Publications

• "Macroeconomic Spillovers of Weather Shocks across U.S. States" (with Emanuele Bacchiocchi and Andrea Bastianin)
  Oxford Bulletin of Economics and Statistics (2025), https://doi.org/10.1111/obes.70011  [code]
  
  

• "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]  [code]
  
  

• "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 [code]
  
  

• "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 
  
  

• "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

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/

Working papers

• "Intellectual Property Rights and the Efficiency of International Production Networks: Evidence from the Automotive Industry"
  (with Giuseppe Cavaliere and Alireza Naghavi)
  Centro Studi Luca d'Agliano Development Studies Working Paper No. 492 (2024) - R&R at the Journal of Economic Geography, link here
  
  

• "The Financial Uncertainty of Climate-Related Assets: A Factor Stochastic Volatility Approach"
  (2025), available at SSRN, link here
  
  

Work in Progress

• Asymmetric effects of business cycle shocks (with J. Bonchi)

• Sovereign bond market reactions to fiscal consolidation announcements (with M. Giuliodori)

• Green transition and sovereign credit risk in Europe (with L. Zanin)