3 citations · 4 across the 3 of their papers we have counts for
3 papers
Shocking concerns: public perception about climate change and the macroeconomy
Giovanni Angelini, Maria Elena Bontempi, Luca De Angelis +2
Public perceptions of climate change arguably contribute to shaping private adaptation and support for policy intervention. In this paper, we propose a novel Climate Concern Index…
An identification and testing strategy for proxy-SVARs with weak proxies
Giovanni Angelini, Giuseppe Cavaliere, Luca Fanelli
When proxies (external instruments) used to identify target structural shocks are weak, inference in proxy-SVARs (SVAR-IVs) is nonstandard and the construction of asymptotically va…
Time-Varying Poisson Autoregression
Giovanni Angelini, Giuseppe Cavaliere, Enzo D'Innocenzo +1
In this paper we propose a new time-varying econometric model, called Time-Varying Poisson AutoRegressive with eXogenous covariates (TV-PARX), suited to model and forecast time ser…