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Publications

by members of

Università degli Studi di Milano-Bicocca → Center for European Studies

University of Milan-Bicocca

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2026

  1. Hasan Engin Duran & Alessandra Faggian & Alessandra Michelangeli & Kateryna Tkach, 2026, "Left behind places and regional resilience to COVID-19 shock in Europe," Working Papers, University of Milano-Bicocca, Department of Economics, number 568, Feb, revised Feb 2026.
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  2. Alessandra Michelangeli & Umut Türk, 2026, "Uneven Resilience and Recovery During War: Municipality-Level Evidence from Ukraine," Working Papers, University of Milano-Bicocca, Department of Economics, number 572, Mar.
  3. Giovanni Immordino & Tommaso Oliviero & Matteo Vasca, 2026, "Relationship–Specific Capital in Public Decision-Making: Evidence from Judges and Lawyers," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 790, Jul.

2025

  1. Alessandra Faggian & Alessandra Michelangeli & Kateryna Tkach, 2025, "Labour market integration of Ukrainian refugees in Italy," Discussion Paper series in Regional Science & Economic Geography, Gran Sasso Science Institute, Social Sciences, number 2025-15, Feb, revised Feb 2025.
  2. Giorgia Casalone & Alessandra Michelangeli & Jurgena Myftiu, 2025, "Leaving Home for University or Commuting? The Impact of Relocation Scholarships on Academic Progression," Working Papers, University of Milano-Bicocca, Department of Economics, number 563, Nov.
  3. Marcelle Chauvet & Claudio Morana & Murilo Silva, 2025, "Extreme Weather in Europe: Determinants and Economic Impact," Working Papers, University of Milano-Bicocca, Department of Economics, number 547, Jan, revised Oct 2025.
  4. Tommaso Oliviero & Sandro Rondinella & Alberto Zazzaro, 2025, "Are green firms more financially constrained? The sensitivity of investment to cash flow," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 189, Jan.
  5. Fatica, Serena & Oliviero, Tommaso & Rancan, Michela, 2025, "Corporate default and judicial efficiency in the EU-27: Evidence from a large sample of firms," Single Market Economics Papers, Directorate-General for Internal Market, Industry, Entrepreneurship and SMEs (European Commission), Chief Economist Team, number WP2025/39, Mar, DOI: 10.2873/1093388.
  6. Giulio Cornelli & Leonardo Gambacorta & Tommaso Oliviero & Koji Takahashi, 2025, "Mutual funds and climate news," BIS Working Papers, Bank for International Settlements, number 1243, Feb.
  7. Leonardo Gambacorta & Tullio Jappelli & Tommaso Oliviero, 2025, "Exploring household adoption and usage of generative AI: new evidence from Italy," BIS Working Papers, Bank for International Settlements, number 1298, Oct.
  8. Leonardo Gambacorta & Enisse Kharroubi & Aaron Mehrotra & Tommaso Oliviero, 2025, "Artificial intelligence and growth in advanced and emerging economies: short-run impact," BIS Working Papers, Bank for International Settlements, number 1321, Dec.
  9. Serena Fatica & Tommaso Oliviero & Michela Rancan, 2025, "Judicial inefficiency and the default of zombie firms," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 747, Mar.

2024

  1. Alessandra Michelangeli & Paola Proietti & Alice Siragusa & Iraklis Stamos, 2024, "Comparative analysis on homelessness' monitoring in Europe for the 2030 Agenda," Working Papers, University of Milano-Bicocca, Department of Economics, number 542, Jul.
  2. Fabio C. Bagliano & Claudio Morana, 2024, "Eurozone Economic Integration: Historical Developments and New Challenges Ahead," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 729 JEL Classification: E.
  3. Iñaki Aldasoro & Olivier Armantier & Sebastian Doerr & Leonardo Gambacorta & Tommaso Oliviero, 2024, "Survey evidence on gen AI and households: job prospects amid trust concerns," BIS Bulletins, Bank for International Settlements, number 86, Apr.
  4. Emmanuel Caiazzo & Leonardo Gambacorta & Tommaso Oliviero & Hyun Song Shin, 2024, "Corporate payout policy: are financial firms different?," BIS Working Papers, Bank for International Settlements, number 1168, Feb.
  5. Iñaki Aldasoro & Olivier Armantier & Sebastian Doerr & Leonardo Gambacorta & Tommaso Oliviero, 2024, "The gen AI gender gap," BIS Working Papers, Bank for International Settlements, number 1197, Jul.
    • Aldasoro, Iñaki & Armantier, Olivier & Doerr, Sebastian & Gambacorta, Leonardo & Oliviero, Tommaso, 2024, "The gen AI gender gap," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111814.
  6. Aldasoro, Inaki & Doerr, Sebastian & Gambacorta, Leonardo & Notra, Sukhvir & Oliviero, Tommaso & Whyte, David, 2024, "Generative artificial intelligence and cyber security in central banking," CEPR Discussion Papers, Centre for Economic Policy Research, number 19244, Jul.
  7. Ricciutelli, Francesco, 2024, "Energy Inflation and Consumption Inequality," MPRA Paper, University Library of Munich, Germany, number 120899, May.

2023

  1. Nuno Cassola & Claudio Morana & Elisa Ossola, 2023, "Green risk in Europe," Working Papers, University of Milano-Bicocca, Department of Economics, number 526, Sep.
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2022

  1. Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022, "Is climate change time reversible?," Papers, arXiv.org, number 2205.07579, May, revised Nov 2022.
  2. Cassola, Nuno & De Grauwe, Paul & Morana, Claudio & Tirelli, Patrizio, 2022, "The risks of exiting too early the policy responses to the COVID-19 recession," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 113327, Jun.
  3. Claudio Morana, 2022, "Euro area inflation and a new measure of core inflation," Working Papers, University of Milano-Bicocca, Department of Economics, number 505, Dec, revised Oct 2023.
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  4. Paolo Emilio Mistrulli & Tommaso Oliviero & Zeno Rotondi & Alberto Zazzaro, 2022, "Job protection and mortgage conditions: Evidence from Italian administrative data," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 173, Apr.
  5. FATICA Serena & OLIVIERO Tommaso & RANCAN Michela, 2022, "On the determinants of corporate default in the EU-27: Evidence from a large sample of companies," JRC Research Reports, Joint Research Centre, number JRC131613, Dec.
  6. Giovanni Immordino & Tommaso Oliviero & Alberto Zazzaro, 2022, "Income Losses, Cash Transfers and Trust in Financial and Political Institutions: Survey Evidence from the Covid-19 Crisis," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 646, May.
  7. Giovanni Immordino & Tullio Jappelli & Tommaso Oliviero, 2022, "Consumption and Income Expectations during Covid-19," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 647, Jun.

