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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/
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/
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. Lukasz Mach & Dariusz Zmarzly & Ireneusz Dabrowski & Pawel Fracz, 2020. "Comparison on Subannual Seasonality of Building Construction in European Countries," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 241-257.

  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. Alberto Caruso, 2018. "Macroeconomic News and Market Reaction: Surprise Indexes meet Nowcasting," Working Papers ECARES 2018-06, ULB -- Universite Libre de Bruxelles.
    2. Vania Stavrakeva & Jenny Tang, 2020. "A Fundamental Connection: Exchange Rates and Macroeconomic Expectations," Working Papers 20-20, Federal Reserve Bank of Boston.

  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 T. McGillicuddy, 2019. "An empirical investigation of direct and iterated multistep conditional forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 181-204, March.
    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. Bragoli, Daniela & Modugno, Michele, 2017. "A now-casting model for Canada: Do U.S. variables matter?," International Journal of Forecasting, Elsevier, vol. 33(4), pages 786-800.
    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. Daniela Bragoli & Jack Fosten, 2018. "Nowcasting Indian GDP," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(2), pages 259-282, April.
    4. Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2017. "Macroeconomic nowcasting and forecasting with big data," Staff Reports 830, Federal Reserve Bank of New York.
    5. 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.
    6. Bragoli, Daniela, 2017. "Now-casting the Japanese economy," International Journal of Forecasting, Elsevier, vol. 33(2), pages 390-402.
    7. 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.
    8. Michele Modugno & Bariş Soybilgen & M. Ege Yazgan, 2016. "Nowcasting Turkish GDP and News Decomposition," Finance and Economics Discussion Series 2016-044, Board of Governors of the Federal Reserve System (U.S.).
    9. 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.
    10. Bhadury, Soumya & Ghosh, Saurabh & Kumar, Pankaj, 2019. "Nowcasting GDP Growth Using a Coincident Economic Indicator for India," MPRA Paper 96007, University Library of Munich, Germany.

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. Oscar Claveria, 2021. "Forecasting with Business and Consumer Survey Data," Forecasting, MDPI, Open Access Journal, vol. 3(1), pages 1-22, February.
    2. Alberto Caruso, 2018. "Macroeconomic News and Market Reaction: Surprise Indexes meet Nowcasting," Working Papers ECARES 2018-06, ULB -- Universite Libre de Bruxelles.
    3. Francisco Corona & Graciela Gonz'alez-Far'ias & Jes'us L'opez-P'erez, 2021. "A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19," Papers 2101.10383, arXiv.org.
    4. Claveria, Oscar & Monte, Enric & Torra, Salvador, 2020. "Economic forecasting with evolved confidence indicators," Economic Modelling, Elsevier, vol. 93(C), pages 576-585.
    5. Oscar Claveria & Enric Monte & Salvador Torra, 2021. ""Nowcasting and forecasting GDP growth with machine-learning sentiment indicators"," IREA Working Papers 202103, University of Barcelona, Research Institute of Applied Economics, revised Feb 2021.
    6. Oscar de Jesús Gálvez-Soriano, 2018. "Nowcasting Mexican GDP using Factor Models and Bridge Equations," Working Papers 2018-06, Banco de México.

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 10 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 (9) 2016-05-28 2016-09-18 2018-03-19 2018-07-09 2018-07-16 2019-08-12 2019-12-09 2020-03-09 2020-06-15. Author is listed
  2. NEP-EEC: European Economics (2) 2016-09-18 2018-07-09
  3. NEP-FOR: Forecasting (2) 2015-12-08 2019-12-09
  4. NEP-ORE: Operations Research (2) 2019-12-09 2020-03-09
  5. NEP-CBA: Central Banking (1) 2016-09-18
  6. NEP-FMK: Financial Markets (1) 2019-12-09
  7. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2018-07-09
  8. NEP-MON: Monetary Economics (1) 2016-09-18
  9. NEP-OPM: Open Economy Macroeconomics (1) 2020-03-09
  10. NEP-SOG: Sociology of Economics (1) 2016-09-18

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