Details about Graziano Moramarco

Access statistics for papers by Graziano Moramarco.

Last updated 2025-11-10. Update your information in the RePEc Author Service.

Short-id: pmo1278

Working Papers

2025

1. Factor Network Autoregressions
   Papers, arXiv.org View citations (5)
   See also Journal Article Factor Network Autoregressions, Journal of Business & Economic Statistics, Taylor & Francis Journals (2025) (2025)
2. Macroeconomic Spillovers of Weather Shocks across U.S. States
   Papers, arXiv.org
   Also in Working Papers, Fondazione Eni Enrico Mattei (2024)
   FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2024)
   See also Journal Article Macroeconomic Spillovers of Weather Shocks Across U.S. States, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2026) (2026)

2024

3. Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States
   Papers, arXiv.org View citations (1)
   See also Journal Article Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States, International Journal of Forecasting, Elsevier (2024) View citations (1) (2024)
4. Intellectual Property Rights and the Efficiency of International Production Networks: Evidence from the Automotive Industry
   Development Working Papers, Centro Studi Luca d'Agliano, University of Milano
5. Regime-Switching Density Forecasts Using Economists' Scenarios
   Papers, arXiv.org
   See also Journal Article Regime‐Switching Density Forecasts Using Economists' Scenarios, Journal of Forecasting, John Wiley & Sons, Ltd. (2025) (2025)

2023

6. Funding liquidity, credit risk and unconventional monetary policy in the Euro area: A GVAR approach
   Papers, arXiv.org
   See also Journal Article Funding liquidity, credit risk and unconventional monetary policy in the Euro area: A GVAR approach, Economics Bulletin, AccessEcon (2022) View citations (1) (2022)

2020

7. Exchange Rates and Political Uncertainty: The Brexit Case
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna View citations (3)
   See also Journal Article Exchange rates and political uncertainty: the Brexit case, Economica, London School of Economics and Political Science (2024) (2024)

Journal Articles

2026

1. Macroeconomic Spillovers of Weather Shocks Across U.S. States
   Oxford Bulletin of Economics and Statistics, 2026, 88, (1), 141-156
   See also Working Paper Macroeconomic Spillovers of Weather Shocks across U.S. States, Papers (2025) (2025)

2025

2. Analyzing Inter‐Hemispheric Climate Change Asymmetries With a Cointegrated Vector Autoregression
   Environmetrics, 2025, 36, (6)
3. Factor Network Autoregressions
   Journal of Business & Economic Statistics, 2025, 43, (4), 1105-1118
   See also Working Paper Factor Network Autoregressions, Papers (2025) View citations (5) (2025)
4. Regime‐Switching Density Forecasts Using Economists' Scenarios
   Journal of Forecasting, 2025, 44, (2), 833-845
   See also Working Paper Regime-Switching Density Forecasts Using Economists' Scenarios, Papers (2024) (2024)

2024

5. Exchange rates and political uncertainty: the Brexit case
   Economica, 2024, 91, (362), 621-652
   See also Working Paper Exchange Rates and Political Uncertainty: The Brexit Case, Working Papers (2020) View citations (3) (2020)
6. Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States
   International Journal of Forecasting, 2024, 40, (2), 777-795 View citations (1)
   See also Working Paper Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States, Papers (2024) View citations (1) (2024)
7. TAKING STOCK OF ITALY’S NATIONAL RECOVERY AND RESILIENCE PLAN
   Politica economica, 2024, (1-2), 237-250

2023

8. Gains from trade and their quantification: Does sectoral disaggregation matter?
   International Economics, 2023, 174, (C), 44-68

2022

9. Funding liquidity, credit risk and unconventional monetary policy in the Euro area: A GVAR approach
   Economics Bulletin, 2022, 42, (2), 494 - 512 View citations (1)
   See also Working Paper Funding liquidity, credit risk and unconventional monetary policy in the Euro area: A GVAR approach, Papers (2023) (2023)
10. Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers
    Econometrics, 2022, 11, (1), 1-29