Details about Filippo Maria Pericoli

Access statistics for papers by Filippo Maria Pericoli.

Last updated 2023-10-09. Update your information in the RePEc Author Service.

Short-id: ppe347

Working Papers

2022

1. Modelling the diffusion of the deterrent effects of competition policy
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission View citations (1)
2. Testing big data in a big crisis: Nowcasting under COVID-19
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission View citations (6)
   See also Journal Article Testing big data in a big crisis: Nowcasting under Covid-19, International Journal of Forecasting, Elsevier (2023) View citations (1) (2023)

2021

3. Measuring and monitoring absolute poverty (ABSPO) – Final Report
   JRC Research Reports, Joint Research Centre View citations (3)

2019

4. 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 JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission (2017) View citations (27)

2018

5. New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission View citations (10)

2016

6. Risk Sharing in Europe
   JRC Research Reports, Joint Research Centre View citations (5)

2015

7. Channels of risk-sharing at a micro level: savings, investments and the risk aversion heterogeneity
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   See also Journal Article Channels of Risk Sharing at Micro Level: Savings, Investments and Risk Aversion Heterogeneity, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2016) View citations (3) (2016)
8. Public Finances Today: Lessons Learned and Challenges Ahead
   Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area

2014

9. Reassessing international investment patterns: a revisitation of Lane and Milesi-Ferretti's evidence
   MPRA Paper, University Library of Munich, Germany View citations (1)

2013

10. Bank lending in a cointegrated VAR model
    Working Papers, Department of the Treasury, Ministry of the Economy and of Finance
11. Inefficiency in Survey Exchange Rates Forecasts
    Working Papers, Sapienza University of Rome, DISS View citations (2)
    Also in Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" (2013) View citations (2)

2012

12. EMU sovereign spreads and macroeconomic news
    MPRA Paper, University Library of Munich, Germany View citations (6)
13. The impact of social capital on consumption insurance and income volatility in U.K.: evidence from british household panel survey
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article The impact of social capital on consumption insurance and income volatility in the UK: evidence from the British Household Panel Survey, Review of Economics of the Household, Springer (2015) View citations (5) (2015)

2011

14. Family dissolution and precautionary savings: an empirical analysis
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Family dissolution and precautionary savings: an empirical analysis, Review of Economics of the Household, Springer (2012) View citations (9) (2012)
15. International investment positions and risk sharing: an empirical analysis on the coordinated portfolio investment survey
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article International investment positions and risk-sharing: an empirical analysis on the coordinated portfolio investment survey, International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd (2015) (2015)
16. Till Labor Cost Do Us Part A Vecm Model of Unit Labor Cost Convergence in the Euro Area
    Working Papers, Doctoral School of Economics, Sapienza University of Rome
17. Till labor cost do us part. On the long run convergence of EMU countries
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna

2010

18. Tax incentives and household investment in complementary pension insurance: some recent evidence from the Italian experience
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Tax Incentives and Household Investment in Complementary Pension Insurance: Some Recent Evidence From the Italian Experience, Risk Management and Insurance Review, American Risk and Insurance Association (2011) (2011)

Journal Articles

2024

1. EU Cohesion Policy and Inter‐regional Risk‐sharing: First Evidence and Lessons Learned
   Journal of Common Market Studies, 2024, 62, (1), 142-167

2023

2. Modelling the Diffusion of the Deterrent Effects of Competition Policy†
   Journal of Competition Law and Economics, 2023, 19, (2), 277-311
3. Risk sharing channels in OECD countries: A heterogeneous panel VAR approach
   Journal of International Money and Finance, 2023, 131, (C) View citations (3)
4. Testing big data in a big crisis: Nowcasting under Covid-19
   International Journal of Forecasting, 2023, 39, (4), 1548-1563 View citations (1)
   See also Working Paper Testing big data in a big crisis: Nowcasting under COVID-19, JRC Working Papers in Economics and Finance (2022) View citations (6) (2022)

2020

5. Are GDP forecasts optimal? Evidence on European countries
   International Journal of Forecasting, 2020, 36, (3), 963-973 View citations (5)

2019

6. A Review of International Risk Sharing for Policy Analysis
   East Asian Economic Review, 2019, 23, (3), 227-260 View citations (7)
7. Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model
   Economic Modelling, 2019, 81, (C), 242-273 View citations (7)

2018

8. Globalization and international risk-sharing: The role of social and political integration
   European Journal of Political Economy, 2018, 55, (C), 324-345 View citations (10)

2016

9. Channels of Risk Sharing at Micro Level: Savings, Investments and Risk Aversion Heterogeneity
   International Journal of Finance & Economics, 2016, 21, (1), 90-104 View citations (3)
   See also Working Paper Channels of risk-sharing at a micro level: savings, investments and the risk aversion heterogeneity, CAMA Working Papers (2015) (2015)
10. University–Industry collaboration in the biopharmaceuticals: the Italian case
    The Journal of Technology Transfer, 2016, 41, (4), 818-840 View citations (39)

2015

11. International investment positions and risk-sharing: an empirical analysis on the coordinated portfolio investment survey
    International Journal of Computational Economics and Econometrics, 2015, 5, (4), 364-391
    See also Working Paper International investment positions and risk sharing: an empirical analysis on the coordinated portfolio investment survey, MPRA Paper (2011) (2011)
12. The impact of social capital on consumption insurance and income volatility in the UK: evidence from the British Household Panel Survey
    Review of Economics of the Household, 2015, 13, (2), 269-295 View citations (5)
    See also Working Paper The impact of social capital on consumption insurance and income volatility in U.K.: evidence from british household panel survey, MPRA Paper (2012) View citations (1) (2012)

2014

13. A note on gravity models and international investment patterns
    Applied Financial Economics, 2014, 24, (21), 1393-1400 View citations (2)
14. Foreign portfolio diversification and risk-sharing
    Economics Letters, 2014, 125, (2), 187-190 View citations (7)
15. Overreaction in Survey Exchange Rate Forecasts
    Journal of Forecasting, 2014, 33, (4), 243-258 View citations (4)
16. Till labor cost do us part
    International Economics and Economic Policy, 2014, 11, (3), 371-395 View citations (3)

2013

17. Cross-border equity portfolio choices and the diversification motive: A fractional regression approach
    Economics Letters, 2013, 121, (2), 282-286 View citations (13)

2012

18. Family dissolution and precautionary savings: an empirical analysis
    Review of Economics of the Household, 2012, 10, (4), 573-595 View citations (9)
    See also Working Paper Family dissolution and precautionary savings: an empirical analysis, MPRA Paper (2011) View citations (2) (2011)

2011

19. Tax Incentives and Household Investment in Complementary Pension Insurance: Some Recent Evidence From the Italian Experience
    Risk Management and Insurance Review, 2011, 14, (2), 247-263
    See also Working Paper Tax incentives and household investment in complementary pension insurance: some recent evidence from the Italian experience, MPRA Paper (2010) (2010)