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Beatrice Pataracchia

Personal Details

First Name:Beatrice
Middle Name:
Last Name:Pataracchia
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RePEc Short-ID:ppa943
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Affiliation

Joint Research Centre
European Commission

Ispra, Italy
https://ec.europa.eu/jrc/en/about/jrc-site/ispra

:


RePEc:edi:eejrcit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Albonico, Alice & Calès, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo & Raciborski, Rafal & Rat, 2017. "The Global Multi-Country Model (GM): an Estimated DSGE Model for the Euro Area Countries," Working Papers 2017-10, Joint Research Centre, European Commission (Ispra site).
  2. Cozzi, Guido & Pataracchia, Beatrice & Pfeiffer, Philipp & Marco, Ratto, 2017. "How much Keynes and how much Schumpeter? An Estimated Macromodel of the US Economy," Working Papers 2017-01, Joint Research Centre, European Commission (Ispra site).
  3. Robert Kollmann & Beatrice Pataracchia & Rafal Raciborski & Marco Ratto & Werner Roeger & Lukas Vogel, 2017. "Drivers of the Post-crisis Slump in the Eurozone and the US," Working Papers ECARES ECARES 2017-22, ULB -- Universite Libre de Bruxelles.
  4. Werner Roeger & Beatrice Pataracchia & Marco Ratto & Rafal Raciborski & Lukas Vogel & Robert Kollmann, 2016. "The post-crisis slump in the Euro Area and the US: evidence from an estimated three-region DSGE model," Globalization Institute Working Papers 269, Federal Reserve Bank of Dallas, revised 29 Feb 2016.
  5. In 'T Veld, Jan & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner, 2014. "International Capital Flows and the Boom-Bust Cycle in Spain," CEPR Discussion Papers 9957, C.E.P.R. Discussion Papers.
  6. Pataracchia, B., 2013. "Ambiguity aversion and heterogeneity in financial markets : An empirical and theoretical perspective," Other publications TiSEM bc849a3c-87a4-4718-b049-f, Tilburg University, School of Economics and Management.
  7. Beatrice Pataracchia & Rafal Raciborski & Marco Ratto & Werner Roeger, 2013. "Endogenous housing risk in an estimated DSGE model of the Euro Area," European Economy - Economic Papers 2008 - 2015 505, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  8. Pataracchia, B., 2011. "Ambiguity and Volatility : Asset Pricing Implications," Discussion Paper 2011-042, Tilburg University, Center for Economic Research.
  9. Beatrice Pataracchia, 2008. "Design Limits in Regime-Switching Cases," Department of Economics University of Siena 529, Department of Economics, University of Siena.
  10. Beatrice Pataracchia, 2008. "The Spectral Representation of Markov-Switching Arma Models," Department of Economics University of Siena 528, Department of Economics, University of Siena.

Articles

  1. Albonico, Alice & Calés, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo Maria & Raciborski, Rafal, 2019. "Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model," Economic Modelling, Elsevier, vol. 81(C), pages 242-273.
  2. Adriaan Dierx & Fabienne Ilzkovitz & Beatrice Pataracchia & Marco Ratto & Anna Thum-Thysen & Janos Varga, 2017. "Does Eu Competition Policy Support Inclusive Growth?," Journal of Competition Law and Economics, Oxford University Press, vol. 13(2), pages 225-260.
  3. Kollmann, Robert & Pataracchia, Beatrice & Raciborski, Rafal & Ratto, Marco & Roeger, Werner & Vogel, Lukas, 2016. "The post-crisis slump in the Euro Area and the US: Evidence from an estimated three-region DSGE model," European Economic Review, Elsevier, vol. 88(C), pages 21-41.
  4. in 't Veld, Jan & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner, 2014. "International capital flows and the boom-bust cycle in Spain," Journal of International Money and Finance, Elsevier, vol. 48(PB), pages 314-335.
  5. Pataracchia, Beatrice, 2011. "The spectral representation of Markov switching ARMA models," Economics Letters, Elsevier, vol. 112(1), pages 11-15, July.

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. Albonico, Alice & Calès, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo & Raciborski, Rafal & Rat, 2017. "The Global Multi-Country Model (GM): an Estimated DSGE Model for the Euro Area Countries," Working Papers 2017-10, Joint Research Centre, European Commission (Ispra site).

