12
H index
12
i10 index
611
Citations
Università degli Studi di Torino (80% share) | 12 H index 12 i10 index 611 Citations RESEARCH PRODUCTION: 27 Articles 44 Papers 2 Books 2 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Fabio C. Bagliano. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Applied Economics | 4 |
| European Economic Review | 3 |
| Journal of Banking & Finance | 3 |
| Giornale degli Economisti | 2 |
| Journal of Macroeconomics | 2 |
| Economics Letters | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | The impact of US housing demand and supply shocks on the Australian economy: Analysis implementing a SVAR model. (2024). Manning, Patrick. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:s1:p:79-88. Full description at Econpapers || Download paper |
| 2025 | Health Disasters and Life Cycle Risk Taking. (2025). Bandoni, Emil ; Fugazza, Carolina. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:748. Full description at Econpapers || Download paper |
| 2025 | Monetary policy transmission: a reference guide through ESCB models and empirical benchmarks. (2025). Priftis, Romanos ; Notarpietro, Alessandro ; Mandler, Martin ; Lozej, Matija ; Imbierowicz, Bjorn ; Casalis, André ; Buss, Ginters ; Berg, Tim ; Theofilakou, Anastasia ; Kornprobst, Antoine ; Brzdik, Frantiek ; Nilavongse, Rachatar ; Hernndez, Catalina Martnez ; Kalantzis, Yannick ; Bottero, Margherita ; le Gall, Claire ; di Casola, Paola ; Jacquinot, Pascal ; Bonfim, Diana ; Izquierdo, Matas Covarrubias ; Conti, Antonio M ; Haavio, Markus ; Auer, Simone ; Gonalves, Nuno Vilarinho ; Bobasu, Alina ; Grimaud, Alex ; Ambrocio, Gene ; Delis, Panagiotis ; Ciccarelli, Matteo ; Goodhead, Robert ; Reichenbachas, Tomas ; Zlobins, Andrejs ; Rannenberg, Ansgar ; Gomes, Sandra ; Wacks, Johannes ; Odendahl, Florens ; Giammaria, Alessandro ; Vetlov, Igor ; Mller, Georg ; Dupraz, Stphane ; Zimic, Sreko ; Vestin, David ; McClung, Nigel ; Dobrew, Michael ; Repele, Amalia ; Zhutova, Anastasia ; Valderrama, Mara T ; Kortelainen, Mika ; Byrne, David ; Yakut, Dilan Aydin ; Mogliani, Matteo. In: Occasional Paper Series. RePEc:ecb:ecbops:2025377. Full description at Econpapers || Download paper |
| 2024 | Deposit market concentration and monetary transmission: evidence from the euro area. (2024). Kho, Stephen. In: Working Paper Series. RePEc:ecb:ecbwps:20242896. Full description at Econpapers || Download paper |
| 2024 | The comovement of bubbles’ responses to monetary policy shocks. (2024). Caraiani, Petre ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001694. Full description at Econpapers || Download paper |
| 2025 | Finance and collusion in oligopolistic markets. (2025). Mukherjee, Arijit ; Yang, Lei ; Marjit, Sugata ; Xu, Xinpeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002766. Full description at Econpapers || Download paper |
| 2024 | A new macro-financial condition index for the euro area. (2024). MORANA, CLAUDIO. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:64-87. Full description at Econpapers || Download paper |
| 2025 | Deposit market concentration and monetary transmission: Evidence from the euro area. (2025). Kho, Stephen. In: European Economic Review. RePEc:eee:eecrev:v:173:y:2025:i:c:s0014292124002629. Full description at Econpapers || Download paper |
| 2024 | Human capital risk and portfolio choices: Evidence from university admission discontinuities. (2024). Shore, Stephen H ; D'Astous, Philippe. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000163. Full description at Econpapers || Download paper |
| 2024 | Averaging impulse responses using prediction pools. (2024). Matthes, Christian ; Ho, Paul ; Lubik, Thomas A. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000242. Full description at Econpapers || Download paper |
| 2025 | Investing in relative market positions in interconnected financial markets: A strategy for international portfolio diversification. (2025). Chen, Yiqing ; Yao, Shujie ; Ou, Jinghua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003408. Full description at Econpapers || Download paper |
| 2025 | Increased risk-taking by lifecycle funds. (2025). Wong, Ching Hin ; Mao, Mike Qinghao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001532. Full description at Econpapers || Download paper |
| 2024 | Does digital finance increase household risk-taking? Evidence from China. (2024). Zhang, Xinyue ; Shang, Jianing ; Guo, Fang ; Hu, Debao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1197-1210. Full description at Econpapers || Download paper |
| 2025 | Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital. (2025). Çevik, Emrah ; Goodell, John W ; Gunay, Samet ; Cevik, Emrah Ismail ; Kenc, Turalay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007718. Full description at Econpapers || Download paper |
| 2025 | Output, Money and Interest Rate in the United States: New Evidence Based on Wavelet Analysis. (2025). Khodavaisi, Hassan. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10749-4. Full description at Econpapers || Download paper |
| 2025 | Predicting Regional Unemployment in the EU. (2025). Resce, Giuliano ; Zanoni, Angela ; Paglialunga, Elena. In: Economics & Statistics Discussion Papers. RePEc:mol:ecsdps:esdp25101. Full description at Econpapers || Download paper |
| 2024 | Financial cycle synchronization in the advanced and systemic middle-income economies: evidence from a dynamic factor model. (2024). Nzimande, Ntokozo ; Magubane, Khwazi ; Nyatanga, Phocenah. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:13:y:2024:i:7:p:301-314. Full description at Econpapers || Download paper |
