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 1 1 2 786
A new macro-financial condition index for the euro area 0 0 0 77 0 1 4 344
A new macro-financial condition index for the euro area 0 0 1 41 1 3 5 35
A structural common factor approach to core inflation estimation and forecasting 0 0 0 120 0 3 4 341
Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility 0 0 1 489 0 2 7 1,615
Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms? 0 0 0 186 3 5 6 443
Climate change awareness: Empirical evidence for the European Union 0 0 0 118 0 2 7 286
Climate change awareness: Empirical evidence for the European Union 0 0 2 35 0 1 14 122
Comovements in International Stock Markets 0 1 1 61 2 10 12 192
Comovements in Volatility in the Euro Money Market 0 0 0 10 1 3 3 94
Comovements in volatility in the euro money market 0 0 0 85 1 1 6 310
Determinants of US Financial fragility conditions 0 0 0 76 1 4 5 192
Determinants of US financial fragility conditions 0 0 0 5 6 8 10 56
Determinants of US financial fragility conditions 0 0 0 22 0 1 2 111
Estimating, Filtering and Forecasting Realized Betas 0 0 0 33 2 3 5 114
Euro area inflation and a new measure of core inflation 0 0 1 83 2 2 11 57
Euro area inflation and a new measure of core inflation 0 0 0 10 0 3 6 18
Euro money market spreads during the 2007-? financial crisis 0 0 0 47 3 4 4 137
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 0 0 2 0 1 6 17
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 0 8 12 1 5 16 21
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 0 2 5 3 5 10 14
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 1 1 10 10 2 3 13 13
Extreme Weather in Europe: Determinants and Economic Impact 0 1 12 12 2 6 25 25
Extreme Weather in Europe: Determinants and Economic Impact 1 1 15 15 4 6 20 20
Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks 0 0 0 99 1 3 6 87
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 1 1 2 118
Factor demand modelling: the theory and the practice 0 0 0 8 1 2 3 47
Financial Deepening And Income Distribution Inequality In The Euro Area 0 0 0 24 0 5 7 115
Financial deepening and income distribution inequality in the euro area 0 0 0 41 0 1 2 129
Financial deepening and income distribution inequality in the euro area 0 0 0 19 5 7 11 71
Frequency domain principal components estimation of fractionally cointegrated processes 0 0 0 62 0 3 4 244
Green risk in Europe 0 0 1 19 0 1 7 26
Green risk in Europe 0 0 1 21 1 5 7 37
Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks 0 0 0 42 1 2 2 117
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 2 2 3 100
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 1 5 8 58
International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach 0 0 0 251 2 4 5 655
International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach 0 0 0 34 2 10 11 121
International Stock Markets Comovements: the Role of Economic and Financial Integration 0 1 1 45 0 5 5 131
International shocks and national house prices 0 0 0 68 1 3 6 158
Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach 0 0 0 92 4 5 13 225
Is climate change time reversible? 0 1 1 152 3 6 12 983
Is climate change time reversible? 0 0 0 7 4 6 8 25
Is climate change time-reversible? 0 0 0 10 1 3 6 23
It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 12 2 9 11 59
It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 24 2 6 9 73
It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 29 0 1 2 106
Macro-finance interactions in the US: A global perspective 0 0 0 63 2 3 4 207
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 49 1 6 6 72
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 1 1 33 1 5 5 48
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 49 0 5 5 103
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 33 3 3 4 62
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 17 0 1 1 31
Measuring core inflation in the euro area 0 0 0 339 0 0 2 999
Model Averaging by Stacking 0 0 0 6 2 4 5 40
Model Averaging by Stacking 0 0 1 43 2 2 4 55
Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach 0 0 0 11 0 3 7 54
Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach 0 0 0 39 2 3 7 159
Modelling short-term interest rate spreads in the euro money market 0 0 0 67 2 3 3 268
Monetary policy and the stock market in the euro area 0 0 3 293 0 2 7 757
Multivariate modelling of long memory processes with common components 0 0 0 20 2 4 5 90
Net Inflows and Time-Varying Alphas: The Case of Hedge Funds 0 0 0 17 1 1 2 85
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 3 4 5 186
Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation 0 0 0 4 3 5 7 49
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 0 52 3 6 8 340
