Details about Giorgio Fazio

Access statistics for papers by Giorgio Fazio.

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Short-id: pfa253

Working Papers

2023

1. Unconventional monetary policies and credit co-movement in the Eurozone
   Post-Print, HAL View citations (1)
   See also Journal Article Unconventional monetary policies and credit co-movement in the Eurozone, Journal of International Financial Markets, Institutions and Money, Elsevier (2023) View citations (3) (2023)

2020

2. Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries
   Post-Print, HAL View citations (1)
   See also Journal Article Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries, Journal of Financial Stability, Elsevier (2020) View citations (1) (2020)

2017

3. The stabilizing effect of volatility in financial markets
   Papers, arXiv.org View citations (7)

2014

4. The Real Exchange Rate in the Long Run: Balassa-Samuelson Effects Reconsidered
   CESifo Working Paper Series, CESifo View citations (16)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (14)
   See also Journal Article The real exchange rate in the long run: Balassa-Samuelson effects reconsidered, Journal of International Money and Finance, Elsevier (2017) View citations (29) (2017)

2012

5. Pareto or log-normal? A recursive-truncation approach to the distribution of (all) cities
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (2)
   Also in Working Papers, Business School - Economics, University of Glasgow (2012) View citations (3)
6. Social capital formation across space: proximity and trust in European regions
   Working Papers, Business School - Economics, University of Glasgow View citations (4)
   Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2012) View citations (8)

2011

7. Estimating Verdoorn law for Italian firms and regions
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Estimating Verdoorn law for Italian firms and regions, Letters in Spatial and Resource Sciences, Springer (2013) View citations (2) (2013)
8. Primary commodity prices: co-movements, common factors and fundamentals
   Policy Research Working Paper Series, The World Bank View citations (23)
   Also in Working Papers, Business School - Economics, University of Glasgow (2010) View citations (8)
   See also Journal Article Primary commodity prices: Co-movements, common factors and fundamentals, Journal of Development Economics, Elsevier (2013) View citations (130) (2013)
9. Testing for convergence from the micro level
   Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy View citations (3)
   Also in Working Papers, Business School - Economics, University of Glasgow (2011) View citations (3)

2010

10. Interest Rate Co-movements, Global Factors and the Long End of the Term Spread
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (12)
    Also in Working Papers, Business School - Economics, University of Glasgow (2010) View citations (10)
    See also Journal Article Interest rate co-movements, global factors and the long end of the term spread, Journal of Banking & Finance, Elsevier (2012) View citations (16) (2012)

2009

11. A spatial multilevel analysis of Italian SMEs Productivity
    Working Papers, Business School - Economics, University of Glasgow View citations (5)
    See also Journal Article A Spatial Multilevel Analysis of Italian SMEs' Productivity, Spatial Economic Analysis, Taylor & Francis Journals (2010) View citations (37) (2010)

2008

12. The Global Side of the Investment-Savings Puzzle
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)
    Also in Working Papers, Business School - Economics, University of Glasgow (2008)
    See also Journal Article The Global Side of the Investment-Saving Puzzle, Journal of Money, Credit and Banking, Blackwell Publishing (2009) View citations (20) (2009)

2007

13. Disaggregate Real Exchange Rate Behaviour
    Working Papers, Business School - Economics, University of Glasgow View citations (3)
    See also Journal Article Disaggregate Real Exchange Rate Behaviour, Open Economies Review, Springer (2007) View citations (3) (2007)
14. TRADE COSTS, TRADE BALANCES AND CURRENT ACCOUNTS: AN APPLICATION OF GRAVITY TO MULTILATERAL TRADE
    Working Papers, Business School - Economics, University of Glasgow
    Also in Working Papers, Center for Research in Economics and Statistics (2005) View citations (3)
    CESifo Working Paper Series, CESifo (2005) View citations (6)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (5)
    See also Journal Article Trade Costs, Trade Balances and Current Accounts: An Application of Gravity to Multilateral Trade, Open Economies Review, Springer (2008) View citations (6) (2008)

2006

15. Euro-Mediterranean Economic Integration: An Empirical Investigation of Trade Flows
    ERSA conference papers, European Regional Science Association View citations (2)
16. Regional Disparities and Public Policies in Italy: Some Considerations in Light of a Performance Analysis
    ERSA conference papers, European Regional Science Association

2005

17. Convergence in TFP among Italian Regions - Panel Unit Roots with Heterogeneity and Cross Sectional Dependence
    ERSA conference papers, European Regional Science Association View citations (3)

2003

18. Fatal Attraction
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
19. Fatal Attraction: A New Measure of Contagion
    IMF Working Papers, International Monetary Fund View citations (15)

Journal Articles

2023

1. Global connectivity between commodity prices and national stock markets: A time‐varying MIDAS analysis
   International Journal of Finance & Economics, 2023, 28, (3), 2607-2619
2. The “Great Lockdown” and cultural consumption in the UK
   Journal of Cultural Economics, 2023, 47, (4), 555-587
3. Unconventional monetary policies and credit co-movement in the Eurozone
   Journal of International Financial Markets, Institutions and Money, 2023, 85, (C) View citations (3)
   See also Working Paper Unconventional monetary policies and credit co-movement in the Eurozone, Post-Print (2023) View citations (1) (2023)

2022

4. A micro-founded approach to regional innovation in Italy
   Technological Forecasting and Social Change, 2022, 176, (C) View citations (1)
5. Starving the golden goose? Access to finance for innovators in the creative industries
   Journal of Cultural Economics, 2022, 46, (2), 345-386 View citations (1)

2021

6. SMEs' heterogeneity at the extensive margin and within the intensive margin of trade
   The Journal of International Trade & Economic Development, 2021, 30, (3), 439-467 View citations (1)

