Details about Filippo Maria Pericoli
Access statistics for papers by Filippo Maria Pericoli.
Last updated 2020-07-03. Update your information in the RePEc Author Service.
Short-id: ppe347
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Working Papers
2019
- The Global Multi-Country Model (GM): An Estimated DSGE Model for Euro Area Countries
European Economy - Discussion Papers 2015 -, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (16)
Also in Working Papers, Joint Research Centre, European Commission (2017) View citations (27)
2018
- New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR
Working Papers, Joint Research Centre, European Commission View citations (9)
2016
- Risk Sharing in Europe
JRC Research Reports, Joint Research Centre (Seville site) View citations (4)
2015
- 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 in International Journal of Finance & Economics (2016)
- Public Finances Today: Lessons Learned and Challenges Ahead
Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area
2014
- Reassessing international investment patterns: a revisitation of Lane and Milesi-Ferretti's evidence
MPRA Paper, University Library of Munich, Germany View citations (1)
2013
- Bank lending in a cointegrated VAR model
Working Papers, Department of the Treasury, Ministry of the Economy and of Finance
- 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
- EMU sovereign spreads and macroeconomic news
MPRA Paper, University Library of Munich, Germany View citations (6)
- 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 in Review of Economics of the Household (2015)
2011
- Family dissolution and precautionary savings: an empirical analysis
MPRA Paper, University Library of Munich, Germany View citations (2)
See also Journal Article in Review of Economics of the Household (2012)
- 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 in International Journal of Computational Economics and Econometrics (2015)
- 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
- Till labor cost do us part. On the long run convergence of EMU countries
Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna
2010
- 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 in Risk Management and Insurance Review (2011)
Journal Articles
2020
- Are GDP forecasts optimal? Evidence on European countries
International Journal of Forecasting, 2020, 36, (3), 963-973 View citations (2)
2019
- A Review of International Risk Sharing for Policy Analysis
East Asian Economic Review, 2019, 23, (3), 227-260 View citations (5)
- Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model
Economic Modelling, 2019, 81, (C), 242-273 View citations (5)
2018
- Globalization and international risk-sharing: The role of social and political integration
European Journal of Political Economy, 2018, 55, (C), 324-345 View citations (6)
2016
- 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 (2)
See also Working Paper (2015)
- University–Industry collaboration in the biopharmaceuticals: the Italian case
The Journal of Technology Transfer, 2016, 41, (4), 818-840 View citations (34)
2015
- 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 (2011)
- 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 (2)
See also Working Paper (2012)
2014
- A note on gravity models and international investment patterns
Applied Financial Economics, 2014, 24, (21), 1393-1400 View citations (2)
- Foreign portfolio diversification and risk-sharing
Economics Letters, 2014, 125, (2), 187-190 View citations (5)
- Overreaction in Survey Exchange Rate Forecasts
Journal of Forecasting, 2014, 33, (4), 243-258 View citations (3)
- Till labor cost do us part
International Economics and Economic Policy, 2014, 11, (3), 371-395 View citations (2)
2013
- Cross-border equity portfolio choices and the diversification motive: A fractional regression approach
Economics Letters, 2013, 121, (2), 282-286 View citations (12)
2012
- Family dissolution and precautionary savings: an empirical analysis
Review of Economics of the Household, 2012, 10, (4), 573-595 View citations (8)
See also Working Paper (2011)
2011
- 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 (2010)
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