Details about Fabio C. Bagliano

Access statistics for papers by Fabio C. Bagliano.

Last updated 2009-06-03. Update your information in the RePEc Author Service.

Short-id: pba82

Working Papers

2009

1. Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence
   CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy)
   Also in Working Papers, University of Torino, Department of Economics and Public Finance "G. Prato" (2008)

2007

2. Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?
   Carlo Alberto Notebooks, Collegio Carlo Alberto

2006

3. A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations
4. International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations
   Also in ICER Working Papers, ICER - International Centre for Economic Research (2006) View citations
   See also Journal Article in Economic Modelling (2009)

1999

5. Measuring Monetary Policy in Open Economies
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations

1997

6. Measuring Monetary Policy with VAR Models: An Evaluation
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations
   See also Journal Article in European Economic Review (1998)

Undated

7. Information from financial markets and VAR measures of monetary policy
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations
   See also Journal Article in European Economic Review (1999)

Journal Articles

2009

1. International macroeconomic dynamics: A factor vector autoregressive approach
   Economic Modelling, 2009, 26, (2), 432-444 View citations
   See also Working Paper (2006)

2008

2. Factor vector autoregressive estimation: a new approach
   Journal of Economic Interaction and Coordination, 2008, 3, (1), 15-23 View citations

2007

3. Inflation and monetary dynamics in the USA: a quantity-theory approach
   Applied Economics, 2007, 39, (2), 229-244 View citations

2004

4. The cyclical behaviour of inventories: European cross-country evidence from the early 1990s recession
   Applied Economics, 2004, 36, (18), 2031-2044 View citations

2003

5. A common trends model of UK core inflation
   Empirical Economics, 2003, 28, (1), 157-172 View citations
6. Measuring US core inflation: A common trends approach
   Journal of Macroeconomics, 2003, 25, (2), 197-212 View citations

2002

7. Core Inflation in the Euro Area
   Applied Economics Letters, 2002, 9, (6), 353-57 View citations

2000

8. Bank competition and ECB's monetary policy
   Journal of Banking & Finance, 2000, 24, (6), 967-983 View citations

1999

9. Information from financial markets and VAR measures of monetary policy
   European Economic Review, 1999, 43, (4-6), 825-837 View citations
   See also Working Paper
10. Liquidation risks in the Rotemberg-Saloner implicit collusion model
    Economics Letters, 1999, 62, (1), 69-74
11. Measuring Core Inflation in Italy
    Giornale degli Economisti, 1999, 58, (3-4), 301-328 View citations

1998

12. Measuring monetary policy with VAR models: An evaluation
    European Economic Review, 1998, 42, (6), 1069-1112 View citations
    See also Working Paper (1997)

1997

13. Stock Returns, the Interest Rate and Inflation in the Italian Stock Market: A Long-Run Perspective
    Giornale degli Economisti, 1997, 56, (3-4), 139-167 View citations

1994

14. Do anticipated tax changes matter? Further evidence from the United Kingdom
    Ricerche Economiche, 1994, 48, (2), 87-108 View citations

1992

15. Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986
    Journal of Banking & Finance, 1992, 16, (2), 331-349

Chapters

1996

1. Heterogeneous Behavior in Exchange Rate Crises
   A chapter in The Microstructure of Foreign Exchange Markets, 1996, pp 229-260