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Common persistent factors in inflation and excess nominal money growth
Morana, Claudio (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 3
Persistent link: https://www.econbiz.de/10001790036
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The US dollar/euro exchange rate : structural modeling and forecasting during the recent financial crises
Morana, Claudio - In: Journal of forecasting 36 (2017) 8, pp. 919-935
Persistent link: https://www.econbiz.de/10011860924
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Macroeconomic and financial effects of oil price shocks : evidence for the euro area
Morana, Claudio - In: Economic modelling 64 (2017), pp. 82-96
Persistent link: https://www.econbiz.de/10011756484
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Common persistent factors in inflation and excess nominal money growth
Morana, Claudio - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 3
Persistent link: https://www.econbiz.de/10009949777
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Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation
Morana, Claudio - In: Studies in Nonlinear Dynamics & Econometrics 6 (2002) 3
In this paper we introduce a new common long memory factor model. The model allows to estimate the common persistent component in fractionally cointegrated processes. We find evidence of cobreaking and fractional cointegration in excess nominal money growth and inflation in the euro area, and...
Persistent link: https://www.econbiz.de/10014620861
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Erratum
Morana, Claudio - In: Studies in Nonlinear Dynamics & Econometrics 6 (2003) 3
This note corrects some typographical errors in my earlier manuscript.
Persistent link: https://www.econbiz.de/10014620886
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Climate change awareness : empirical evidence for the European Union
Baiardi, Donatella; Morana, Claudio - In: Energy economics 96 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012818605
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The financial Kuznets curve : evidence for the euro area
Baiardi, Donatella; Morana, Claudio - In: Journal of empirical finance 39 (2016), pp. 265-269
Persistent link: https://www.econbiz.de/10011664331
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Financial development and income distribution inequality in the euro area
Baiardi, Donatella; Morana, Claudio - In: Economic modelling 70 (2018), pp. 40-55
Persistent link: https://www.econbiz.de/10012027809
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It ain't over till it's over : a global perspective on the Great Moderation-Great Recession interconnection
Bagliano, Fabio C.; Morana, Claudio - In: Applied economics 49 (2017) 49, pp. 4946-4969
Persistent link: https://www.econbiz.de/10011844842