Corporate earnings announcements and economic activity with Haroon Mumtaz, International Economic Review. [Replication files] [Shock Series] [Online Appendix]
Equity Market Connectedness across Regimes of Geopolitical Risks: Historical Evidence and Theory with Maya Jalloul, Journal of International Money and Finance
Uncertainty shocks in emerging economies: a global to local approach for identification, European Economic Review, 2023, 154, p.104437. [ Replication files ] [Online Appendix]
Global growth on life support? The contributions of fiscal and monetary policy since the global financial crisis with Ursel Baumann and David Lodge, International Journal of Finance and Economics, 2022
Covid-19-induced shocks and uncertainty, with Raffaele Rossi, European Economic Review, 2021, Volume 139, Pages 1-12; [Replication Files], [Article on Economics Observatory]
Together in bad times? Connectedness and spillovers in recession and boom, The Manchester School, 87(3), pp.342-366, 2019
Inflation uncertainty and unemployment in the long run , with Stefano Fasani . Inflation Uncertainty indexes for the US (1964:Q1-2023:Q3) and UK (1972:Q1-2016:Q4) are available at this link.
Nonlinear dynamics of large oil supply news shocks, with Haroon Mumtaz and Konstantinos Theodoridis
Nonlinearities with de-anchored inflations expectations, with Stefano Fasani and Lorenza Rossi. Online Appendix (R&R at International Economic Review)
Forward guidance and the mitigation hypothesis, updated Sep. 2023, First version here (R&R)
The expansionary effects of housing credit supply shocks with Giorgio Motta, Dario Pontiggia, and Raffaele Rossi
Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy with Haroon Mumtaz
Domestic Uncertainty Shocks and Labor Market Dynamics in Emerging Economies, with Alan Finkelstein Shapiro and Francesco Zanetti (draft coming soon!)
Capital Gaps, Risk Dynamics, and the Macroeconomy with Fabian Lipinsky, IMF wp series