Alessia Paccagnini : Citation Profile


Are you Alessia Paccagnini?

University College Dublin (99% share)
Australian National University (1% share)

8

H index

7

i10 index

179

Citations

RESEARCH PRODUCTION:

17

Articles

45

Papers

RESEARCH ACTIVITY:

   13 years (2007 - 2020). See details.
   Cites by year: 13
   Journals where Alessia Paccagnini has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 30 (14.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa357
   Updated: 2020-07-04    RAS profile: 2020-05-18    
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Relations with other researchers


Works with:

Bekiros, Stelios (13)

Tirelli, Patrizio (9)

Albonico, Alice (9)

Villa, Stefania (8)

Cardani, Roberta (8)

GUPTA, RANGAN (6)

Masolo, Riccardo M. (3)

Colombo, Valentina (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alessia Paccagnini.

Is cited by:

GUPTA, RANGAN (24)

Balcilar, Mehmet (12)

Miller, Stephen (8)

Majumdar, Anandamayee (8)

Albonico, Alice (8)

Bekiros, Stelios (7)

Kanda, Tunda P. (7)

rossi, lorenza (6)

Tirelli, Patrizio (5)

Ratti, Ronald (5)

Abeliansky, Ana Lucia (5)

Cites to:

Wouters, Raf (99)

Smets, Frank (98)

Schorfheide, Frank (66)

Reichlin, Lucrezia (45)

Sims, Christopher (35)

Coenen, Günter (33)

Forni, Mario (33)

Watson, Mark (32)

Del Negro, Marco (31)

Kolasa, Marcin (30)

Bekiros, Stelios (28)

Main data


Where Alessia Paccagnini has published?


Journals with more than one article published# docs
Economics Letters3

Working Papers Series with more than one paper published# docs
Open Access publications / School of Economics, University College Dublin12
Working Papers / University of Milano-Bicocca, Department of Economics10
Working Papers / School of Economics, University College Dublin5
Working Papers / University of Pretoria, Department of Economics4
MPRA Paper / University Library of Munich, Germany2
Working Papers / Department of Research, Ipag Business School2

Recent works citing Alessia Paccagnini (2020 and 2019)


YearTitle of citing document
2020Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

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2020Spend today or spend tomorrow? The role of inflation expectations in consumer behaviour. (2020). Zizza, Roberta ; Rondinelli, Concetta. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1276_20.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2020Evaluating the forecasting accuracy of the closed- and open economy New Keynesian DSGE models. (2020). van Nguyen, Phuong. In: Dynare Working Papers. RePEc:cpm:dynare:059.

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2019Revisiting global economic activity and crude oil prices: A wavelet analysis. (2019). Chu, Yin ; Gong, Qiang ; Chang, Chun-Ping ; Dong, Minyi. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:134-149.

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2019Housing and credit market shocks: Exploring the role of rule-based Basel III counter-cyclical capital requirements. (2019). Molise, Thabang ; Liu, Guangling. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:264-279.

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2020Monetary policy, financial uncertainty, and secular stagnation. (2020). Funashima, Yoshito. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302717.

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2019Deciphering the causes for the post-1990 slow output recoveries. (2019). Zhang, Wen. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:28-34.

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2020Bootstrap lag selection in DSGE models with expectations correction. (2020). Angelini, Giovanni. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:38-48.

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2019Identification versus misspecification in New Keynesian monetary policy models. (2019). Lindé, Jesper ; Laséen, Stefan ; Ratto, Marco ; Linde, Jesper ; Adolfson, Malin. In: European Economic Review. RePEc:eee:eecrev:v:113:y:2019:i:c:p:225-246.

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2020On unemployment cycles in the Euro Area, 1999–2018. (2020). Charalampidis, Nikolaos. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119301898.

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2019The asymmetric response of gasoline prices to oil price shocks and policy uncertainty. (2019). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:66-79.

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2019Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective. (2019). Yang, Lu. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:219-233.

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2020Risk appetite and oil prices. (2020). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303901.

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2019Bayesian forecast combination in VAR-DSGE models. (2019). Li, Xue ; Chin, Kuo-Hsuan. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:278-298.

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2019Transmission mechanisms of financial stress into economic activity in Turkey. (2019). Polat, Onur ; Ozkan, Ibrahim . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:2:p:395-415.

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2019The Heterogeneous Interconnections between Supply or Demand Side and Oil Risks. (2019). Liu, Yue ; Du, Ziqing ; Liao, Gaoke. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:11:p:2226-:d:238956.

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2019Disentangling Civilian and Military Spending Shocks: A Bayesian DSGE Approach for the US Economy. (2019). Pieroni, Luca ; Lorusso, Marco. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:141-:d:262852.

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2019Stress-Testing U.S. Macroeconomic Policy: A Computational Approach Using Stochastic and Robust Designs in a Wavelet-Based Optimal Control Framework. (2019). Crowley, Patrick ; Hudgins, David. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:4:d:10.1007_s10614-018-9820-y.

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2020Invertibility and VAR Representations of Time-Varying Dynamic Stochastic General Equilibrium Models. (2020). Cavicchioli, Maddalena. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9877-7.

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2020Do Credit Supply Shocks Have Asymmetric Effects?. (2020). Rudel, Paul ; Finck, David. In: MAGKS Papers on Economics. RePEc:mar:magkse:202026.

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2019Disinflation, Inequality and Welfare in a TANK Model. (2019). Tirelli, Patrizio ; Maria, Ferrara. In: Working Papers. RePEc:mib:wpaper:402.