    Cited by:

    1. Stefan Hohberger & Marco Ratto & Lukas Vogel, 2019. "The euro exchange rate and Germany's trade surplus," CESifo Working Paper Series 7543, CESifo Group Munich.
    2. Giovannini, Massimo & Hohberger, Stefan & Ratto, Marco & Vogel, Lukas, 2018. "Adjustment dynamics and business cycle heterogeneity in the EMU: Evidence from estimated DSGE models," Working Papers 2018-08, Joint Research Centre, European Commission (Ispra site).
    3. Olivier Coibion & Yuriy Gorodnichenko & Tiziano Ropele, 2019. "Inflation expectations and firms’ decisions: new causal evidence," Temi di discussione (Economic working papers) 1219, Bank of Italy, Economic Research and International Relations Area.
    4. Varthalitis, Petros, 2019. "FIR-GEM: A SOE-DSGE Model for fiscal policy analysis in Ireland," MPRA Paper 93059, University Library of Munich, Germany.
    5. Giovannini, Massimo & Hohberger, Stefan & Ratto, Marco & Vogel, Lukas, 2019. "Adjustment dynamics and business cycle heterogeneity in the EMU," Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203548, Verein für Socialpolitik / German Economic Association.

  2. Cozzi, Guido & Pataracchia, Beatrice & Pfeiffer, Philipp & Marco, Ratto, 2017. "How much Keynes and how much Schumpeter? An Estimated Macromodel of the US Economy," Working Papers 2017-01, Joint Research Centre, European Commission (Ispra site).

    Cited by:

    1. Minford, Lucy & Meenagh, David, 2019. "Testing a model of UK growth: A role for R&D subsidies," Economic Modelling, Elsevier, vol. 82(C), pages 152-167.
    2. Marcin Bielecki, 2017. "Business cycles, innovation and growth: welfare analysis," Working Papers 2017-19, Faculty of Economic Sciences, University of Warsaw.
    3. Marco Luca Pinchetti, 2017. "Creative Destruction Cycles: Schumpeterian Growth in an Estimated DSGE Model," Working Papers ECARES ECARES 2017-04, ULB -- Universite Libre de Bruxelles.
    4. Marco Cozzi, 2018. "Optimal Capital Taxation with Incomplete Markets and Schumpeterian Growth," Department Discussion Papers 1803, Department of Economics, University of Victoria.

  3. Werner Roeger & Beatrice Pataracchia & Marco Ratto & Rafal Raciborski & Lukas Vogel & Robert Kollmann, 2016. "The post-crisis slump in the Euro Area and the US: evidence from an estimated three-region DSGE model," Globalization Institute Working Papers 269, Federal Reserve Bank of Dallas, revised 29 Feb 2016.

    Cited by:

