Details about Marco Gallegati

Access statistics for papers by Marco Gallegati.

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

Short-id: pga267

Working Papers

2021

1. Risk and Strategic Complementarities: Banks Behavior, Supervision and Macroprudential Policies
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali

2020

2. LONG SWINGS IN THE GROWTH OF GOVERNMENT EXPENDITURE: AN INTERNATIONAL HISTORICAL PERSPECTIVE
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali
   See also Journal Article Long swings in the growth of government expenditure: an international historical perspective, Public Choice, Springer (2022) View citations (1) (2022)

2019

3. Money growth and inflation: International historical evidence on high inflation episodes for developed countries
   Bank of Finland Research Discussion Papers, Bank of Finland
4. Mr Phillips and the medium-run: temporal instability vs. frequency stability
   Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences View citations (4)
5. Phillips' averaging procedure as a 'crude' version of the Haar wavelet filter
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali

2008

6. Overall Specialization and Income: Countries Diversity
   Working Papers, Macerata University, Department of Finance and Economic Sciences View citations (9)

2005

7. A Wavelet Analysis of MENA Stock Markets
   Finance, University Library of Munich, Germany View citations (23)
   Also in Middle East and North Africa, EcoMod (2001)
8. Stock market returns and economic activity: evidence from wavelet analysis
   Macroeconomics, University Library of Munich, Germany View citations (1)
9. Stock returns and economic activity; evidence from wavelet analysis
   Computing in Economics and Finance 2005, Society for Computational Economics View citations (1)
10. Trade balance and terms of trade in U.S.: a time-scale decomposition analysis
    International Trade, University Library of Munich, Germany
11. Wavelet variance and correlation analyses of output in G7 countries
    Macroeconomics, University Library of Munich, Germany View citations (5)

2002

12. Financial Constraints and the Balance Sheet Channel: a Re-Interpretation
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (7)
    Also in Heterogeneity and monetary policy, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica (2001) View citations (1)
    See also Journal Article Financial constraints and the balance sheet channel: a re-interpretation, Applied Economics, Taylor & Francis Journals (2005) View citations (2) (2005)

2001

13. European Business Cycles: 1960-1998
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (7)

1996

14. Firm's optimal capital accumulation path with asymmetric informations and debt instead of equity finance
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali

Journal Articles

2022

1. DATA REDUCTION BY THE HAAR FUNCTION: A CASE STUDY OF THE PHILLIPS CURVE
   Macroeconomic Dynamics, 2022, 26, (8), 2086-2103
2. Long swings in the growth of government expenditure: an international historical perspective
   Public Choice, 2022, 192, (3), 227-248 View citations (1)
   See also Working Paper LONG SWINGS IN THE GROWTH OF GOVERNMENT EXPENDITURE: AN INTERNATIONAL HISTORICAL PERSPECTIVE, Working Papers (2020) (2020)
3. Multiscale evaluation of CMIP5 models using wavelet-based descriptive and diagnostic techniques
   Climatic Change, 2022, 170, (3), 1-16
4. The medium-run Phillips curve: A time–frequency investigation for the UK
   Journal of Macroeconomics, 2022, 73, (C) View citations (1)

2021

5. International Historical Evidence on Money Growth and Inflation: The Role of High Inflation Episodes
   The B.E. Journal of Macroeconomics, 2021, 21, (2), 541-564 View citations (3)
6. Introduction to the special issue on “New macroeconomic perspectives on inequality, credit, and stability”
   Journal of Economic Behavior & Organization, 2021, 183, (C), 884-886

2019

7. A system for dating long wave phases in economic development
   Journal of Evolutionary Economics, 2019, 29, (3), 803-822 View citations (8)
8. DSGE model with financial frictions over subsets of business cycle frequencies
   Journal of Economic Dynamics and Control, 2019, 100, (C), 152-163 View citations (8)

2018

9. A systematic wavelet-based exploratory analysis of climatic variables
   Climatic Change, 2018, 148, (1), 325-338 View citations (4)
10. Macrofinancial imbalances in historical perspective: A global crisis index
    Journal of Economic Dynamics and Control, 2018, 91, (C), 190-205 View citations (3)

