2 papers
econ.GN2021
Uncertainty spill-overs: when policy and financial realms overlap
Emanuele Bacchiocchi, Catalin Dragomirescu-Gaina
No matter its source, financial- or policy-related, uncertainty can feed onto itself, inflicting the real economic sector, altering expectations and behaviours, and leading to iden…
econ.EM2018
Structural analysis with mixed-frequency data: A MIDAS-SVAR model of US capital flows
Emanuele Bacchiocchi, Andrea Bastianin, Alessandro Missale +1
We develop a new VAR model for structural analysis with mixed-frequency data. The MIDAS-SVAR model allows to identify structural dynamic links exploiting the information contained…