Fabio C. Bagliano : Citation Profile


Are you Fabio C. Bagliano?

Università degli Studi di Torino (80% share)
Università degli Studi di Torino (20% share)

10

H index

10

i10 index

467

Citations

RESEARCH PRODUCTION:

23

Articles

35

Papers

2

Books

2

Chapters

RESEARCH ACTIVITY:

   30 years (1989 - 2019). See details.
   Cites by year: 15
   Journals where Fabio C. Bagliano has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 23 (4.69 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba82
   Updated: 2020-02-16    RAS profile: 2019-07-30    
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Relations with other researchers


Works with:

Nicodano, Giovanna (8)

MORANA, CLAUDIO (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Fabio C. Bagliano.

Is cited by:

MORANA, CLAUDIO (25)

Misas, Martha (12)

Bjørnland, Hilde (11)

Castelnuovo, Efrem (8)

López, Enrique (6)

Chen, Yu-Fu (6)

Ratti, Ronald (6)

Havranek, Tomas (6)

Vespignani, Joaquin (6)

Rusnák, Marek (6)

Funke, Michael (6)

Cites to:

MORANA, CLAUDIO (24)

Pesaran, M (15)

Bernanke, Ben (11)

Stock, James (11)

Watson, Mark (11)

Favero, Carlo (10)

Bai, Jushan (8)

Nicodano, Giovanna (8)

Michaelides, Alexander (8)

Boivin, Jean (8)

Reichlin, Lucrezia (7)

Main data


Where Fabio C. Bagliano has published?


Journals with more than one article published# docs
Applied Economics4
Journal of Banking & Finance3
Giornale degli Economisti2
Journal of Macroeconomics2
European Economic Review2

Working Papers Series with more than one paper published# docs
Carlo Alberto Notebooks / Collegio Carlo Alberto6
Working papers / Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino6
Working papers / Former Department of Economics and Public Finance "G. Prato", University of Torino5
CeRP Working Papers / Center for Research on Pensions and Welfare Policies, Turin (Italy)4
Working Papers / University of Milano-Bicocca, Department of Economics3

Recent works citing Fabio C. Bagliano (2019 and 2018)


YearTitle of citing document
2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review. (2018). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Lodz Economics Working Papers. RePEc:ann:wpaper:4/2018.

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2018Metodologías semi-estructurales para estimar la Inflación básica mensual en Colombia. (2018). Rodríguez N., Norberto ; Ramirez-Ramirez, Alejandra ; Rodriguez-Nio, Norberto. In: Borradores de Economia. RePEc:bdr:borrec:1040.

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2018Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2018). Agenor, Pierre-Richard ; Pereira, Luiz Awazu. In: BIS Papers. RePEc:bis:bisbps:97.

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2017How Do the Trans-Pacific Economies Affect the USA? An Industrial Sector Approach. (2017). Yagihashi, Takeshi ; Selover, David D. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:10:p:2097-2124.

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2018One Money, Many Markets - A Factor Model Approach to Monetary Policy in the Euro Area with High-Frequency Identification. (2018). Duarte, Joao ; Corsetti, Giancarlo ; Mann, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1816.

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2018One Money, Many Markets. (2018). Duarte, Joao ; Corsetti, Giancarlo ; Mann, Samuel. In: Discussion Papers. RePEc:cfm:wpaper:1805.

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2018Fragilidad financiera empresarial y expectativas de ingresos: evidencias de un modelo multi-agentes. (2018). Stellian, Remi ; Londoo, David Andres ; Danna-Buitrago, Jenny Paola. In: REVISTA CUADERNOS DE ECONOMÍA. RePEc:col:000093:016019.

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2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review. (2018). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1762.

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2017Modelling the interdependence of tourism demand: The global vector autoregressive approach. (2017). Cao, Zheng ; Li, Gang ; Song, Haiyan. In: Annals of Tourism Research. RePEc:eee:anture:v:67:y:2017:i:c:p:1-13.

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2019Hedging recessions. (2019). Munk, Claus ; Larsen, Linda Sandris ; Branger, Nicole. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:2.