2021

  1. Giorgia Casalone & Alessandra Michelangeli & John Östh & Umut Türk, 2021, "The Effect of Lockdown on Students’ Performance: A comparative study between Sweden, Italy and Turkey," Working Papers, University of Milano-Bicocca, Department of Economics, number 473, Jul, revised Jul 2021.
  2. Claudio Morana, 2021, "A new macro-financial condition index for the euro area," Working Papers, University of Milano-Bicocca, Department of Economics, number 467, Apr, revised Sep 2021.
  3. Giovanni Immordino & Tullio Jappelli & Tommaso Oliviero & Alberto Zazzaro, 2021, "Fear of COVID-19 Contagion and Consumption: Evidence from a Survey of Italian Households," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 601, Jan.
  4. Tommaso Oliviero & Min Park & Hong Zou, 2021, "Liquidity Effects of Litigation Risk: Evidence from a Legal Shock," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 623, Sep, revised 21 Jan 2023.

2020

  1. Alessandra Michelangeli & John Östh & Umut Türk, 2020, "Intergenerational Income Mobility in Sweden: A look at the spatial disparities across cities," Working Papers, University of Milano-Bicocca, Department of Economics, number 443, May, revised May 2020.
  2. Donatella Baiardi & Claudio Morana, 2020, "Climate change awareness: Empirical evidence for the European Union," Working Papers, University of Milano-Bicocca, Department of Economics, number 426, Feb, revised Feb 2021.
  3. Pierluigi Murro & Tommaso Oliviero & Alberto Zazzaro, 2020, "Relationship lending and employment decisions in firms' bad times," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 160, Apr.
  4. Leonardo Gambacorta & Tommaso Oliviero & Tommaso Hyun Song Shin, 2020, "Low price-to-book ratios and bank dividend payout policies," BIS Working Papers, Bank for International Settlements, number 907, Dec.
  5. Pagano, Marco & Carletti, Elena & Oliviero, Tommaso & Pelizzon, Loriana & Subrahmanyam, Marti, 2020, "The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy," CEPR Discussion Papers, Centre for Economic Policy Research, number 14831, May.

2019

  1. Alessandra Michelangeli & Umut Türk, 2019, "Cities as drivers of social mobility," Working Papers, University of Milano-Bicocca, Department of Economics, number 397, Jan, revised Jan 2019.
  2. Caterina, Liberati & Riccarda, Longaretti & Alessandra, Michelangeli, 2019, "Explaining and measuring tolerant behavior," Working Papers, University of Milano-Bicocca, Department of Economics, number 400, Jan, revised Jan 2019.
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  3. Matteo, Gatti & Tommaso, Oliviero, 2019, "Deposit Insurance and Banks’ Deposit Rates: Evidence from the 2009 EU Policy Change," Working Papers, University of Milano-Bicocca, Department of Economics, number 419, Sep, revised 19 Aug 2019.
  4. Matteo Gatti & Tommaso Oliviero, 2019, "Deposit Insurance and Banks’ Deposit Rates: Evidence from the 2009 EU Policy," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 532, Jun.

2018

  1. Riccardo, Borgoni & Alessandra, Michelangeli & Federica, Pirola, 2018, "Residential Satisfaction for a Continuum of Households: Evidence from European Countries," Working Papers, University of Milano-Bicocca, Department of Economics, number 378, Mar, revised 27 Mar 2018.
  2. Claudio, Morana, 2018, "Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices," Working Papers, University of Milano-Bicocca, Department of Economics, number 382, Jun, revised 04 Jun 2018.

2017

  1. Floriana Cerniglia - Riccarda Longaretti - Alessandra Michelangeli, 2017, "Decentralization of public expenditure and growth in Italy: Does the composition matter?," CRANEC - Working Papers del Centro di Ricerche in Analisi economica e sviluppo economico internazionale, Università Cattolica del Sacro Cuore, Centro di Ricerche in Analisi economica e sviluppo economico internazionale (CRANEC), number crn1704.
  2. Riccardo Borgoni & Giacomo Degli Antoni & Marco Faillo & Alessandra Michelangeli, 2017, "Preferences for living in homogenous communities and cooperation: a new methodological approach combining the hedonic price model and a field experiment," Econometica Working Papers, Econometica, number wp62, Feb.
  3. Vittoria Cerasi & Sebastian M Deininger & Leonardo Gambacorta & Tommaso Oliviero, 2017, "How post-crisis regulation has affected bank CEO compensation," BIS Working Papers, Bank for International Settlements, number 630, Apr.

2016

  1. Riccardo, Borgoni & Alessandra, Michelangeli & Nicola, Pontarollo, 2016, "How Does a City Benefit from Culture? Evidence from Milan," Working Papers, University of Milano-Bicocca, Department of Economics, number 335, May, revised 16 May 2016.
  2. Alessandra, Michelangeli & Nicola, Pontarollo, 2016, "Ethnic Minority Concentration: A Source of Productivity Growth for Italian Provinces?," Working Papers, University of Milano-Bicocca, Department of Economics, number 349, Aug, revised 02 Aug 2016.
  3. Alessandra Michelangeli & Eugenio Peluso, 2016, "Cities and Inequality," Working Papers, University of Verona, Department of Economics, number 13/2016, Aug.
    • Alessandra Michelangeli & Eugenio Peluso, 2016, "Cities and Inequality," REGION, European Regional Science Association, volume 3, pages 47-60.
  4. Claudio Morana, 2016, "The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 155, Jan.
  5. Tommaso Oliviero & Annalisa Scognamiglio, 2016, "Property Tax and Property Values: Evidence from the 2012 Italian Tax Reform," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 439, Apr, revised 12 Mar 2018.
  6. Tommaso Oliviero & Agnese Sacchi & Annalisa Scognamiglio & Alberto Zazzaro, 2016, "House Prices and Immovable Property Taxes: Evidence from OECD Countries," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 444, Jun, revised 06 Oct 2016.

