Work in Progress

WORKING PAPERS

FINANCIAL CONDITIONS FOR THE US: AGGREGATE SUPPLY OR AGGREGATE DEMAND SHOCKS?  (with Fabio Parla) (2023)

TEACHING QUANTITATIVE COURSES ONLINE: AN INTERNATIONAL SURVEY (2021)

IDENTIFYING HIGH-FREQUENCY SHOCKS WITH BAYESIAN MIXED-FREQUENCY VARS (with Fabio Parla) (2021) (New Version) (5-mins video) (30-mins video)

FEDERAL RESERVE CHAIR COMMUNICATION SENTIMENTS' HETEROGENEITY, PERSONAL CHARACTERISTICS, AND THEIR IMPACT ON TARGET RATE DISCOVERY (with Juan Arismendi Zambrano and Emmanuel Kypraios ) (2021)

GENDER EFFECT IN ENTREPRENEURSHIP: WHAT ROLE FOR THE FOUNDERS' ENTREPRENEURIAL BACKGROUND?

(with Luca Pistilli, Stefano Breschi, and Franco Malerba) (2020)

THE ASYMMETRIC EFFECTS OF UNCERTAINTY SHOCKS (with Valentina Colombo) (2020), CAMA Working Paper Series.

DEALING WITH MISSPECIFICATION IN DSGE MODELS: A SURVEY, MPRA Paper 82914, University Library of Munich, Germany (2017) (SUBMITTED)

FORECASTING WITH FAVAR: MACROECONOMIC VERSUS FINANCIAL FACTORS, NBP Working Papers 256, Narodowy Bank Polski, Economic Research Department (2017)

DGSE MODEL EVALUATION and HYBRID MODELS: A COMPARISON, Max Weber Programme - EUI- Working Paper Series, MWP 2011/11 (new version: COMPARING HYBRID DSGE MODELS ) 

DSGE MODEL EVALUATION IN A BAYESIAN FRAMEWORK: AN ASSESSMENT, MPRA Paper No. 24639 (2010) 

DEALING WITH THE VARMA REPRESENTATION OF DSGE MODELS