Details about Emanuele Bacchiocchi

Access statistics for papers by Emanuele Bacchiocchi.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: pba224

Working Papers

2024

1. Macroeconomic Spillovers of Weather Shocks across U.S. States
   FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM)
   Also in Working Papers, Fondazione Eni Enrico Mattei (2024)
   Papers, arXiv.org (2024)
2. Partially identified heteroskedastic SVARs
   FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM)
   Also in Working Papers, Fondazione Eni Enrico Mattei (2024)
   Papers, arXiv.org (2024)
3. SVARs with breaks: Identification and inference
   Papers, arXiv.org

2022

4. Locally- but not Globally-identified SVARs
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna View citations (2)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020) View citations (9)
5. Uncertainty spill-overs: when policy and financial realms overlap
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna View citations (1)
   Also in Papers, arXiv.org (2021)
   See also Journal Article Uncertainty spill-overs: When policy and financial realms overlap, Journal of International Money and Finance, Elsevier (2024) (2024)

2021

6. A note on global identi?cation in structural vector autoregressions
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (3)
   Also in Papers, arXiv.org (2021) View citations (2)

2018

7. Structural analysis with mixed-frequency data: A MIDAS-SVAR model of US capital flows
   Papers, arXiv.org View citations (3)
   Also in JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission (2016) View citations (1)
   Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2016)

2017

8. Uncertainty Across Volatility Regimes
   CESifo Working Paper Series, CESifo View citations (19)
   Also in Bank of Finland Research Discussion Papers, Bank of Finland (2017) View citations (1)
   See also Journal Article Uncertainty across volatility regimes, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) View citations (61) (2019)

2016

9. Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S
   Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne View citations (3)
   Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2014) View citations (1)

2015

10. On the Identification of Interdependence and Contagion of Financial Crises
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano
    See also Journal Article On the Identification of Interdependence and Contagion of Financial Crises, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2017) View citations (15) (2017)
11. State-Owned Banks: Acquirers in M&A deals
    CIRIEC Working Papers, CIRIEC - Université de Liège
    Also in Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2015)
12. Structure-Based SVAR Identification
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano

2012

13. Identification in structural vector autoregressive models with structural changes
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano View citations (13)
14. MULTILATERAL INDEXED LOANS AND DEBT SUSTAINABILITY
    UNCTAD Discussion Papers, United Nations Conference on Trade and Development View citations (14)
    See also Journal Article Multilateral indexed loans and debt sustainability, Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited (2015) View citations (2) (2015)

2011

15. Household financial vulnerability: an empirical analysis
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano View citations (14)
16. Identification in structural VAR models with different volatility regimes
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano
17. Identification through heteroskedasticity: a likelihood-based approach
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano

2010

18. Identification through heteroskedasticity in a likelihood-based approach: some theoretical results
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano
19. Internationalisation and the agglomeration effect: evidence from the Italian automotive supply chain
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano View citations (1)

2009

20. International knowledge diffusion and home-bias effect. Do USPTO and EPO patent citations tell the same story?
    KITeS Working Papers, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy View citations (11)
    See also Journal Article International Knowledge Diffusion and Home‐bias Effect: Do USPTO and EPO Patent Citations Tell the Same Story?*, Scandinavian Journal of Economics, Wiley Blackwell (2010) View citations (68) (2010)
21. Public investment under fiscal constraints
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano View citations (3)
    Also in UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano (2009) View citations (10)
    See also Journal Article Public Investment under Fiscal Constraints, Fiscal Studies, Institute for Fiscal Studies (2011) View citations (27) (2011)

2008

22. International Crisis, Instability Periods and Contagion: The Case of the ERM
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano
    See also Journal Article International crises, instability periods and contagion: the case of the ERM, International Review of Economics, Springer (2009) View citations (6) (2009)
23. Internationalisation modes and determinants. The case of Italian automotive firms
    Working Papers, CSIL Centre for Industrial Studies
24. Telecom prices, regulatory reforms, and consumers’ satisfaction: evidence for 15 EU countries
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano View citations (4)

2006

25. Knowledge diffusion from university and public research. A comparison between US, Japan and Europe using patent citations
    KITeS Working Papers, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy View citations (9)
    See also Journal Article Knowledge diffusion from university and public research. A comparison between US, Japan and Europe using patent citations, The Journal of Technology Transfer, Springer (2009) View citations (54) (2009)

2005

26. Managing Debt Stability
    CESifo Working Paper Series, CESifo View citations (11)
    Also in Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (2005) View citations (9)
27. Privatisation shocks and aggregate output: testing for macroeconomic transmission channels
    UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano

2004

28. EPO vs. USPTO Citation Lags
    KITeS Working Papers, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy View citations (7)

2003

29. Modelling Italian Inflation, 1970 - 1998
    Economics and Quantitative Methods, Department of Economics, University of Insubria View citations (1)

