Articles and codes

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.

Ahmadi, M., Casoli, C., Manera, M. and Valenti, D. (2022). Modeling the effects of climate change on economic growth: a Bayesian Structural Global Vector Autoregressive approach. FEEM working paper 2022(46).

Casoli, C., Manera, M. and Valenti, D. (2022). Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation. FEEM working paper 2022(45).

Revisiting the dynamic factor approach for yield curve modelling, joint with Riccardo "Jack" Lucchetti.

Analysing economic response to ENSO-driven climate variability within the US: evidence from medium-run restricted SVARs, joint with Matteo Manera, Luca Pedini and Daniele Valenti.

Forecasting the price of Energy Transition Metals, joint with Andrea Bastianin and Luca Rossini.

Parallel PAThs: structural scenarios for environmental impacts in a Bayesian Structural GVAR model, joint with Matteo Manera, Parisa Pakrooh and Daniele Valenti.