    1. Albonico, Alice & Calès, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo & Raciborski, Rafal & Rat, 2017. "The Global Multi-Country Model (GM): an Estimated DSGE Model for the Euro Area Countries," Working Papers 2017-10, Joint Research Centre, European Commission (Ispra site).
    2. Stefan Hohberger & Marco Ratto & Lukas Vogel, 2019. "The euro exchange rate and Germany's trade surplus," CESifo Working Paper Series 7543, CESifo Group Munich.
    3. Giovannini, Massimo & Hohberger, Stefan & Kollmann, Robert & Ratto, Marco & Roeger, Werner & Vogel, Lukas, 2018. "Euro Area and U.S. External Adjustment: The Role of Commodity Prices and Emerging Market Shocks," CEPR Discussion Papers 13141, C.E.P.R. Discussion Papers.
    4. Giovannini, Massimo & Hohberger, Stefan & Ratto, Marco & Vogel, Lukas, 2018. "Adjustment dynamics and business cycle heterogeneity in the EMU: Evidence from estimated DSGE models," Working Papers 2018-08, Joint Research Centre, European Commission (Ispra site).
    5. Kollmann, Robert, 2017. "Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel," CEPR Discussion Papers 11911, C.E.P.R. Discussion Papers.
    6. Hohberger, Stefan & Priftis, Romanos & Vogel, Lukas, 2019. "The macroeconomic effects of quantitative easing in the euro area: Evidence from an estimated DSGE model," Journal of Economic Dynamics and Control, Elsevier, vol. 108(C).
    7. Albonico, Alice & Paccagnini, Alessia & Tirelli, Patrizio, 2017. "Great recession, slow recovery and muted fiscal policies in the US," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 140-161.
    8. Philipp Pfeiffer, 2017. "How much Keynes and how much Schumpeter? An Estimated Macromodel of the US Economy," 2017 Meeting Papers 324, Society for Economic Dynamics.
    9. Ioanna Bardaka & Ioannis Bournakis & Georgia Kaplanoglou, 2018. "Total factor productivity (TFP) and fiscal consolidation: how harmful is austerity?," Working Papers 255, Bank of Greece.
    10. Maximilian Goedl, 2017. "The Sovereign-Bank Interaction in the Eurozone Crisis," Graz Economics Papers 2017-10, University of Graz, Department of Economics.
    11. Robert L. Hetzel, 2017. "What Remains of Milton Friedman's Monetarism?," Working Paper 17-9, Federal Reserve Bank of Richmond, revised 21 Jul 2017.
    12. Albonico, Alice & Calés, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo Maria & Raciborski, Rafal, 2019. "Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model," Economic Modelling, Elsevier, vol. 81(C), pages 242-273.
    13. Martina Jancokova & Georgios Georgiadis, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization Institute Working Papers 314, Federal Reserve Bank of Dallas, revised 01 May 2017.
    14. Kollmann, Robert & Leeper, Eric & Roeger, Werner, 2016. "The Post-Crisis Slump," MPRA Paper 71291, University Library of Munich, Germany.
    15. Cozzi, Guido & Pataracchia, Beatrice & Ratto, Marco & Pfeiffer, Philipp, 2017. "How much Keynes and how much Schumpeter? An Estimated Macromodel of the US Economy," MPRA Paper 77771, University Library of Munich, Germany.
    16. Vogel, Lukas, 2019. "Endogenous forward guidance," Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203586, Verein für Socialpolitik / German Economic Association.
    17. Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2017. "PIIGS in the Euro area: An empirical DSGE model," Discussion Papers in Economics economics:201710, Griffith University, Department of Accounting, Finance and Economics.
    18. Alessio Terzi, 2018. "Macroeconomic Adjustment in the Euro Area," CID Working Papers 88a, Center for International Development at Harvard University.
    19. Minford, Patrick & Ou, Zhirong & Zhu, Zheyi, 2019. "Can a small New Keynesian model of the world economy with risk-pooling match the facts?," Cardiff Economics Working Papers E2019/10, Cardiff University, Cardiff Business School, Economics Section.
    20. Robert Kollmann & Beatrice Pataracchia & Rafal Raciborski & Marco Ratto & Werner Roeger & Lukas Vogel, 2017. "Drivers of the Post-crisis Slump in the Eurozone and the US," Working Papers ECARES ECARES 2017-22, ULB -- Universite Libre de Bruxelles.
    21. Robert L. Hetzel, 2016. "What Caused the Great Recession in the Eurozone?," Working Paper 16-10, Federal Reserve Bank of Richmond, revised 23 Aug 2016.
    22. Robert Kollmann, 2017. "Explaining International Business Cycle Synchronization," 2017 Meeting Papers 1489, Society for Economic Dynamics.
    23. Stefano Neri & Stefano Siviero, 2019. "The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks," Questioni di Economia e Finanza (Occasional Papers) 486, Bank of Italy, Economic Research and International Relations Area.
    24. Kollmann, Robert, 2017. "The Post-Crisis Slump in the Euro Area and the US," MPRA Paper 78233, University Library of Munich, Germany.
    25. Giovannini, Massimo & Hohberger, Stefan & Ratto, Marco & Vogel, Lukas, 2019. "Adjustment dynamics and business cycle heterogeneity in the EMU," Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203548, Verein für Socialpolitik / German Economic Association.
    26. Brutscher, Philipp-Bastian & Hols, Christopher, 2018. "The corporate equity puzzle," EIB Working Papers 2018/03, European Investment Bank (EIB).
    27. Beqiraj, Elton & Di Bartolomeo, Giovanni & Di Pietro, Marco & Serpieri, Carolina, 2018. "Comparing Central Europe and the Baltic macro-economies: A Bayesian approach," EconStor Preprints 175242, ZBW - Leibniz Information Centre for Economics.

