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 10 795
A new macro-financial condition index for the euro area 0 0 0 77 0 0 3 346
A new macro-financial condition index for the euro area 0 0 1 41 0 0 9 40
A structural common factor approach to core inflation estimation and forecasting 0 0 0 120 1 1 10 348
Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility 0 0 2 490 1 2 15 1,627
Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms? 0 0 0 186 1 1 12 450
Climate change awareness: Empirical evidence for the European Union 0 0 0 118 1 2 13 297
Climate change awareness: Empirical evidence for the European Union 0 0 0 35 0 0 5 126
Comovements in International Stock Markets 1 1 2 62 1 1 24 206
Comovements in Volatility in the Euro Money Market 0 0 0 10 0 0 6 97
Comovements in volatility in the euro money market 0 0 0 85 1 1 12 321
Determinants of US Financial fragility conditions 0 0 1 77 0 1 13 201
Determinants of US financial fragility conditions 0 0 0 5 0 0 17 65
Determinants of US financial fragility conditions 0 0 1 23 0 1 10 119
Estimating, Filtering and Forecasting Realized Betas 0 0 0 33 2 3 12 123
Euro area inflation and a new measure of core inflation 0 0 1 11 2 2 18 32
Euro area inflation and a new measure of core inflation 0 0 0 83 0 0 2 57
Euro money market spreads during the 2007-? financial crisis 0 0 1 48 0 1 16 149
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 0 1 10 1 1 11 21
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 0 0 2 0 0 3 18
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 1 1 1 13 1 1 11 27
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 0 2 7 0 0 15 24
Extreme Weather in Europe: Determinants and Economic Impact 0 0 2 16 2 4 23 35
Extreme Weather in Europe: Determinants and Economic Impact 0 0 2 12 0 0 11 26
Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks 0 0 0 99 1 1 9 93
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 2 8 125
Factor demand modelling: the theory and the practice 0 0 0 8 0 0 10 55
Financial Deepening And Income Distribution Inequality In The Euro Area 0 0 0 24 0 0 10 120
Financial deepening and income distribution inequality in the euro area 0 0 0 41 0 0 6 134
Financial deepening and income distribution inequality in the euro area 0 0 0 19 2 2 14 77
Frequency domain principal components estimation of fractionally cointegrated processes 0 0 0 62 3 3 10 251
Green risk in Europe 0 0 0 19 0 0 2 27
Green risk in Europe 0 0 1 22 0 1 13 44
Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks 0 0 0 42 2 2 18 133
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 1 6 104
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 1 14 66
International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach 0 0 0 251 0 1 12 663
International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach 0 0 0 34 1 1 24 135
International Stock Markets Comovements: the Role of Economic and Financial Integration 0 0 1 45 2 3 21 147
International shocks and national house prices 0 0 0 68 0 0 11 165
Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach 0 0 1 93 0 0 22 242
Is climate change time reversible? 0 0 1 152 0 1 12 987
Is climate change time reversible? 0 0 1 8 0 0 12 31
Is climate change time-reversible? 0 0 1 11 0 0 11 31
It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 12 2 2 15 64
It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 29 1 1 10 115
It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 24 0 1 18 85
Macro-finance interactions in the US: A global perspective 0 0 0 63 1 1 14 218
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 49 0 1 21 119
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 49 1 1 15 81
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 2 34 0 0 16 59
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 17 0 0 11 41
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 33 1 2 15 73
Measuring core inflation in the euro area 0 0 0 339 1 1 16 1,015
Model Averaging by Stacking 0 0 0 43 0 0 5 57
Model Averaging by Stacking 0 0 0 6 0 0 13 48
Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach 0 0 0 11 0 0 21 70
Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach 0 0 1 40 1 1 22 178
Modelling short-term interest rate spreads in the euro money market 0 0 0 67 0 4 14 279
Monetary policy and the stock market in the euro area 1 1 2 295 1 1 19 774
Multivariate modelling of long memory processes with common components 0 0 0 20 0 2 12 98
Net Inflows and Time-Varying Alphas: The Case of Hedge Funds 0 0 0 17 0 1 12 96
New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil 0 0 0 6 0 2 8 34
Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation 0 0 0 56 0 0 40 222
Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation 0 0 0 4 0 0 15 59