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 0 0 2 4 8 10
On the macroeconomic causes of exchange rates volatility 0 0 1 93 0 1 4 284
Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence 0 0 0 4 2 3 4 28
Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence 0 0 0 42 3 3 4 110
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 3 5 129
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 0 0 0 51 3 7 9 76
Semiparametric Estimation of Multivariate GARCH Models 0 0 0 34 3 7 7 52
Semiparametric Estimation of Multivariate GARCH Models 0 0 0 23 2 2 3 48
Some Financial Implications of Global Warming: An Empirical Assessment 0 0 0 37 1 2 4 143
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 1 3 5 33
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 0 0 1 54
Some financial implications of global warming: An empirical assessment 0 0 0 29 0 2 2 98
Some financial implications of global warming: An empirical assessment 0 0 0 6 1 1 1 26
Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios 0 0 0 184 1 4 6 689
Structural Econometric Approach to Bidding in the Main refinancing Operations of the Eurosystem 0 0 0 3 0 2 2 67
Structural econometric approach to bidding in the main refinancing operations of the Eurosystem 0 0 0 26 1 2 4 136
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 7 0 1 1 50
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 14 1 3 7 48
Temperature anomalies, radiative forcing and ENSO 0 0 0 12 2 4 4 54
Temperature anomalies, radiative forcing and ENSO 0 0 0 18 0 3 3 62
The 2007-? financial crisis: a euro area money market perspective 0 0 0 20 0 1 1 147
The 2007-? financial crisis: a money market perspective 0 0 0 41 1 2 3 90
The End of the Japanese Stagnation: an Assessment of the Policy Solutions 0 0 0 26 2 2 2 129
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 46 2 2 3 175
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 52 0 3 4 176
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 85 4 8 9 338
The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided? 0 0 0 226 2 3 3 999
The Oil Price-Macroeconomy Relationship since the Mid- 1980s: A Global Perspective 0 0 0 0 1 2 4 74
The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective 0 0 0 89 1 4 5 252
The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises 0 0 0 37 0 1 2 79
The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises 0 0 0 11 1 2 2 40
The effects of US economic and financial crises on euro area convergence 0 0 0 16 1 2 2 81
The effects of US economic and financial crises on euro area convergence 0 0 0 86 0 1 1 164
The oil price-macroeconomy relationship since the mid-1980s: A global perspective 0 0 0 76 2 5 6 160
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 0 11 2 5 7 18
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 0 7 0 1 2 15
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 0 9 1 3 6 27
Volatility of interest rates in the euro area: evidence from high frequency data 0 0 1 167 0 0 4 632
Total Working Papers 2 7 66 5,875 140 342 590 18,602
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 1 3 4 974
A new macro-financial condition index for the euro area 0 1 2 2 1 7 13 19
A semiparametric approach to short-term oil price forecasting 0 0 1 289 0 5 9 586
A small scale macroeconometric model for the Euro-12 area 0 0 0 44 1 3 5 141
A structural common factor approach to core inflation estimation and forecasting 0 0 0 5 2 4 5 57
Adaptive ARFIMA models with applications to inflation 0 1 3 40 2 9 16 137
Aggregate hedge funds' flows and returns 0 0 0 19 0 1 2 54
An empirical investigation of long-run growth in the UK 0 0 0 20 1 1 7 87
An omnibus noise filter 0 0 0 6 1 1 1 44
Breaks and persistency: macroeconomic causes of stock market volatility 0 1 8 169 0 3 14 474
Business cycle comovement in the G-7: common shocks or common transmission mechanisms? 0 0 1 26 1 2 4 115
Central bank interventions and exchange rates: an analysis with high frequency data 0 0 0 41 1 1 3 118
Climate change awareness: Empirical evidence for the European Union 0 0 5 43 4 10 25 165
Climate change implications for the catastrophe bonds market: An empirical analysis 0 1 11 128 18 33 52 429
Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation 0 0 0 124 4 4 5 548
Comovements in international stock markets 0 0 0 135 2 2 7 312
Comovements in volatility in the euro money market 0 0 0 16 0 3 3 100
Computing value at risk with high frequency data 0 0 1 395 2 2 5 809
Core inflation in the Euro area 0 0 0 88 3 6 6 382
Determinants of US financial fragility conditions 0 0 0 21 2 4 4 93
Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data 0 0 1 10 2 2 3 30
