European Sovereign Debt Risk Management: the Role of a European Debt Agency (16/09/2024)

Online financial and demographic education for workers: Experimental evidence from an Italian Pension Fund (01/06/2023)

ITFIN, A Stock-Flow Consistent Model for the Italian Economy (01/02/2023)

Monetary Policy and Bond Prices with Drifting Equilibrium Rates (05/01/2023)

Why is COVID-19 Mortality in Lombardy so High? Evidence from the Simulation of a SEIHCR Model (10/04/2020)

Effects of Austerity: Expenditure- and Tax-based Approaches (03/05/2019)

Implications of Returns Predictability for Consumption Dynamics and Asset Pricing (01/01/2019)

What do we know about the effects of austerity? (2018)

Is it the How or the When that Matters in Fiscal Adjustments? (2017)

A Multivariate Model of Strategic Asset Allocation with Longevity Risk (2017)

Demographics and the Behaviour of Interest Rates (2016)

Austerity in 2009-2013 (31/07/2015)

The Output Effect of Fiscal Consolidation Plans (01/07/2015)

Measuring the Impact of Longevity Risk on Pension Systems: The Case of Italy. (01/04/2014)

How Much Does the Stock Market Risk Decline with the Investment Horizon? A Cross-Country Comparison (12/01/2014)

Modelling and forecasting government bond spreads in the euro area: a GVAR model (2013)

Euro Area Money Demand and International Portfolio Allocation (2013)

Sovereign spreads in the Euro Area: Which Prospects for a Eurobond? (2012)

Measuring Tax Multipliers. The Narrative method in Fiscal VARs (2012)

A Spectral Estimation of Tempered Stochastic Volatility Models and Option Pricing (2012)

Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information set (2012)

Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns (2011)

Country Heterogeneity and the International Evidence on the Effects of Fiscal Policy (2011)

Demographics and Stock Market Fluctuations (11/07/2010)

How Does Liquidity Affect Bond Yields? (02/2010)

Monetary Policy Inertia. More a Fiction than a Fact? (2009)

On the Statistical Identification of DSGE Models (2009)

Should the Euro area be run as a closed economy? (2008)

Taylor Rules and the Term Structure (2006)

The econometrics of macroeconomics, finance, and the interface (2006)

Modelling and forecasting fiscal variables for the euro area (2005)

Parameter Instability, Model Uncertainty and the Choice of Monetary Policy (2005)

Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates (2006)

Model Uncertainty, Thick Modelling and the Predictability of Stock Returns (2005)

Explaining Co-movements Between Stock Markets: The Case of US and Germany (2005)

Principal components at work: The empirical analysis of monetary policy with large datasets (2005)

Comments on Fiscal and monetary policy interactions: Empirical evidence on optimal policy using a structural new-Keynesian model (2004)

Yield Spreads on EMU Government Bonds (2003)

Macroeconomic stability and the preferences of the Fed. A formal analysis (2003)

Is the International propagation of financial shocks non-linear?: Evidence from the ERM Crisis (2002)

Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates (2001)

Extracting Information from Asset Prices: the Methodology of EMU Calculators (2000)

Information from financial markets and VAR measures of monetary policy (1999)

Financial Markets' assessment of EMU. A Comment (1999)

Deficits, money growth and inflation in Italy: 1875-1994 (1999)

Measuring Monetary Policy with VAR Models: an Evaluation (1998)

The Immediate challenges for the European Central Bank (1998)

High Yields: The spread on German Interest Rates (1997)

A Duration Model of Irreversible Oil Investment:Theory and Empirical Evidence (1994)

Oil Investment in the North Sea (1994)

Error Correction and Forward Looking Models For U.K. Consumers´ Expenditure and the Lucas Critique (1993)

Testing the Lucas Critique. A Review (1992)

Testing the Lucas Critique. A Rewiev. Reply to comments (1992)

Taxation and Optimization of Oil Exploration and Production : The U.K. Continental Shelf (1992)

Money Demand Instability, Rational Expectations And Policy Regimes: The Case of Italy:1964-1986. (1992)

Efectos Macroeconomicos de la venta de empresas del estado (1992)

Technical Efficiency and Scale Efficiency in the Italian Banking Sector. A non-parametric approach (1995)

Last change 28/10/2008