2015

  1. Alessandra Michelangeli & Eugenio Peluso, 2015, "Accessibility to Amenities and Urban Inequality," ERSA conference papers, European Regional Science Association, number ersa15p275, Oct.
  2. Fabio C. Bagliano & Claudio Morana, 2015, "It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 424.
  3. Donatella Baiardi & Claudio Morana, 2015, "Financial deepening and income distribution inequality in the euro area," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 153, Dec.
  4. Claudio, Morana, 2015, "Model Averaging by Stacking," Working Papers, University of Milano-Bicocca, Department of Economics, number 310, Oct, revised 29 Oct 2015.
  5. Claudio, Morana, 2015, "Semiparametric Estimation of Multivariate GARCH Models," Working Papers, University of Milano-Bicocca, Department of Economics, number 317, Dec, revised 10 Dec 2015.

2014

  1. Francesco Andreoli & Alessandra Michelangeli, 2014, "Welfare Measures to Assess Urban Quality of Life," Working Papers, University of Milano-Bicocca, Department of Economics, number 278, Jun, revised Jun 2014.
  2. Claudio Morana, 2014, "Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks," Working Papers, University of Milano-Bicocca, Department of Economics, number 273, May, revised May 2014.
  3. Vittoria Cerasi & Tommaso Oliviero, 2014, "Managerial compensation, regulation and risk in banks: theory and evidence from the financial crisis," Working Papers, University of Milano-Bicocca, Department of Economics, number 279, Jul, revised Jul 2014.
  4. Leandro D’Aurizio & Tommaso Oliviero & Livio Romano, 2014, "Family Firms, Soft Information and Bank Lending in a Financial Crisis," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 357, Mar.
  5. Dominik Menno & Tommaso Oliviero, 2014, "Financial Intermediation, House Prices and the Welfare Effects of the U.S. Great Recession," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 373, Aug, revised 04 Oct 2016.

2013

  1. Claudio Morana, 2013, "New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 137, Dec.
  2. Claudio Morana, 2013, "Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 138, Dec.
  3. Claudio Morana, 2013, "Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks: New Insights on the US OIS SPreads Term Structure," Working Papers, University of Milano-Bicocca, Department of Economics, number 233, Feb, revised Feb 2013.
  4. Dominik Menno & Tommaso Oliviero, 2013, "Financial Intermediation, House Prices, and the Distributive Effects of the U.S. Great Recession," Economics Working Papers, European University Institute, number ECO2013/05.

2012

  1. Morana, Claudio, 2012, "Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 121723, Feb, DOI: 10.22004/ag.econ.121723.
  2. Morana, Claudio, 2012, "The Oil Price-Macroeconomy Relationship since the Mid- 1980s: A Global Perspective," Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM), number 127423, May, DOI: 10.22004/ag.econ.127423.
  3. Fabio Bagliano & Claudio Morana, 2012, "Determinants of US financial fragility conditions," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 128, Oct.
  4. Cassola, Nuno & Morana, Claudio, 2012, "Euro money market spreads during the 2007-? financial crisis," Working Paper Series, European Central Bank, number 1437, May.
  5. Leandro D’Aurizio & Tommaso Oliviero & Livio Romano, 2012, "Family firms and the agency cost of debt: The role of soft information during a crisis," Economics Working Papers, European University Institute, number ECO2012/22.

2011

  1. Marco Giovanni Brambilla & Alessandra Michelangeli & Eugenio Peluso, 2011, "Equity in the City: On Measuring Urban (Ine)Quality of Life," DISCE - Quaderni dell'Istituto di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number ief0101, May.
  2. Fabio C. Bagliano & Claudio Morana, 2011, "Macro-finance interactions in the US: A global perspective," Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino, number 23, Oct.

2010

  1. Emilio Colombo & Alessandra Michelangeli & Luca Stanca, 2010, "La Dolce Vita: Hedonic Estimates of Quality of Life in Italian Cities," Working Papers, University of Milano-Bicocca, Department of Economics, number 201, Dec, revised Dec 2010.
  2. Nuno Cassola & Claudio Morana, 2010, "The 2007-? financial crisis: a money market perspective," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 102, Nov.
  3. Fabio Bagliano & Claudio Morana, 2010, "The Great Recession: US dynamics and spillovers to the world economy," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 103, Nov.
  4. Fabio Bagliano & Claudio Morana, 2010, "The effects of US economic and financial crises on euro area convergence," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 99, Sep.
  5. Nuno Cassola & Claudio Morana, 2010, "The 2007-? financial crisis: a euro area money market perspective," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 35-2010, Dec.
  6. Claudio Morana, 2010, "Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 36-2010, Dec.

2009

  1. Alessandra Michelangeli & Eugenio Peluso & Alain Trannoy, 2009, "American baby-losers? Robust indirect comparison of affluence across generations," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 133.
  2. Fabio Bagliano & Claudio Morana, 2009, "Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 81, Feb.
  3. Richard T. Baille & Claudio Morana, 2009, "Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 06-2009, May.

2008

  1. Elisabetta Croci Angelini & Alessandra Michelangeli, 2008, "Measuring Well-Being differences across EU Countries. A Multidimensional Analysis of Income, Housing, Health, and Education," Working Papers, Macerata University, Department of Studies on Economic Development (DiSSE), number 15-2008, Jun, revised Nov 2008.
  2. Elisabetta Croci Angelini & Alessandra Michelangeli, 2008, "WP n. 15 - Measuring Well-Being differences across EU Countries. A Multidimensional Analysis of Income, Housing, Health, and Education," Working Papers, Macerata University, Department of Studies on Economic Development (DiSSE), number wpaper15, Jun, revised Jul 2008.
  3. Cassola, Nuno & Morana, Claudio, 2008, "Modelling short-term interest rate spreads in the euro money market," Working Paper Series, European Central Bank, number 982, Dec.
  4. Claudio Morana, 2008, "Realized portfolio selection in the euro area," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 10-2008, Jun.
  5. Andrea Beltratti & Claudio Morana, 2008, "International shocks and national house prices," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 14-2008, Jun.
  6. Claudio Morana, 2008, "Realized Betas and the Cross-Section of Expected Returns," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 15-2008, Jun.

2007

  1. Fabio C. Bagliano & Claudio Morana, 2007, "Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 40.
  2. Cassola, Nuno & Ewerhart, Christian & Morana, Claudio, 2007, "Structural econometric approach to bidding in the main refinancing operations of the Eurosystem," Working Paper Series, European Central Bank, number 793, Aug.
  3. Claudio Morana, 2007, "On the macroeconomic causes of exchange rates volatility," ICER Working Papers, ICER - International Centre for Economic Research, number 8-2007, Mar.
  4. Claudio Morana, 2007, "Factor demand modelling: the theory and the practice," ICER Working Papers, ICER - International Centre for Economic Research, number 9-2007, Mar.
  5. Richard T. Baillie & Claudio Morana, 2007, "Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 11-2007, Mar.
  6. Claudio Morana, 2007, "Estimating, Filtering and Forecasting Realized Betas," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 6-2007, Mar.