Journal Articles

2024

1. Uncertainty spill-overs: When policy and financial realms overlap
   Journal of International Money and Finance, 2024, 143, (C)
   See also Working Paper Uncertainty spill-overs: when policy and financial realms overlap, Working Papers (2022) View citations (1) (2022)

2020

2. Structural analysis with mixed-frequency data: A model of US capital flows
   Economic Modelling, 2020, 89, (C), 427-443 View citations (2)

2019

3. State-owned banks in the market for corporate control
   Journal of Economic Policy Reform, 2019, 22, (2), 120-147 View citations (1)
4. Uncertainty across volatility regimes
   Journal of Applied Econometrics, 2019, 34, (3), 437-455 View citations (61)
   See also Working Paper Uncertainty Across Volatility Regimes, CESifo Working Paper Series (2017) View citations (19) (2017)

2018

5. GIMME A BREAK! IDENTIFICATION AND ESTIMATION OF THE MACROECONOMIC EFFECTS OF MONETARY POLICY SHOCKS IN THE UNITED STATES
   Macroeconomic Dynamics, 2018, 22, (6), 1613-1651 View citations (5)

2017

6. On the Identification of Interdependence and Contagion of Financial Crises
   Oxford Bulletin of Economics and Statistics, 2017, 79, (6), 1148-1175 View citations (15)
   See also Working Paper On the Identification of Interdependence and Contagion of Financial Crises, Departmental Working Papers (2015) (2015)

2015

7. Asymmetric effects of electricity regulatory reforms in the EU15 and in the New Member States: Empirical evidence from residential prices 1990–2011
   Utilities Policy, 2015, 35, (C), 72-90 View citations (14)
8. Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy
   Oxford Bulletin of Economics and Statistics, 2015, 77, (6), 761-779 View citations (53)
9. Multilateral indexed loans and debt sustainability
   Oxford Review of Economic Policy, 2015, 31, (3-4), 305-329 View citations (2)
   See also Working Paper MULTILATERAL INDEXED LOANS AND DEBT SUSTAINABILITY, UNCTAD Discussion Papers (2012) View citations (14) (2012)

2014

10. Internationalization and industrial districts: evidence from the Italian automotive supply chain
    International Review of Applied Economics, 2014, 28, (1), 1-21 View citations (7)

2012

11. Households’ financial vulnerability in the new scenario
    BANCARIA, 2012, 10, 94-107
12. Internationalisation and the agglomeration effect in the global value chain: the case of Italian automotive suppliers
    International Journal of Technological Learning, Innovation and Development, 2012, 5, (3), 267-290 View citations (5)

2011

13. Public Investment under Fiscal Constraints
    Fiscal Studies, 2011, 32, (1), 11-42 View citations (27)
    See also Working Paper Public investment under fiscal constraints, Departmental Working Papers (2009) View citations (3) (2009)
14. Telecom reforms in the EU: Prices and consumers' satisfaction
    Telecommunications Policy, 2011, 35, (4), 382-396 View citations (12)

2010

15. International Knowledge Diffusion and Home‐bias Effect: Do USPTO and EPO Patent Citations Tell the Same Story?*
    Scandinavian Journal of Economics, 2010, 112, (3), 441-470 View citations (68)
    See also Working Paper International knowledge diffusion and home-bias effect. Do USPTO and EPO patent citations tell the same story?, KITeS Working Papers (2009) View citations (11) (2009)

2009

16. International crises, instability periods and contagion: the case of the ERM
    International Review of Economics, 2009, 56, (2), 105-122 View citations (6)
    See also Working Paper International Crisis, Instability Periods and Contagion: The Case of the ERM, UNIMI - Research Papers in Economics, Business, and Statistics (2008) (2008)
17. Knowledge diffusion from university and public research. A comparison between US, Japan and Europe using patent citations
    The Journal of Technology Transfer, 2009, 34, (2), 169-181 View citations (54)
    See also Working Paper Knowledge diffusion from university and public research. A comparison between US, Japan and Europe using patent citations, KITeS Working Papers (2006) View citations (9) (2006)
18. Modelling Italian Inflation, 1970-2006
    Rivista di Politica Economica, 2009, (1), 65-110

2008

19. Privatisation and aggregate output: testing for macroeconomic transmission channels
    Empirica, 2008, 35, (5), 525-545 View citations (4)

2005

20. Firm size, business experience and export intensity in SMEs: A longitudinal approach to complex relationships
    International Business Review, 2005, 14, (6), 719-738 View citations (105)
21. Testing the purchasing power parity through I(2) cointegration techniques
    Journal of Applied Econometrics, 2005, 20, (6), 749-770 View citations (19)
22. The missing shock: the macroeconomic impact of British Privatizations
    Applied Economics, 2005, 37, (14), 1585-1596 View citations (6)