirical Assessment 0 0 0 37 0 2 11 151
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 0 1 14 42
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 0 4 9 62
Some financial implications of global warming: An empirical assessment 0 0 0 29 0 0 2 98
Some financial implications of global warming: An empirical assessment 0 0 0 6 0 5 19 44
Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios 0 0 0 184 0 0 8 691
Structural Econometric Approach to Bidding in the Main refinancing Operations of the Eurosystem 0 0 0 3 2 8 16 81
Structural econometric approach to bidding in the main refinancing operations of the Eurosystem 0 0 0 26 1 5 10 142
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 14 1 7 17 61
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 7 0 2 5 54
Temperature anomalies, radiative forcing and ENSO 0 0 0 12 1 4 16 66
Temperature anomalies, radiative forcing and ENSO 0 0 0 18 0 3 11 70
The 2007-? financial crisis: a euro area money market perspective 0 0 0 20 0 1 4 150
The 2007-? financial crisis: a money market perspective 0 0 0 41 0 4 13 101
The End of the Japanese Stagnation: an Assessment of the Policy Solutions 0 0 0 26 0 5 11 138
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 52 1 6 15 188
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 85 1 7 24 353
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 46 1 5 16 189
The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided? 0 0 0 226 0 1 8 1,004
The Oil Price-Macroeconomy Relationship since the Mid- 1980s: A Global Perspective 0 0 0 0 0 4 38 110
The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective 0 0 0 89 0 4 13 260
The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises 0 0 0 37 1 7 10 88
The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises 0 0 0 11 0 2 7 45
The effects of US economic and financial crises on euro area convergence 0 0 0 86 0 0 2 165
The effects of US economic and financial crises on euro area convergence 0 0 0 16 1 3 11 90
The oil price-macroeconomy relationship since the mid-1980s: A global perspective 0 0 0 76 0 13 58 213
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 0 9 0 0 4 27
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 0 11 0 0 6 19
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 0 7 1 3 9 22
Volatility of interest rates in the euro area: evidence from high frequency data 0 0 1 167 0 4 12 642
Total Working Papers 2 10 40 5,890 54 356 1,407 19,562
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 0 188 0 1 5 976
A new macro-financial condition index for the euro area 0 0 3 3 0 5 26 34
A semiparametric approach to short-term oil price forecasting 0 0 0 289 0 1 12 591
A small scale macroeconometric model for the Euro-12 area 0 0 0 44 0 2 12 149
A structural common factor approach to core inflation estimation and forecasting 0 0 0 5 1 3 9 61
Adaptive ARFIMA models with applications to inflation 1 1 4 41 1 5 21 144
Aggregate hedge funds' flows and returns 0 0 0 19 0 4 9 61
An empirical investigation of long-run growth in the UK 0 0 0 20 1 3 5 91
An omnibus noise filter 0 0 0 6 0 2 6 49
Breaks and persistency: macroeconomic causes of stock market volatility 0 0 4 169 0 4 19 487
Business cycle comovement in the G-7: common shocks or common transmission mechanisms? 0 0 0 26 0 2 6 118
Central bank interventions and exchange rates: an analysis with high frequency data 0 0 1 42 2 4 12 127
Climate and Sustainable Energy Econometrics and Statistics 0 0 1 1 0 3 6 6
Climate change awareness: Empirical evidence for the European Union 0 2 5 46 6 14 40 189
Climate change implications for the catastrophe bonds market: An empirical analysis 0 2 7 130 1 9 58 447
Climate change risk pricing in the European stock market 0 0 1 1 0 2 5 5
Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation 0 0 0 124 1 2 15 558
Comovements in international stock markets 0 0 0 135 1 4 14 321
Comovements in volatility in the euro money market 0 0 0 16 0 1 7 104
Computing value at risk with high frequency data 0 1 2 396 1 2 8 813
Core inflation in the Euro area 0 0 0 88 0 6 14 390
Determinants of US financial fragility conditions 0 0 0 21 0 2 11 100
Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data 0 0 1 10 0 1 11 38
Does the stock market affect income distribution? Some empirical evidence for the US 0 0 0 31 0 2 6 101
Erratum 0 0 0 4 0 1 4 85
Estimating long memory in the mark–dollar exchange rate with high frequency data 0 0 0 0 0 4 6 7
Euro money market spreads during the 2007–? financial crisis 0 0 0 6 2 9 14 48
Eurozone economic integration: Historical developments and new challenges ahead 0 0 3 3 4 8 25 25
Factor vector autoregressive estimation: a new approach 0 0 0 68 1 4 10 179
Financial development and income distribution inequality in the euro area 1 1 4 75 4 9 50 379
