8
H index
6
i10 index
198
Citations
European Commission | 8 H index 6 i10 index 198 Citations RESEARCH PRODUCTION: 19 Articles 20 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Filippo Maria Pericoli. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economics Letters | 2 |
Review of Economics of the Household | 2 |
International Journal of Forecasting | 2 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 6 |
JRC Working Papers in Economics and Finance / Joint Research Centre, European Commission | 4 |
JRC Research Reports / Joint Research Centre | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper |
2024 | A Mixed-Frequency Factor Model for Nowcasting French GDP. (2024). Bessec, Marie ; Andre, Julien. In: Working papers. RePEc:bfr:banfra:975. Full description at Econpapers || Download paper |
2025 | Determinants of International Climate Finance: A Gravity Panel Model Approach. (2025). SERRANITO, Francisco ; Ghattassi, Imen ; Dosso, David. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-13. Full description at Econpapers || Download paper |
2024 | The economic impact of general vs. targeted lockdowns: New insights from Italian municipalities. (2024). Onorante, Luca ; le Blanc, Julia ; Kecht, Valentin ; Cseres-Gergely, Zsombor. In: Economic Modelling. RePEc:eee:ecmode:v:134:y:2024:i:c:s0264999324000592. Full description at Econpapers || Download paper |
2024 | Energy poverty in the European Union. The art of kaleidoscopic measurement. (2024). Menyhert, Balint. In: Energy Policy. RePEc:eee:enepol:v:190:y:2024:i:c:s0301421524001800. Full description at Econpapers || Download paper |
2024 | Do social networks affect household financial vulnerability? Evidence from China. (2024). Tam, Kwo Ping ; Zeng, Ning ; Chen, BO. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010826. Full description at Econpapers || Download paper |
2024 | Corporate net income smoothing: A variance decomposition approach. (2024). Vagnani, Gianluca ; Taragoni, Pietro ; Renzi, Antonio. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010717. Full description at Econpapers || Download paper |
2024 | Back to the present: Learning about the euro area through a now-casting model. (2024). Giannone, Domenico ; Modugno, Michele ; Cascaldi-Garcia, Danilo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:661-686. Full description at Econpapers || Download paper |
2024 | Decomposition of social networks and household purchase of insurance as knowledge products. (2024). Du, Baorui ; Shi, Xiaojun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400059x. Full description at Econpapers || Download paper |
2025 | Determinants of International Climate Finance: A Gravity Panel Model Approach. (2025). Ghattassi, Imen ; Serranito, Francisco ; Dosso, David. In: CEPN Working Papers. RePEc:hal:cepnwp:hal-04984013. Full description at Econpapers || Download paper |
2024 | A thematic review of 45 years of The Journal of Technology Transfer. (2024). Cunningham, James A ; Abid, Nabila ; Perea-Vicente, Jos-Luis. In: Post-Print. RePEc:hal:journl:hal-04980007. Full description at Econpapers || Download paper |
2025 | Germany’s macroeconomic drivers during the pandemic and inflation surge. (2025). Hohberger, Stefan. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00651-7. Full description at Econpapers || Download paper |
2024 | The steady effect of knowledge co-creation with universities on business scientific impact throughout the economic cycle. (2024). Azagra-Caro, Joaquín M. ; Gmez-Aguayo, Ana Mara ; Benito-Amat, Carlos. In: Scientometrics. RePEc:spr:scient:v:129:y:2024:i:5:d:10.1007_s11192-024-04986-5. Full description at Econpapers || Download paper |
2025 | Unveiling Multidimensional Poverty: Insights from the EU. (2025). Echeverria, Lucia ; Robayo, Monica. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:11027. Full description at Econpapers || Download paper |
2024 | Forecasting economic activity using a neural network in uncertain times: Monte Carlo evidence and application to the German GDP. (2024). Holtemöller, Oliver ; Kozyrev, Boris ; Holtemoller, Oliver. In: IWH Discussion Papers. RePEc:zbw:iwhdps:287749. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2015 | Public Finances Today: Lessons Learned and Challenges Ahead In: Workshop and Conferences. [Full Text][Citation analysis] | paper | 0 |
2024 | EU Cohesion Policy and Inter‐regional Risk‐sharing: First Evidence and Lessons Learned In: Journal of Common Market Studies. [Full Text][Citation analysis] | article | 0 |
2011 | Tax Incentives and Household Investment in Complementary Pension Insurance: Some Recent Evidence From the Italian Experience In: Risk Management and Insurance Review. [Full Text][Citation analysis] | article | 0 |