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2017Great recession, slow recovery and muted fiscal policies in the US. (2017). Tirelli, Patrizio ; Paccagnini, Alessia ; Albonico, Alice. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:81:y:2017:i:c:p:140-161.

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2018Financial development and income distribution inequality in the euro area. (2018). MORANA, CLAUDIO ; Baiardi, Donatella . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:40-55.

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2018Chinas increasing global influence: Changes in international growth linkages. (2018). Bataa, Erdenebat ; Sensier, Marianne ; Osborn, Denise R. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:194-206.

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2019Climate change implications for the catastrophe bonds market: An empirical analysis. (2019). Sbrana, Giacomo ; MORANA, CLAUDIO. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:274-294.

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2018Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis. (2018). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:103-113.

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2019Time-varying predictability of oil market movements over a century of data: The role of US financial stress. (2019). Tiwari, Aviral ; Wohar, Mark E ; Kanda, Patrick ; Gupta, Rangan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306090.

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2019Dynamic credit convergence in CARD: The spreading of common shocks. (2019). Pagliacci, Carolina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306752.

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2019The role of geopolitical risks on the Turkish economy opportunity or threat. (2019). Zeaiter, Hussein ; Mansour-Ichrakieh, Layal. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301445.

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2018The Great Recession, the Treadmill of Production and Ecological Disorganization: Did the Recession Decrease Toxic Releases Across US States, 2005–2014?. (2018). Long, Michael A ; Stretesky, Paul B ; Lynch, Michael J. In: Ecological Economics. RePEc:eee:ecolec:v:146:y:2018:i:c:p:184-192.

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2019Did financial factors matter during the Great Recession?. (2019). Paccagnini, Alessia. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:26-30.

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2018Regulation and pension fund risk-taking. (2018). Boon, L N ; Rigot, S ; Briere, M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:84:y:2018:i:c:p:23-41.

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2019Transmission of monetary policy in the US and EU in times of expansion and crisis. (2019). Hierro, Luis Angel ; Egea, Fructuoso Borrallo. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:4:p:763-783.

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2018When multiple objectives meet multiple instruments: Identifying simultaneous monetary shocks. (2018). Villamizar-Villegas, mauricio ; Ordoñez-Callamand, Daniel ; Hernandez-Leal, Juan D ; Ordoez-Callamand, Daniel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:78-101.

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2018One money, many markets: a factor model approach to monetary policy in the Euro Area with high-frequency identification. (2018). Duarte, Joao ; Corsetti, Giancarlo ; Mann, Samuel. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87182.

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2018The Time-Varying Effect of Monetary Policy on Asset Prices. (2018). Paul, Pascal. In: Working Paper Series. RePEc:fip:fedfwp:2017-09.

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2018The impact of monetary policy on household borrowing - a high-frequency IV identification. (2018). Sandstrom, Maria. In: Working Paper Series. RePEc:hhs:rbnkwp:0351.

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2019Life Cycle Saving and Dissaving Revisited across Three-Tiered Income Groups: Starting Hypotheses, Refinement through Literature Review, and Ideas for Empirical Testing. (2019). Bravo, Jorge ; Ayuso, mercedes ; Miguelbravo, Jorge ; Alaminos, Estefania ; Holzmann, Robert. In: IZA Discussion Papers. RePEc:iza:izadps:dp12655.

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2019.

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2019Wavelet Multiresolution Analysis of the Liquidity Effect and Monetary Neutrality. (2019). Habimana, Olivier. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9725-1.

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2018Financial Literacy, Human Capital and Stock Market Participation in Europe. (2018). Spataro, Luca ; Thomas, Ashok. In: Journal of Family and Economic Issues. RePEc:kap:jfamec:v:39:y:2018:i:4:d:10.1007_s10834-018-9576-5.

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2019How Effective are Policy Interventions in a Spatially-Embedded International Real Estate Market?. (2019). Mishra, Tapas ; Wolfe, Simon ; Parhi, Mamata ; Duan, Kun. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:4:d:10.1007_s11146-018-9654-3.

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2017The Impact of US Uncertainty Shocks on Small Open Economies. (2017). Österholm, Pär ; Osterholm, Par ; Stockhammar, Par . In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:2:d:10.1007_s11079-016-9424-x.

