73 citations · 125 across the 12 of their papers we have counts for
3 papers · 1 filter
Macroeconomic Spillovers of Weather Shocks across U.S. States
Emanuele Bacchiocchi, Andrea Bastianin, Graziano Moramarco
We estimate the short-run effects of weather-related disasters on local economic activity and cross-border spillovers that operate through economic linkages between U.S. states. To…
Partially identified heteroskedastic SVARs
Emanuele Bacchiocchi, Andrea Bastianin, Toru Kitagawa +1
This paper studies the identification of Structural Vector Autoregressions (SVARs) exploiting a break in the variances of the structural shocks. Point-identification for this class…
Forecasting the Price of Carbon with Macroeconomic and Financial variables
Andrea Bastianin, Elisabetta Mirto, Yan Qin +1
We tackle the issue of producing point, sign, and density forecasts for the monthly real price of carbon in the European Union Emissions Trading System (EU ETS). We show that Bayes…