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 1 785
A new macro-financial condition index for the euro area 0 1 1 41 1 2 3 33
A new macro-financial condition index for the euro area 0 0 0 77 1 1 4 344
A structural common factor approach to core inflation estimation and forecasting 0 0 0 120 0 0 1 338
Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility 0 1 2 489 1 2 7 1,614
Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms? 0 0 0 186 2 2 3 440
Climate change awareness: Empirical evidence for the European Union 0 0 3 35 0 0 17 121
Climate change awareness: Empirical evidence for the European Union 0 0 0 118 0 2 5 284
Comovements in International Stock Markets 1 1 1 61 4 4 6 186
Comovements in Volatility in the Euro Money Market 0 0 0 10 0 0 0 91
Comovements in volatility in the euro money market 0 0 0 85 0 1 5 309
Determinants of US Financial fragility conditions 0 0 0 76 0 1 1 188
Determinants of US financial fragility conditions 0 0 0 22 0 1 1 110
Determinants of US financial fragility conditions 0 0 0 5 1 2 3 49
Estimating, Filtering and Forecasting Realized Betas 0 0 1 33 0 1 3 111
Euro area inflation and a new measure of core inflation 0 0 1 83 0 1 9 55
Euro area inflation and a new measure of core inflation 0 0 0 10 1 2 4 16
Euro money market spreads during the 2007-? financial crisis 0 0 0 47 0 0 0 133
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 0 5 5 0 0 7 9
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 0 2 2 1 4 16 17
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 0 12 12 0 0 16 16
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 0 9 9 0 2 10 10
Extreme Weather in Europe: Determinants and Economic Impact 0 1 14 14 1 4 15 15
Extreme Weather in Europe: Determinants and Economic Impact 1 2 12 12 3 7 22 22
Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks 0 0 0 99 0 1 3 84
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 1 117
Factor demand modelling: the theory and the practice 0 0 0 8 0 0 1 45
Financial Deepening And Income Distribution Inequality In The Euro Area 0 0 0 24 0 1 2 110
Financial deepening and income distribution inequality in the euro area 0 0 0 19 1 3 5 65
Financial deepening and income distribution inequality in the euro area 0 0 0 41 0 0 2 128
Frequency domain principal components estimation of fractionally cointegrated processes 0 0 0 62 1 1 2 242
Green risk in Europe 0 0 1 21 0 1 4 32
Green risk in Europe 0 0 1 19 1 1 9 26
Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks 0 0 0 42 0 0 0 115
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 1 3 53
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 0 1 98
International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach 0 0 0 251 1 1 2 652
International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach 0 0 0 34 3 4 4 114
International Stock Markets Comovements: the Role of Economic and Financial Integration 1 1 1 45 1 1 1 127
International shocks and national house prices 0 0 0 68 2 3 6 157
Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach 0 0 0 92 1 2 9 221
Is climate change time reversible? 0 0 0 151 2 4 9 979
Is climate change time reversible? 0 0 0 7 1 2 4 20
Is climate change time-reversible? 0 0 0 10 1 1 5 21
It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 12 2 3 4 52
It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 24 2 3 6 69
It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 29 0 0 2 105
Macro-finance interactions in the US: A global perspective 0 0 0 63 1 1 3 205
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 1 49 3 3 4 69
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 1 1 1 33 1 1 1 44
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 49 2 2 2 100
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 33 0 1 1 59
Measuring core inflation in the euro area 0 0 0 339 0 0 2 999
Model Averaging by Stacking 0 0 1 43 0 1 2 53
Model Averaging by Stacking 0 0 0 6 2 3 3 38
Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach 0 0 0 11 0 2 4 51
Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach 0 0 0 39 1 2 5 157
Modelling short-term interest rate spreads in the euro money market 0 0 1 67 1 1 2 266
Monetary policy and the stock market in the euro area 0 1 4 293 0 1 6 755
Multivariate modelling of long memory processes with common components 0 0 0 20 1 1 2 87
Net Inflows and Time-Varying Alphas: The Case of Hedge Funds 0 0 1 17 0 0 2 84
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 4 0 0 2 44
Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation 0 0 0 56 0 0 1 182