2006

  1. Fabio C. Bagliano & Claudio Morana, 2006, "A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 28.
  2. Fabio C. Bagliano & Claudio Morana, 2006, "International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 32.
  3. Cassola, Nuno & Morana, Claudio, 2006, "Comovements in volatility in the euro money market," Working Paper Series, European Central Bank, number 703, Dec.
  4. Claudio Morana, 2006, "International Stock Markets Comovements: the Role of Economic and Financial Integration," ICER Working Papers, ICER - International Centre for Economic Research, number 25-2006, Jul.
  5. Claudio Morana, 2006, "The End of the Japanese Stagnation: an Assessment of the Policy Solutions," ICER Working Papers, ICER - International Centre for Economic Research, number 27-2006, Jul.
  6. Andrea Beltratti & Claudio Morana, 2006, "Comovements in International Stock Markets," ICER Working Papers, ICER - International Centre for Economic Research, number 3-2006, Jul.
  7. Andrea Beltratti & Claudio Morana, 2006, "Net Inflows and Time-Varying Alphas: The Case of Hedge Funds," ICER Working Papers, ICER - International Centre for Economic Research, number 30-2006, Jul.
  8. Claudio Morana, 2006, "Multivariate modelling of long memory processes with common components," ICER Working Papers, ICER - International Centre for Economic Research, number 40-2006, Jul.

2005

  1. Andrea Beltratti & Claudio Morana, 2005, "Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios," ICER Working Papers, ICER - International Centre for Economic Research, number 23-2005, Jul.

2004

  1. Fabrice Barthélémy & Alessandra Michelangeli & Alain Trannoy, 2004, "Do building and street matter?," ERES, European Real Estate Society (ERES), number eres2004_517, Jun.
  2. F. Barthélémy & A. Michelangeli & A. Trannoy, 2004, "La Rénovation de la Goutte d’Or est elle un succès ? Un Diagnostic à l’Aide d’Indices de Prix Immobilier," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2004-10.
  3. Morana, Claudio, 2004, "A structural common factor approach to core inflation estimation and forecasting," Working Paper Series, European Central Bank, number 305, Feb.
  4. Morana, Claudio, 2004, "Frequency domain principal components estimation of fractionally cointegrated processes," Working Paper Series, European Central Bank, number 321, Mar.
  5. Claudio Morana, 2004, "The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided?," ICER Working Papers, ICER - International Centre for Economic Research, number 29-2004, Nov.
  6. Andrea Beltratti & Claudio Morana, 2004, "Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility," Working Papers, SEMEQ Department - Faculty of Economics - University of Eastern Piedmont, number 20, May.

2003

  1. Fabrice Barthélémy & Michelangeli Alessandra & Trannoy Alain, 2003, "A Hybrid Housing Price Index for Paris," ERES, European Real Estate Society (ERES), number eres2003_113, Jun.
  2. Cassola, Nuno & Morana, Claudio, 2003, "Volatility of interest rates in the euro area: evidence from high frequency data," Working Paper Series, European Central Bank, number 235, Jun.

2002

  1. Cassola, Nuno & Morana, Claudio, 2002, "Monetary policy and the stock market in the euro area," Working Paper Series, European Central Bank, number 119, Jan.

2000

  1. Morana, Claudio, 2000, "Measuring core inflation in the euro area," Working Paper Series, European Central Bank, number 36, Nov.

Undated

  1. Morana, Claudio & Sbrana, Giacomo, undated, "Some Financial Implications of Global Warming: an Empirical Assessment," CSI: Climate and Sustainable Innovation, Fondazione Eni Enrico Mattei (FEEM), number 268728, DOI: 10.22004/ag.econ.268728.
  2. Morana, Claudio, undated, "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," ESP: Energy Scenarios and Policy, Fondazione Eni Enrico Mattei (FEEM), number 232925, DOI: 10.22004/ag.econ.232925.
  3. Morana, Claudio & Sbrana, Giacomo, undated, "Temperature Anomalies, Radiative Forcing and ENSO," MITP: Mitigation, Innovation and Transformation Pathways, Fondazione Eni Enrico Mattei (FEEM), number 253732, DOI: 10.22004/ag.econ.253732.

Journal articles

2026

  1. Chauvet, Marcelle & Morana, Claudio & Silva, Murilo, 2026, "Extreme weather in Europe: Determinants and economic impact," European Economic Review, Elsevier, volume 186, issue C, DOI: 10.1016/j.euroecorev.2026.105327.

2025

  1. Bagliano, Fabio C. & Morana, Claudio, 2025, "Eurozone economic integration: Historical developments and new challenges ahead," European Economic Review, Elsevier, volume 176, issue C, DOI: 10.1016/j.euroecorev.2025.105023.
  2. Benigno, Pierpaolo & Morana, Claudio & Tirelli, Patrizio, 2025, "Introduction to the special issue on macroeconomic regime changes: Theory, evidence, and policy challenges ahead," European Economic Review, Elsevier, volume 180, issue C, DOI: 10.1016/j.euroecorev.2025.105164.
  3. Nuno Cassola & Claudio Morana & Elisa Ossola, 2025, "Climate change risk pricing in the European stock market," Applied Economics, Taylor & Francis Journals, volume 57, issue 58, pages 10081-10103, December, DOI: 10.1080/00036846.2024.2425447.
  4. Jennifer L. Castle & J. Isaac (Zack) Miller & Claudio Morana & Tommaso Proietti, 2025, "Climate and Sustainable Energy Econometrics and Statistics," Environmetrics, John Wiley & Sons, Ltd., volume 36, issue 8, December, DOI: 10.1002/env.70050.
  5. Iñaki Aldasoro & Sebastian Doerr & Leonardo Gambacorta & Sukhvir Notra & Tommaso Oliviero & David Whyte, 2025, "Generative Artificial Intelligence and Cyber Security in Central Banking," Journal of Financial Regulation, Oxford University Press, volume 11, issue 1, pages 119-128.

