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Alberto Caruso

Personal Details

First Name:Alberto
Middle Name:
Last Name:Caruso
Suffix:
RePEc Short-ID:pca1148
http://www.alberto-caruso.com
Twitter: @albertocaruso11
Terminal Degree:2020 European Centre for Advanced Research in Economics and Statistics (ECARES); Solvay Brussels School of Economics and Management; Université Libre de Bruxelles (from RePEc Genealogy)

Affiliation

(99%) Centro Studi
Confindustria

Roma, Italy
http://www.confindustria.it/wps/portal/IT/CentroStudi/Centro-Studi/

+39 065903677


RePEc:edi:cscnfit (more details at EDIRC)

(1%) European Centre for Advanced Research in Economics and Statistics (ECARES)
Solvay Brussels School of Economics and Management
Université Libre de Bruxelles

Bruxelles, Belgium
http://ecares.org/

(32 2) 650 30 75
(32 2) 650 44 75
Av. F.D., Roosevelt, 39, 1050 Bruxelles
RePEc:edi:arulbbe (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "L'origine financière de la blessure budgétaire de la zone euro," Sciences Po publications info:hdl:2441/32n1bt65fe9, Sciences Po.
  2. Alberto Caruso & Laura Coroneo, 2019. "Predicting interest rates in real-time," Discussion Papers 19/18, Department of Economics, University of York.
  3. Caruso, Alberto & Reichlin, Lucrezia & Ricco, Giovanni, 2018. "Financial and Fiscal Interaction in the Euro Area Crisis : This Time was Different," The Warwick Economics Research Paper Series (TWERPS) 1167, University of Warwick, Department of Economics.
  4. Alberto Caruso, 2018. "Macroeconomic News and Market Reaction: Surprise Indexes meet Nowcasting," Working Papers ECARES 2018-06, ULB -- Universite Libre de Bruxelles.
  5. Alberto Caruso, 2016. "The Impact of Macroeconomic News on the Euro-Dollar Exchange Rate," Working Papers ECARES ECARES 2016-32, ULB -- Universite Libre de Bruxelles.
  6. Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2015. "The Legacy Debt and the Joint Path of Public Deficit and Debt in the Euro Area," European Economy - Discussion Papers 2015 - 010, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  7. Alberto Caruso, 2015. "Nowcasting Mexican GDP," Working Papers ECARES ECARES 2015-40, ULB -- Universite Libre de Bruxelles.

Articles

  1. Caruso, Alberto & Reichlin, Lucrezia & Ricco, Giovanni, 2019. "Financial and fiscal interaction in the Euro Area crisis: This time was different," European Economic Review, Elsevier, vol. 119(C), pages 333-355.
  2. Caruso, Alberto, 2019. "Macroeconomic news and market reaction: Surprise indexes meet nowcasting," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1725-1734.
  3. Caruso, Alberto, 2018. "Nowcasting with the help of foreign indicators: The case of Mexico," Economic Modelling, Elsevier, vol. 69(C), pages 160-168.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Alberto Caruso, 2018. "Macroeconomic News and Market Reaction: Surprise Indexes meet Nowcasting," Working Papers ECARES 2018-06, ULB -- Universite Libre de Bruxelles.

    Cited by:

    1. Andreini, Paolo & Charlotte Senftleben-König, Charlotte & Hasenzagl, Thomas & Reichlin, Lucrezia & Strohsal, Till, 2020. "Nowcasting German GDP," CEPR Discussion Papers 14323, C.E.P.R. Discussion Papers.

  2. Alberto Caruso, 2016. "The Impact of Macroeconomic News on the Euro-Dollar Exchange Rate," Working Papers ECARES ECARES 2016-32, ULB -- Universite Libre de Bruxelles.

    Cited by:

    1. Caruso, Alberto, 2019. "Macroeconomic news and market reaction: Surprise indexes meet nowcasting," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1725-1734.

  3. Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2015. "The Legacy Debt and the Joint Path of Public Deficit and Debt in the Euro Area," European Economy - Discussion Papers 2015 - 010, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.

    Cited by:

    1. Michael W. McCracken & Joseph McGillicuddy, 2017. "An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts," Working Papers 2017-40, Federal Reserve Bank of St. Louis, revised 01 Nov 2017.
    2. De Luca, Roberto & Di Mauro, Marco & Falzarano, Angelo & Naddeo, Adele, 2017. "The effect of the behavior of an average consumer on the public debt dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 357-361.

  4. Alberto Caruso, 2015. "Nowcasting Mexican GDP," Working Papers ECARES ECARES 2015-40, ULB -- Universite Libre de Bruxelles.

    Cited by:

    1. Francisco Corona & Graciela González-Farías & Pedro Orraca, 2017. "A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 26(1), pages 1-35, December.
    2. Dahlhaus, Tatjana & Guénette, Justin-Damien & Vasishtha, Garima, 2017. "Nowcasting BRIC+M in real time," International Journal of Forecasting, Elsevier, vol. 33(4), pages 915-935.
    3. Abel Rodríguez Tirado & Marcelo Delajara & Federico Hernández Álvarez, 2016. "Nowcasting Mexico’s Short-Term GDP Growth in Real-Time: A Factor Model versus Professional Forecasters," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2016), pages 167-182, October.
    4. Soybilgen, Barış & Yazgan, Ege, 2018. "Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate," Economic Modelling, Elsevier, vol. 72(C), pages 99-108.
    5. Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 615-643, August.
    6. Daniela Bragoli & Jack Fosten, 2016. "Nowcasting Indian GDP," University of East Anglia School of Economics Working Paper Series 2016-06, School of Economics, University of East Anglia, Norwich, UK..
    7. Daniela Bragoli & Michele Modugno, 2016. "A Nowcasting Model for Canada: Do U.S. Variables Matter?," Finance and Economics Discussion Series 2016-036, Board of Governors of the Federal Reserve System (U.S.).
    8. Bragoli, Daniela, 2017. "Now-casting the Japanese economy," International Journal of Forecasting, Elsevier, vol. 33(2), pages 390-402.
    9. Modugno, Michele & Soybilgen, Barış & Yazgan, Ege, 2016. "Nowcasting Turkish GDP and news decomposition," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1369-1384.

Articles

  1. Caruso, Alberto, 2019. "Macroeconomic news and market reaction: Surprise indexes meet nowcasting," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1725-1734.
    See citations under working paper version above.
  2. Caruso, Alberto, 2018. "Nowcasting with the help of foreign indicators: The case of Mexico," Economic Modelling, Elsevier, vol. 69(C), pages 160-168.

    Cited by:

    1. Gálvez-Soriano Oscar de Jesús, 2018. "Nowcasting Mexican GDP using Factor Models and Bridge Equations," Working Papers 2018-06, Banco de México.
    2. Caruso, Alberto, 2019. "Macroeconomic news and market reaction: Surprise indexes meet nowcasting," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1725-1734.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (7) 2016-05-28 2016-09-18 2018-03-19 2018-07-09 2018-07-16 2019-08-12 2019-12-09. Author is listed
  2. NEP-EEC: European Economics (2) 2016-09-18 2018-07-09. Author is listed
  3. NEP-FOR: Forecasting (2) 2015-12-08 2019-12-09. Author is listed
  4. NEP-CBA: Central Banking (1) 2016-09-18
  5. NEP-FMK: Financial Markets (1) 2019-12-09
  6. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2018-07-09
  7. NEP-MON: Monetary Economics (1) 2016-09-18
  8. NEP-ORE: Operations Research (1) 2019-12-09
  9. NEP-SOG: Sociology of Economics (1) 2016-09-18

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