2017

11. Long waves in prices: new evidence from wavelet analysis
    Cliometrica, 2017, 11, (1), 127-151 View citations (11)

2016

12. Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries
    Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (4), 477-493 View citations (6)

2015

13. Growth and Cycles of the Italian Economy Since 1861: The New Evidence
    Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, 2015, 1, (1), 25-59 View citations (3)

2014

14. Interest rate spreads and output: A time scale decomposition analysis using wavelets
    Computational Statistics & Data Analysis, 2014, 76, (C), 283-290 View citations (26)
15. Making leading indicators more leading: A wavelet-based method for the construction of composite leading indexes
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2014, 2014, (1), 1-21 View citations (7)
16. The forward looking information content of equity and bond markets for aggregate investments
    Journal of Economics and Business, 2014, 75, (C), 1-24 View citations (5)

2013

17. Bond vs stock market's Q: Testing for stability across frequencies and over time
    Journal of Empirical Finance, 2013, 24, (C), 138-150 View citations (35)
18. Structural change and phase variation: A re-examination of the q-model using wavelet exploratory analysis
    Structural Change and Economic Dynamics, 2013, 25, (C), 60-73 View citations (4)

2012

19. A wavelet-based approach to test for financial market contagion
    Computational Statistics & Data Analysis, 2012, 56, (11), 3491-3497 View citations (119)
20. Destinations' competitiveness and tourist satisfaction surveys: an economic analysis
    RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, 2012, 66, (2), 249-261

2011

21. The US Wage Phillips Curve across Frequencies and over Time
    Oxford Bulletin of Economics and Statistics, 2011, 73, (4), 489-508 View citations (110)

2010

22. Instrumental variables and wavelet decompositions
    Economic Modelling, 2010, 27, (6), 1498-1513 View citations (12)

2009

23. Overall trade specialization and economic development: countries diversify
    Review of World Economics (Weltwirtschaftliches Archiv), 2009, 145, (1), 37-55 View citations (79)
24. The US Wage Phillips Curve over Different Time Horizons
    Giornale degli Economisti, 2009, 68, (2), 113-148 View citations (1)

2008

25. Wavelet analysis of stock returns and aggregate economic activity
    Computational Statistics & Data Analysis, 2008, 52, (6), 3061-3074 View citations (92)

2007

26. Semiparametric analysis of the specialization-income relationship
    Applied Economics Letters, 2007, 15, (4), 301-306 View citations (16)
27. Wavelet Variance Analysis of Output in G-7 Countries
    Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (3), 25 View citations (60)

2005

28. Financial constraints and the balance sheet channel: a re-interpretation
    Applied Economics, 2005, 37, (16), 1925-1933 View citations (2)
    See also Working Paper Financial Constraints and the Balance Sheet Channel: a Re-Interpretation, Working Papers (2002) View citations (7) (2002)
29. On the nature and causes of business fluctuations in Italy, 1861-2000
    Explorations in Economic History, 2005, 42, (1), 81-100 View citations (3)
30. Requiem for the unit root in per capita real GDP? Additional evidence from historical data
    Empirical Economics, 2005, 30, (1), 37-63 View citations (24)

2004

31. Business Cycle Fluctuations in Mediterranean Countries (1960-2000)
    Emerging Markets Finance and Trade, 2004, 40, (6), 28-47 View citations (6)

2002

32. Una generalizzazione dell'approccio Greenwald-Stiglitz con imprese eterogenee
    Economia politica, 2002, (1), 91-120

Edited books

2014

1. Wavelet Applications in Economics and Finance
   Dynamic Modeling and Econometrics in Economics and Finance, Springer View citations (54)

Chapters

2014

1. Does Productivity Affect Unemployment? A Time-Frequency Analysis for the US
   Springer View citations (15)
2. Early Warning Signals of Financial Stress: A “Wavelet-Based” Composite Indicators Approach
   Springer View citations (2)

2012

3. Errors-in-Variables and the Wavelet Multiresolution Approximation Approach: A Monte Carlo Study
   A chapter in Essays in Honor of Jerry Hausman, 2012, pp 149-171

2006

4. The Decomposition of the Inflation Unemployment Relationship by Time Scale Using Wavelets
   A chapter in Quantitative and Empirical Analysis of Nonlinear Dynamic Macromodels, 2006, pp 93-112