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.
Romani, I. G. and Casoli, C. (2024). Understanding the future of Critical Raw Materials for the Energy Transition: SVAR models for the U.S. market. MIT CEEPR working paper 2024-05.
A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters, joint with Riccardo "Jack" Lucchetti.
"It's not the heat, it's the humidity!" New Climate Indices for Europe with a Multilevel Factor Model, joint with Matteo Manera, Luca Pedini and Daniele Valenti.
Quantile connectedness of energy transition metals and energy prices, joint with Andrea Bastianin and Xiao Li.
Measuring spillovers and connectedness in gretl, joint with Luca Pedini.
spm (Spatial Regression Models) gretl function package. [associated article] [package documentation]