  4. In 'T Veld, Jan & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner, 2014. "International Capital Flows and the Boom-Bust Cycle in Spain," CEPR Discussion Papers 9957, C.E.P.R. Discussion Papers.

    Cited by:

    1. Albonico, Alice & Calès, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo & Raciborski, Rafal & Rat, 2017. "The Global Multi-Country Model (GM): an Estimated DSGE Model for the Euro Area Countries," Working Papers 2017-10, Joint Research Centre, European Commission (Ispra site).
    2. Jeroen Hessel, 2019. "Medium-term asymmetric fluctuations and EMU as an optimum currency area," DNB Working Papers 644, Netherlands Central Bank, Research Department.
    3. Burlon, L. & Gerali, A. & Notarpietro, A. & Pisani, M., 2018. "Non-standard monetary policy, asset prices and macroprudential policy in a monetary union," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 25-53.
    4. Giovannini, Massimo & Hohberger, Stefan & Kollmann, Robert & Ratto, Marco & Roeger, Werner & Vogel, Lukas, 2018. "Euro Area and U.S. External Adjustment: The Role of Commodity Prices and Emerging Market Shocks," CEPR Discussion Papers 13141, C.E.P.R. Discussion Papers.
    5. Dräger, Lena & Proaño, Christian R., 2015. "Cross-border banking and business cycles in asymmetric currency unions," BERG Working Paper Series 105, Bamberg University, Bamberg Economic Research Group.
    6. Mayer, Eric & Maas, Daniel & Rüth, Sebastian, 2016. "Current Account Dynamics and the Housing Cycle in Spain," Annual Conference 2016 (Augsburg): Demographic Change 145824, Verein für Socialpolitik / German Economic Association.
    7. Giovannini, Massimo & Hohberger, Stefan & Ratto, Marco & Vogel, Lukas, 2018. "Adjustment dynamics and business cycle heterogeneity in the EMU: Evidence from estimated DSGE models," Working Papers 2018-08, Joint Research Centre, European Commission (Ispra site).
    8. Scott Davis & Adrienne Mack & Wesley Phoa & Anne Vandenabeele, 2014. "Credit Booms, Banking Crises, and the Current Account," Working Papers 292014, Hong Kong Institute for Monetary Research.
    9. Soyoung Kim & Aaron Mehrotra, 2018. "Effects of Monetary and Macroprudential Policies—Evidence from Four Inflation Targeting Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(5), pages 967-992, August.
    10. Juan Carlos Cuestas & Karsten Staehr, 2014. "The great (De)leveraging in the GIIPS countries. Domestic credit and net foreign liabilities 1998–2013," Bank of Estonia Working Papers wp2014-4, Bank of Estonia, revised 10 Oct 2014.
    11. Jose Eduardo Gomez-Gonzalez & Juliana Gamboa-Arbeláez & Jorge Hirs-Garzón & Andrés Pinchao-Rosero, 2018. "When Bubble Meets Bubble: Contagion in OECD Countries," The Journal of Real Estate Finance and Economics, Springer, vol. 56(4), pages 546-566, May.
    12. Angelini, Elena & Ca' Zorzi, Michele & Forster, Katrin, 2014. "External and macroeconomic adjustment in the larger euro area countries," Working Paper Series 1647, European Central Bank.
    13. Kollmann, Robert & Pataracchia, Beatrice & Raciborski, Rafal & Ratto, Marco & Roeger, Werner & Vogel, Lukas, 2016. "The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model," CEPR Discussion Papers 11121, C.E.P.R. Discussion Papers.
    14. Vogel, Lukas & Kollmann, Robert & Ratto, Marco & Roeger, Werner & in 't Veld, Jan, 2015. "What drives the German current account? And how does it affect other EU Member States?," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112810, Verein für Socialpolitik / German Economic Association.
    15. Maas, Daniel & Mayer, Eric & Rüth, Sebastian, 2015. "Current account dynamics and the housing boom and bust cycle in Spain," W.E.P. - Würzburg Economic Papers 94, University of Würzburg, Chair for Monetary Policy and International Economics.
    16. Kollmann, Robert, 2014. "Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences," CEPR Discussion Papers 10232, C.E.P.R. Discussion Papers.
    17. Juan Carlos Cuestas & Karsten Staehr, 2017. "The Great Leveraging in the European crisis countries: Domestic credit and net foreign liabilities," Journal of Economic Studies, Emerald Group Publishing, vol. 44(6), pages 895-910, November.
    18. Gomez-Gonzalez, Patricia & Rees, Daniel M., 2018. "Same Spain, less pain?," European Economic Review, Elsevier, vol. 110(C), pages 78-107.
    19. Margarita Rubio & José A. Carrasco-Gallego, 2017. "Spain And The Crisis: Housing Prices, Credit And Macroprudential Policies," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(01), pages 109-133, March.
    20. Albonico, Alice & Calés, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo Maria & Raciborski, Rafal, 2019. "Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model," Economic Modelling, Elsevier, vol. 81(C), pages 242-273.
    21. Ivan Jaccard, 2019. "Structural Asymmetries and Financial Imbalances," 2019 Meeting Papers 988, Society for Economic Dynamics.
    22. Jose J. Canals-Cerda & Joseph L. Breeden, 2016. "Consumer risk appetite, the credit cycle, and the housing bubble," Working Papers 16-5, Federal Reserve Bank of Philadelphia, revised 18 Feb 2016.
    23. Joerg Bibow, 2018. "Twenty Years of the German Euro Are More than Enough," Economics Working Paper Archive wp_911, Levy Economics Institute.
    24. Ivan Jaccard & Frank Smets, . "Structural Asymmetries and Financial Imbalances in the Eurozone," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics.
    25. G. Cette & J. Fernald & B. Mojon, 2016. "The Pre-Great Recession Slowdown in Productivity," Working papers 586, Banque de France.
    26. D. Rodríguez-Rodríguez & P. Ibarra & M. Echeverría & J. Martínez-Vega, 2019. "Perceptions, attitudes and values of two key stakeholders on the oldest and newest Spanish national parks," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 21(2), pages 1053-1073, April.
    27. Juan Carlos Cuestas & Karsten Staehr, 2015. "The Great Leveraging in the GIIPS Countries: Domestic Credit and Net Foreign Liabilities," Working Papers 2015012, The University of Sheffield, Department of Economics.
    28. Robert Kollmann, 2015. "Exchange Rate and Current Account Dynamics: the Role of Asset Market Structure, Long-Run Risk and Risk Appetite," 2015 Meeting Papers 1397, Society for Economic Dynamics.
    29. Giovannini, Massimo & Hohberger, Stefan & Ratto, Marco & Vogel, Lukas, 2019. "Adjustment dynamics and business cycle heterogeneity in the EMU," Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203548, Verein für Socialpolitik / German Economic Association.

