Details about Carmine Trecroci

Access statistics for papers by Carmine Trecroci.

Last updated 2023-05-09. Update your information in the RePEc Author Service.

Short-id: ptr9

Working Papers

2021

1. Is government debt good or bad for labor productivity? A dynamic panel analysis over 1972-2019
   MPRA Paper, University Library of Munich, Germany View citations (1)

2020

2. Measuring the effects of U.S. uncertainty and monetary conditions on EMEs' macroeconomic dynamics
   MPRA Paper, University Library of Munich, Germany View citations (1)

2016

3. International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article International equity markets interdependence: bigger shocks or contagion in the 21st century?, Review of World Economics (Weltwirtschaftliches Archiv), Springer (2019) View citations (2) (2019)

2015

4. Waste disposal and decentralisation: a welfare approach
   Working papers, Società Italiana di Economia Pubblica

2013

5. Funding Conditions, Asset Prices and Macroeconomic Dynamics: Some U.S. Evidence
   EconStor Preprints, ZBW - Leibniz Information Centre for Economics

2012

6. Even Worse than You thought: The Impact of Public Debt on Aggregate Investment and Productivity
   DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade View citations (14)
7. Even worse than you thought: The effects of government debt on investment and productivity
   EcoMod2012, EcoMod View citations (2)

2010

8. How do alphas and betas move? Uncertainty, learning and time variation in risk loadings
   Working Papers, University of Brescia, Department of Economics View citations (2)
   See also Journal Article How Do Alphas and Betas Move? Uncertainty, Learning and Time Variation in Risk Loadings, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2014) View citations (4) (2014)
9. Macroeconomic instability and the Phillips curve in Italy
   Working Papers, University of Brescia, Department of Economics View citations (1)
   See also Journal Article Macroeconomic Instability and the Phillips Curve in Italy, Economia politica, Società editrice il Mulino (2012) View citations (1) (2012)
10. Multifactors risk loadings and abnormal returns under uncertainty and learning
    Working Papers, University of Brescia, Department of Economics
    See also Journal Article Multifactor risk loadings and abnormal returns under uncertainty and learning, The Quarterly Review of Economics and Finance, Elsevier (2014) View citations (4) (2014)
11. Wage Bargaining and the Phillips Curve in Italy
    Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences View citations (1)

2009

12. The Phillips curve and the Italian lira, 1861-1998
    Working Papers, University of Brescia, Department of Economics View citations (4)
    Also in Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy (2008) View citations (14)
    Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences (2008) View citations (9)
    See also Journal Article The Phillips curve and the Italian lira, 1861-1998, The North American Journal of Economics and Finance, Elsevier (2010) View citations (1) (2010)
13. Wage Bargaining Coordination and the Phillips Curve in Italy
    Working Papers, University of Brescia, Department of Economics View citations (9)

2006

14. Business Cycle and Stock Market Volatility: A Particle Filter Approach
    Working Papers, University of Brescia, Department of Economics View citations (17)
15. Maastricht: New and Old Rules
    Working Papers, University of Brescia, Department of Economics View citations (9)
    See also Journal Article Maastricht: New and Old Rules, Open Economies Review, Springer (2006) View citations (9) (2006)
16. Monetary policy regime shifts: new evidence from time-varying interest rate rules
    Working Papers, University of Brescia, Department of Economics View citations (15)
    See also Journal Article MONETARY POLICY REGIME SHIFTS: NEW EVIDENCE FROM TIME‐VARYING INTEREST RATE RULES, Economic Inquiry, Western Economic Association International (2010) View citations (58) (2010)

2004

17. Can Fiscal Policy Help Macroeconomic Stabilisation? Evidence from a New Keynesian Model with Liquidity Constraints
    CESifo Working Paper Series, CESifo View citations (8)
18. Fiscal and Monetary Policy Interactions in a New Keynesian Model with Liquidity Constraints
    CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis View citations (18)
19. The interaction of fiscal and monetary policies: some evidence using structural econometric models'
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group View citations (11)

2003

20. Fiscal and Monetary Policy Interactions: Empirical Evidence and Optimal Policy Using a Structural New Keynesian Model
    CESifo Working Paper Series, CESifo View citations (4)
    See also Journal Article Fiscal and monetary policy interactions: Empirical evidence and optimal policy using a structural New-Keynesian model, Journal of Macroeconomics, Elsevier (2004) View citations (63) (2004)

2002

21. Monetary and Fiscal Policy Interactions over the Cycle: Some Empirical Evidence
    CESifo Working Paper Series, CESifo View citations (32)
    Also in Working Papers, Business School - Economics, University of Glasgow (2002) View citations (46)

2001

22. Real Exchange Rates in the Long Run: Evidence from Historical Data
    Working Papers, Business School - Economics, University of Glasgow View citations (1)

2000

23. Does Institutional Change Really Matter? Inflation Targets, Central Bank Reform and Interest Rate Policy in the OECD Countries
    CESifo Working Paper Series, CESifo View citations (13)
    Also in Working Papers, Business School - Economics, University of Glasgow (1999) View citations (4)
    See also Journal Article Does Institutional Change Really Matter? Inflation Targets, Central Bank Reform and Interest Rate Policy in the OECD Countries, Manchester School, University of Manchester (2002) View citations (42) (2002)
24. The information content of M3 for future inflation
    Working Paper Series, European Central Bank View citations (60)

