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

Working Papers

2019

1. 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 (5)
   Also in Working Papers, Joint Research Centre, European Commission (Ispra site) (2017) View citations (13)

2018

2. New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR
   Working Papers, Joint Research Centre, European Commission (Ispra site) View citations (3)

2016

3. Risk Sharing in Europe
   JRC Working Papers, Joint Research Centre (Seville site) View citations (3)

2015

4. 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)
5. Public Finances Today: Lessons Learned and Challenges Ahead
   Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area

2014

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

2013

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

2012

9. EMU sovereign spreads and macroeconomic news
   MPRA Paper, University Library of Munich, Germany View citations (6)
10. 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

11. 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)
12. 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)
13. 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
14. Till labor cost do us part. On the long run convergence of EMU countries
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna

2010

15. 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

1. Are GDP forecasts optimal? Evidence on European countries
   International Journal of Forecasting, 2020, 36, (3), 963-973 View citations (1)

2019

2. A Review of International Risk Sharing for Policy Analysis
   East Asian Economic Review, 2019, 23, (3), 227-260 View citations (1)
3. Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model
   Economic Modelling, 2019, 81, (C), 242-273 View citations (2)

2018

4. Globalization and international risk-sharing: The role of social and political integration
   European Journal of Political Economy, 2018, 55, (C), 324-345 View citations (5)

2016

5. 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)
6. University–Industry collaboration in the biopharmaceuticals: the Italian case
   The Journal of Technology Transfer, 2016, 41, (4), 818-840 View citations (23)

2015

7. 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)
8. 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

9. A note on gravity models and international investment patterns
   Applied Financial Economics, 2014, 24, (21), 1393-1400 View citations (2)
10. Foreign portfolio diversification and risk-sharing
    Economics Letters, 2014, 125, (2), 187-190 View citations (5)
11. Overreaction in Survey Exchange Rate Forecasts
    Journal of Forecasting, 2014, 33, (4), 243-258 View citations (2)
12. Till labor cost do us part
    International Economics and Economic Policy, 2014, 11, (3), 371-395 View citations (2)

2013

13. Cross-border equity portfolio choices and the diversification motive: A fractional regression approach
    Economics Letters, 2013, 121, (2), 282-286 View citations (11)

2012

14. Family dissolution and precautionary savings: an empirical analysis
    Review of Economics of the Household, 2012, 10, (4), 573-595 View citations (6)
    See also Working Paper (2011)

2011

15. 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)