| 2025 | Functional reciprocity of the macroeconomic variables. (2025). Dobrescu, Emilian. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2025:i:1:p:40-62. Full description at Econpapers || Download paper |
| 2024 | Manufacturing production as a source of growth: the case of Portugal. (2024). Ferraz, Ricardo. In: Journal of Economic Structures. RePEc:spr:jecstr:v:13:y:2024:i:1:d:10.1186_s40008-024-00339-w. Full description at Econpapers || Download paper |
| 2024 | Linkages of International Business Cycle: An Euclidean Distance-Based Network Approach. (2024). Paramanik, Rajendra Narayan ; Mustafa, MD ; Ansari, Zeeshan Nezami. In: Economic Research Guardian. RePEc:wei:journl:v:14:y:2024:i:2:p:163-175. Full description at Econpapers || Download paper |
| 2024 | Cartel Stability in Times of Low Interest Rates. (2024). Lenhard, Severin. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302361. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2000 | Liquidity, Trading Size, and the Co-existence of Dealership and Auction Markets In: Economic Notes. [Full Text][Citation analysis] | article | 0 |
| 2013 | Optimal life-cycle portfolios for heterogeneous workers In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 12 |
| 2013 | Optimal life-cycle portfolios for heterogeneous workers.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2014 | Optimal Life-Cycle Portfolios for Heterogeneous Workers.(2014) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2012 | Optimal life-cycle portfolios for heterogeneous workers.(2012) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2006 | A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
| 2006 | International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 25 |
| 2009 | International macroeconomic dynamics: A factor vector autoregressive approach.(2009) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
| 2006 | International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach.(2006) In: ICER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2007 | Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms? In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 21 |
| 2010 | Business cycle comovement in the G-7: common shocks or common transmission mechanisms?.(2010) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2015 | It ain?t over till it?s over: A global perspective on the Great Moderation-Great Recession interconnection In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 15 |
| 2015 | It aint over till its over: A global perspective on the Great Moderation-Great Recession interconnection.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2017 | It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection.(2017) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2015 | It aint over till its over: A global perspective on the Great Moderation-Great Recession interconnection.(2015) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2019 | A Life-Cycle Model with Unemployment Traps In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 2 |
| 2017 | A Life-Cycle Model with Unemployment Traps.(2017) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2018 | Hedging Labor Income Risk over the Life-Cycle In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Hedging Labor Income Risk over the Life-Cycle.(2018) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Life-Cycle Portfolios, Unemployment and Human Capital Loss In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 3 |
| 2019 | Life-cycle portfolios, unemployment and human capital loss.(2019) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2019 | Life-Cycle Portfolios, Unemployment and Human Capital Loss.(2019) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2020 | Life-Cycle Welfare Losses from Rules-of-Thumb Asset Allocation In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Life-cycle welfare losses from rules-of-thumb asset allocation.(2021) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2020 | Life-Cycle Welfare Losses from Rules-of-Thumb Asset Allocation.(2020) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | A dissonant violin in the international orchestra? Discount rate policy in Italy (1894-1913) In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
| 2022 | A dissonant violin in the international orchestra? Discount rate policy in Italy (1894-1913).(2022) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Eurozone Economic Integration: Historical Developments and New Challenges Ahead In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 1 |
| 2025 | Eurozone economic integration: Historical developments and new challenges ahead.(2025) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2024 | Eurozone Economic Integration: Historical Developments and New Challenges Ahead.(2024) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2024 | Eurozone Economic Integration: Historical Developments and New Challenges Ahead.(2024) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1993 | Do Anticipated Tax Changes Matter? Further Evidence from the United Kingdom In: CEP Discussion Papers. [Citation analysis] | paper | 5 |
| 1994 | Do anticipated tax changes matter? Further evidence from the United Kingdom.(1994) In: Ricerche Economiche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 1997 | Measuring Monetary Policy with VAR Models: An Evaluation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 197 |
