Details about Fabio C. Bagliano
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Last updated 2024-03-07. Update your information in the RePEc Author Service.
Short-id: pba82
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Working Papers
2022
- A dissonant violin in the international orchestra? Discount rate policy in Italy (1894-1913)
Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino 
Also in Carlo Alberto Notebooks, Collegio Carlo Alberto (2022)
2021
- Life-Cycle Risk-Taking with Personal Disaster Risk
CEPR Discussion Papers, C.E.P.R. Discussion Papers
Also in ESRB Working Paper Series, European Systemic Risk Board (2021)
See also Journal Article Life-cycle risk-taking with personal disaster risk, International Review of Economics & Finance, Elsevier (2024) View citations (1) (2024)
2020
- Life-Cycle Welfare Losses from Rules-of-Thumb Asset Allocation
Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino
Also in Carlo Alberto Notebooks, Collegio Carlo Alberto (2020)
See also Journal Article Life-cycle welfare losses from rules-of-thumb asset allocation, Economics Letters, Elsevier (2021) (2021)
2019
- A Life-Cycle Model with Unemployment Traps
Carlo Alberto Notebooks, Collegio Carlo Alberto
Also in Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino (2017) View citations (2)
- Life-Cycle Portfolios, Unemployment and Human Capital Loss
Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino View citations (5)
Also in Carlo Alberto Notebooks, Collegio Carlo Alberto (2018)
See also Journal Article Life-cycle portfolios, unemployment and human capital loss, Journal of Macroeconomics, Elsevier (2019) View citations (5) (2019)
2018
- Hedging Labor Income Risk over the Life-Cycle
Carlo Alberto Notebooks, Collegio Carlo Alberto
Also in Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino (2018)
2015
- It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection
Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (12)
Also in Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino (2015) View citations (5)
Working Papers, University of Milano-Bicocca, Department of Economics (2015) View citations (12)
See also Journal Article It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection, Applied Economics, Taylor & Francis Journals (2017) View citations (3) (2017)
2013
- Determinants of US Financial fragility conditions
Working Papers, University of Milano-Bicocca, Department of Economics View citations (1)
Also in CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) (2012) View citations (1)
Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino (2012) View citations (1)
See also Journal Article Determinants of US financial fragility conditions, Research in International Business and Finance, Elsevier (2014) View citations (20) (2014)
- Optimal life-cycle portfolios for heterogeneous workers
Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (12)
Also in Working Papers, University of Milano-Bicocca, Department of Economics (2013) View citations (3)
Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino (2012)
See also Journal Article Optimal Life-Cycle Portfolios for Heterogeneous Workers, Review of Finance, European Finance Association (2014) View citations (17) (2014)
2011
- Insider Trading, Traded Volume and Returns
Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino View citations (4)
- Macro-finance interactions in the US: A global perspective
Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino View citations (1)
2010
- The Great Recession: US dynamics and spillovers to the world economy
ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research View citations (4)
Also in Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino (2010) View citations (5)
CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) (2010) View citations (10)
See also Journal Article The Great Recession: US dynamics and spillovers to the world economy, Journal of Banking & Finance, Elsevier (2012) View citations (89) (2012)
- The effects of US economic and financial crises on euro area convergence
CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) View citations (2)
Also in Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino (2010) View citations (2)
See also Chapter The Effects of the US Economic and Financial Crises on Euro Area Convergence, Chapters, Edward Elgar Publishing (2011) (2011)
2009
- Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence
CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy)
Also in Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino (2008)
2007
- Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?
Carlo Alberto Notebooks, Collegio Carlo Alberto
See also Journal Article Business cycle comovement in the G-7: common shocks or common transmission mechanisms?, Applied Economics, Taylor & Francis Journals (2010) View citations (20) (2010)
2006
- A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling
Carlo Alberto Notebooks, Collegio Carlo Alberto
- International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach
Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (8)
Also in ICER Working Papers, ICER - International Centre for Economic Research (2006) View citations (7)
See also Journal Article International macroeconomic dynamics: A factor vector autoregressive approach, Economic Modelling, Elsevier (2009) View citations (25) (2009)
1999
- Measuring Monetary Policy in Open Economies
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (7)
1997
- Measuring Monetary Policy with VAR Models: An Evaluation
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (17)
Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (140)
See also Journal Article Measuring monetary policy with VAR models: An evaluation, European Economic Review, Elsevier (1998) View citations (176) (1998)
1993
- Do Anticipated Tax Changes Matter? Further Evidence from the United Kingdom
CEP Discussion Papers, Centre for Economic Performance, LSE
See also Journal Article Do anticipated tax changes matter? Further evidence from the United Kingdom, Ricerche Economiche, Elsevier (1994) View citations (5) (1994)
1991
- On the Role of Monetary Factors in Business Cycle Models
Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)
1990
- Stabilization Policy and the Real Effects of Nominal Shocks
Working Papers, Queen Mary University of London, School of Economics and Finance
