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 6 8 792
A new macro-financial condition index for the euro area 0 0 0 77 0 1 5 345
A new macro-financial condition index for the euro area 0 0 1 41 1 5 10 40
A structural common factor approach to core inflation estimation and forecasting 0 0 0 120 1 3 6 344
Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility 0 1 2 490 1 6 12 1,621
Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms? 0 0 0 186 3 6 11 449
Climate change awareness: Empirical evidence for the European Union 0 0 0 118 0 9 15 295
Climate change awareness: Empirical evidence for the European Union 0 0 1 35 0 4 13 126
Comovements in International Stock Markets 0 0 1 61 1 9 19 201
Comovements in Volatility in the Euro Money Market 0 0 0 10 0 2 5 96
Comovements in volatility in the euro money market 0 0 0 85 0 7 12 317
Determinants of US Financial fragility conditions 0 1 1 77 2 6 11 198
Determinants of US financial fragility conditions 0 0 0 22 0 2 4 113
Determinants of US financial fragility conditions 0 0 0 5 1 5 15 61
Estimating, Filtering and Forecasting Realized Betas 0 0 0 33 1 6 11 120
Euro area inflation and a new measure of core inflation 1 1 1 11 3 7 12 25
Euro area inflation and a new measure of core inflation 0 0 0 83 0 0 7 57
Euro money market spreads during the 2007-? financial crisis 0 1 1 48 0 5 9 142
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 0 0 2 0 1 5 18
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 1 1 2 6 1 7 15 21
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 0 10 10 0 5 18 18
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 0 2 12 0 3 10 24
Extreme Weather in Europe: Determinants and Economic Impact 1 1 3 16 3 8 21 28
Extreme Weather in Europe: Determinants and Economic Impact 0 0 5 12 0 1 18 26
Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks 0 0 0 99 1 5 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 2 3 5 121
Factor demand modelling: the theory and the practice 0 0 0 8 0 4 7 51
Financial Deepening And Income Distribution Inequality In The Euro Area 0 0 0 24 1 4 11 119
Financial deepening and income distribution inequality in the euro area 0 0 0 19 0 2 12 73
Financial deepening and income distribution inequality in the euro area 0 0 0 41 0 2 4 131
Frequency domain principal components estimation of fractionally cointegrated processes 0 0 0 62 0 1 4 245
Green risk in Europe 1 1 1 22 1 6 12 43
Green risk in Europe 0 0 0 19 1 1 6 27
Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks 0 0 0 42 1 10 12 127
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 1 2 4 102
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 4 11 62
International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach 0 0 0 251 1 6 10 661
International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach 0 0 0 34 1 10 21 131
International Stock Markets Comovements: the Role of Economic and Financial Integration 0 0 1 45 0 12 17 143
International shocks and national house prices 0 0 0 68 0 5 10 163
Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach 0 0 0 92 1 15 22 240
Is climate change time reversible? 0 0 0 7 0 4 12 29
Is climate change time reversible? 0 0 1 152 0 2 12 985
Is climate change time-reversible? 1 1 1 11 2 5 10 28
It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 12 0 3 14 62
It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 29 0 6 7 112
It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 24 0 8 15 81
Macro-finance interactions in the US: A global perspective 0 0 0 63 0 7 10 214
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 49 6 11 16 114
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 17 7 9 10 40
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 49 2 6 12 78
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 1 33 1 4 9 52
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 33 0 6 10 68
Measuring core inflation in the euro area 0 0 0 339 0 10 10 1,009
Model Averaging by Stacking 0 0 1 43 0 1 5 56
Model Averaging by Stacking 0 0 0 6 0 4 9 44
Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach 0 0 0 11 5 13 19 67
Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach 0 1 1 40 1 15 21 174
Modelling short-term interest rate spreads in the euro money market 0 0 0 67 1 6 9 274
Monetary policy and the stock market in the euro area 0 1 2 294 1 7 10 764
Multivariate modelling of long memory processes with common components 0 0 0 20 0 3 8 93
Net Inflows and Time-Varying Alphas: The Case of Hedge Funds 0 0 0 17 1 10 12 95
New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil 0 0 0 6 0 2 2 28
Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation 0 0 0 56 7 35 40 221
Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation 0 0 0 4 0 4 10 53
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 0 0 4 16 24 26
