Research

Current Research


Everaert, G. and Pozzi, L. Financial development before and after banking crises. In Progress

Pozzi, L., and Sadaba, B. Rare disasters and consumption smoothing. In Progress

Berger, T. and Pozzi, L. (2023). Measuring and explaining cyclical fluctuations in consumption using multivariate information. In Progress

Publications


Gardberg, M., and Pozzi, L. (2022). Aggregate consumption and wealth in the long run: the impact of financial liberalization.

  Journal of Applied Econometrics, 37(1), 161-186.

Everaert, G., and Pozzi, L. (2022). Encompassing measures of international consumption risk sharing and their link with trade and financial globalization.

  Journal of Applied Econometrics, 37(2), 433-449.

Berger, T., Everaert, G., and Pozzi, L. (2021). Testing for international business cycles: a multilevel factor model with stochastic factor selection.

  Journal of Economic Dynamics and Control, 128.

Pozzi, L. and Sadaba, B. (2020).  Detecting scapegoat effects in the relationship between exchange rates and macroeconomic fundamentals: a new approach.

  Macroeconomic Dynamics, 24(4), 951-994.

Everaert G.,  Pozzi, L., and Schoonackers, R. (2017). On the stability of the excess sensitivity of aggregate consumption growth in the US.

  Journal of Applied Econometrics, 32(4), 819-840.

Adema, Y., and Pozzi, L. (2015). Business cycle fluctuations and household saving in OECD countries: a panel data analysis.

  European Economic Review, 79, 214-233.

Pozzi, L. (2015). The time-varying volatility of earnings and aggregate consumption growth.

  Journal of Money, Credit and Banking, 47(4), 551-580.

Everaert, G., and Pozzi, L. (2014). The predictability of aggregate consumption growth in OECD countries: a panel data analysis.

  Journal of Applied Econometrics, 29(3), 431-453.

Berger, T., and Pozzi, L. (2013). Measuring time-varying financial market integration: an unobserved components approach.

  Journal of Banking and Finance, 37(2), 463-473.

Pozzi, L. and Wolswijk, G. (2012). The time-varying integration of euro area government bond markets.

  European Economic Review, 56(1), 36-53.

Pozzi, L. (2010). Idiosyncratic labour income risk and aggregate consumption: an unobserved component approach.

  Journal of Macroeconomics, 32(1), 169-184.

Peersman, G., and Pozzi, L. (2008). Business cycle fluctuations and excess sensitivity of private consumption.

  Economica, 75, 514-523.

Heylen, F., and Pozzi, L. (2007). Crises and human capital accumulation.

  Canadian Journal of Economics, 40(4), 1261-1285.

Pozzi, L., and Malengier, G. (2007). Certainty equivalence and excess sensitivity of private consumption. 

  Journal of Money, Credit and Banking, 39(7), 1839-1848.

Everaert, G., and Pozzi, L. (2007). Bootstrap based bias correction for dynamic panels.

  Journal of Economic Dynamics and Control, 31, 1160-1184.

Pozzi, L. (2006). Ricardian Equivalence under imperfect information.

  Journal of Public Economics, 90, 2009-2026.

Pozzi, L., Heylen, F., and Dossche, M. (2004). Government debt and excess sensitivity of private consumption: estimates from OECD countries.

  Economic Inquiry, 42(4), 618-633.

Pozzi, L. (2003). Tax discounting in a high debt economy.

  Oxford Bulletin of Economics and Statistics, 65(3), 261-282.

Pozzi, L. (2003). The coefficient of relative risk aversion: a Monte Carlo study investigating small sample estimator problems.

  Economic Modelling, 20(5), 923-940.