Graziano Moramarco

Publications

Exchange Rates and Political Uncertainty: The Brexit Case (with Paolo Manasse and Giulio Trigilia)
Economica (2024), vol. 91 (362), 621-652, link here
Financial-Cycle Ratios and Medium-Term Predictions of GDP: Evidence from the United States
International Journal of Forecasting (2024), vol. 40 (2), 777-795, link here
Gains from Trade and Their Quantification: Does Sectoral Disaggregation Matter? (with Stefano Bolatto)
International Economics (2023), vol. 174, 44-68, link here
Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers
Econometrics (2023), vol. 11(1):2, link here
Global Macroeconomic Uncertainty (GMU) index: original series 2000q1-2020q4 available here
New: updated series 2000q1-2023q3 available here
Funding Liquidity, Credit Risk and Unconventional Monetary Policy in the Euro area: A GVAR Approach
Economics Bulletin (2022), vol. 42 (2), 494-512, link here
Fiscal Policy and Public Debt after COVID-19 (with Paolo Manasse)
Book chapter in: The Italian Economy after COVID-19 (eds: Giorgio Bellettini and Andrea Goldstein), Bononia University Press, Bologna (2020).
https://buponline.com/prodotto/the-italian-economy-after-covid-19/

Working Papers

Factor Network Autoregressions (with Matteo Barigozzi and Giuseppe Cavaliere)
arXiv:2208.02925 (2022) - R&R at the Journal of Business & Economic Statistics, link here
Regime-Switching Density Forecasts Using Economists' Scenarios
arXiv:2110.13761 (2023) - R&R at the Journal of Forecasting, link here
Macroeconomic Spillovers of Weather Shocks across U.S. States (with Emanuele Bacchiocchi and Andrea Bastianin)
(2024), available at SSRN, link here
Intellectual Property Rights and the Efficiency of International Production Networks: Evidence from the Automotive Industry
(with Giuseppe Cavaliere and Alireza Naghavi)
Centro Studi Luca d'Agliano Development Studies Working Paper No. 492 (2024), link here
The Financial Uncertainty of Climate-Related Assets
(2024), available at SSRN, link here

Work in Progress