Details about Massimo Giovannini

Access statistics for papers by Massimo Giovannini.

Last updated 2021-12-10. Update your information in the RePEc Author Service.

Short-id: pgi350

Working Papers

2021

1. Efficient and robust inference of models with occasionally binding constraints
   Working Papers, Joint Research Centre, European Commission View citations (5)
2. The Euro Area's pandemic recession: A DSGE interpretation
   Working Papers, Joint Research Centre, European Commission

2019

3. Adjustment dynamics and business cycle heterogeneity in the EMU: Evidence from estimated DSGE models
   VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association
   Also in Working Papers, Joint Research Centre, European Commission (2018)
4. Euro Area & US External Adjustment: The Role of Commodity Prices & Emerging Market Shocks
   European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (28)
5. The Global Multi-Country Model (GM): An Estimated DSGE Model for Euro Area Countries
   European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (19)
   Also in Working Papers, Joint Research Centre, European Commission (2017) View citations (27)

2018

6. Euro Area and U.S. External Adjustment: The Role of Commodity Prices and Emerging Market Shocks
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (3)
   Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2018) View citations (16)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (2)
   VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association (2018) View citations (3)
   MPRA Paper, University Library of Munich, Germany (2018) View citations (4)
   See also Journal Article Euro Area and US external adjustment: The role of commodity prices and Emerging Market shocks, Journal of International Money and Finance, Elsevier (2019) View citations (29) (2019)

2004

7. Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants
   Working Papers, Fondazione Eni Enrico Mattei View citations (2)
   See also Journal Article Conditional correlations in the returns on oil companies stock prices and their determinants, Empirica, Springer (2006) View citations (12) (2006)

2003

8. Long-run Models of Oil Stock Prices
   Working Papers, Fondazione Eni Enrico Mattei View citations (21)
9. Oil and Product Price Dynamics in International Petroleum Markets
   Working Papers, Fondazione Eni Enrico Mattei View citations (4)
10. Oil and price dynamics in international petroleum markets
    Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia View citations (4)

Journal Articles

2020

1. Financial spillover and global risk in a multi-region model of the world economy
   Journal of Economic Behavior & Organization, 2020, 177, (C), 185-218 View citations (9)

2019

2. Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model
   Economic Modelling, 2019, 81, (C), 242-273 View citations (7)
3. Euro Area and US external adjustment: The role of commodity prices and Emerging Market shocks
   Journal of International Money and Finance, 2019, 94, (C), 183-205 View citations (29)
   See also Working Paper Euro Area and U.S. External Adjustment: The Role of Commodity Prices and Emerging Market Shocks, Working Papers ECARES (2018) View citations (3) (2018)

2006

4. Conditional correlations in the returns on oil companies stock prices and their determinants
   Empirica, 2006, 33, (4), 193-207 View citations (12)
   See also Working Paper Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants, Working Papers (2004) View citations (2) (2004)

2005

5. Modeling and forecasting cointegrated relationships among heavy oil and product prices
   Energy Economics, 2005, 27, (6), 831-848 View citations (72)