Research and projects

For other scientific activities, such as the organisation of workshops, conference talks etc., please refer to my CV.

• Casoli, C. and Pedini, L. (2026). Measuring spillovers and connectedness in gretl, Computational Statistics, 41 (1), 22.

• Ahmadi, M., Casoli, C., Manera, M. and Valenti, D. (2025). Climate shocks, economic activity and cross-country spillovers: Evidence from a new global model, Economic Modelling, 148, 107082.

• Casoli, C., Manera, M. and Valenti, D. (2024). Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation, Journal of International Money and Finance, 147, 103154.

• Bastianin, A., Casoli, C. and Galeotti, M. (2023). The connectedness of Energy Transition Metals, Energy Economics, 128, 107183 .

• Casoli, C. and Lucchetti, R. (2022). Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices, The Econometrics Journal, 25(2), 494-514. [Replication material]

• Casoli, C., Pedini, L. and Valentini, F. (2021). Do Covid-19 mobility restrictions affect economic uncertainty in Italy? Evidence from a SVAR approach, Economics Bulletin, 41(4), 2418-2432.