Publications

24) HOW TOP MANAGEMENT TEAM SOCIAL STATUS IMPACTS INNOVATION (with Ali Radfard and Luca Pistilli) (2023), R&D Management , Volume 54, Issue 1 January 2024 Pages 1 - 198 (PDF)

23) GENDER BIAS IN ENTREPRENEURSHIP: WHAT IS THE ROLE OF FOUNDERS' ENTREPRENEURIAL BACKGROUND? (with Luca Pistilli, Stefano Breschi, and Franco Malerba) (2022), Journal of Business Ethics, forthcoming  (PDF)

22) TESTING THE PREDICTIVE ACCURACY OF COVID-19 FORECASTS (with Laura Coroneo, Fabrizio Iacone, and Paulo Santos-Monteiro) (2020) (WP Version), International Journal of Forecasting, Volume 39, Issue 2, April–June 2023, Pages 606-622, (VOXEU.org Coverage) (PDF).

21) COMMON FACTORS AND THE DYNAMICS OF CEREAL PRICES: A FORECASTING PERSPECTIVE (with Marek Kwas and  Michał Rubaszek ) (2021), Journal of Commodity Markets, Volume 28, December 2022, 100240,  (WP) (PDF).

20) FORECASTING: THEORY AND PRACTICE (with 80 co-authors) (2021), International Journal of Forecasting, Volume 38, Issue 3, July–September 2022, Pages 705-871, WP and the updated version.

19) COMMON FACTORS AND THE DYNAMICS OF INDUSTRIAL METAL PRICES. A FORECASTING PERSPECTIVE (with Marek Kwas and Michał Rubaszek ), Resources Policy, Volume 74, December 2021, 102319. (PDF)

18) DOES THE CREDIT SUPPLY SHOCK HAVE ASYMMETRIC EFFECTS ON MACROECONOMIC VARIABLES? (with Valentina Colombo), Economics Letters, Volume 188, March 2020 (WP version: HAS THE CREDIT SUPPLY SHOCK ASYMMETRIC EFFECTS ON MACROECONOMIC VARIABLES? ) (PDF).

17) IDENTIFYING NOISE SHOCKS: A VAR WITH DATA REVISIONS (with Riccardo M. Masolo) Journal of Money, Credit and Banking,  Blackwell Publishing, vol. 51(8), pages 2145-2172, December 2019 (old working paper version)(PDF).

16) FORECASTING with INSTABILITIES: an APPLICATION to DSGE MODELS with FINANCIAL FRICTIONS (with Roberta Cardani and Stefania Villa), Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1, September 2019 (old version: FORECASTING in a DSGE MODEL WITH BANKING INTERMEDIATION: EVIDENCE FROM THE US) (PDF).

15) LIMITED ASSET MARKET PARTICIPATION AND THE EURO AREA CRISIS. AN EMPIRICAL DSGE MODEL (with Alice Albonico and Patrizio Tirelli), Economic Inquiry Western Economic Association International, vol. 57(3), pages 1302-1323, July 2019 (old working paper version) (PDF).

14) DID FINANCIAL FACTORS MATTER DURING THE GREAT RECESSION? Economics Letters, Volume 174, January 2019, Pages 26-30 (PDF).

13) GREAT RECESSION, SLOW RECOVERY, and MUTED FISCAL POLICIES in the US (with Alice Albonico and Patrizio Tirelli) Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 140-161, August 2017 (PDF).

12) IN SEARCH of the EURO-AREA FISCAL STANCE (with Alice Albonico and Patrizio Tirelli) Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 254-264, December 2016 (PDF).

11) POLICY-ORIENTED MACROECONOMIC ANALYSIS AND FORECASTING WITH DSGE AND SVAR MODELS (with Stelios Bekiros) Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(7), pages 613-632, November 2016 (PDF).

10) DEALING WITH FINANCIAL INSTABILITY UNDER A DSGE MODELING APPROACH WITH BANKING INTERMEDIATION: A PREDICTABILITY ANALYSIS VERSUS TVP-VARs (with Stelios Bekiros, Roberta Cardani and Stefania Villa) Journal of Financial Stability, Elsevier, vol. 26(C), pages 216-227, 2016 October (PDF).

9) THE MACROECONOMIC DETERMINANTS OF THE US TERM-STRUCTURE DURING THE GREAT MODERATION Economic Modelling, Elsevier, vol. 52(PA), pages 216-225, 2016 January (PDF).

8) OIL PRICE FORECASTABILITY and ECONOMIC UNCERTAINTY (with Stelios Bekiros and Rangan Gupta) Economics Letters, Elsevier, vol. 132(C), pages 125-128, July 2015 (PDF).

7) MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TV-VARs (with Stelios Bekiros) Macroeconomic Dynamics, Cambridge University Press, vol. 19(07), pages 1565-1592, October 2015 (PDF).

6) ESTIMATING POINT AND DENSITY FORECASTS FOR THE US ECONOMY WITH A FACTOR-AUGMENTED VECTOR AUTOREGRESSIVE DSGE MODEL (with Stelios Bekiros) Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 107-136, April, 2015 (PDF).

5) DSGE MODEL-BASED FORECASTING OF MODELED and NON-MODELED INFLATION VARIABLES in SOUTH AFRICA (with Rangan Gupta, Patrick T. Kanda, Mampho P. Modise) Applied Financial Economics, Taylor & Francis Journals, vol. 47(3), pages 207-221, January, 2015 (PDF).

4) BAYESIAN FORECASTING WITH A SMALL and MEDIUM SCALE FACTOR-AUGMENTED VECTOR AUTOREGRESSIVE DSGE MODEL (with Stelios Bekiros) Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 298-323, 2014 [an old version] (PDF).

3) ON THE PREDICTABILITY OF TIME-VARYING VAR AND DSGE MODELS (with Stelios Bekiros) Empirical Economics, Springer, vol. 45(1), pages 635-664, August 2013 (PDF).

2) DOES TRADE FOSTER INSTITUTIONS? AN EMPIRICAL ASSESSMENT (with Marcella Nicolini) Review of Economics and Institutions, Università di Perugia, vol. 2(2), Spring 2011 (PDF).

1) ON THE STATISTICAL IDENTIFICATION OF DSGE MODELS (with Agostino Consolo and Carlo A. Favero) [WP 324, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, CEPR Discussion Paper number 7176.] Journal of Econometrics, Elsevier, vol. 150(1), pages 99-115, May, 2009 Codes in MATLAB (PDF).