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 5 6 7 791
A new macro-financial condition index for the euro area 0 0 1 41 2 4 7 37
A new macro-financial condition index for the euro area 0 0 0 77 1 1 5 345
A structural common factor approach to core inflation estimation and forecasting 0 0 0 120 2 5 6 343
Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility 0 0 1 489 4 5 11 1,619
Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms? 0 0 0 186 3 6 9 446
Climate change awareness: Empirical evidence for the European Union 0 0 2 35 4 5 16 126
Climate change awareness: Empirical evidence for the European Union 0 0 0 118 2 4 9 288
Comovements in International Stock Markets 0 0 1 61 3 9 15 195
Comovements in Volatility in the Euro Money Market 0 0 0 10 1 4 4 95
Comovements in volatility in the euro money market 0 0 0 85 5 6 10 315
Determinants of US Financial fragility conditions 0 0 0 76 2 6 7 194
Determinants of US financial fragility conditions 0 0 0 22 2 3 4 113
Determinants of US financial fragility conditions 0 0 0 5 2 9 12 58
Estimating, Filtering and Forecasting Realized Betas 0 0 0 33 4 7 9 118
Euro area inflation and a new measure of core inflation 0 0 0 83 0 2 8 57
Euro area inflation and a new measure of core inflation 0 0 0 10 3 5 8 21
Euro money market spreads during the 2007-? financial crisis 0 0 0 47 4 8 8 141
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 1 10 10 5 8 18 18
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 0 3 12 0 5 11 21
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 0 0 2 1 1 5 18
Eurozone Economic Integration: Historical Developments and New Challenges Ahead 0 0 2 5 6 11 16 20
Extreme Weather in Europe: Determinants and Economic Impact 0 0 6 12 1 4 20 26
Extreme Weather in Europe: Determinants and Economic Impact 0 1 7 15 2 7 20 22
Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks 0 0 0 99 3 6 7 90
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 2 3 119
Factor demand modelling: the theory and the practice 0 0 0 8 4 6 7 51
Financial Deepening And Income Distribution Inequality In The Euro Area 0 0 0 24 3 8 10 118
Financial deepening and income distribution inequality in the euro area 0 0 0 19 2 8 13 73
Financial deepening and income distribution inequality in the euro area 0 0 0 41 2 3 4 131
Frequency domain principal components estimation of fractionally cointegrated processes 0 0 0 62 1 3 5 245
Green risk in Europe 0 0 0 19 0 0 6 26
Green risk in Europe 0 0 0 21 2 7 8 39
Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks 0 0 0 42 6 8 8 123
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 3 4 101
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 4 9 12 62
International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach 0 0 0 251 3 6 8 658
International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach 0 0 0 34 2 9 13 123
International Stock Markets Comovements: the Role of Economic and Financial Integration 0 0 1 45 7 11 12 138
International shocks and national house prices 0 0 0 68 5 6 11 163
Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach 0 0 0 92 9 13 22 234
Is climate change time reversible? 0 0 0 7 3 8 11 28
Is climate change time reversible? 0 1 1 152 2 6 13 985
Is climate change time-reversible? 0 0 0 10 2 4 8 25
It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 12 3 10 14 62
It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 29 5 6 7 111
It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 24 6 10 15 79
Macro-finance interactions in the US: A global perspective 0 0 0 63 2 4 6 209
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 49 4 7 9 107
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 1 33 2 6 7 50
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 49 3 6 9 75
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 17 2 3 3 33
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area 0 0 0 33 4 7 8 66
Measuring core inflation in the euro area 0 0 0 339 9 9 11 1,008
Model Averaging by Stacking 0 0 1 43 1 3 5 56
Model Averaging by Stacking 0 0 0 6 3 5 8 43
Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach 0 0 0 11 6 9 13 60
Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach 1 1 1 40 10 12 17 169
Modelling short-term interest rate spreads in the euro money market 0 0 0 67 5 7 8 273
Monetary policy and the stock market in the euro area 0 0 2 293 5 7 11 762
Multivariate modelling of long memory processes with common components 0 0 0 20 3 6 8 93
Net Inflows and Time-Varying Alphas: The Case of Hedge Funds 0 0 0 17 4 5 6 89
New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil 0 0 0 6 2 2 2 28
Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation 0 0 0 4 4 9 10 53
Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation 0 0 0 56 24 28 29 210
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 0 0 6 10 14 16
