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Details about Filippo Maria Pericoli

E-mail:
Workplace:Joint Research Centre, European Commission, (more information at EDIRC)

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

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

2018

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

2016

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

2015

  1. 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 Downloads
    See also Journal Article in International Journal of Finance & Economics (2016)
  2. Public Finances Today: Lessons Learned and Challenges Ahead
    Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area Downloads

2014

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

2013

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

2012

  1. EMU sovereign spreads and macroeconomic news
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
  2. 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 Downloads View citations (1)
    See also Journal Article in Review of Economics of the Household (2015)

2011

  1. Family dissolution and precautionary savings: an empirical analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Review of Economics of the Household (2012)
  2. International investment positions and risk sharing: an empirical analysis on the coordinated portfolio investment survey
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in International Journal of Computational Economics and Econometrics (2015)
  3. 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 Downloads
  4. Till labor cost do us part. On the long run convergence of EMU countries
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads

2010

  1. Tax incentives and household investment in complementary pension insurance: some recent evidence from the Italian experience
    MPRA Paper, University Library of Munich, Germany Downloads
    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 Downloads View citations (1)

2019

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

2018

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

2016

  1. Channels of Risk Sharing at Micro Level: Savings, Investments and Risk Aversion Heterogeneity
    International Journal of Finance & Economics, 2016, 21, (1), 90-104 Downloads View citations (2)
    See also Working Paper (2015)
  2. University–Industry collaboration in the biopharmaceuticals: the Italian case
    The Journal of Technology Transfer, 2016, 41, (4), 818-840 Downloads View citations (23)

2015

  1. 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 Downloads
    See also Working Paper (2011)
  2. 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 Downloads View citations (2)
    See also Working Paper (2012)

2014

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

2013

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

2012

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

2011

  1. 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 Downloads
    See also Working Paper (2010)
 
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