JOURNAL ARTICLES
Common Shocks and Climate Risk in European Equities (with Andrea Cipollini) (2025), Journal of Forecasting, Volume 44(3), pages 1165 - 1192
Housing Market Shocks in Italy: a GVAR approach (with Andrea Cipollini) (2020), Journal of Housing Economics, Volume 50, December 2020, 101707
Credit demand and supply shocks in Italy during the Great Recession (with Andrea Cipollini) (2018), Applied Economics, Volume 50(53), pages 5795 - 5813
WORKING PAPERS
Climate risk and investment in equities in Europe: a Panel SVAR approach (with Andrea Cipollini) (2023), CEFIN Working Papers No. 93
Temperature and Growth: a Panel Mixed Frequency VAR Analysis using NUTS2 data (with Andrea Cipollini) (2023), RECent Working Paper Series No. 155
Financial Conditions for the US: Aggregate Supply or Aggregate Demand Shocks? (with Alessia Paccagnini) (2023), CAMA Working Paper Series No. 10/2023
Identifying high-frequency shocks with Bayesian mixed-frequency VARs (with Alessia Paccagnini) (2021), Bank of Lithuania Working Paper Series No. 97/2021 [BoL Research Podcast] [CAMA WP]
Financial Market Turbulence and Macro-Financial Developments in Ireland: a Mixed Data Sampling (MIDAS) Approach (2021), Central Bank of Ireland Research Technical Paper Vol. 2021, No. 7
POLICY WORK
Financial market distress and the macro-financial environment in Ireland (with Gordon Barham and Martin O’Brien), Box in Financial Stability Review 2019:II, Central Bank of Ireland