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 0 52 1 1 3 335
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 0 0 0 3 4 6
On the macroeconomic causes of exchange rates volatility 0 0 1 93 0 1 3 283
Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence 0 0 0 42 0 1 1 107
Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence 0 0 0 4 0 0 1 25
Realized Betas and the Cross-Section of Expected Returns 0 0 0 26 0 0 0 107
Realized portfolio selection in the euro area 0 0 1 31 1 2 3 127
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 0 0 0 51 1 2 3 70
Semiparametric Estimation of Multivariate GARCH Models 0 0 0 23 0 0 1 46
Semiparametric Estimation of Multivariate GARCH Models 0 0 0 34 2 2 3 47
Some Financial Implications of Global Warming: An Empirical Assessment 0 0 0 37 1 2 3 142
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 1 3 3 31
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 0 1 1 54
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 1 1 1 97
Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios 0 0 0 184 1 1 3 686
Structural Econometric Approach to Bidding in the Main refinancing Operations of the Eurosystem 0 0 0 3 1 1 1 66
Structural econometric approach to bidding in the main refinancing operations of the Eurosystem 0 0 0 26 0 2 2 134
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 14 1 2 5 46
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 7 0 0 0 49
Temperature anomalies, radiative forcing and ENSO 0 0 0 18 1 1 1 60
Temperature anomalies, radiative forcing and ENSO 0 0 0 12 1 1 1 51
The 2007-? financial crisis: a euro area money market perspective 0 0 0 20 0 0 0 146
The 2007-? financial crisis: a money market perspective 0 0 0 41 0 0 1 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 1 1 2 174
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 46 0 0 1 173
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 85 1 1 3 331
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 0 0 2 72
The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective 0 0 0 89 3 4 4 251
The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises 0 0 0 37 1 1 2 79
The US$/€ 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 16 0 0 0 79
The effects of US economic and financial crises on euro area convergence 0 0 0 86 1 1 2 164
The oil price-macroeconomy relationship since the mid-1980s: A global perspective 0 0 0 76 1 1 4 156
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 0 11 0 0 2 13
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 0 9 1 2 4 25
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 0 7 0 0 2 14
Volatility of interest rates in the euro area: evidence from high frequency data 0 1 1 167 0 1 4 632
Total Working Papers 4 10 79 5,872 69 130 362 18,329
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 0 1 971
A new macro-financial condition index for the euro area 1 2 2 2 3 6 9 15
A semiparametric approach to short-term oil price forecasting 0 0 2 289 0 1 6 581
A small scale macroeconometric model for the Euro-12 area 0 0 0 44 0 0 2 138
A structural common factor approach to core inflation estimation and forecasting 0 0 0 5 1 1 2 54
Adaptive ARFIMA models with applications to inflation 1 2 3 40 3 5 10 131
Aggregate hedge funds' flows and returns 0 0 0 19 0 1 1 53
An empirical investigation of long-run growth in the UK 0 0 0 20 0 0 6 86
An omnibus noise filter 0 0 0 6 0 0 0 43
Breaks and persistency: macroeconomic causes of stock market volatility 1 2 8 169 3 4 15 474
Business cycle comovement in the G-7: common shocks or common transmission mechanisms? 0 0 2 26 0 0 3 113
Central bank interventions and exchange rates: an analysis with high frequency data 0 0 0 41 0 1 2 117
Climate change awareness: Empirical evidence for the European Union 0 0 7 43 3 6 22 158
Climate change implications for the catastrophe bonds market: An empirical analysis 1 3 11 128 6 10 27 402
Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation 0 0 0 124 0 1 1 544
Comovements in international stock markets 0 0 0 135 0 1 5 310
Comovements in volatility in the euro money market 0 0 0 16 2 2 3 99
Computing value at risk with high frequency data 0 0 1 395 0 0 3 807
Core inflation in the Euro area 0 0 0 88 0 0 0 376
Determinants of US financial fragility conditions 0 0 0 21 1 1 1 90
Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data 0 0 1 10 0 0 1 28
Does the stock market affect income distribution? Some empirical evidence for the US 0 0 1 31 3 3 4 98
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 0 1
