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Details about Fabio C. Bagliano

Homepage:http://sites.carloalberto.org/bagliano
Phone:(39)0116706084
Postal address:Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche University of Turin Corso Unione Sovietica 218bis 10134 Torino Italy
Workplace:Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto (Carlo Alberto College), Università degli Studi di Torino (University of Turin), (more information at EDIRC)
Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche (Department of Economics, Social Studies, Applied Mathematics and Statistics), Università degli Studi di Torino (University of Turin), (more information at EDIRC)

Access statistics for papers by Fabio C. Bagliano.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pba82


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Working Papers

2022

  1. A dissonant violin in the international orchestra? Discount rate policy in Italy (1894-1913)
    Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino Downloads
    Also in Carlo Alberto Notebooks, Collegio Carlo Alberto (2022) Downloads

2021

  1. Life-Cycle Risk-Taking with Personal Disaster Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in ESRB Working Paper Series, European Systemic Risk Board (2021) Downloads

    See also Journal Article Life-cycle risk-taking with personal disaster risk, International Review of Economics & Finance, Elsevier (2024) Downloads (2024)

2020

  1. Life-Cycle Welfare Losses from Rules-of-Thumb Asset Allocation
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads
    Also in Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino (2020) Downloads

    See also Journal Article Life-cycle welfare losses from rules-of-thumb asset allocation, Economics Letters, Elsevier (2021) Downloads (2021)

2019

  1. A Life-Cycle Model with Unemployment Traps
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads
    Also in Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino (2017) Downloads View citations (2)
  2. Life-Cycle Portfolios, Unemployment and Human Capital Loss
    Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino Downloads View citations (5)
    Also in Carlo Alberto Notebooks, Collegio Carlo Alberto (2018) Downloads

    See also Journal Article Life-cycle portfolios, unemployment and human capital loss, Journal of Macroeconomics, Elsevier (2019) Downloads View citations (5) (2019)

2018

  1. Hedging Labor Income Risk over the Life-Cycle
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads
    Also in Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino (2018) Downloads

2015

  1. It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (12)
    Also in Working Papers, University of Milano-Bicocca, Department of Economics (2015) Downloads View citations (12)
    Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino (2015) Downloads View citations (5)

    See also Journal Article It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection, Applied Economics, Taylor & Francis Journals (2017) Downloads View citations (3) (2017)

2013

  1. Determinants of US Financial fragility conditions
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads View citations (1)
    Also in Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino (2012) Downloads View citations (1)
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) (2012) Downloads View citations (1)

    See also Journal Article Determinants of US financial fragility conditions, Research in International Business and Finance, Elsevier (2014) Downloads View citations (20) (2014)
  2. Optimal life-cycle portfolios for heterogeneous workers
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads View citations (3)
    Also in Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino (2012) Downloads
    Carlo Alberto Notebooks, Collegio Carlo Alberto (2013) Downloads View citations (12)

    See also Journal Article Optimal Life-Cycle Portfolios for Heterogeneous Workers, Review of Finance, European Finance Association (2014) Downloads View citations (16) (2014)

2011

  1. Insider Trading, Traded Volume and Returns
    Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino Downloads View citations (4)
  2. Macro-finance interactions in the US: A global perspective
    Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino Downloads View citations (1)

2010

  1. The Great Recession: US dynamics and spillovers to the world economy
    Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino Downloads View citations (5)
    Also in CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) (2010) Downloads View citations (10)
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research (2010) Downloads View citations (4)

    See also Journal Article The Great Recession: US dynamics and spillovers to the world economy, Journal of Banking & Finance, Elsevier (2012) Downloads View citations (87) (2012)
  2. The effects of US economic and financial crises on euro area convergence
    Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino Downloads View citations (2)
    Also in CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) (2010) Downloads View citations (2)

    See also Chapter The Effects of the US Economic and Financial Crises on Euro Area Convergence, Chapters, Edward Elgar Publishing (2011) Downloads (2011)

