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Factor vector autoregressive estimation : a new approach
Bagliano, Fabio C.; Morana, Claudio - In: Journal of economic interaction and coordination : JEIC 3 (2008) 1, pp. 15-23
Persistent link: https://www.econbiz.de/10003715656
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Inflation and monetary dynamics in the USA : a quantity-theory approach
Morana, Claudio; Bagliano, Fabio C. - In: Applied economics 39 (2007) 1/3, pp. 229-244
Persistent link: https://www.econbiz.de/10003427293
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Permanent and transitory dynamics in house prices and consumption : some implications for the real effects of the financial crisis
Bagliano, Fabio C.; Morana, Claudio - In: Applied financial economics 20 (2010) 1/3, pp. 151-170
In this article, a small-scale macroeconomic system is estimated in the framework of a common trends model, in order to explore the dynamic interactions between real house prices, consumption expenditure and output in the US and major European economies. The results point to important...
Persistent link: https://www.econbiz.de/10003935987
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The Great Recession : US dynamics and spillovers to the world economy
Bagliano, Fabio C.; Morana, Claudio - In: Journal of banking & finance 36 (2012) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10009411179
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Business cycle comovement in the G-7 : common shocks or common transmission mechanisms?
Bagliano, Fabio C.; Morana, Claudio - In: Applied economics 42 (2010) 16/18, pp. 2327-2345
Persistent link: https://www.econbiz.de/10008747721
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Macro-finance interactions in the US : a global perspective
Bagliano, Fabio C.; Morana, Claudio - In: New paradigms in monetary theory and policy?, (pp. 141-161). 2012
Persistent link: https://www.econbiz.de/10009518348
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International macroeconomic dynamics : a factor vector autoregressive approach
Bagliano, Fabio C.; Morana, Claudio - In: Economic modelling 26 (2009) 2, pp. 432-444
Persistent link: https://www.econbiz.de/10003839796
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Determinants of US financial fragility conditions
Bagliano, Fabio C.; Morana, Claudio - In: Research in international business and finance 30 (2014), pp. 377-392
Persistent link: https://www.econbiz.de/10010391728
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A common trends model of UK core inflation
Bagliano, Fabio C.; Morana, Claudio - In: Empirical economics : a journal of the Institute for … 28 (2003) 1, pp. 157-172
Persistent link: https://www.econbiz.de/10001724138
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Measuring US core inflation : a common trends approach
Bagliano, Fabio C.; Morana, Claudio - In: Journal of macroeconomics 25 (2003) 2, pp. 197-212
Persistent link: https://www.econbiz.de/10001761599