  5. Beatrice Pataracchia & Rafal Raciborski & Marco Ratto & Werner Roeger, 2013. "Endogenous housing risk in an estimated DSGE model of the Euro Area," European Economy - Economic Papers 2008 - 2015 505, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.

    Cited by:

    1. Sandra Gomes & Nikola Bokan & Andrea Gerali & Massimiliano Pisani & Pascal Jacquinot, 2016. "EAGLE-FLI: A macroeconomic model of banking and financial interdependence in the euro area," EcoMod2016 9431, EcoMod.
    2. Chiara Punzo & Lorenza Rossi, 2019. "The Redistributive Effects of a Money-Financed Fiscal Stimulus," DISCE - Working Papers del Dipartimento di Economia e Finanza def076, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    3. Martino N. Ricci & Patrizio Tirelli, 2017. "Subprime mortgages and banking in a DSGE model," Discussion Papers in Economics economics:201709, Griffith University, Department of Accounting, Finance and Economics.

  6. Pataracchia, B., 2011. "Ambiguity and Volatility : Asset Pricing Implications," Discussion Paper 2011-042, Tilburg University, Center for Economic Research.

    Cited by:

    1. Eduardo Corso, 2015. "Ambiguity and portfolio decisions," BCRA Working Paper Series 201567, Central Bank of Argentina, Economic Research Department.