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2019Can spillover effects provide forecasting gains? The case of oil price volatility. (2019). Filis, George ; Degiannakis, Stavros ; Chatziantoniou, Ioannis ; Delis, Panagiotis. In: MPRA Paper. RePEc:pra:mprapa:96266.

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2019Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries. (2019). Matkovskyy, Roman. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:17:y:2019:i:3:d:10.1007_s40953-018-0151-6.

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2019A term structure model under cyclical fluctuations in interest rates. (2019). Platania, Federico ; Novales, Alfonso ; Moreno, Manuel. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1931.

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2019Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race. (2019). Jondeau, Eric ; Rockinger, Michael. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:51:y:2019:i:8:p:2239-2291.

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Works by Alessia Paccagnini:


YearTitleTypeCited
2019Forecasting with instabilities: an application to DSGE models with financial frictions In: Temi di discussione (Economic working papers).
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2019Forecasting with instabilities: An application to DSGE models with financial frictions.(2019) In: Journal of Macroeconomics.
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2015Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2019LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS: AN EMPIRICAL DSGE MODEL In: Economic Inquiry.
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article1
2018Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2020Has the credit supply shock asymmetric effects on macroeconomic variables? In: Working Papers.
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paper1
2015Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model In: Studies in Nonlinear Dynamics & Econometrics.
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article3
2014Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model.(2014) In: Open Access publications.
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paper
2015Identifying Noise Shocks: a VAR with Data Revisions In: Discussion Papers.
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2015Identifying noise shocks: a VAR with data revisions.(2015) In: LSE Research Online Documents on Economics.
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2019Identifying Noise Shocks: A VAR with Data Revisions.(2019) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 2
article
2009On the Statistical Identification of DSGE Models In: CEPR Discussion Papers.
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paper27
2009On the statistical identification of DSGE models.(2009) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 27
article
2007On the Statistical Identification of DSGE Models.(2007) In: Working Papers.
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2009On the statistical identification of DSGE models.(2009) In: Open Access publications.
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2015MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS In: Macroeconomic Dynamics.
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article3
2015Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs.(2015) In: Open Access publications.
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This paper has another version. Agregated cites: 3
paper
2014Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models In: Computational Statistics & Data Analysis.
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2014Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models.(2014) In: Open Access publications.
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This paper has another version. Agregated cites: 10
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2017Great recession, slow recovery and muted fiscal policies in the US In: Journal of Economic Dynamics and Control.
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article7
2016Great Recession, Slow Recovery and Muted Fiscal Policies in the US.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 7
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2016The macroeconomic determinants of the US term structure during the Great Moderation In: Economic Modelling.
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2014The Macroeconomic Determinants of the US Term-Structure during the Great Moderation.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 6
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2016The Macroeconomic Determinants of the US Term-Structure During The Great Moderation.(2016) In: Open Access publications.
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2015Oil price forecastability and economic uncertainty In: Economics Letters.
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2015Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers.
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2015Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 28
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2015Oil price forecastability and economic uncertainty.(2015) In: Open Access publications.
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This paper has another version. Agregated cites: 28
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2019Did financial factors matter during the Great Recession? In: Economics Letters.
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2020Does the credit supply shock have asymmetric effects on macroeconomic variables? In: Economics Letters.
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2016In search of the Euro area fiscal stance In: Journal of Empirical Finance.
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2016In search of the Euro Area Fiscal Stance.(2016) In: Working Papers.
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2016In search of the Euro area fiscal stance.(2016) In: Working Papers.
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2016Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs In: Journal of Financial Stability.
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2016Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs.(2016) In: Open Access publications.
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2016Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs.(2016) In: Working Papers.
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2015Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs In: Economics Working Papers.
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2017PIIGS in the Euro area: An empirical DSGE model In: Discussion Papers in Economics.
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2016PIIGS in the Euro Area. An Empirical DSGE Model.(2016) In: Working Papers.
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2014Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model In: Working Papers.
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2014Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models In: Working Papers.
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2013Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models.(2013) In: Working Papers.
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2016Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models.(2016) In: Journal of Forecasting.
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2012Comparing Hybrid DSGE Models In: Working Papers.
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2013DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa In: Working Papers.
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2013DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa.(2013) In: Working Papers.
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2014Estimating a DSGE model with Limited Asset Market Participation for the Euro Area In: Working Papers.
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2015Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US In: Working Papers.
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2017Forecasting with FAVAR: macroeconomic versus financial factors In: NBP Working Papers.
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2011Does Trade Foster Institutions? An Empirical Assessment In: Review of Economics and Institutions.
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2011Does Trade Foster Institutions? An Empirical Assessment.(2011) In: Open Access publications.
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2010DSGE Model Validation in a Bayesian Framework: an Assessment In: MPRA Paper.
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2017Dealing with Misspecification in DSGE Models: A Survey In: MPRA Paper.
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2015Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models In: Working Papers.
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2013Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model In: Working Paper series.
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2013On the predictability of time-varying VAR and DSGE models In: Empirical Economics.
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2013On the predictability of time-varying VAR and DSGE models.(2013) In: Open Access publications.
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This paper has another version. Agregated cites: 10
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2013On the predictability of time-varying VAR and DSGE models.(2013) In: Open Access publications.
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2015DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa In: Open Access publications.
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2013DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 11
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2011Does Trade Foster Institutions? In: Open Access publications.
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2017The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations In: Working Papers.
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