| 1998 | Measuring monetary policy with VAR models: An evaluation.(1998) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 197 | article | |
| Measuring Monetary Policy with VAR Models: an Evaluation.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 197 | paper | ||
| 1999 | Measuring Monetary Policy in Open Economies In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| Measuring Monetary Policy in Open Economies.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | ||
| 2010 | The Great Recession: US dynamics and spillovers to the world economy In: CeRP Working Papers. [Full Text][Citation analysis] | paper | 93 |
| 2012 | The Great Recession: US dynamics and spillovers to the world economy.(2012) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | article | |
| 2010 | The Great Recession: US dynamics and spillovers to the world economy.(2010) In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
| 2010 | The Great Recession: US dynamics and spillovers to the world economy.(2010) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
| 2012 | Determinants of US financial fragility conditions In: CeRP Working Papers. [Full Text][Citation analysis] | paper | 23 |
| 2014 | Determinants of US financial fragility conditions.(2014) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
| 2013 | Determinants of US Financial fragility conditions.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2012 | Determinants of US financial fragility conditions.(2012) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2009 | Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence In: CeRP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence.(2008) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | The effects of US economic and financial crises on euro area convergence In: CeRP Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | The Effects of the US Economic and Financial Crises on Euro Area Convergence.(2011) In: Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | chapter | |
| 2010 | The effects of US economic and financial crises on euro area convergence.(2010) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1991 | On the Role of Monetary Factors in Business Cycle Models In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] | paper | 0 |
| 1999 | Liquidation risks in the Rotemberg-Saloner implicit collusion model In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 1999 | Information from financial markets and VAR measures of monetary policy In: European Economic Review. [Full Text][Citation analysis] | article | 77 |
| Information from financial markets and VAR measures of monetary policy.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | paper | ||
| 2025 | Monetary policy at the periphery during the Classical Gold Standard: Italy (1894–1913) In: Explorations in Economic History. [Full Text][Citation analysis] | article | 0 |
| 1992 | Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
| 2000 | Bank competition and ECBs monetary policy In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 14 |
| 2003 | Measuring US core inflation: A common trends approach In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 12 |
| 2024 | Life-cycle risk-taking with personal disaster risk In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
| 2012 | New Paradigms in Monetary Theory and Policy? In: SUERF Studies. [Full Text][Citation analysis] | book | 3 |
| 1997 | Stock Returns, the Interest Rate and Inflation in the Italian Stock Market: A Long-Run Perspective In: Giornale degli Economisti. [Citation analysis] | article | 1 |
| 1999 | Measuring Core Inflation in Italy In: Giornale degli Economisti. [Citation analysis] | article | 4 |
| 1996 | Heterogeneous Behavior in Exchange Rate Crises In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2007 | Models for Dynamic Macroeconomics In: OUP Catalogue. [Citation analysis] | book | 20 |
| 1989 | Money Demand Instability, and Rational Expectations Policy Regimes: The Case of Italy: 1964-86 In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1990 | Stabilization Policy and the Real Effects of Nominal Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | A common trends model of UK core inflation In: Empirical Economics. [Full Text][Citation analysis] | article | 8 |
| 2008 | Factor vector autoregressive estimation: a new approach In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 4 |
| 2002 | Core inflation in the Euro area In: Applied Economics Letters. [Full Text][Citation analysis] | article | 25 |
| 2010 | Permanent and transitory dynamics in house prices and consumption: some implications for the real effects of the financial crisis In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2004 | The cyclical behaviour of inventories: European cross-country evidence from the early 1990s recession In: Applied Economics. [Full Text][Citation analysis] | article | 7 |
| 2007 | Inflation and monetary dynamics in the USA: a quantity-theory approach In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
| 2011 | Macro-finance interactions in the US: A global perspective In: Working papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Insider Trading, Traded Volume and Returns In: Working papers. [Full Text][Citation analysis] | paper | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team