  7. Beatrice Pataracchia, 2008. "Design Limits in Regime-Switching Cases," Department of Economics University of Siena 529, Department of Economics, University of Siena.

    Cited by:

    1. William A. Brock & Steven N. Durlauf & Giacomo Rondina, 2008. "Design Limits and Dynamic Policy Analysis," NBER Working Papers 14357, National Bureau of Economic Research, Inc.

  8. Beatrice Pataracchia, 2008. "The Spectral Representation of Markov-Switching Arma Models," Department of Economics University of Siena 528, Department of Economics, University of Siena.

    Cited by:

    1. Elie Bouri & Imad Kachacha & Donald Lien & David Roubaud, 2017. "Short- and long-run causality across the implied volatility of crude oil and agricultural commodities," Economics Bulletin, AccessEcon, vol. 37(2).
    2. Beatrice PATARACCHIA, "undated". "Design-Limits in Regime-Switching cases," EcoMod2008 23800104, EcoMod.
    3. Chikashi Tsuji, 2014. "Did the Stock Market Regime Change after the Inauguration of the New Cabinet in Japan?," Business and Management Horizons, Macrothink Institute, vol. 2(1), pages 98-108, June.
    4. Cavicchioli, Maddalena, 2013. "Spectral density of Markov-switching VARMA models," Economics Letters, Elsevier, vol. 121(2), pages 218-220.

Articles

  1. Adriaan Dierx & Fabienne Ilzkovitz & Beatrice Pataracchia & Marco Ratto & Anna Thum-Thysen & Janos Varga, 2017. "Does Eu Competition Policy Support Inclusive Growth?," Journal of Competition Law and Economics, Oxford University Press, vol. 13(2), pages 225-260.

    Cited by:

    1. Jan Sviták & Jarig Sinderen, 2018. "Economic Impact of Competition Policy: A Look Beyond Consumer Surplus," De Economist, Springer, vol. 166(1), pages 23-40, March.

  2. Kollmann, Robert & Pataracchia, Beatrice & Raciborski, Rafal & Ratto, Marco & Roeger, Werner & Vogel, Lukas, 2016. "The post-crisis slump in the Euro Area and the US: Evidence from an estimated three-region DSGE model," European Economic Review, Elsevier, vol. 88(C), pages 21-41.
    See citations under working paper version above.
  3. in 't Veld, Jan & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner, 2014. "International capital flows and the boom-bust cycle in Spain," Journal of International Money and Finance, Elsevier, vol. 48(PB), pages 314-335.
    See citations under working paper version above.
  4. Pataracchia, Beatrice, 2011. "The spectral representation of Markov switching ARMA models," Economics Letters, Elsevier, vol. 112(1), pages 11-15, July.
    See citations under working paper version above.

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 19 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 (18) 2008-04-29 2008-04-29 2014-05-17 2014-05-24 2014-06-02 2014-06-14 2014-07-05 2016-03-10 2016-03-10 2016-03-17 2016-03-17 2017-02-19 2017-04-02 2017-05-07 2017-05-14 2017-08-27 2018-01-29 2019-11-25. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (11) 2013-11-09 2014-06-14 2014-07-05 2016-03-10 2016-03-10 2016-03-17 2017-02-19 2017-04-02 2017-08-27 2018-01-29 2019-11-25. Author is listed
  3. NEP-EEC: European Economics (10) 2013-11-09 2014-05-17 2014-05-24 2014-06-02 2014-06-14 2016-03-10 2016-03-17 2017-02-19 2018-01-29 2019-11-25. Author is listed
  4. NEP-OPM: Open Economy Macroeconomics (8) 2014-05-17 2014-05-24 2014-06-02 2014-06-14 2014-07-05 2016-03-10 2017-02-19 2019-11-25. Author is listed
  5. NEP-URE: Urban & Real Estate Economics (3) 2013-11-09 2014-05-17 2014-06-02
  6. NEP-CBA: Central Banking (2) 2008-04-29 2008-04-29
  7. NEP-INO: Innovation (2) 2017-04-02 2017-08-27
  8. NEP-ECM: Econometrics (1) 2008-04-29
  9. NEP-ETS: Econometric Time Series (1) 2008-04-29
  10. NEP-IFN: International Finance (1) 2014-07-05

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