7 citations · 12 across the 5 of their papers we have counts for
5 papers
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…
Factor Network Autoregressions
Matteo Barigozzi, Giuseppe Cavaliere, Graziano Moramarco
We propose a factor network autoregressive (FNAR) model for time series with complex network structures. The coefficients of the model reflect many different types of connections b…
Funding liquidity, credit risk and unconventional monetary policy in the Euro area: A GVAR approach
Graziano Moramarco
This paper investigates the transmission of funding liquidity shocks, credit risk shocks and unconventional monetary policy within the Euro area. To this aim, we estimate a financi…
Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States
Graziano Moramarco
Using a large quarterly macroeconomic dataset for the period 1960-2017, we document the ability of specific financial ratios from the housing market and firms' aggregate balance sh…
Regime-Switching Density Forecasts Using Economists' Scenarios
Graziano Moramarco
We propose an approach for generating macroeconomic density forecasts that incorporate information on multiple scenarios defined by experts. We adopt a regime-switching framework i…