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2019The Interest Rate Sensitivity of Investment. (2019). Baldi, Guido ; Lange, Alexander. In: Credit and Capital Markets. RePEc:kuk:journl:v:52:y:2019:i:2:p:173-190.

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2019Can Consumption Growth in China Keep Up as Investment Slows?. (2019). Kassner, Bernhard ; Chivakul, Mali . In: Comparative Economic Studies. RePEc:pal:compes:v:61:y:2019:i:3:d:10.1057_s41294-019-00097-w.

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2017The Implication of Monetary and Fiscal Policy Interactions for the Price Levels: the Fiscal Theory of the Price Level Revisited. (2017). Assadi, Marzieh. In: MPRA Paper. RePEc:pra:mprapa:84851.

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2018Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis. (2018). Marfatia, Hardik ; Ji, Qiang ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201815.

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2018Modelling the BRICS Exchange Rates Using the Vector Autoregressive (VAR) Model. (2018). Tsoku, Johannes Tshepiso ; Moroke, Ntebogang Dinah ; Metsileng, Lebotsa Daniel. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:10:y:2018:i:5:p:220-229.

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2018House prices, credit and the effect of monetary policy in Norway: evidence from structural VAR models. (2018). Robstad, Orjan. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1222-1.

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2018US Economic Uncertainty, EU Business Cycles and the Global Financial Crisis. (2018). Shabi, Sarosh ; Hassan, Syed ; Choudhry, Taufiq. In: Working Papers. RePEc:swn:wpaper:2018-05.

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2019The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission. (2019). Chen, Zhengyang. In: EconStor Preprints. RePEc:zbw:esprep:204579.

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Works by Fabio C. Bagliano:


