2 papers
econ.EM2025
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…
econ.EM2025
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…