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 0 52 18 23 26 358
On the macroeconomic causes of exchange rates volatility 0 0 0 93 3 4 6 287
Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence 0 0 0 42 4 7 8 114
Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence 0 0 0 4 1 4 5 29
Realized Betas and the Cross-Section of Expected Returns 0 0 0 26 3 3 3 110
Realized portfolio selection in the euro area 0 0 1 31 6 8 11 135
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 0 0 0 51 7 13 16 83
Semiparametric Estimation of Multivariate GARCH Models 0 0 0 34 4 9 11 56
Semiparametric Estimation of Multivariate GARCH Models 0 0 0 23 0 2 3 48
Some Financial Implications of Global Warming: An Empirical Assessment 0 0 0 37 4 5 8 147
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 5 7 10 38
Some Financial Implications of Global Warming: an Empirical Assessment 0 0 0 14 2 2 3 56
Some financial implications of global warming: An empirical assessment 0 0 0 29 0 1 2 98
Some financial implications of global warming: An empirical assessment 0 0 0 6 6 7 7 32
Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios 0 0 0 184 2 5 8 691
Structural Econometric Approach to Bidding in the Main refinancing Operations of the Eurosystem 0 0 0 3 4 5 6 71
Structural econometric approach to bidding in the main refinancing operations of the Eurosystem 0 0 0 26 1 3 5 137
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 7 1 2 2 51
Temperature Anomalies, Radiative Forcing and ENSO 0 0 0 14 6 8 12 54
Temperature anomalies, radiative forcing and ENSO 0 0 0 18 3 5 6 65
Temperature anomalies, radiative forcing and ENSO 0 0 0 12 5 8 9 59
The 2007-? financial crisis: a euro area money market perspective 0 0 0 20 1 2 2 148
The 2007-? financial crisis: a money market perspective 0 0 0 41 6 8 9 96
The End of the Japanese Stagnation: an Assessment of the Policy Solutions 0 0 0 26 2 4 4 131
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 52 6 8 10 182
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 85 7 14 16 345
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 46 4 6 7 179
The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided? 0 0 0 226 4 7 7 1,003
The Oil Price-Macroeconomy Relationship since the Mid- 1980s: A Global Perspective 0 0 0 0 13 15 17 87
The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective 0 0 0 89 4 5 9 256
The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises 0 0 0 37 0 0 2 79
The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises 0 0 0 11 1 3 3 41
The effects of US economic and financial crises on euro area convergence 0 0 0 86 1 1 2 165
The effects of US economic and financial crises on euro area convergence 0 0 0 16 4 6 6 85
The oil price-macroeconomy relationship since the mid-1980s: A global perspective 0 0 0 76 24 28 30 184
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 0 9 0 2 6 27
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 0 11 1 6 7 19
The risks of exiting too early the policy responses to the COVID-19 recession 0 0 0 7 4 5 6 19
Volatility of interest rates in the euro area: evidence from high frequency data 0 0 1 167 2 2 5 634
Total Working Papers 1 4 43 5,876 408 681 965 19,010
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 4 5 975
A new macro-financial condition index for the euro area 1 1 3 3 7 11 20 26
A semiparametric approach to short-term oil price forecasting 0 0 1 289 4 9 13 590
A small scale macroeconometric model for the Euro-12 area 0 0 0 44 6 9 11 147
A structural common factor approach to core inflation estimation and forecasting 0 0 0 5 1 4 6 58
Adaptive ARFIMA models with applications to inflation 0 0 3 40 1 7 16 138
Aggregate hedge funds' flows and returns 0 0 0 19 3 4 5 57
An empirical investigation of long-run growth in the UK 0 0 0 20 1 2 8 88
An omnibus noise filter 0 0 0 6 2 3 3 46
Breaks and persistency: macroeconomic causes of stock market volatility 0 0 8 169 7 7 21 481
Business cycle comovement in the G-7: common shocks or common transmission mechanisms? 0 0 1 26 1 3 5 116
Central bank interventions and exchange rates: an analysis with high frequency data 0 0 0 41 2 3 5 120
Climate change awareness: Empirical evidence for the European Union 0 0 4 43 7 14 30 172
Climate change implications for the catastrophe bonds market: An empirical analysis 0 0 10 128 4 31 54 433
Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation 0 0 0 124 6 10 11 554
Comovements in international stock markets 0 0 0 135 2 4 9 314
Comovements in volatility in the euro money market 0 0 0 16 2 3 5 102
Computing value at risk with high frequency data 0 0 1 395 2 4 6 811
Core inflation in the Euro area 0 0 0 88 2 8 8 384
Determinants of US financial fragility conditions 0 0 0 21 5 8 9 98
Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data 0 0 1 10 7 9 10 37
Does the stock market affect income distribution? Some empirical evidence for the US 0 0 0 31 0 1 4 99