2024

  1. Alessandra Faggian & Alessandra Michelangeli & Kateryna Tkach, 2024, "Three types of income inequality: a comparison of left behind places and more developed regions in the EU," Cambridge Journal of Regions, Economy and Society, Cambridge Political Economy Society, volume 17, issue 1, pages 87-102.
  2. Francesco Schirripa Spagnolo & Riccardo Borgoni & Antonella Carcagnì & Alessandra Michelangeli & Nicola Salvati, 2024, "A spatial semiparametric M-quantile regression for hedonic price modelling," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 108, issue 1, pages 159-183, March, DOI: 10.1007/s10182-023-00476-w.
  3. Morana, Claudio, 2024, "A new macro-financial condition index for the euro area," Econometrics and Statistics, Elsevier, volume 29, issue C, pages 64-87, DOI: 10.1016/j.ecosta.2021.09.005.
  4. Aldasoro, Iñaki & Armantier, Olivier & Doerr, Sebastian & Gambacorta, Leonardo & Oliviero, Tommaso, 2024, "The gen AI gender gap," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111814.
    • Iñaki Aldasoro & Olivier Armantier & Sebastian Doerr & Leonardo Gambacorta & Tommaso Oliviero, 2024, "The gen AI gender gap," BIS Working Papers, Bank for International Settlements, number 1197, Jul.
  5. Tommaso Oliviero & Sandro Rondinella & Alberto Zazzaro, 2024, "Green Firms, Environmental Hazards, and Investment," Sustainability, MDPI, volume 16, issue 2, pages 1-21, January.
  6. Giovanni Immordino & Tullio Jappelli & Tommaso Oliviero, 2024, "Consumption and income expectations during Covid-19," Review of Economics of the Household, Springer, volume 22, issue 1, pages 95-116, March, DOI: 10.1007/s11150-023-09656-8.
  7. Tommaso Oliviero & Min Park & Hong Zou, 2024, "Liquidity Effects of Litigation Risk: Evidence from a Legal Shock," Journal of Law and Economics, University of Chicago Press, volume 67, issue 1, pages 103-141, DOI: 10.1086/727345.

2023

  1. Paolo Emilio Mistrulli & Tommaso Oliviero & Zeno Rotondi & Alberto Zazzaro, 2023, "Job Protection and Mortgage Conditions: Evidence from Italian Administrative Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 85, issue 6, pages 1211-1237, December, DOI: 10.1111/obes.12558.
  2. Murro, Pierluigi & Oliviero, Tommaso & Zazzaro, Alberto, 2023, "Relationship Lending and Employment Decisions in Firms’ Bad Times," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 58, issue 6, pages 2657-2691, September.

2022

  1. Alessandra Michelangeli & John Östh & Umut Türk, 2022, "Intergenerational income mobility in Sweden: A look at the spatial disparities across municipalities," Regional Science Policy & Practice, Wiley Blackwell, volume 14, issue 4, pages 981-1004, August, DOI: 10.1111/rsp3.12452.
  2. Alessandra Michelangeli, 2022, "The city and quality of life," Regional Studies, Taylor & Francis Journals, volume 56, issue 4, pages 683-683, April, DOI: 10.1080/00343404.2022.2026022.
  3. Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022, "Is Climate Change Time-Reversible?," Econometrics, MDPI, volume 10, issue 4, pages 1-18, December.
  4. Immordino Giovanni & Oliviero Tommaso & Zazzaro Alberto, 2022, "Income Losses, Cash Transfers and Trust in Financial and Political Institutions: Survey Evidence from the Covid-19 Crisis," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 22, issue 3, pages 647-654, July, DOI: 10.1515/bejeap-2022-0108.
  5. Giovanni Immordino & Tullio Jappelli & Tommaso Oliviero & Alberto Zazzaro, 2022, "Fear of COVID‐19 contagion and consumption: Evidence from a survey of Italian households," Health Economics, John Wiley & Sons, Ltd., volume 31, issue 3, pages 496-507, March, DOI: 10.1002/hec.4464.

2021

  1. Liberati Caterina & Longaretti Riccarda & Michelangeli Alessandra, 2021, "Measuring Tolerant Behavior," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 241, issue 2, pages 149-171, April, DOI: 10.1515/jbnst-2019-0030.
  2. Baiardi, Donatella & Morana, Claudio, 2021, "Climate change awareness: Empirical evidence for the European Union," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105163.
  3. Edoardo Di Porto & Tommaso Oliviero & Annalisa Tirozzi, 2021, "The economic effects of immovable property taxation: A review of the Italian experience," ECONOMIA PUBBLICA, FrancoAngeli Editore, volume 2021, issue 1, pages 25-43.
  4. Matteo Gatti & Tommaso Oliviero, 2021, "Deposit Insurance and Banks' Deposit Rates: Evidence from the 2009 EU Policy," International Journal of Central Banking, International Journal of Central Banking, volume 17, issue 2, pages 171-206, June.

2020

  1. Menno, Dominik & Oliviero, Tommaso, 2020, "Financial intermediation, house prices, and the welfare effects of the U.S. Great Recession," European Economic Review, Elsevier, volume 129, issue C, DOI: 10.1016/j.euroecorev.2020.103568.
  2. Cerasi, Vittoria & Deininger, Sebastian M. & Gambacorta, Leonardo & Oliviero, Tommaso, 2020, "How post-crisis regulation has affected bank CEO compensation," Journal of International Money and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.jimonfin.2020.102153.
  3. Elena Carletti & Tommaso Oliviero & Marco Pagano & Loriana Pelizzon & Marti G Subrahmanyam, 2020, "The COVID-19 Shock and Equity Shortfall: Firm-Level Evidence from Italy," The Review of Corporate Finance Studies, Society for Financial Studies, volume 9, issue 3, pages 534-568.

