Publications

- Uncertainty spill-overs: when policy and financial realms overlap, Journal of International Money and Finance, forthcoming (with Catalin Dragomirescu-Gaina). (pdf)

- Structural analysis with mixed-frequency data: A model of US capital flows, Economic Modelling 89, 427-443, 2020 (with A. Bastianin, A. Missale and E. Rossi)(pdf)(supplement).

- Uncertainty Across Volatility Regimes, Journal of Applied Econometrics 34:3, 437-455, 2019 (with G. Angelini, G. Caggiano and L. Fanelli) (pdf) (supplement).

- A Cointegration analysis of wine stock indexes, Risk Governance and Control: Financial Markets and Institutions Journal 7:4, 178-188, 2017  (with S. Introvigne and D. Vandone).

- State-owned banks in the market for corporate control, Journal of Economic Policy Reform 22:2, 120-147, 2019 (with M. Ferraris, M. Florio and D. Vandone).

- On the Identification of Interdependences and Contagion of Financial Crises, Oxford Bulletin of Economics and Statistics 79:6, 1148-1175, 2017. (pdf)(supplement)

- Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S., Macroeconomic Dynamics 22:6, 2018, 1613-1651 (with E. Castelnuovo and L. Fanelli). (pdf)

- Multilateral indexed loans and debt sustainability, Oxford Review of Economic Policy 31, 305-329, 2015 (with A. Missale). (pdf)

- Asymmetric effects of electricity regulatory reforms in the EU15 and in the New Member States: Empirical evidence from residential prices 1990-2011, Utilities Policy 35, 72-90 (with M. Florio and G. Taveggia).

- Identification in Structural Vector Autoregressive Models with Structural Changes, Oxford Bulletin of Economics and Statistics 77, 761-779 (with L. Fanelli). (pdf)(supplement)

- Internationalization and industrial districts: evidence from the Italian automotive supply chain, International Review of Applied Economics 28, 1-21, 2014 (with  M. Florio and A. Giunta).

- Testing the paradigm: telephone services, in Network Industries and Social Welfare. The Experiment that Reshuffled European Utilities (M. Florio), Oxford University Press, 2013 (with M. Florio).

- Multilateral indexed loans and debt sustainability, UNCTAD Discussion Paper Series 209, 2012 (with A. Missale).

- Internationalisation and the agglomeration effect in the global value chain: the case of Italian automotive suppliers, Int. J. Technological Learning, Innovation and Development 5, 267-290, 2012 (with M. Florio and A. Giunta).

- Household financial vulnerability: an empirical analysis, Research in Economics 66, 284-296, 2012 (with L. Anderloni and D. Vandone).

- Telecom reforms in the EU: Prices and consumers' satisfaction, Telecommunications Policy 35, 382-396, 2011 (with  M. Florio and M. Gambaro).

- Public investment under fiscal constraints, Fiscal Studies 32, 11-42, 2011 (with E. Borghi and A. Missale).

- Knowledge diffusion and home-bias effect. Do USPTO & EPO patent citations tell the same story?, Scandinavian Journal of Economics 112, 441-641, 2010 (with F. Montobbio).

- Modelling Italian Inflation, 1970-2006, Rivista di Politica Economica, 2009.

- International Crisis, Instability Periods and Contagion: The Case of the ERM, International Review of Economics 56, 105-122, 2009 (with M. Bevilacqua).

- Privatisation shocks and aggregate output: Testing for macroeconomic transmission channels, Empirica 35,  525-545, 2008 (with M. Florio).

- Knowledge diffusion from university and public research. A comparison of US, Japan and Europe using patent citations, The Journal of Technology Transfer 34, 169-181, 2007 (with F. Montobbio).

- The Missing Shock: The Macroeconomic Impact of British Privatisation, Applied Economics 37, 1585-1596, 2005 (with M. Grasseni and M. Florio).

- Managing debt stability, CESifo Working Paper Series 1388, 2005 (with A. Missale ).

- On the relationship between size and export intensity: a longitudinal approach, International Business Review 14, 719-38, 2005 (with A. Majocchi and U. Mayrhofer).

- Testing the PPP through I(2) cointegration techniques, Journal of Applied Econometrics 20, 749-770, 2005 (with L. Fanelli).

- Prices and Exchange Rates: Empirical Evidence, Economic Implications and a New Proposal, PhD thesis, Department of Statistics, University of Bologna, 2002.

- Convergence and Long Term Dynamics in the Agrofood systems in the EU regions (1980-95) with particular reference to the less favoured area, Proceedings of the  IV meetings ``EUROTOOLS'',  1998 (with C. Brasili and R. Fanfani).