1989
- Money Demand Instability, and Rational Expectations Policy Regimes: The Case of Italy: 1964-86
Working Papers, Queen Mary University of London, School of Economics and Finance
Undated
- Information from financial markets and VAR measures of monetary policy
Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (63)
See also Journal Article Information from financial markets and VAR measures of monetary policy, European Economic Review, Elsevier (1999) View citations (65) (1999)
Journal Articles
2024
- Life-cycle risk-taking with personal disaster risk
International Review of Economics & Finance, 2024, 89, (PB), 378-396 View citations (1)
See also Working Paper Life-Cycle Risk-Taking with Personal Disaster Risk, CEPR Discussion Papers (2021) (2021)
2021
- Life-cycle welfare losses from rules-of-thumb asset allocation
Economics Letters, 2021, 198, (C)
See also Working Paper Life-Cycle Welfare Losses from Rules-of-Thumb Asset Allocation, Working papers (2020) (2020)
2019
- Life-cycle portfolios, unemployment and human capital loss
Journal of Macroeconomics, 2019, 60, (C), 325-340 View citations (5)
See also Working Paper Life-Cycle Portfolios, Unemployment and Human Capital Loss, Working papers (2019) View citations (5) (2019)
2017
- It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection
Applied Economics, 2017, 49, (49), 4946-4969 View citations (3)
See also Working Paper It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection, Carlo Alberto Notebooks (2015) View citations (12) (2015)
2014
- Determinants of US financial fragility conditions
Research in International Business and Finance, 2014, 30, (C), 377-392 View citations (20)
See also Working Paper Determinants of US Financial fragility conditions, Working Papers (2013) View citations (1) (2013)
- Optimal Life-Cycle Portfolios for Heterogeneous Workers
Review of Finance, 2014, 18, (6), 2283-2323 View citations (17)
See also Working Paper Optimal life-cycle portfolios for heterogeneous workers, Carlo Alberto Notebooks (2013) View citations (12) (2013)
2012
- The Great Recession: US dynamics and spillovers to the world economy
Journal of Banking & Finance, 2012, 36, (1), 1-13 View citations (89)
See also Working Paper The Great Recession: US dynamics and spillovers to the world economy, ICER Working Papers - Applied Mathematics Series (2010) View citations (4) (2010)
2010
- Business cycle comovement in the G-7: common shocks or common transmission mechanisms?
Applied Economics, 2010, 42, (18), 2327-2345 View citations (20)
See also Working Paper Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?, Carlo Alberto Notebooks (2007) (2007)
- Permanent and transitory dynamics in house prices and consumption: some implications for the real effects of the financial crisis
Applied Financial Economics, 2010, 20, (1-2), 151-170 View citations (3)
2009
- International macroeconomic dynamics: A factor vector autoregressive approach
Economic Modelling, 2009, 26, (2), 432-444 View citations (25)
See also Working Paper International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach, Carlo Alberto Notebooks (2006) View citations (8) (2006)
2008
- Factor vector autoregressive estimation: a new approach
Journal of Economic Interaction and Coordination, 2008, 3, (1), 15-23 View citations (6)
2007
- Inflation and monetary dynamics in the USA: a quantity-theory approach
Applied Economics, 2007, 39, (2), 229-244 View citations (9)
2004
- The cyclical behaviour of inventories: European cross-country evidence from the early 1990s recession
Applied Economics, 2004, 36, (18), 2031-2044 View citations (8)
2003
- A common trends model of UK core inflation
Empirical Economics, 2003, 28, (1), 157-172 View citations (9)
- Measuring US core inflation: A common trends approach
Journal of Macroeconomics, 2003, 25, (2), 197-212 View citations (12)
2002
- Core inflation in the Euro area
Applied Economics Letters, 2002, 9, (6), 353-357 View citations (26)
2000
- Bank competition and ECB's monetary policy
Journal of Banking & Finance, 2000, 24, (6), 967-983 View citations (13)
- Liquidity, Trading Size, and the Co-existence of Dealership and Auction Markets
Economic Notes, 2000, 29, (2), 179-199
1999
- Information from financial markets and VAR measures of monetary policy
European Economic Review, 1999, 43, (4-6), 825-837 View citations (65)
See also Working Paper Information from financial markets and VAR measures of monetary policy, Working Papers View citations (63)
- Liquidation risks in the Rotemberg-Saloner implicit collusion model
Economics Letters, 1999, 62, (1), 69-74 View citations (3)
- Measuring Core Inflation in Italy
Giornale degli Economisti, 1999, 58, (3-4), 301-328 View citations (6)
1998
- Measuring monetary policy with VAR models: An evaluation
European Economic Review, 1998, 42, (6), 1069-1112 View citations (176)
See also Working Paper Measuring Monetary Policy with VAR Models: An Evaluation, CEPR Discussion Papers (1997) View citations (17) (1997)
1997
- Stock Returns, the Interest Rate and Inflation in the Italian Stock Market: A Long-Run Perspective
Giornale degli Economisti, 1997, 56, (3-4), 139-167 View citations (1)
1994
- Do anticipated tax changes matter? Further evidence from the United Kingdom
Ricerche Economiche, 1994, 48, (2), 87-108 View citations (5)
See also Working Paper Do Anticipated Tax Changes Matter? Further Evidence from the United Kingdom, CEP Discussion Papers (1993) (1993)
1992
- Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986
Journal of Banking & Finance, 1992, 16, (2), 331-349 View citations (7)
Books
2012
- New Paradigms in Monetary Theory and Policy?
SUERF Studies, SUERF - The European Money and Finance Forum View citations (3)
2007
- Models for Dynamic Macroeconomics
OUP Catalogue, Oxford University Press View citations (20)
Chapters
2011
- The Effects of the US Economic and Financial Crises on Euro Area Convergence
Chapter 7 in The Economic Crisis and European Integration, 2011
See also Working Paper The effects of US economic and financial crises on euro area convergence, Center for Research on Pensions and Welfare Policies, Turin (Italy) (2010) View citations (2) (2010)
1996
- Heterogeneous Behavior in Exchange Rate Crises
A chapter in The Microstructure of Foreign Exchange Markets, 1996, pp 229-260
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