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 0 52 3 29 37 369
On the macroeconomic causes of exchange rates volatility 0 0 0 93 0 3 5 287
Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence 0 0 0 42 0 5 9 115
Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence 0 0 0 4 0 2 6 30
Realized Betas and the Cross-Section of Expected Returns 0 0 0 26 0 4 4 111
Realized portfolio selection in the euro area 0 0 1 31 0 10 15 139
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 0 0 0 51 1 13 22 89
Semiparametric Estimation of Multivariate GARCH Models 0 0 0 23 1 2 5 50
Semiparametric Estimation of Multivariate GARCH Models 0 0 0 34 1 6 13 58
Some Financial Implications of Global Warming: An Empirical Assessment 0 0 0 37 1 7 10 150
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 0 4 5 58
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 0 8 13 41
Some financial implications of global warming: An empirical assessment 0 0 0 6 2 15 16 41
Some financial implications of global warming: An empirical assessment 0 0 0 29 0 0 2 98
Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios 0 0 0 184 0 2 8 691
Structural Econometric Approach to Bidding in the Main refinancing Operations of the Eurosystem 0 0 0 3 1 7 9 74
Structural econometric approach to bidding in the main refinancing operations of the Eurosystem 0 0 0 26 0 1 5 137
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 7 1 3 4 53
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 14 2 8 13 56
Temperature anomalies, radiative forcing and ENSO 0 0 0 12 1 9 13 63
Temperature anomalies, radiative forcing and ENSO 0 0 0 18 0 5 8 67
The 2007-? financial crisis: a euro area money market perspective 0 0 0 20 0 2 3 149
The 2007-? financial crisis: a money market perspective 0 0 0 41 0 7 9 97
The End of the Japanese Stagnation: an Assessment of the Policy Solutions 0 0 0 26 2 6 8 135
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 46 1 10 12 185
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 52 1 7 10 183
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 85 0 8 17 346
The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided? 0 0 0 226 0 4 7 1,003
The Oil Price-Macroeconomy Relationship since the Mid- 1980s: A Global Perspective 0 0 0 0 1 33 36 107
The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective 0 0 0 89 0 4 9 256
The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises 0 0 0 37 1 3 5 82
The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises 0 0 0 11 0 3 5 43
The effects of US economic and financial crises on euro area convergence 0 0 0 16 0 6 8 87
The effects of US economic and financial crises on euro area convergence 0 0 0 86 0 1 2 165
The oil price-macroeconomy relationship since the mid-1980s: A global perspective 0 0 0 76 12 52 58 212
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 0 7 1 5 7 20
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 0 9 0 0 5 27
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 0 11 0 1 6 19
Volatility of interest rates in the euro area: evidence from high frequency data 0 0 1 167 0 6 8 638
Total Working Papers 5 10 42 5,885 100 704 1,202 19,306
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 5 975
A new macro-financial condition index for the euro area 0 1 3 3 1 11 22 30
A semiparametric approach to short-term oil price forecasting 0 0 1 289 0 4 13 590
A small scale macroeconometric model for the Euro-12 area 0 0 0 44 1 7 11 148
A structural common factor approach to core inflation estimation and forecasting 0 0 0 5 2 3 8 60
Adaptive ARFIMA models with applications to inflation 0 0 3 40 1 3 17 140
Aggregate hedge funds' flows and returns 0 0 0 19 0 3 5 57
An empirical investigation of long-run growth in the UK 0 0 0 20 0 1 2 88
An omnibus noise filter 0 0 0 6 0 3 4 47
Breaks and persistency: macroeconomic causes of stock market volatility 0 0 8 169 1 10 21 484
Business cycle comovement in the G-7: common shocks or common transmission mechanisms? 0 0 0 26 1 2 5 117
Central bank interventions and exchange rates: an analysis with high frequency data 0 1 1 42 0 5 8 123
Climate change awareness: Empirical evidence for the European Union 0 1 5 44 4 14 33 179
Climate change implications for the catastrophe bonds market: An empirical analysis 1 1 9 129 2 11 56 440
Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation 0 0 0 124 1 9 14 557
Comovements in international stock markets 0 0 0 135 3 8 14 320
Comovements in volatility in the euro money market 0 0 0 16 0 3 6 103
Computing value at risk with high frequency data 0 0 1 395 0 2 6 811
Core inflation in the Euro area 0 0 0 88 0 2 8 384
Determinants of US financial fragility conditions 0 0 0 21 1 6 10 99
Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data 0 0 1 10 0 7 10 37
Does the stock market affect income distribution? Some empirical evidence for the US 0 0 0 31 0 0 4 99