Erratum 0 0 0 4 2 2 2 83
Estimating long memory in the mark–dollar exchange rate with high frequency data 0 0 0 0 1 2 2 3
Euro money market spreads during the 2007–? financial crisis 0 0 1 6 2 5 6 39
Eurozone economic integration: Historical developments and new challenges ahead 2 2 3 3 8 13 15 15
Factor vector autoregressive estimation: a new approach 0 0 0 68 1 4 7 175
Financial development and income distribution inequality in the euro area 0 1 3 73 13 22 38 359
Frequency domain principal components estimation of fractionally cointegrated processes 0 0 0 10 3 6 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 1 4 5 21
IGARCH effects: an interpretation 0 0 3 272 3 4 9 662
Inflation and monetary dynamics in the USA: a quantity-theory approach 0 0 1 77 5 8 14 315
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 6 7 8 92
International house prices and macroeconomic fluctuations 0 0 2 267 7 12 26 687
International macroeconomic dynamics: A factor vector autoregressive approach 0 0 0 98 4 8 11 277
International stock markets comovements: the role of economic and financial integration 0 0 0 51 10 12 12 165
Is Climate Change Time-Reversible? 0 1 2 10 5 6 9 41
It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection 0 0 0 3 6 9 13 51
Long-Run Growth and Income Distribution: Evidence for Italy and the US 0 0 0 39 3 6 7 199
Macroeconomic and financial effects of oil price shocks: Evidence for the euro area 0 0 0 34 12 18 25 131
Measuring Core Inflation in Italy 0 0 0 0 2 2 3 290
Measuring US core inflation: A common trends approach 0 0 2 147 4 4 11 588
Medium-term macroeconomic determinants of exchange rate volatility 0 0 3 115 4 4 12 368
Modeling Short-Term Interest Rate Spreads in the Euro Money Market 0 0 0 32 7 12 12 151
Modelling Evolving Long‐run Relationships: An Application to the Italian Energy Market 0 0 1 34 2 3 5 91
Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach 0 0 0 82 9 13 17 275
Monetary policy and the stock market in the euro area 0 0 0 66 0 3 5 245
Multivariate modelling of long memory processes with common components 0 0 0 14 5 7 7 60
New insights on the US OIS spreads term structure during the recent financial turmoil 0 0 0 3 4 7 9 43
Oil price dynamics, macro-finance interactions and the role of financial speculation 0 0 2 55 3 8 15 241
On the macroeconomic causes of exchange rate volatility 0 1 1 211 10 16 19 734
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 3 103
Real Oil Prices since the 1990s 0 0 0 14 1 5 9 99
Realized betas and the cross-section of expected returns 0 0 0 21 2 4 6 78
Realized mean-variance efficient portfolio selection and euro area stock market integration 0 0 0 11 3 5 7 60
Regional Convergence in Italy: 1951-2000 0 0 0 37 2 2 3 114
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 0 0 0 1 2 3 4 16
Regulatory Uncertainty and Share Price Volatility: The English and Welsh Water Industry's Periodic Price Review 0 0 1 52 3 5 8 238
Some frequency domain properties of fractionally cointegrated processes 0 0 0 10 2 4 7 85
Statistical benefits of value-at-risk with long memory 0 0 0 0 4 4 4 4
Stock Market Reaction to Regulatory Price Reviews in the English and Welsh Water Industry 0 0 0 30 3 3 3 141
Stock market volatility of regulated industries: an empirical assessment 0 0 0 1 4 6 7 25
Structural breaks and common factors in the volatility of the Fama-French factor portfolios 1 1 2 30 2 4 7 191
Structural change and long-range dependence in volatility of exchange rates: either, neither or both? 0 0 1 78 2 3 7 217
Structural econometric approach to bidding in the main refinancing operations of the Eurosystem 0 0 0 0 0 2 3 50
Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis 0 0 0 0 3 4 7 90
The Great Recession: US dynamics and spillovers to the world economy 0 0 0 93 2 7 14 308
The Japanese deflation: has it had real effects? Could it have been avoided? 0 1 2 103 7 11 13 903
The Japanese stagnation: an assessment of the productivity slowdown hypothesis 0 0 0 80 3 7 7 308
The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective 0 0 0 0 7 7 10 10
The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective 0 0 0 14 5 6 9 80
The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises 0 0 1 10 2 4 7 36
The effects of the introduction of the euro on the volatility of European stock markets 0 0 0 94 4 5 6 243
The financial Kuznets curve: Evidence for the euro area 0 0 0 39 2 6 18 117
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 3 5 8 145
Total Journal Articles 4 8 64 4,448 284 499 771 16,103

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 5 8 14 461
Total Books 0 0 0 138 5 8 14 461

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 12 16 17 37
Total Chapters 0 0 0 4 12 16 17 37
1 registered items for which data could not be found
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