7 citations · 12 across the 5 of their papers we have counts for
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econ.EM2021
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…
econ.EM2021★ 2 cited
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…
econ.EM2021
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…