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 0 52 0 0 35 369
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 0 0 0 1 24 29
On the macroeconomic causes of exchange rates volatility 0 0 0 93 1 2 11 294
Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence 0 0 0 42 1 2 12 119
Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence 0 0 0 4 0 0 6 31
Realized Betas and the Cross-Section of Expected Returns 0 0 0 26 0 0 6 113
Realized portfolio selection in the euro area 0 0 0 31 0 3 17 142
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 0 1 1 52 1 3 27 95
Semiparametric Estimation of Multivariate GARCH Models 0 0 0 23 0 0 6 52
Semiparametric Estimation of Multivariate GARCH Models 0 0 0 34 0 0 15 60
Some Financial Implications of Global Warming: An Empirical Assessment 0 0 0 37 0 0 10 151
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 1 1 14 43
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 0 0 8 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 0 19 44
Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios 0 0 0 184 2 3 9 694
Structural Econometric Approach to Bidding in the Main refinancing Operations of the Eurosystem 0 0 0 3 4 4 20 85
Structural econometric approach to bidding in the main refinancing operations of the Eurosystem 0 0 0 26 0 1 10 143
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 7 0 0 5 54
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 14 1 2 19 63
Temperature anomalies, radiative forcing and ENSO 0 0 0 18 0 0 11 70
Temperature anomalies, radiative forcing and ENSO 0 0 0 12 0 0 16 66
The 2007-? financial crisis: a euro area money market perspective 0 0 0 20 0 1 5 151
The 2007-? financial crisis: a money market perspective 0 0 0 41 0 0 13 101
The End of the Japanese Stagnation: an Assessment of the Policy Solutions 0 0 0 26 0 1 12 139
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 46 1 1 17 190
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 85 1 2 25 355
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 52 2 2 17 190
The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided? 0 0 0 226 0 1 9 1,005
The Oil Price-Macroeconomy Relationship since the Mid- 1980s: A Global Perspective 0 0 0 0 0 0 38 110
The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective 0 0 0 89 0 1 13 261
The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises 0 0 0 37 0 0 10 88
The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises 0 0 0 11 1 1 8 46
The effects of US economic and financial crises on euro area convergence 0 0 0 86 0 2 4 167
The effects of US economic and financial crises on euro area convergence 0 0 0 16 0 1 12 91
The oil price-macroeconomy relationship since the mid-1980s: A global perspective 0 0 0 76 0 0 58 213
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 0 7 1 1 9 23
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 0 9 0 0 3 27
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 0 11 0 1 7 20
Volatility of interest rates in the euro area: evidence from high frequency data 0 0 0 167 2 3 13 645
Total Working Papers 3 4 29 5,894 56 102 1,433 19,664
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 6 977
A new macro-financial condition index for the euro area 0 0 2 3 0 1 24 35
A semiparametric approach to short-term oil price forecasting 0 0 0 289 0 1 11 592
A small scale macroeconometric model for the Euro-12 area 0 0 0 44 0 1 12 150
A structural common factor approach to core inflation estimation and forecasting 0 0 0 5 1 1 9 62
Adaptive ARFIMA models with applications to inflation 0 0 2 41 2 2 18 146
Aggregate hedge funds' flows and returns 0 0 0 19 1 2 11 63
An empirical investigation of long-run growth in the UK 0 0 0 20 0 0 5 91
An omnibus noise filter 0 0 0 6 0 0 6 49
Breaks and persistency: macroeconomic causes of stock market volatility 0 0 2 169 0 0 17 487
Business cycle comovement in the G-7: common shocks or common transmission mechanisms? 0 0 0 26 2 2 7 120
Central bank interventions and exchange rates: an analysis with high frequency data 0 0 1 42 0 0 10 127
Climate and Sustainable Energy Econometrics and Statistics 0 0 1 1 0 0 6 6
Climate change awareness: Empirical evidence for the European Union 0 0 3 46 6 7 42 196
Climate change implications for the catastrophe bonds market: An empirical analysis 0 0 4 130 0 1 54 448
Climate change risk pricing in the European stock market 0 0 1 1 2 2 7 7
Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation 0 0 0 124 1 1 15 559
Comovements in international stock markets 0 0 0 135 1 1 12 322
Comovements in volatility in the euro money market 0 0 0 16 19 20 27 124
Computing value at risk with high frequency data 0 0 1 396 0 1 7 814
Core inflation in the Euro area 0 0 0 88 1 1 15 391
Determinants of US financial fragility conditions 0 0 0 21 0 1 12 101
Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data 1 1 1 11 1 1 11 39
Does the stock market affect income distribution? Some empirical evidence for the US 0 0 0 31 0 1 7 102
Erratum 0 0 0 4 0 1 5 86
Estimating long memory in the mark–dollar exchange rate with high frequency data 0 0 0 0 1 1 7 8
Euro money market spreads during the 2007–? financial crisis 0 0 0 6 0 0 14 48
Eurozone economic integration: Historical developments and new challenges ahead 0 0 3 3 0 0 25 25
Extreme weather in Europe: Determinants and economic impact 0 0 0 0 0 5 7 7
Factor vector autoregressive estimation: a new approach 0 0 0 68 0 0 9 179
Financial development and income distribution inequality in the euro area 0 1 4 76 1 4 50 383
Frequency domain principal components estimation of fractionally cointegrated processes 0 0 0 10 1 2 9 82
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 6 23
IGARCH effects: an interpretation 0 0 1 272 0 1 10 667
Inflation and monetary dynamics in the USA: a quantity-theory approach 0 0 0 77 0 0 13 317
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 11 96
International house prices and macroeconomic fluctuations 0 0 0 267 1 1 22 694
International macroeconomic dynamics: A factor vector autoregressive approach 0 0 0 98 1 1 16 283
International stock markets comovements: the role of economic and financial integration 0 0 0 51 1 1 15 168
Introduction to the special issue on macroeconomic regime changes: Theory, evidence, and policy challenges ahead 0 0 3 3 1 3 31 31
Is Climate Change Time-Reversible? 0 0 1 10 1 1 12 46
It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 1 4 2 2 17 58
Long-Run Growth and Income Distribution: Evidence for Italy and the US 0 0 0 39 0 1 8 201
Macroeconomic and financial effects of oil price shocks: Evidence for the euro area 0 0 0 34 1 4 28 136
Measuring Core Inflation in Italy 0 0 0 0 0 0 4 292
Measuring US core inflation: A common trends approach 0 0 0 147 0 0 7 591
Medium-term macroeconomic determinants of exchange rate volatility 0 0 1 115 1 3 13 373
Modeling Short-Term Interest Rate Spreads in the Euro Money Market 0 0 0 32 0 1 22 161
Modelling Evolving Long‐run Relationships: An Application to the Italian Energy Market 0 0 1 35 0 0 6 93
Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach 0 0 0 82 0 1 21 281
Monetary policy and the stock market in the euro area 0 0 1 67 0 2 8 249
Multivariate modelling of long memory processes with common components 0 0 0 14 1 2 15 68
New insights on the US OIS spreads term structure during the recent financial turmoil 0 0 0 3 0 0 16 51
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 0 55 0 1 16 247
On the macroeconomic causes of exchange rate volatility 0 0 1 211 0 0 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 1 2 8 109
Real Oil Prices since the 1990s 0 0 0 14 0 1 10 102
Realized betas and the cross-section of expected returns 0 0 0 21 1 1 13 86
Realized mean-variance efficient portfolio selection and euro area stock market integration 0 0 0 11 1 2 15 68
Regional Convergence in Italy: 1951-2000 0 0 0 37 0 0 8 119
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 0 0 0 1 2 3 8 21
Regulatory Uncertainty and Share Price Volatility: The English and Welsh Water Industry's Periodic Price Review 0 0 0 52 0 0 5 238
Some frequency domain properties of fractionally cointegrated processes 0 0 0 10 0 0 6 87
Statistical benefits of value-at-risk with long memory 0 0 0 0 0 1 6 6
Stock Market Reaction to Regulatory Price Reviews in the English and Welsh Water Industry 0 0 0 30 0 0 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 0 2 31 0 2 12 199
Structural change and long-range dependence in volatility of exchange rates: either, neither or both? 0 0 0 78 0 2 13 226
Structural econometric approach to bidding in the main refinancing operations of the Eurosystem 0 0 0 0 0 0 6 54
Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis 0 0 0 0 0 1 8 94
The Great Recession: US dynamics and spillovers to the world economy 0 0 1 94 0 4 16 316
The Japanese deflation: has it had real effects? Could it have been avoided? 0 0 1 103 1 3 20 911
The Japanese stagnation: an assessment of the productivity slowdown hypothesis 0 0 0 80 0 0 13 314
The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective 0 0 0 0 0 0 10 11
The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises 0 0 0 10 0 3 10 41
The effects of the introduction of the euro on the volatility of European stock markets 0 0 0 94 0 1 9 247
The financial Kuznets curve: Evidence for the euro area 0 0 0 39 0 0 31 141
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 1 1 14 152
Total Journal Articles 1 2 39 4,456 57 114 1,068 16,518
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 1 11 462
Total Books 0 0 0 138 0 1 11 462

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