Does the stock market affect income distribution? Some empirical evidence for the US 0 0 0 31 1 4 4 99
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 1 1 2
Euro money market spreads during the 2007–? financial crisis 0 0 1 6 1 3 4 37
Eurozone economic integration: Historical developments and new challenges ahead 0 0 1 1 3 5 7 7
Factor vector autoregressive estimation: a new approach 0 0 0 68 0 4 6 174
Financial development and income distribution inequality in the euro area 0 1 3 73 3 11 26 346
Frequency domain principal components estimation of fractionally cointegrated processes 0 0 0 10 2 3 4 76
Frequency domain principal components estimation of fractionally cointegrated processes: Some new results and an application to stock market volatility 0 0 0 3 2 3 4 20
IGARCH effects: an interpretation 0 0 3 272 0 1 7 659
Inflation and monetary dynamics in the USA: a quantity-theory approach 0 0 1 77 3 4 9 310
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 1 2 86
International house prices and macroeconomic fluctuations 0 0 2 267 1 7 19 680
International macroeconomic dynamics: A factor vector autoregressive approach 0 0 0 98 1 5 7 273
International stock markets comovements: the role of economic and financial integration 0 0 0 51 2 2 2 155
Is Climate Change Time-Reversible? 1 1 2 10 1 2 4 36
It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 3 1 3 7 45
Long-Run Growth and Income Distribution: Evidence for Italy and the US 0 0 0 39 0 3 4 196
Macroeconomic and financial effects of oil price shocks: Evidence for the euro area 0 0 0 34 6 11 14 119
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 0 1 3 115 0 2 8 364
Modeling Short-Term Interest Rate Spreads in the Euro Money Market 0 0 0 32 3 5 5 144
Modelling Evolving Long‐run Relationships: An Application to the Italian Energy Market 0 0 1 34 0 2 3 89
Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach 0 0 0 82 2 6 9 266
Monetary policy and the stock market in the euro area 0 0 0 66 2 4 5 245
Multivariate modelling of long memory processes with common components 0 0 0 14 1 2 2 55
New insights on the US OIS spreads term structure during the recent financial turmoil 0 0 0 3 2 4 5 39
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 2 55 4 7 12 238
On the macroeconomic causes of exchange rate volatility 0 1 1 211 3 6 11 724
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 2 102
Real Oil Prices since the 1990s 0 0 0 14 2 6 8 98
Realized betas and the cross-section of expected returns 0 0 0 21 2 3 4 76
Realized mean-variance efficient portfolio selection and euro area stock market integration 0 0 0 11 2 4 4 57
Regional Convergence in Italy: 1951-2000 0 0 0 37 0 1 2 112
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 0 0 0 1 1 1 2 14
Regulatory Uncertainty and Share Price Volatility: The English and Welsh Water Industry's Periodic Price Review 0 0 1 52 1 2 6 235
Some frequency domain properties of fractionally cointegrated processes 0 0 0 10 1 2 6 83
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 2 2 3 21
Structural breaks and common factors in the volatility of the Fama-French factor portfolios 0 0 1 29 2 2 5 189
Structural change and long-range dependence in volatility of exchange rates: either, neither or both? 0 0 1 78 1 1 5 215
Structural econometric approach to bidding in the main refinancing operations of the Eurosystem 0 0 0 0 1 2 3 50
Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis 0 0 0 0 1 1 4 87
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 93 2 6 12 306
The Japanese deflation: has it had real effects? Could it have been avoided? 1 1 2 103 3 5 6 896
The Japanese stagnation: an assessment of the productivity slowdown hypothesis 0 0 0 80 1 4 4 305
The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective 0 0 0 14 0 3 4 75
The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective 0 0 0 0 0 2 3 3
The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises 0 0 2 10 1 3 6 34
The effects of the introduction of the euro on the volatility of European stock markets 0 0 0 94 1 1 2 239
The financial Kuznets curve: Evidence for the euro area 0 0 1 39 3 5 20 115
The price stability oriented monetary policy of the ECB: an assessment 0 0 0 27 0 0 0 116
Volatility of interest rates in the euro area: Evidence from high frequency data 0 0 0 36 1 4 5 142
Total Journal Articles 2 9 64 4,444 120 278 508 15,819

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 3 4 10 456
Total Books 0 0 0 138 3 4 10 456

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 5 5 25
Total Chapters 0 0 0 4 2 5 5 25
1 registered items for which data could not be found
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