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) Downloads
    Also in Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino (2008) Downloads

2007

  1. Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads
    See also Journal Article Business cycle comovement in the G-7: common shocks or common transmission mechanisms?, Applied Economics, Taylor & Francis Journals (2010) Downloads View citations (19) (2010)

2006

  1. A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads
  2. International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (8)
    Also in ICER Working Papers, ICER - International Centre for Economic Research (2006) Downloads View citations (7)

    See also Journal Article International macroeconomic dynamics: A factor vector autoregressive approach, Economic Modelling, Elsevier (2009) Downloads View citations (25) (2009)

1999

  1. Measuring Monetary Policy in Open Economies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (7)

1997

  1. Measuring Monetary Policy with VAR Models: An Evaluation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (17)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (140)

    See also Journal Article Measuring monetary policy with VAR models: An evaluation, European Economic Review, Elsevier (1998) Downloads View citations (177) (1998)

1993

  1. Do Anticipated Tax Changes Matter? Further Evidence from the United Kingdom
    CEP Discussion Papers, Centre for Economic Performance, LSE
    See also Journal Article Do anticipated tax changes matter? Further evidence from the United Kingdom, Ricerche Economiche, Elsevier (1994) Downloads View citations (5) (1994)

1991

  1. On the Role of Monetary Factors in Business Cycle Models
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads

1990

  1. Stabilization Policy and the Real Effects of Nominal Shocks
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads

1989

  1. Money Demand Instability, and Rational Expectations Policy Regimes: The Case of Italy: 1964-86
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads

Undated

  1. Information from financial markets and VAR measures of monetary policy
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (63)
    See also Journal Article Information from financial markets and VAR measures of monetary policy, European Economic Review, Elsevier (1999) Downloads View citations (65) (1999)

Journal Articles

2024

  1. Life-cycle risk-taking with personal disaster risk
    International Review of Economics & Finance, 2024, 89, (PB), 378-396 Downloads
    See also Working Paper Life-Cycle Risk-Taking with Personal Disaster Risk, CEPR Discussion Papers (2021) Downloads (2021)

2021

  1. Life-cycle welfare losses from rules-of-thumb asset allocation
    Economics Letters, 2021, 198, (C) Downloads
    See also Working Paper Life-Cycle Welfare Losses from Rules-of-Thumb Asset Allocation, Carlo Alberto Notebooks (2020) Downloads (2020)

2019

  1. Life-cycle portfolios, unemployment and human capital loss
    Journal of Macroeconomics, 2019, 60, (C), 325-340 Downloads View citations (5)
    See also Working Paper Life-Cycle Portfolios, Unemployment and Human Capital Loss, Working papers (2019) Downloads View citations (5) (2019)

2017

  1. It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection
    Applied Economics, 2017, 49, (49), 4946-4969 Downloads View citations (3)
    See also Working Paper It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection, Carlo Alberto Notebooks (2015) Downloads View citations (12) (2015)

2014

  1. Determinants of US financial fragility conditions
    Research in International Business and Finance, 2014, 30, (C), 377-392 Downloads View citations (20)
    See also Working Paper Determinants of US Financial fragility conditions, Working Papers (2013) Downloads View citations (1) (2013)
  2. Optimal Life-Cycle Portfolios for Heterogeneous Workers
    Review of Finance, 2014, 18, (6), 2283-2323 Downloads View citations (16)
    See also Working Paper Optimal life-cycle portfolios for heterogeneous workers, Working Papers (2013) Downloads View citations (3) (2013)

2012

  1. The Great Recession: US dynamics and spillovers to the world economy
    Journal of Banking & Finance, 2012, 36, (1), 1-13 Downloads View citations (87)
    See also Working Paper The Great Recession: US dynamics and spillovers to the world economy, Working papers (2010) Downloads View citations (5) (2010)