Frequency domain principal components estimation of fractionally cointegrated processes 0 0 0 10 0 1 7 80
Frequency domain principal components estimation of fractionally cointegrated processes: Some new results and an application to stock market volatility 0 0 0 3 0 2 6 23
IGARCH effects: an interpretation 0 0 2 272 1 4 11 666
Inflation and monetary dynamics in the USA: a quantity-theory approach 0 0 1 77 0 1 16 317
Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns 0 0 0 11 0 1 10 95
International house prices and macroeconomic fluctuations 0 0 1 267 0 6 23 693
International macroeconomic dynamics: A factor vector autoregressive approach 0 0 0 98 0 1 16 282
International stock markets comovements: the role of economic and financial integration 0 0 0 51 0 2 14 167
Introduction to the special issue on macroeconomic regime changes: Theory, evidence, and policy challenges ahead 0 1 3 3 2 10 28 28
Is Climate Change Time-Reversible? 0 0 1 10 0 3 11 45
It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection 0 1 1 4 1 4 17 56
Long-Run Growth and Income Distribution: Evidence for Italy and the US 0 0 0 39 0 1 8 200
Macroeconomic and financial effects of oil price shocks: Evidence for the euro area 0 0 0 34 0 1 26 132
Measuring Core Inflation in Italy 0 0 0 0 1 1 5 292
Measuring US core inflation: A common trends approach 0 0 0 147 0 2 9 591
Medium-term macroeconomic determinants of exchange rate volatility 0 0 2 115 0 0 11 370
Modeling Short-Term Interest Rate Spreads in the Euro Money Market 0 0 0 32 1 8 21 160
Modelling Evolving Long‐run Relationships: An Application to the Italian Energy Market 0 0 2 35 0 0 7 93
Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach 0 0 0 82 0 3 21 280
Monetary policy and the stock market in the euro area 0 0 1 67 1 1 6 247
Multivariate modelling of long memory processes with common components 0 0 0 14 1 5 13 66
New insights on the US OIS spreads term structure during the recent financial turmoil 0 0 0 3 0 8 16 51
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 2 55 0 5 18 246
On the macroeconomic causes of exchange rate volatility 0 0 1 211 0 2 21 739
Permanent and transitory dynamics in house prices and consumption: some implications for the real effects of the financial crisis 0 0 0 38 0 4 7 107
Real Oil Prices since the 1990s 0 0 0 14 0 1 10 101
Realized betas and the cross-section of expected returns 0 0 0 21 0 5 13 85
Realized mean-variance efficient portfolio selection and euro area stock market integration 0 0 0 11 1 5 13 66
Regional Convergence in Italy: 1951-2000 0 0 0 37 1 4 8 119
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 0 0 0 1 0 2 6 18
Regulatory Uncertainty and Share Price Volatility: The English and Welsh Water Industry's Periodic Price Review 0 0 0 52 0 0 6 238
Some frequency domain properties of fractionally cointegrated processes 0 0 0 10 0 2 9 87
Statistical benefits of value-at-risk with long memory 0 0 0 0 0 1 5 5
Stock Market Reaction to Regulatory Price Reviews in the English and Welsh Water Industry 0 0 0 30 0 1 5 143
Stock market volatility of regulated industries: an empirical assessment 0 0 0 1 0 0 6 25
Structural breaks and common factors in the volatility of the Fama-French factor portfolios 0 1 3 31 0 3 12 197
Structural change and long-range dependence in volatility of exchange rates: either, neither or both? 0 0 0 78 2 6 12 224
Structural econometric approach to bidding in the main refinancing operations of the Eurosystem 0 0 0 0 1 4 6 54
Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis 0 0 0 0 0 3 8 93
The Great Recession: US dynamics and spillovers to the world economy 0 0 1 94 0 2 13 312
The Japanese deflation: has it had real effects? Could it have been avoided? 0 0 2 103 0 4 18 908
The Japanese stagnation: an assessment of the productivity slowdown hypothesis 0 0 0 80 2 4 13 314
The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective 0 0 0 0 0 1 10 11
The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises 0 0 0 10 0 2 7 38
The effects of the introduction of the euro on the volatility of European stock markets 0 0 0 94 1 3 9 246
The financial Kuznets curve: Evidence for the euro area 0 0 0 39 2 20 34 141
The price stability oriented monetary policy of the ECB: an assessment 0 0 0 27 0 0 1 117
Volatility of interest rates in the euro area: Evidence from high frequency data 0 0 0 36 0 3 13 151
Total Journal Articles 2 10 59 4,454 44 271 1,031 16,402
1 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 0 0 12 461
Total Books 0 0 0 138 0 0 12 461

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 2 2 19 39
Total Chapters 0 0 0 4 2 2 19 39
1 registered items for which data could not be found
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