Publications
"Intellectual property rights and the efficiency of international production networks: Evidence from the automotive industry" (with Giuseppe Cavaliere and Alireza Naghavi)
Journal of Economic Geography, Accepted [2024 working paper here]"Macroeconomic spillovers of weather shocks across U.S. states" (with Emanuele Bacchiocchi and Andrea Bastianin)
Oxford Bulletin of Economics and Statistics (2026), vol. 88(1), 141-156, https://doi.org/10.1111/obes.70011 [replication package]"Factor network autoregressions" (with Matteo Barigozzi and Giuseppe Cavaliere)
Journal of Business & Economic Statistics (2025), vol.43(4), 1105-1118, https://doi.org/10.1080/07350015.2025.2476695 [working paper] [replication package]"Regime-switching density forecasts using economists' scenarios"
Journal of Forecasting (2025), vol. 44, 833-845, https://doi.org/10.1002/for.3228"Analyzing inter-hemispheric climate change asymmetries with a cointegrated vector autoregression"
Environmetrics (2025), vol. 36(6): e70026. https://doi.org/10.1002/env.70026"Exchange rates and political uncertainty: the Brexit case" (with Paolo Manasse and Giulio Trigilia)
Economica (2024), vol. 91(362), 621-652, https://doi.org/10.1111/ecca.12509"Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States"
International Journal of Forecasting (2024), vol. 40(2), 777-795, https://doi.org/10.1016/j.ijforecast.2023.05.007 [replication package]"Gains from trade and their quantification: Does sectoral disaggregation matter?" (with Stefano Bolatto)
International Economics (2023), vol. 174, 44-68, https://doi.org/10.1016/j.inteco.2023.03.001"Measuring global macroeconomic uncertainty and cross-country uncertainty spillovers"
Econometrics (2023), vol. 11(1):2, https://doi.org/10.3390/econometrics11010002
Global Macroeconomic Uncertainty (GMU) index: updated series 2000q1-2023q3 available here"Funding liquidity, credit risk and unconventional monetary policy in the Euro area: A GVAR approach"
Economics Bulletin (2022), vol. 42 (2), 494-512, link here
Book chapters
"Fiscal policy and public debt after COVID-19" (with Paolo Manasse)
Book chapter in: The Italian Economy after COVID-19 (eds: Giorgio Bellettini and Andrea Goldstein), Bononia University Press, Bologna (2020).
https://buponline.com/prodotto/the-italian-economy-after-covid-19/
Other publications
"Il punto sul PNRR" (with Paolo Manasse) [in Italian]
Politica economica (2024), Società editrice il Mulino, issue 1-2/2024, pp. 237-250, https://doi.org/10.1429/117399
Working papers
"The financial uncertainty of climate-related assets: A factor stochastic volatility approach"
(2025), available at SSRN - R&R at the Journal of Commodity Markets, link here"Decarbonization, public debt, and sovereign credit risk in Europe: Interaction effects and spillovers” (with Luca Zanin)
(2025), available at SSRN, link here
Work in Progress
Sovereign bond market reactions to fiscal consolidation announcements (with Massimo Giuliodori)