YearTitleTypeCited
2000Liquidity, Trading Size, and the Co-existence of Dealership and Auction Markets In: Economic Notes.
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article0
2013Optimal life-cycle portfolios for heterogeneous workers In: Carlo Alberto Notebooks.
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paper5
2013Optimal life-cycle portfolios for heterogeneous workers.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 5
paper
2014Optimal Life-Cycle Portfolios for Heterogeneous Workers.(2014) In: Review of Finance.
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This paper has another version. Agregated cites: 5
article
2012Optimal life-cycle portfolios for heterogeneous workers.(2012) In: Working papers.
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This paper has another version. Agregated cites: 5
paper
2006A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling In: Carlo Alberto Notebooks.
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paper0
2006International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach In: Carlo Alberto Notebooks.
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paper21
2009International macroeconomic dynamics: A factor vector autoregressive approach.(2009) In: Economic Modelling.
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This paper has another version. Agregated cites: 21
article
2006International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach.(2006) In: ICER Working Papers.
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This paper has another version. Agregated cites: 21
paper
2007Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms? In: Carlo Alberto Notebooks.
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paper15
2010Business cycle comovement in the G-7: common shocks or common transmission mechanisms?.(2010) In: Applied Economics.
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This paper has another version. Agregated cites: 15
article
2015It ain?t over till it?s over: A global perspective on the Great Moderation-Great Recession interconnection In: Carlo Alberto Notebooks.
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paper5
2015It aint over till its over: A global perspective on the Great Moderation-Great Recession interconnection.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 5
paper
2015It aint over till its over: A global perspective on the Great Moderation-Great Recession interconnection.(2015) In: Working papers.
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This paper has another version. Agregated cites: 5
paper
2019A Life-Cycle Model with Unemployment Traps In: Carlo Alberto Notebooks.
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paper0
2017A Life-Cycle Model with Unemployment Traps.(2017) In: Working papers.
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This paper has another version. Agregated cites: 0
paper
1993Do Anticipated Tax Changes Matter? Further Evidence from the United Kingdom In: CEP Discussion Papers.
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paper4
1994Do anticipated tax changes matter? Further evidence from the United Kingdom.(1994) In: Ricerche Economiche.
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This paper has another version. Agregated cites: 4
article
1997Measuring Monetary Policy with VAR Models: An Evaluation In: CEPR Discussion Papers.
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paper164
1998Measuring monetary policy with VAR models: An evaluation.(1998) In: European Economic Review.
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article
Measuring Monetary Policy with VAR Models: an Evaluation.() In: Working Papers.
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paper
1999Measuring Monetary Policy in Open Economies In: CEPR Discussion Papers.
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paper6
Measuring Monetary Policy in Open Economies.() In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
2010The Great Recession: US dynamics and spillovers to the world economy In: CeRP Working Papers.
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paper57
2012The Great Recession: US dynamics and spillovers to the world economy.(2012) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 57
article
2010The Great Recession: US dynamics and spillovers to the world economy.(2010) In: ICER Working Papers - Applied Mathematics Series.
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This paper has another version. Agregated cites: 57
paper
2010The Great Recession: US dynamics and spillovers to the world economy.(2010) In: Working papers.
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This paper has another version. Agregated cites: 57
paper
2012Determinants of US financial fragility conditions In: CeRP Working Papers.
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2014Determinants of US financial fragility conditions.(2014) In: Research in International Business and Finance.
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This paper has another version. Agregated cites: 10
article
2013Determinants of US Financial fragility conditions.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 10
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2012Determinants of US financial fragility conditions.(2012) In: Working papers.
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This paper has another version. Agregated cites: 10
paper
2009Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence In: CeRP Working Papers.
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2008Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence.(2008) In: Working papers.
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This paper has another version. Agregated cites: 0
paper
2010The effects of US economic and financial crises on euro area convergence In: CeRP Working Papers.
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2011The Effects of the US Economic and Financial Crises on Euro Area Convergence.(2011) In: Chapters.
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chapter
2010The effects of US economic and financial crises on euro area convergence.(2010) In: Working papers.
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paper
1991On the Role of Monetary Factors in Business Cycle Models In: Discussion Papers (REL - Recherches Economiques de Louvain).
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paper0
1999Liquidation risks in the Rotemberg-Saloner implicit collusion model In: Economics Letters.
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article2
1999Information from financial markets and VAR measures of monetary policy In: European Economic Review.
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article59
Information from financial markets and VAR measures of monetary policy.() In: Working Papers.
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This paper has another version. Agregated cites: 59
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1992Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 In: Journal of Banking & Finance.
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article6
2000Bank competition and ECBs monetary policy In: Journal of Banking & Finance.
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article12
2003Measuring US core inflation: A common trends approach In: Journal of Macroeconomics.
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article12
2019Life-cycle portfolios, unemployment and human capital loss In: Journal of Macroeconomics.
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article2
2019Life-Cycle Portfolios, Unemployment and Human Capital Loss.(2019) In: Working papers.
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2012New Paradigms in Monetary Theory and Policy? In: SUERF Studies.
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book3
1997Stock Returns, the Interest Rate and Inflation in the Italian Stock Market: A Long-Run Perspective In: Giornale degli Economisti.
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article1
1999Measuring Core Inflation in Italy In: Giornale degli Economisti.
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article6
1996Heterogeneous Behavior in Exchange Rate Crises In: NBER Chapters.
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chapter0
2007Models for Dynamic Macroeconomics In: OUP Catalogue.
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book19
1989Money Demand Instability, and Rational Expectations Policy Regimes: The Case of Italy: 1964-86 In: Working Papers.
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1990Stabilization Policy and the Real Effects of Nominal Shocks In: Working Papers.
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paper0
2003A common trends model of UK core inflation In: Empirical Economics.
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article9
2008Factor vector autoregressive estimation: a new approach In: Journal of Economic Interaction and Coordination.
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article4
2002Core inflation in the Euro area In: Applied Economics Letters.
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article24
2010Permanent and transitory dynamics in house prices and consumption: some implications for the real effects of the financial crisis In: Applied Financial Economics.
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article1
2004The cyclical behaviour of inventories: European cross-country evidence from the early 1990s recession In: Applied Economics.
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article7
2007Inflation and monetary dynamics in the USA: a quantity-theory approach In: Applied Economics.
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article6
2017It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection In: Applied Economics.
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article2
2011Macro-finance interactions in the US: A global perspective In: Working papers.
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paper0
2011Insider Trading, Traded Volume and Returns In: Working papers.
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paper4
2018Hedging Labor Income Risk over the Life-Cycle In: Working papers.
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paper0

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