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A structural common factor approach to core inflation estimation and forecasting

Morana, Claudio - In: Applied economics letters 14 (2007) 1/3, pp. 163-169

Persistent link: https://www.econbiz.de/10003448454

Structural core inflation estimation

Morana, Claudio - In: Trends in inflation research, (pp. 143-185). 2006

Persistent link: https://www.econbiz.de/10003555450

Realized mean-variance efficient portfolio selection and euro area stock market integration

Morana, Claudio - In: Applied financial economics 20 (2010) 10/12, pp. 989-1001

Persistent link: https://www.econbiz.de/10009009795

New insights on the US OIS spreads term structure during the recent financial turmoil

Morana, Claudio - In: Applied financial economics 24 (2014) 4/6, pp. 291-317

Persistent link: https://www.econbiz.de/10010399449

A new macro-financial condition index for the euro area

Morana, Claudio - 2021

Persistent link: https://www.econbiz.de/10012878515

A new macro-financial condition index for the Euro area

Morana, Claudio - 2021

Persistent link: https://www.econbiz.de/10012497330

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

Euro area inflation and a new measure of core inflation

Morana, Claudio - 2022

Persistent link: https://www.econbiz.de/10013463759

Euro area inflation and a new measure of core inflation

Morana, Claudio - In: Research in globalization 7 (2023), pp. 1-25

This paper introduces a new decomposition of euro area headline inflation into core, cyclical, and residual components. Our new core inflation measure, the structural core inflation rate, is the expected headline inflation, conditional to medium to long-term demand and supply-side developments....

Persistent link: https://www.econbiz.de/10014518459

Monetary policy and the stock market in the euro area

Cassola, Nuno; Morana, Claudio - In: Journal of policy modeling : JPMOD ; a social science … 26 (2004) 3, pp. 387-399

Persistent link: https://www.econbiz.de/10002117508