2019

  1. Alessandra Michelangeli & Nicola Pontarollo & Giuseppe Vittucci Marzetti, 2019, "Ethnic minority concentration: A source of productivity growth for Italian provinces?," Papers in Regional Science, Wiley Blackwell, volume 98, issue 1, pages 17-34, February, DOI: 10.1111/pirs.12327.
  2. Riccardo Borgoni & Giacomo Degli Antoni & Marco Faillo & Alessandra Michelangeli, 2019, "Natives, immigrants and social cohesion: intra-city analysis combining the hedonic approach and a framed field experiment," International Review of Applied Economics, Taylor & Francis Journals, volume 33, issue 5, pages 697-711, September, DOI: 10.1080/02692171.2018.1518412.
  3. Elena Carniti & Floriana Cerniglia & Riccarda Longaretti & Alessandra Michelangeli, 2019, "Decentralization and economic growth in Europe: for whom the bell tolls," Regional Studies, Taylor & Francis Journals, volume 53, issue 6, pages 775-789, June, DOI: 10.1080/00343404.2018.1494382.
  4. Morana, Claudio & Sbrana, Giacomo, 2019, "Climate change implications for the catastrophe bonds market: An empirical analysis," Economic Modelling, Elsevier, volume 81, issue C, pages 274-294, DOI: 10.1016/j.econmod.2019.04.020.
  5. Morana, Claudio, 2019, "Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices," Econometrics and Statistics, Elsevier, volume 12, issue C, pages 42-65, DOI: 10.1016/j.ecosta.2019.04.001.
  6. Tommaso Oliviero & Agnese Sacchi & Annalisa Scognamiglio & Alberto Zazzaro, 2019, "House prices and immovable property tax: Evidence from OECD countries," Metroeconomica, Wiley Blackwell, volume 70, issue 4, pages 776-792, November, DOI: 10.1111/meca.12253.
  7. Oliviero, Tommaso & Scognamiglio, Annalisa, 2019, "Property tax and property values: Evidence from the 2012 Italian tax reform," European Economic Review, Elsevier, volume 118, issue C, pages 227-251, DOI: 10.1016/j.euroecorev.2019.05.015.

2018

  1. Riccardo Borgoni & Alessandra Michelangeli & Nicola Pontarollo, 2018, "The value of culture to urban housing markets," Regional Studies, Taylor & Francis Journals, volume 52, issue 12, pages 1672-1683, December, DOI: 10.1080/00343404.2018.1444271.
  2. Baiardi, Donatella & Morana, Claudio, 2018, "Financial development and income distribution inequality in the euro area," Economic Modelling, Elsevier, volume 70, issue C, pages 40-55, DOI: 10.1016/j.econmod.2017.10.008.

2017

  1. Morana, Claudio, 2017, "Macroeconomic and financial effects of oil price shocks: Evidence for the euro area," Economic Modelling, Elsevier, volume 64, issue C, pages 82-96, DOI: 10.1016/j.econmod.2017.03.016.
  2. Fabio C. Bagliano & Claudio Morana, 2017, "It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection," Applied Economics, Taylor & Francis Journals, volume 49, issue 49, pages 4946-4969, October, DOI: 10.1080/00036846.2017.1296553.
  3. Claudio Morana, 2017, "The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 8, pages 919-935, December.

2016

  1. Alessandra Michelangeli & Eugenio Peluso, 2016, "Cities and Inequality," REGION, European Regional Science Association, volume 3, pages 47-60.
  2. Baiardi, Donatella & Morana, Claudio, 2016, "The financial Kuznets curve: Evidence for the euro area," Journal of Empirical Finance, Elsevier, volume 39, issue PB, pages 265-269, DOI: 10.1016/j.jempfin.2016.08.003.

2015

  1. D'Aurizio, Leandro & Oliviero, Tommaso & Romano, Livio, 2015, "Family firms, soft information and bank lending in a financial crisis," Journal of Corporate Finance, Elsevier, volume 33, issue C, pages 279-292, DOI: 10.1016/j.jcorpfin.2015.01.002.
  2. Vittoria Cerasi & Tommaso Oliviero, 2015, "CEO Compensation, Regulation, and Risk in Banks: Theory and Evidence from the Financial Crisis," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 3, pages 241-297, June.

2014

  1. Emilio Colombo & Alessandra Michelangeli & Luca Stanca, 2014, "La Dolce Vita : Hedonic Estimates of Quality of Life in Italian Cities," Regional Studies, Taylor & Francis Journals, volume 48, issue 8, pages 1404-1418, August, DOI: 10.1080/00343404.2012.712206.
  2. Morana, Claudio, 2014, "Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 64-79, DOI: 10.1016/j.jempfin.2014.06.001.
  3. Bagliano, Fabio C. & Morana, Claudio, 2014, "Determinants of US financial fragility conditions," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 377-392, DOI: 10.1016/j.ribaf.2012.08.003.
  4. Claudio Morana, 2014, "New insights on the US OIS spreads term structure during the recent financial turmoil," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 5, pages 291-317, March, DOI: 10.1080/09603107.2013.864034.

2013

  1. Marco Brambilla & Alessandra Michelangeli & Eugenio Peluso, 2013, "Equity in the City: On Measuring Urban (Ine)quality of Life," Urban Studies, Urban Studies Journal Limited, volume 50, issue 16, pages 3205-3224, December, DOI: 10.1177/0042098013484539.
  2. Morana, Claudio, 2013, "Oil price dynamics, macro-finance interactions and the role of financial speculation," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 206-226, DOI: 10.1016/j.jbankfin.2012.08.027.
  3. Claudio Morana, 2013, "The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective," The Energy Journal, , volume 34, issue 3, pages 153-190, July, DOI: 10.5547/01956574.34.3.8.

2012

  1. Le Breton, Michel & Michelangeli, Alessandra & Peluso, Eugenio, 2012, "A stochastic dominance approach to the measurement of discrimination," Journal of Economic Theory, Elsevier, volume 147, issue 4, pages 1342-1350, DOI: 10.1016/j.jet.2011.05.003.
  2. Croci Angelini, Elisabetta & Michelangeli, Alessandra, 2012, "Axiomatic measurement of multidimensional well-being inequality: Some distributional questions," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 41, issue 5, pages 548-557, DOI: 10.1016/j.socec.2012.04.006.
  3. Baillie, Richard T. & Morana, Claudio, 2012, "Adaptive ARFIMA models with applications to inflation," Economic Modelling, Elsevier, volume 29, issue 6, pages 2451-2459, DOI: 10.1016/j.econmod.2012.07.011.
  4. Cassola, Nuno & Morana, Claudio, 2012, "Euro money market spreads during the 2007–? financial crisis," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 548-557, DOI: 10.1016/j.jempfin.2012.04.003.
  5. Bagliano, Fabio C. & Morana, Claudio, 2012, "The Great Recession: US dynamics and spillovers to the world economy," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 1-13, DOI: 10.1016/j.jbankfin.2011.06.002.
  6. Claudio Morana, 2012, "Real Oil Prices since the 1990s," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, January.

2011

  1. Alessandra Michelangeli & Eugenio Peluso & Alain Trannoy, 2011, "Detecting a change in wealth concentration without the knowledge of the wealth distribution," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 9, issue 3, pages 373-391, September, DOI: 10.1007/s10888-010-9160-1.

