Zobrazeno 1 - 10
of 24
pro vyhledávání: '"Filippo Maria Pericoli"'
Publikováno v:
JCMS: Journal of Common Market Studies.
We provide the first evidence of the role played by the Cohesion Policy in terms of insurance against income shocks affecting the EU regions. By following state-of-the-art modeling, we measured income risk-sharing among 270 NUTS-2 regions over two co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c445947588f1ba36f85aee65bc0c73be
https://doi.org/10.1111/jcms.13483
https://doi.org/10.1111/jcms.13483
Autor:
Luca Barbaglia, Lorenzo Frattarolo, Luca Onorante, Filippo Maria Pericoli, Marco Ratto, Luca Tiozzo Pezzoli
Publikováno v:
SSRN Electronic Journal.
During the COVID-19 pandemic, economists have struggled to obtain reliable economic predictions, with standard models becoming outdated and their forecasting performance deteriorating rapidly. This paper presents two novelties that could be adopted b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ec163362fde776a8e5448ededfc340c8
https://doi.org/10.2139/ssrn.4066479
https://doi.org/10.2139/ssrn.4066479
Publikováno v:
Journal of International Money and Finance. 131:102804
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8bd761d950a7a5042818d69a7189fa7c
https://doi.org/10.1016/j.jimonfin.2023.102804
https://doi.org/10.1016/j.jimonfin.2023.102804
Autor:
Lukas Vogel, Roberta Cardani, Rafal Raciborski, Alice Albonico, Stefan Hohberger, Werner Roeger, Ludovic Calès, Filippo Maria Pericoli, Massimo Giovannini, Filippo Ferroni, Olga Croitorov, Marco Ratto, Beatrice Pataracchia
Publikováno v:
Economic Modelling. 81:242-273
Following the global financial crisis, the Euro Area (EA) has experienced a persistent slump and notable trade balance adjustments, but with pronounced differences across EA Member States. We estimate a multi-country structural macroeconomic model to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7f7609d50cb8abe4ba0b36f509e0e7a2
https://doi.org/10.1016/j.econmod.2019.04.016
https://doi.org/10.1016/j.econmod.2019.04.016
Publikováno v:
European Journal of Political Economy. 55:324-345
This study explores the relationships among various dimensions of globalization (i.e., economic, social, and political) and international risk-sharing, by exploiting the KOF globalization indices over a long time horizon (1970–2014) and for several
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::358ff9e7dd5ccc80d83c93acafca8c51
https://doi.org/10.1016/j.ejpoleco.2017.12.006
https://doi.org/10.1016/j.ejpoleco.2017.12.006
Publikováno v:
East Asian Economic Review, Vol 23, Iss 3, Pp 227-260 (2019)
This paper offers a comprehensive view of international risk sharing and of related policy issues from the perspective of the European Union. The traditional analyses contemplate three risk-sharing channels: the capital markets channel (through cross
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::00035952123c3aa60a7fc80f861b363c
https://doi.org/10.2139/ssrn.3473617
https://doi.org/10.2139/ssrn.3473617
Publikováno v:
Economics Letters. 125:187-190
We investigate income smoothing associated with international portfolio diversification by decomposing the net factor income (NFI) channel into interests, dividends and retained earnings, for OECD and EU countries. We find that interest receipts and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b4120f411273bb4a2ce2abb9cb6fa7fe
https://doi.org/10.1016/j.econlet.2014.08.028
https://doi.org/10.1016/j.econlet.2014.08.028
Publikováno v:
Journal of Forecasting. 33:243-258
We use survey data on five bilateral exchange rates to provide empirical evidence of the fact that professional forecasters of foreign exchange rates behave irrationally, in the specific sense that they respond inaccurately to available information i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::67c36d076f5a2ae52622adc5ed709bf9
https://doi.org/10.1002/for.2289
https://doi.org/10.1002/for.2289
Publikováno v:
Economics Letters. 121:282-286
Using a panel fractional regression model to evaluate the determinants of shares of international investment positions, we find some strong empirical support to the claim that a diversification motive is relevant. It turns out that less synchronized
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::52eddc0e13c9e6e161323941a51829b7
https://doi.org/10.1016/j.econlet.2013.08.026
https://doi.org/10.1016/j.econlet.2013.08.026
Publikováno v:
Review of Economics of the Household. 13:269-295
On British Household Panel Survey data we measure various indices of social capital at the individual and household level, and use them as explanatory variables in standard consumption insurance tests. We find that two out of three aspects of social
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e393629230a83771ad608c8bbd95146f
https://doi.org/10.1007/s11150-013-9185-x
https://doi.org/10.1007/s11150-013-9185-x