Zobrazeno 1 - 10 of 29 pro vyhledávání: '"Lorenzo Pozzi"'
1
Aggregate consumption and wealth in the long run
Autor: Lorenzo Pozzi, Malin Gardberg
Publikováno v: Journal of Applied Econometrics, 37(1), 161-186. John Wiley & Sons Ltd.
This paper investigates the impact of financial liberalization on the relationship between consumption and total wealth (i.e., the sum of asset wealth and human wealth). Financial liberalization is persistent and may signal changes in expected future
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a28db3eddf406694637dc37af1a81c90
https://doi.org/10.1002/jae.2870
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2
Encompassing measures of international consumption risk sharing and their link with trade and financial globalization
Autor: Lorenzo Pozzi, Gerdie Everaert
Publikováno v: Journal of Applied Econometrics, 37(2), 433-449. John Wiley & Sons Ltd.
We investigate international consumption risk sharing in a panel of 15 industrial economies over the historical period 1875–2016. By considering a rich empirical consumption-income framework, we document time variation in the sensitivity of consump
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::32c28f2c636ba897a681183a90afde3c
https://pure.eur.nl/en/publications/daaf8f39-28b1-499c-8100-a8ba7b827523
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4
Testing for international business cycles: A multilevel factor model with stochastic factor selection
Autor: Gerdie Everaert, Lorenzo Pozzi, Tino Berger
Publikováno v: Journal of Economic Dynamics and Control, 128:104134. Elsevier
JOURNAL OF ECONOMIC DYNAMICS & CONTROL
The empirical literature on common international business cycles has largely ignored model misspecification in estimated factor models as the various cycles are typically imposed but not tested for. This paper proposes a Bayesian stochastic factor se
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c501b80507cdea11e2cfd21167e7d358
https://pure.eur.nl/en/publications/523aa5aa-12e1-4647-9b6a-664f2ed3d2fd
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5
Macroeconomic Disasters and Forward-Looking Consumers: Historical Evidence and Evidence from the COVID-19 Pandemic
Autor: Barbara Sadaba, Lorenzo Pozzi
Publikováno v: SSRN Electronic Journal.
Macroeconomic disasters (wars, pandemics, depressions) are characterized by drastic shifts and increased volatility of the aggregate consumption to income ratio. By standard intertemporal budget constraint logic, this ratio is linked to expectations
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::f795ffdfe8404c47bbd12d8dbe40e940
https://doi.org/10.2139/ssrn.3829467
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6
DETECTING SCAPEGOAT EFFECTS IN THE RELATIONSHIP BETWEEN EXCHANGE RATES AND MACROECONOMIC FUNDAMENTALS: A NEW APPROACH
Autor: Barbara Sadaba, Lorenzo Pozzi
Publikováno v: Macroeconomic Dynamics, forthcom., 1-44. Cambridge University Press
textabstractThis paper presents a new testing method for the scapegoat model of exchange rates that aims to tighten the link between the theory on scapegoats and its empirical implementation. This new testing method consists of a number of steps. Fir
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6a2824407559a2115da2ecbdbd13892f
https://doi.org/10.1017/s1365100518000585
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7
On the Stability of the Excess Sensitivity of Aggregate Consumption Growth in the USA
Autor: Ruben Schoonackers, Gerdie Everaert, Lorenzo Pozzi
Publikováno v: Journal of Applied Econometrics. 32:819-840
Summary This paper investigates whether there is time variation in the excess sensitivity of aggregate consumption growth to anticipated aggregate disposable income growth using quarterly US data over the period 1953–2014. Our empirical framework c
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::154d908ad53ccc85423b634a0ab5d31e
https://doi.org/10.1002/jae.2552
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9
Business cycle fluctuations and household saving in OECD countries: A panel data analysis
Autor: Lorenzo Pozzi, Yvonne Adema
Publikováno v: European Economic Review, 79, 214-233. Elsevier
We investigate the cyclicality of the household saving to household disposable income ratio for a panel of 16 OECD countries over the period 1969–2012. We find evidence that the household saving ratio is countercyclical. We empirically investigate
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::25cde462459a28179e9b035812baa947
https://doi.org/10.1016/j.euroecorev.2015.07.014
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10
The time-varying volatility of earnings and aggregate consumption growth
Autor: Lorenzo Pozzi
Publikováno v: Journal of Money, Credit, and Banking, 47(4), 551-580. Wiley-Blackwell
Time-varying specifications for the conditional variance of earnings of U.S. households are estimated with micro data over the period 1968–92. The cross-sectional mean of the estimated time-varying uncertainty of individual households has a signifi
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cd6d16029edca52e07d86d98fdf44783
https://doi.org/10.1111/jmcb.12221
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