Euro money market spreads during the 2007–? financial crisis 0 0 1 6 0 0 1 34
Factor vector autoregressive estimation: a new approach 0 0 0 68 1 1 3 171
Financial development and income distribution inequality in the euro area 0 0 2 72 2 7 21 337
Frequency domain principal components estimation of fractionally cointegrated processes 0 0 0 10 0 0 1 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 0 1 17
IGARCH effects: an interpretation 0 1 4 272 0 1 8 658
Inflation and monetary dynamics in the USA: a quantity-theory approach 0 0 1 77 1 5 6 307
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 0 1 85
International house prices and macroeconomic fluctuations 0 0 2 267 2 4 16 675
International macroeconomic dynamics: A factor vector autoregressive approach 0 0 1 98 1 2 5 269
International stock markets comovements: the role of economic and financial integration 0 0 0 51 0 0 1 153
Is Climate Change Time-Reversible? 0 0 1 9 1 1 4 35
It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 3 0 2 5 42
Long-Run Growth and Income Distribution: Evidence for Italy and the US 0 0 0 39 0 1 1 193
Macroeconomic and financial effects of oil price shocks: Evidence for the euro area 0 0 0 34 5 5 8 113
Measuring Core Inflation in Italy 0 0 0 0 0 0 1 288
Measuring US core inflation: A common trends approach 0 0 2 147 0 0 7 584
Medium-term macroeconomic determinants of exchange rate volatility 1 1 4 115 2 4 9 364
Modeling Short-Term Interest Rate Spreads in the Euro Money Market 0 0 0 32 0 0 2 139
Modelling Evolving Long‐run Relationships: An Application to the Italian Energy Market 0 0 1 34 1 1 2 88
Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach 0 0 0 82 2 2 5 262
Monetary policy and the stock market in the euro area 0 0 0 66 1 1 2 242
Multivariate modelling of long memory processes with common components 0 0 0 14 0 0 0 53
New insights on the US OIS spreads term structure during the recent financial turmoil 0 0 0 3 1 1 2 36
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 2 55 2 2 7 233
On the macroeconomic causes of exchange rate volatility 0 0 0 210 0 0 5 718
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 1 101
Real Oil Prices since the 1990s 0 0 0 14 2 3 4 94
Realized betas and the cross-section of expected returns 0 0 0 21 1 2 2 74
Realized mean-variance efficient portfolio selection and euro area stock market integration 0 0 0 11 2 2 2 55
Regional Convergence in Italy: 1951-2000 0 0 1 37 1 1 3 112
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 0 0 0 1 0 1 1 13
Regulatory Uncertainty and Share Price Volatility: The English and Welsh Water Industry's Periodic Price Review 0 0 1 52 0 0 5 233
Some frequency domain properties of fractionally cointegrated processes 0 0 0 10 0 0 4 81
Statistical benefits of value-at-risk with long memory 0 0 0 0 0 0 0 0
Stock Market Reaction to Regulatory Price Reviews in the English and Welsh Water Industry 0 0 0 30 0 0 0 138
Stock market volatility of regulated industries: an empirical assessment 0 0 0 1 0 0 1 19
Structural breaks and common factors in the volatility of the Fama-French factor portfolios 0 0 1 29 0 0 3 187
Structural change and long-range dependence in volatility of exchange rates: either, neither or both? 0 0 1 78 0 1 5 214
Structural econometric approach to bidding in the main refinancing operations of the Eurosystem 0 0 0 0 0 0 1 48
Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis 0 0 0 0 0 1 3 86
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 93 1 2 7 301
The Japanese deflation: has it had real effects? Could it have been avoided? 0 0 1 102 1 1 2 892
The Japanese stagnation: an assessment of the productivity slowdown hypothesis 0 0 0 80 0 0 0 301
The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective 0 0 0 14 2 2 3 74
The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective 0 0 0 0 2 2 3 3
The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises 0 0 2 10 1 1 4 32
The effects of the introduction of the euro on the volatility of European stock markets 0 0 0 94 0 1 1 238
The financial Kuznets curve: Evidence for the euro area 0 0 1 39 1 2 19 111
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 2 2 3 140
Total Journal Articles 5 11 68 4,439 63 107 326 15,602

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 2 8 453
Total Books 0 0 0 138 1 2 8 453

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 1 1 1 21
Total Chapters 0 0 0 4 1 1 1 21
1 registered items for which data could not be found
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Statistics updated 2025-11-08