Details about Riccardo Colacito

Access statistics for papers by Riccardo Colacito.

Last updated 2014-11-25. Update your information in the RePEc Author Service.

Short-id: pco212

Working Papers

2018

1. Temperature and Growth: A Panel Analysis of the United States
   Working Paper, Federal Reserve Bank of Richmond View citations (14)

2013

2. BKK the EZ way. An International Production Economy with Recursive Preferences
   2013 Meeting Papers, Society for Economic Dynamics View citations (10)
3. The Term Structures of Co-entropy in International Financial Markets
   Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (5)

2012

4. International Asset Pricing with Recursive Preferences
   2012 Meeting Papers, Society for Economic Dynamics View citations (7)
   See also Journal Article International Asset Pricing with Recursive Preferences, Journal of Finance, American Finance Association (2013) View citations (134) (2013)

2010

5. International Asset Pricing with Risk-Sensitive Rare Events
   2010 Meeting Papers, Society for Economic Dynamics

2009

6. Risk sensitive allocations with multiple goods in international finance. Existence, survivorship, and dynamics
   2009 Meeting Papers, Society for Economic Dynamics

2008

7. Risk sharing for the long-run. The benefits from financial integration
   2008 Meeting Papers, Society for Economic Dynamics
8. Robustness and US Monetary
   2008 Meeting Papers, Society for Economic Dynamics View citations (26)

2005

9. Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson
   2005 Meeting Papers, Society for Economic Dynamics View citations (12)
10. Risks For The Long Run And The Real Exchange Rate
    2005 Meeting Papers, Society for Economic Dynamics View citations (128)
    See also Journal Article Risks for the Long Run and the Real Exchange Rate, Journal of Political Economy, University of Chicago Press (2011) View citations (202) (2011)

Journal Articles

2018

1. The Impact of Higher Temperatures on Economic Growth
   Richmond Fed Economic Brief, 2018, (August) View citations (5)

2013

2. 'O Sole Mio: An Experimental Analysis of Weather and Risk Attitudes in Financial Decisions
   The Review of Financial Studies, 2013, 26, (7), 1824-1852 View citations (91)
3. International Asset Pricing with Recursive Preferences
   Journal of Finance, 2013, 68, (6), 2651-2686 View citations (134)
   See also Working Paper International Asset Pricing with Recursive Preferences, 2012 Meeting Papers (2012) View citations (7) (2012)

2012

4. International Robust Disagreement
   American Economic Review, 2012, 102, (3), 152-55 View citations (4)

2011

5. A component model for dynamic correlations
   Journal of Econometrics, 2011, 164, (1), 45-59 View citations (225)
6. Risks for the Long Run and the Real Exchange Rate
   Journal of Political Economy, 2011, 119, (1), 153 - 181 View citations (202)
   See also Working Paper Risks For The Long Run And The Real Exchange Rate, 2005 Meeting Papers (2005) View citations (128) (2005)

2010

7. The Short and Long Run Benefits of Financial Integration
   American Economic Review, 2010, 100, (2), 527-31 View citations (38)

2008

8. Robustness and U.S. Monetary Policy Experimentation
   Journal of Money, Credit and Banking, 2008, 40, (8), 1599-1623 View citations (67)

2007

9. Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas
   Journal of Money, Credit and Banking, 2007, 39, (s1), 67-99 View citations (26)
   Also in Proceedings, 2005 (2005) View citations (15)

2006

10. Testing and Valuing Dynamic Correlations for Asset Allocation
    Journal of Business & Economic Statistics, 2006, 24, 238-253 View citations (160)