1998

25. Institutional Change, Inflation Targeting and the Stability of Interest Rate Reaction Functions
    Working Papers, University of Milano-Bicocca, Department of Economics View citations (2)
    Also in Working Papers, Business School - Economics, University of Glasgow (1998) View citations (1)

Undated

26. Le determinanti del tasso di sconto in Italia negli anni 1876-1913: un'analisi empirica e documentale
    Working Papers, University of Brescia, Department of Economics View citations (1)
27. Real Exchange Rates in the Long Run: Evidence from Historical Data (Figures)
    Working Papers, Business School - Economics, University of Glasgow View citations (1)

Journal Articles

2020

1. Waste-to-Energy in the EU: The Effects of Plant Ownership, Waste Mobility, and Decentralization on Environmental Outcomes and Welfare
   Sustainability, 2020, 12, (14), 1-12 View citations (9)

2019

2. International equity markets interdependence: bigger shocks or contagion in the 21st century?
   Review of World Economics (Weltwirtschaftliches Archiv), 2019, 155, (1), 43-69 View citations (2)
   See also Working Paper International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?, MPRA Paper (2016) View citations (1) (2016)

2018

3. Cross-country evidence on the distributional impact of fiscal policy
   Applied Economics, 2018, 50, (51), 5521-5542 View citations (10)

2016

4. The Impact of Government Debt, Expenditure and Taxes on Aggregate Investment and Productivity Growth
   Economica, 2016, 83, (330), 356-384 View citations (22)

2014

5. How Do Alphas and Betas Move? Uncertainty, Learning and Time Variation in Risk Loadings
   Oxford Bulletin of Economics and Statistics, 2014, 76, (2), 257-278 View citations (4)
   See also Working Paper How do alphas and betas move? Uncertainty, learning and time variation in risk loadings, Working Papers (2010) View citations (2) (2010)
6. Multifactor risk loadings and abnormal returns under uncertainty and learning
   The Quarterly Review of Economics and Finance, 2014, 54, (3), 393-404 View citations (4)
   See also Working Paper Multifactors risk loadings and abnormal returns under uncertainty and learning, Working Papers (2010) (2010)

2012

7. Macroeconomic Instability and the Phillips Curve in Italy
   Economia politica, 2012, (1), 19-44 View citations (1)
   See also Working Paper Macroeconomic instability and the Phillips curve in Italy, Working Papers (2010) View citations (1) (2010)
8. Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors
   Economics Bulletin, 2012, 32, (3), 2453-2463

2010

9. MONETARY POLICY REGIME SHIFTS: NEW EVIDENCE FROM TIME‐VARYING INTEREST RATE RULES
   Economic Inquiry, 2010, 48, (4), 933-950 View citations (58)
   See also Working Paper Monetary policy regime shifts: new evidence from time-varying interest rate rules, Working Papers (2006) View citations (15) (2006)
10. The Phillips curve and the Italian lira, 1861-1998
    The North American Journal of Economics and Finance, 2010, 21, (2), 182-197 View citations (1)
    See also Working Paper The Phillips curve and the Italian lira, 1861-1998, Working Papers (2009) View citations (4) (2009)

2007

11. Macroeconomic shocks, structural change and real exchange rates: Evidence from historical data
    Journal of International Money and Finance, 2007, 26, (8), 1403-1423 View citations (5)

2006

12. Maastricht: New and Old Rules
    Open Economies Review, 2006, 17, (4), 477-492 View citations (9)
    See also Working Paper Maastricht: New and Old Rules, Working Papers (2006) View citations (9) (2006)

2004

13. Fiscal and monetary policy interactions: Empirical evidence and optimal policy using a structural New-Keynesian model
    Journal of Macroeconomics, 2004, 26, (2), 257-280 View citations (63)
    See also Working Paper Fiscal and Monetary Policy Interactions: Empirical Evidence and Optimal Policy Using a Structural New Keynesian Model, CESifo Working Paper Series (2003) View citations (4) (2003)

2002

14. Does Institutional Change Really Matter? Inflation Targets, Central Bank Reform and Interest Rate Policy in the OECD Countries
    Manchester School, 2002, 70, (4), 487-527 View citations (42)
    See also Working Paper Does Institutional Change Really Matter? Inflation Targets, Central Bank Reform and Interest Rate Policy in the OECD Countries, CESifo Working Paper Series (2000) View citations (13) (2000)
15. Monetary Policy on the Road to EMU: The Dominance of External Constraints on Domestic Objectives
    Annals of Economics and Statistics, 2002, (67-68), 389-414 View citations (1)
16. The information content of M3 for future inflation in the Euro area
    Review of World Economics (Weltwirtschaftliches Archiv), 2002, 138, (1), 22-53 View citations (37)

2000

17. Monetary Policy Rules, Policy Preferences, and Uncertainty: Recent Empirical Evidence
    Journal of Economic Surveys, 2000, 14, (5), 597-627 View citations (6)