2010 | Tax incentives and household investment in complementary pension insurance: some recent evidence from the Italian experience.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2011 | Till labor cost do us part. On the long run convergence of EMU countries In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Till Labor Cost Do Us Part A Vecm Model of Unit Labor Cost Convergence in the Euro Area In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
2013 | Cross-border equity portfolio choices and the diversification motive: A fractional regression approach In: Economics Letters. [Full Text][Citation analysis] | article | 12 |
2014 | Foreign portfolio diversification and risk-sharing In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
2020 | Are GDP forecasts optimal? Evidence on European countries In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
2023 | Testing big data in a big crisis: Nowcasting under Covid-19 In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
2022 | Testing big data in a big crisis: Nowcasting under COVID-19.(2022) In: JRC Working Papers in Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2023 | Risk sharing channels in OECD countries: A heterogeneous panel VAR approach In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 3 |
2018 | Globalization and international risk-sharing: The role of social and political integration In: European Journal of Political Economy. [Full Text][Citation analysis] | article | 10 |
2015 | Channels of risk-sharing at a micro level: savings, investments and the risk aversion heterogeneity In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 3 |
2016 | Channels of Risk Sharing at Micro Level: Savings, Investments and Risk Aversion Heterogeneity.(2016) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2019 | The Global Multi-Country Model (GM): An Estimated DSGE Model for Euro Area Countries In: European Economy - Discussion Papers. [Full Text][Citation analysis] | paper | 36 |
2017 | The Global Multi-Country Model (GM): an Estimated DSGE Model for the Euro Area Countries.(2017) In: JRC Working Papers in Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2015 | International investment positions and risk-sharing: an empirical analysis on the coordinated portfolio investment survey In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 0 |
2011 | International investment positions and risk sharing: an empirical analysis on the coordinated portfolio investment survey.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2016 | Risk Sharing in Europe In: JRC Research Reports. [Full Text][Citation analysis] | paper | 5 |
2021 | Measuring and monitoring absolute poverty (ABSPO) – Final Report In: JRC Research Reports. [Full Text][Citation analysis] | paper | 4 |
2013 | Bank lending in a cointegrated VAR model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR In: JRC Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 10 |
2022 | Modelling the diffusion of the deterrent effects of competition policy In: JRC Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 1 |
2014 | Till labor cost do us part In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 3 |
2016 | University–Industry collaboration in the biopharmaceuticals: the Italian case In: The Journal of Technology Transfer. [Full Text][Citation analysis] | article | 41 |
2012 | Family dissolution and precautionary savings: an empirical analysis In: Review of Economics of the Household. [Full Text][Citation analysis] | article | 11 |
2011 | Family dissolution and precautionary savings: an empirical analysis.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2015 | The impact of social capital on consumption insurance and income volatility in the UK: evidence from the British Household Panel Survey In: Review of Economics of the Household. [Full Text][Citation analysis] | article | 5 |
2012 | The impact of social capital on consumption insurance and income volatility in U.K.: evidence from british household panel survey.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2013 | Inefficiency in Survey Exchange Rates Forecasts In: Center for Economic Research (RECent). [Full Text][Citation analysis] | paper | 2 |
2013 | Inefficiency in Survey Exchange Rates Forecasts.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2023 | Modelling the Diffusion of the Deterrent Effects of Competition Policy† In: Journal of Competition Law and Economics. [Full Text][Citation analysis] | article | 0 |
2012 | EMU sovereign spreads and macroeconomic news In: MPRA Paper. [Full Text][Citation analysis] | paper | 7 |
2014 | Reassessing international investment patterns: a revisitation of Lane and Milesi-Ferrettis evidence. In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2019 | A Review of International Risk Sharing for Policy Analysis In: East Asian Economic Review. [Full Text][Citation analysis] | article | 8 |
2014 | A note on gravity models and international investment patterns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
2014 | Overreaction in Survey Exchange Rate Forecasts In: Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team