2010

  1. Beltratti, Andrea & Morana, Claudio, 2010, "International house prices and macroeconomic fluctuations," Journal of Banking & Finance, Elsevier, volume 34, issue 3, pages 533-545, March.
  2. Cassola, Nuno & Morana, Claudio, 2010, "Comovements in volatility in the euro money market," Journal of International Money and Finance, Elsevier, volume 29, issue 3, pages 525-539, April.
  3. Fabio Bagliano & Claudio Morana, 2010, "Permanent and transitory dynamics in house prices and consumption: some implications for the real effects of the financial crisis," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 1-2, pages 151-170, DOI: 10.1080/09603100903266443.
  4. Claudio Morana, 2010, "Realized mean-variance efficient portfolio selection and euro area stock market integration," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 12, pages 989-1001, DOI: 10.1080/09603101003724349.
  5. Fabio Bagliano & Claudio Morana, 2010, "Business cycle comovement in the G-7: common shocks or common transmission mechanisms?," Applied Economics, Taylor & Francis Journals, volume 42, issue 18, pages 2327-2345, DOI: 10.1080/00036840701858067.

2009

  1. Alessandra Michelangeli & Alberto Zanardi, 2009, "Hedonic-Based Price Indexes for the Housing Market in Italian Cities: Theory and Estimation," Politica economica, Società editrice il Mulino, issue 2, pages 109-146.
  2. Baillie, Richard T. & Morana, Claudio, 2009, "Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 8, pages 1577-1592, August.
  3. Bagliano, Fabio C. & Morana, Claudio, 2009, "International macroeconomic dynamics: A factor vector autoregressive approach," Economic Modelling, Elsevier, volume 26, issue 2, pages 432-444, March.
  4. Morana, Claudio, 2009, "On the macroeconomic causes of exchange rate volatility," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 328-350.
  5. Claudio Morana, 2009, "Medium-term macroeconomic determinants of exchange rate volatility," Journal of Financial Transformation, Capco Institute, volume 25, pages 55-64.
  6. Claudio Morana, 2009, "An omnibus noise filter," Computational Statistics, Springer, volume 24, issue 3, pages 459-479, August, DOI: 10.1007/s00180-008-0139-3.
  7. Claudio Morana, 2009, "Realized betas and the cross-section of expected returns," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 17, pages 1371-1381, DOI: 10.1080/09603100802599597.

2008

  1. Morana, Claudio & Beltratti, Andrea, 2008, "Comovements in international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 18, issue 1, pages 31-45, February.
  2. Nuno Cassola & Claudio Morana, 2008, "Modeling Short-Term Interest Rate Spreads in the Euro Money Market," International Journal of Central Banking, International Journal of Central Banking, volume 4, issue 4, pages 1-37, December.
  3. Claudio Morana, 2008, "International stock markets comovements: the role of economic and financial integration," Empirical Economics, Springer, volume 35, issue 2, pages 333-359, September, DOI: 10.1007/s00181-007-0161-2.
  4. Fabio Bagliano & Claudio Morana, 2008, "Factor vector autoregressive estimation: a new approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 3, issue 1, pages 15-23, June, DOI: 10.1007/s11403-008-0028-4.
  5. Andrea Beltratti & Claudio Morana, 2008, "Aggregate hedge funds' flows and returns," Applied Financial Economics, Taylor & Francis Journals, volume 18, issue 21, pages 1755-1764, DOI: 10.1080/09603100701735979.

2007

  1. Fabrice Barthélémy & Alessandra Michelangeli & Alain Trannoy, 2007, "La rénovation de la Goutte d'Or est-elle un succès ?. Un diagnostic à l'aide d'indices de prix immobilier," Economie & Prévision, La Documentation Française, volume 0, issue 4, pages 107-126.
  2. Morana, Claudio, 2007, "Multivariate modelling of long memory processes with common components," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 2, pages 919-934, October.
  3. Nuno Cassola & Christian Ewerhart & Claudio Morana, 2007, "Structural econometric approach to bidding in the main refinancing operations of the Eurosystem," Journal of Financial Transformation, Capco Institute, volume 19, pages 81-90.
  4. Andrea Beltratti & Claudio Morana, 2007, "Does the stock market affect income distribution? Some empirical evidence for the US," Applied Economics Letters, Taylor & Francis Journals, volume 14, issue 2, pages 99-104, DOI: 10.1080/13504850500425915.
  5. Claudio Morana, 2007, "A structural common factor approach to core inflation estimation and forecasting," Applied Economics Letters, Taylor & Francis Journals, volume 14, issue 3, pages 163-169, DOI: 10.1080/13504850500425147.
  6. Claudio Morana & Fabio Cesare Bagliano, 2007, "Inflation and monetary dynamics in the USA: a quantity-theory approach," Applied Economics, Taylor & Francis Journals, volume 39, issue 2, pages 229-244, DOI: 10.1080/00036840500428047.

2006

  1. Nicolas Gravel & Alessandra Michelangeli & Alain Trannoy, 2006, "Measuring the social value of local public goods: an empirical analysis within Paris metropolitan area," Applied Economics, Taylor & Francis Journals, volume 38, issue 16, pages 1945-1961, DOI: 10.1080/00036840500427213.
  2. Morana, Claudio, 2006, "A small scale macroeconometric model for the Euro-12 area," Economic Modelling, Elsevier, volume 23, issue 3, pages 391-426, May.
  3. Beltratti, A. & Morana, C., 2006, "Breaks and persistency: macroeconomic causes of stock market volatility," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 151-177.
  4. Claudio Morana & Andrea Beltratti, 2006, "Structural breaks and common factors in the volatility of the Fama-French factor portfolios," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 14, pages 1059-1073, DOI: 10.1080/09603100500426598.
  5. Claudio Morana, 2006, "The price stability oriented monetary policy of the ECB: an assessment," Applied Economics, Taylor & Francis Journals, volume 38, issue 17, pages 2007-2020, DOI: 10.1080/00036840500427312.
  6. Nuno Cassola & Claudio Morana, 2006, "Volatility of interest rates in the euro area: Evidence from high frequency data," The European Journal of Finance, Taylor & Francis Journals, volume 12, issue 6-7, pages 513-528, DOI: 10.1080/13518470500162758.
  7. Claudio Morana, 2006, "Estimating long memory in the mark–dollar exchange rate with high frequency data," Applied Financial Economics Letters, Taylor & Francis Journals, volume 2, issue 6, pages 361-364, DOI: 10.1080/17446540600690110.