2010

  1. Business cycle comovement in the G-7: common shocks or common transmission mechanisms?
    Applied Economics, 2010, 42, (18), 2327-2345 Downloads View citations (19)
    See also Working Paper Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?, Carlo Alberto Notebooks (2007) Downloads (2007)
  2. Permanent and transitory dynamics in house prices and consumption: some implications for the real effects of the financial crisis
    Applied Financial Economics, 2010, 20, (1-2), 151-170 Downloads View citations (3)

2009

  1. International macroeconomic dynamics: A factor vector autoregressive approach
    Economic Modelling, 2009, 26, (2), 432-444 Downloads View citations (25)
    See also Working Paper International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach, Carlo Alberto Notebooks (2006) Downloads View citations (8) (2006)

2008

  1. Factor vector autoregressive estimation: a new approach
    Journal of Economic Interaction and Coordination, 2008, 3, (1), 15-23 Downloads View citations (6)

2007

  1. Inflation and monetary dynamics in the USA: a quantity-theory approach
    Applied Economics, 2007, 39, (2), 229-244 Downloads View citations (9)

2004

  1. The cyclical behaviour of inventories: European cross-country evidence from the early 1990s recession
    Applied Economics, 2004, 36, (18), 2031-2044 Downloads View citations (8)

2003

  1. A common trends model of UK core inflation
    Empirical Economics, 2003, 28, (1), 157-172 Downloads View citations (9)
  2. Measuring US core inflation: A common trends approach
    Journal of Macroeconomics, 2003, 25, (2), 197-212 Downloads View citations (12)

2002

  1. Core inflation in the Euro area
    Applied Economics Letters, 2002, 9, (6), 353-357 Downloads View citations (26)

2000

  1. Bank competition and ECB's monetary policy
    Journal of Banking & Finance, 2000, 24, (6), 967-983 Downloads View citations (12)
  2. Liquidity, Trading Size, and the Co-existence of Dealership and Auction Markets
    Economic Notes, 2000, 29, (2), 179-199 Downloads

1999

  1. Information from financial markets and VAR measures of monetary policy
    European Economic Review, 1999, 43, (4-6), 825-837 Downloads View citations (65)
    See also Working Paper Information from financial markets and VAR measures of monetary policy, Working Papers Downloads View citations (63)
  2. Liquidation risks in the Rotemberg-Saloner implicit collusion model
    Economics Letters, 1999, 62, (1), 69-74 Downloads View citations (3)
  3. Measuring Core Inflation in Italy
    Giornale degli Economisti, 1999, 58, (3-4), 301-328 View citations (6)

1998

  1. Measuring monetary policy with VAR models: An evaluation
    European Economic Review, 1998, 42, (6), 1069-1112 Downloads View citations (177)
    See also Working Paper Measuring Monetary Policy with VAR Models: An Evaluation, CEPR Discussion Papers (1997) Downloads View citations (17) (1997)

1997

  1. 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 (1)

1994

  1. Do anticipated tax changes matter? Further evidence from the United Kingdom
    Ricerche Economiche, 1994, 48, (2), 87-108 Downloads View citations (5)
    See also Working Paper Do Anticipated Tax Changes Matter? Further Evidence from the United Kingdom, CEP Discussion Papers (1993) (1993)

1992

  1. 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 Downloads View citations (7)

Books

2012

  1. New Paradigms in Monetary Theory and Policy?
    SUERF Studies, SUERF - The European Money and Finance Forum Downloads View citations (3)

2007

  1. Models for Dynamic Macroeconomics
    OUP Catalogue, Oxford University Press View citations (20)

Chapters

2011

  1. The Effects of the US Economic and Financial Crises on Euro Area Convergence
    Chapter 7 in The Economic Crisis and European Integration, 2011 Downloads
    See also Working Paper The effects of US economic and financial crises on euro area convergence, Former Department of Economics and Public Finance "G. Prato", University of Torino (2010) Downloads View citations (2) (2010)

1996

  1. Heterogeneous Behavior in Exchange Rate Crises
    A chapter in The Microstructure of Foreign Exchange Markets, 1996, pp 229-260 Downloads
 
Page updated 2024-05-18