Testing Big Data in a Big Crisis: Nowcasting under COVID-19

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the COVID-19 pandemic, economists have struggled to obtain reliable economic predictions, with standard models becoming outdated and their forecasting performance deteriorating rapidly.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

Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model

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

Dragonfly: A multi-platform parallel toolbox for MATLAB/Octave

Autor: Ivano Azzini, Ronal Muresano, Marco Ratto

Publikováno v: Computer Languages, Systems & Structures. 52:21-42

In this paper, we present Dragonfly, a free open-source software toolkit that allows creating a parallel collaboration environment between MATLAB and/or Octave instances, allowing us to have a robust system, which is flexible, transparent and interop

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::4e2c46ddc61f4186d0ec7b5ead461755
https://doi.org/10.1016/j.cl.2017.10.002

Euro Area and US external adjustment: The role of commodity prices and Emerging Market shocks

Autor: Marco Ratto, Robert Kollmann, Massimo Giovannini, Werner Roeger, Lukas Vogel, Stefan Hohberger

Publikováno v: Journal of International Money and Finance
Journal of International Money and Finance, Elsevier, 2019, 94, pp.183-205. ⟨10.1016/j.jimonfin.2019.01.014⟩
Journal of international money and finance, 94

The trade balances of the Euro Area (EA) and of the US have improved markedly after the Global Financial Crisis. This paper quantifies the drivers of EA and US economic fluctuations and external adjustment, using an estimated (1999–2017) three-regi

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1a95ce6e9485eed272392d31f2008952
https://hal.archives-ouvertes.fr/hal-03486958/file/S0261560619300579.pdf

How much Keynes and how much Schumpeter?

Autor: Guido Cozzi, Beatrice Pataracchia, Marco Ratto, Philipp Pfeiffer

Publikováno v: European Economic Review. 133:103660

This paper quantitatively assesses the relative importance of demand and supply factors in the recent slowdown of US growth. For this purpose, we estimate a DSGE model with heterogeneous firms and endogenous Schumpeterian growth. We find that Keynesi

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::4ea49d26a5ad96cfd726ed0118b4ac30
https://doi.org/10.1016/j.euroecorev.2021.103660