2005

  1. Morana, Claudio, 2005, "Frequency domain principal components estimation of fractionally cointegrated processes: Some new results and an application to stock market volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 355, issue 1, pages 165-175, DOI: 10.1016/j.physa.2005.02.079.
  2. Claudio Morana, 2005, "The Japanese deflation: has it had real effects? Could it have been avoided?," Applied Economics, Taylor & Francis Journals, volume 37, issue 12, pages 1337-1352, DOI: 10.1080/00036840500166340.

2004

  1. Morana, Claudio & Beltratti, Andrea, 2004, "Structural change and long-range dependence in volatility of exchange rates: either, neither or both?," Journal of Empirical Finance, Elsevier, volume 11, issue 5, pages 629-658, December.
  2. Morana, Claudio, 2004, "The Japanese stagnation: an assessment of the productivity slowdown hypothesis," Japan and the World Economy, Elsevier, volume 16, issue 2, pages 193-211, April.
  3. Cassola, Nuno & Morana, Claudio, 2004, "Monetary policy and the stock market in the euro area," Journal of Policy Modeling, Elsevier, volume 26, issue 3, pages 387-399, April.
  4. Claudio Morana, 2004, "Regional Convergence in Italy: 1951-2000," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 63, issue 2, pages 139-160, November.
  5. Claudio Morana & John W. Sawkins, 2004, "Stock market volatility of regulated industries: an empirical assessment," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 3, issue 3, pages 189-204, December, DOI: 10.1007/s10258-004-0030-2.
  6. Claudio Morana, 2004, "Frequency domain principal components estimation of fractionally cointegrated processes," Applied Economics Letters, Taylor & Francis Journals, volume 11, issue 13, pages 837-842, DOI: 10.1080/1350485042000261298.
  7. Claudio Morana, 2004, "Some frequency domain properties of fractionally cointegrated processes," Applied Economics Letters, Taylor & Francis Journals, volume 11, issue 14, pages 891-894, DOI: 10.1080/1350485042000261289.

2003

  1. Morana Claudio, 2003, "Erratum," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 3, pages 1-3, May, DOI: 10.2202/1558-3708.1143.
  2. Bagliano, Fabio C. & Morana, Claudio, 2003, "Measuring US core inflation: A common trends approach," Journal of Macroeconomics, Elsevier, volume 25, issue 2, pages 197-212, June.
  3. Claudio Morana, 2003, "Long-Run Growth and Income Distribution: Evidence for Italy and the US," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 62, issue 2, pages 171-210, October.
  4. Fabio C. Bagliano & Claudio Morana, 2003, "A common trends model of UK core inflation," Empirical Economics, Springer, volume 28, issue 1, pages 157-172, January, DOI: 10.1007/s001810100124.

2002

  1. Morana Claudio, 2002, "Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 3, pages 1-40, November, DOI: 10.2202/1558-3708.1092.
  2. Morana, Claudio & Beltratti, Andrea, 2002, "The effects of the introduction of the euro on the volatility of European stock markets," Journal of Banking & Finance, Elsevier, volume 26, issue 10, pages 2047-2064, October.
  3. Morana, Claudio, 2002, "An empirical investigation of long-run growth in the UK," Structural Change and Economic Dynamics, Elsevier, volume 13, issue 1, pages 49-70, March.
  4. Morana, Claudio & Sawkins, John W, 2002, "Stock Market Reaction to Regulatory Price Reviews in the English and Welsh Water Industry," Journal of Regulatory Economics, Springer, volume 22, issue 2, pages 185-204, September.
  5. C. Morana, 2002, "IGARCH effects: an interpretation," Applied Economics Letters, Taylor & Francis Journals, volume 9, issue 11, pages 745-748, DOI: 10.1080/13504850210127254.
  6. Fabio Bagliano & Roberto Golinelli & Claudio Morana, 2002, "Core inflation in the Euro area," Applied Economics Letters, Taylor & Francis Journals, volume 9, issue 6, pages 353-357, DOI: 10.1080/13504850110086035.

2001

  1. Andrea Beltratti & Claudio Morana, 2001, "Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 30, issue 2, pages 205-234, July.
  2. Morana, Claudio, 2001, "A semiparametric approach to short-term oil price forecasting," Energy Economics, Elsevier, volume 23, issue 3, pages 325-338, May.

2000

  1. Claudio Morana, 2000, "Modelling Evolving Long‐run Relationships: An Application to the Italian Energy Market," Scottish Journal of Political Economy, Scottish Economic Society, volume 47, issue 1, pages 72-93, February, DOI: 10.1111/1467-9485.00154.
  2. Morana, Claudio & Beltratti, Andrea, 2000, "Central bank interventions and exchange rates: an analysis with high frequency data," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 10, issue 3-4, pages 349-362, December.
  3. Morana, Claudio & Sawkins, John W, 2000, "Regulatory Uncertainty and Share Price Volatility: The English and Welsh Water Industry's Periodic Price Review," Journal of Regulatory Economics, Springer, volume 17, issue 1, pages 87-100, January.

1999

  1. Beltratti, Andrea & Morana, Claudio, 1999, "Computing value at risk with high frequency data," Journal of Empirical Finance, Elsevier, volume 6, issue 5, pages 431-455, December.
  2. Fabio C. Bagliano & Claudio Morana, 1999, "Measuring Core Inflation in Italy," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 58, issue 3-4, pages 301-328, December.

1998

  1. Claudio Morana, 1998, "Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 57, issue 3-4, pages 325-358, December.

Books

2024

  1. Iñaki Aldasoro & Sebastian Doerr & Leonardo Gambacorta & Sukhvir Notra & Tommaso Oliviero & David Whyte, 2024, "Generative artificial intelligence and cyber security in central banking," BIS Papers, Bank for International Settlements, number 145, ISBN: ARRAY(0x8da2d4d0).

2012

  1. Morten Balling & David T. Llewellyn (ed.), 2012, "New Paradigms in Monetary Theory and Policy?," SUERF Studies, SUERF - The European Money and Finance Forum, number 2012/1, ISBN: ARRAY(0x97933100), October.

Chapters

2011

  1. Fabio C. Bagliano & Claudio Morana, 2011, "The Effects of the US Economic and Financial Crises on Euro Area Convergence," Chapters, Edward Elgar Publishing, chapter 7, in: Wim Meeusen, "The Economic Crisis and European Integration".

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