2020

7. Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries
   Journal of Financial Stability, 2020, 49, (C) View citations (1)
   See also Working Paper Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries, Post-Print (2020) View citations (1) (2020)

2018

8. Convergence analysis for hierarchical longitudinal data
   Economic Modelling, 2018, 73, (C), 89-99 View citations (4)

2017

9. The real exchange rate in the long run: Balassa-Samuelson effects reconsidered
   Journal of International Money and Finance, 2017, 75, (C), 69-92 View citations (29)
   See also Working Paper The Real Exchange Rate in the Long Run: Balassa-Samuelson Effects Reconsidered, CESifo Working Paper Series (2014) View citations (16) (2014)

2016

10. Fiducia verso persone e istituzioni: evidenze da una survey sul capitale civico degli studenti
    RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, 2016, 2016/3, (3), 100-112 View citations (1)
11. National fiscal consolidations and regional inequality in Europe
    Cambridge Journal of Regions, Economy and Society, 2016, 9, (1), 59-80 View citations (23)

2015

12. Agglomeration Externalities and the Productivity of Italian Firms
    Growth and Change, 2015, 46, (3), 354-378 View citations (4)
13. PARETO OR LOG-NORMAL? BEST FIT AND TRUNCATION IN THE DISTRIBUTION OF ALL CITIES
    Journal of Regional Science, 2015, 55, (5), 736-756 View citations (18)

2014

14. The verdoorn law at the regional level: evidence from europe
    RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, 2014, 2014/2, (2), 34-47

2013

15. Estimating Verdoorn law for Italian firms and regions
    Letters in Spatial and Resource Sciences, 2013, 6, (1), 45-54 View citations (2)
    See also Working Paper Estimating Verdoorn law for Italian firms and regions, MPRA Paper (2011) View citations (1) (2011)
16. European Cities and Global Competitiveness, edited by Peter K. Kresl and Daniele Ietri. 2012. Cheltenham, U.K. and Northampton, Massachusetts: Edward Elgar. 317 + viii. ISBN: 978-0-85793-828-2, $126.00
    Journal of Regional Science, 2013, 53, (4), 730-731
17. Primary commodity prices: Co-movements, common factors and fundamentals
    Journal of Development Economics, 2013, 101, (C), 16-26 View citations (130)
    See also Working Paper Primary commodity prices: co-movements, common factors and fundamentals, Policy Research Working Paper Series (2011) View citations (23) (2011)
18. Social Capital Formation across Space
    International Regional Science Review, 2013, 36, (3), 296-321 View citations (25)

2012

19. Interest rate co-movements, global factors and the long end of the term spread
    Journal of Banking & Finance, 2012, 36, (1), 183-192 View citations (16)
    See also Working Paper Interest Rate Co-movements, Global Factors and the Long End of the Term Spread, SIRE Discussion Papers (2010) View citations (12) (2010)

2010

20. A Spatial Multilevel Analysis of Italian SMEs' Productivity
    Spatial Economic Analysis, 2010, 5, (3), 299-316 View citations (37)
    See also Working Paper A spatial multilevel analysis of Italian SMEs Productivity, Working Papers (2009) View citations (5) (2009)
21. Domestic vs. International Correlations of Interest Rate Maturities
    Economics Bulletin, 2010, 30, (2), 1082-1090

2009

22. The Global Side of the Investment-Saving Puzzle
    Journal of Money, Credit and Banking, 2009, 41, (5), 1033-1040 View citations (20)
    Also in Journal of Money, Credit and Banking, 2009, 41, (5), 1033-1040 (2009) View citations (3)
    See also Working Paper The Global Side of the Investment-Savings Puzzle, SIRE Discussion Papers (2008) (2008)
23. Total Factor Productivity Convergence among Italian Regions: Some Evidence from Panel Unit Root Tests
    Regional Studies, 2009, 43, (1), 63-76 View citations (28)

2008

24. Divari economici e variabili di contesto. Un'analisi non parametrica per le regioni italiane
    RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, 2008, 2008/2, (2), 44-80 View citations (1)
25. Incentives, criminal defence lawyers and plea bargaining
    International Review of Law and Economics, 2008, 28, (3), 212-219 View citations (4)
26. Trade Costs, Trade Balances and Current Accounts: An Application of Gravity to Multilateral Trade
    Open Economies Review, 2008, 19, (5), 557-578 View citations (6)
    See also Working Paper TRADE COSTS, TRADE BALANCES AND CURRENT ACCOUNTS: AN APPLICATION OF GRAVITY TO MULTILATERAL TRADE, Working Papers (2007) (2007)

2007

27. Disaggregate Real Exchange Rate Behaviour
    Open Economies Review, 2007, 18, (4), 389-404 View citations (3)
    See also Working Paper Disaggregate Real Exchange Rate Behaviour, Working Papers (2007) View citations (3) (2007)
28. Extreme interdependence and extreme contagion between emerging markets
    Journal of International Money and Finance, 2007, 26, (8), 1261-1291 View citations (36)
29. Fatal attraction: Using distance to measure contagion in good times as well as bad
    Review of Financial Economics, 2007, 16, (3), 259-273 View citations (24)
    Also in Review of Financial Economics, 2007, 16, (3), 259-273 (2007) View citations (1)

Chapters

2010

1. Emerging Markets and the Global Financial Crisis
   Palgrave Macmillan

2009

2. EMU and the Euro-Mediterranean Dialogue: Trade Interdependence between Mediterranean and Euro-area Countries
   Palgrave Macmillan

2008

3. Interests or Expectations? A Political Economy Model of the Credibility of Exchange Rate Agreements
   Chapter 1 in Between Growth and Stability, 2008