Erratum 0 0 0 4 0 3 3 84
Estimating long memory in the mark–dollar exchange rate with high frequency data 0 0 0 0 2 3 4 5
Euro money market spreads during the 2007–? financial crisis 0 0 1 6 1 3 7 40
Eurozone economic integration: Historical developments and new challenges ahead 0 2 3 3 2 12 19 19
Factor vector autoregressive estimation: a new approach 0 0 0 68 1 2 8 176
Financial development and income distribution inequality in the euro area 0 1 3 74 4 28 48 374
Frequency domain principal components estimation of fractionally cointegrated processes 0 0 0 10 0 3 6 79
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 4 21
IGARCH effects: an interpretation 0 0 2 272 0 3 7 662
Inflation and monetary dynamics in the USA: a quantity-theory approach 0 0 1 77 0 6 15 316
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 8 10 94
International house prices and macroeconomic fluctuations 0 0 1 267 1 8 21 688
International macroeconomic dynamics: A factor vector autoregressive approach 0 0 0 98 0 8 15 281
International stock markets comovements: the role of economic and financial integration 0 0 0 51 0 10 12 165
Is Climate Change Time-Reversible? 0 0 2 10 0 6 10 42
It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection 1 1 1 4 1 8 15 53
Long-Run Growth and Income Distribution: Evidence for Italy and the US 0 0 0 39 0 3 7 199
Macroeconomic and financial effects of oil price shocks: Evidence for the euro area 0 0 0 34 0 12 25 131
Measuring Core Inflation in Italy 0 0 0 0 0 3 4 291
Measuring US core inflation: A common trends approach 0 0 0 147 0 5 8 589
Medium-term macroeconomic determinants of exchange rate volatility 0 0 3 115 0 6 14 370
Modeling Short-Term Interest Rate Spreads in the Euro Money Market 0 0 0 32 1 9 14 153
Modelling Evolving Long‐run Relationships: An Application to the Italian Energy Market 0 1 2 35 0 4 7 93
Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach 0 0 0 82 1 12 19 278
Monetary policy and the stock market in the euro area 0 1 1 67 0 1 5 246
Multivariate modelling of long memory processes with common components 0 0 0 14 1 7 9 62
New insights on the US OIS spreads term structure during the recent financial turmoil 0 0 0 3 0 4 9 43
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 2 55 0 3 14 241
On the macroeconomic causes of exchange rate volatility 0 0 1 211 1 14 21 738
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 3 103
Real Oil Prices since the 1990s 0 0 0 14 1 3 11 101
Realized betas and the cross-section of expected returns 0 0 0 21 0 4 8 80
Realized mean-variance efficient portfolio selection and euro area stock market integration 0 0 0 11 0 4 8 61
Regional Convergence in Italy: 1951-2000 0 0 0 37 2 5 6 117
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 0 0 0 1 0 2 4 16
Regulatory Uncertainty and Share Price Volatility: The English and Welsh Water Industry's Periodic Price Review 0 0 0 52 0 3 6 238
Some frequency domain properties of fractionally cointegrated processes 0 0 0 10 0 2 7 85
Statistical benefits of value-at-risk with long memory 0 0 0 0 0 4 4 4
Stock Market Reaction to Regulatory Price Reviews in the English and Welsh Water Industry 0 0 0 30 0 4 4 142
Stock market volatility of regulated industries: an empirical assessment 0 0 0 1 0 4 6 25
Structural breaks and common factors in the volatility of the Fama-French factor portfolios 0 1 2 30 0 5 9 194
Structural change and long-range dependence in volatility of exchange rates: either, neither or both? 0 0 1 78 1 4 8 219
Structural econometric approach to bidding in the main refinancing operations of the Eurosystem 0 0 0 0 1 1 4 51
Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis 0 0 0 0 1 4 7 91
The Great Recession: US dynamics and spillovers to the world economy 0 1 1 94 0 4 11 310
The Japanese deflation: has it had real effects? Could it have been avoided? 0 0 2 103 1 9 15 905
The Japanese stagnation: an assessment of the productivity slowdown hypothesis 0 0 0 80 1 6 10 311
The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective 0 0 0 0 1 8 11 11
The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises 0 0 1 10 1 3 8 37
The effects of the introduction of the euro on the volatility of European stock markets 0 0 0 94 0 4 6 243
The financial Kuznets curve: Evidence for the euro area 0 0 0 39 15 21 29 136
The price stability oriented monetary policy of the ECB: an assessment 0 0 0 27 0 1 1 117
Volatility of interest rates in the euro area: Evidence from high frequency data 0 0 0 36 1 7 12 149
Total Journal Articles 2 12 63 4,442 60 423 840 16,167
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 5 13 461
Total Books 0 0 0 138 0 5 13 461

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 0 12 17 37
Total Chapters 0 0 0 4 0 12 17 37
1 registered items for which data could not be found
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