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Details about Marco Maria Sorge

Homepage:https://sites.google.com/site/marcomariasorge/
Workplace:Centro Studi di Economia e Finanza (CSEF) (Centre for Studies in Economics and Finance), (more information at EDIRC)
Dipartimento di Scienze Economiche e Statistiche (DISES) (Department of Economics and Statistics), Università degli Studi di Salerno (University of Salerno), (more information at EDIRC)

Access statistics for papers by Marco Maria Sorge.

Last updated 2023-05-10. Update your information in the RePEc Author Service.

Short-id: pso393


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Working Papers

2022

  1. Is Time an Illusion? A Bootstrap Likelihood Ratio Approach to Testing Shock Transmission Delays in DSGE Models
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy Downloads

2021

  1. Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2021)

2020

  1. Equilibrium Indeterminacy and Extreme Outcomes: A Fat Sunspot Ta(i)l(e)
    Working Papers, University of Alberta, Department of Economics Downloads

2019

  1. Serving the (Un)Deserving? The Allocation of Credit in Markets with Asymmetrically Informed Lenders
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy Downloads

2018

  1. Computing Sunspot Solutions to Rational Expectations Models with Timing Restrictions
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy Downloads
    See also Journal Article in The B.E. Journal of Macroeconomics (2020)

2015

  1. Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy Downloads

2014

  1. Lobbying (Strategically Appointed) Bureaucrats
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy Downloads
    See also Journal Article in Constitutional Political Economy (2015)

2013

  1. A Note on Information Flows and Identification of News Shocks Models
    EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels Downloads View citations (4)
    See also Journal Article in Journal of Economics and Econometrics (2013)
  2. Does Near-Rationality Matter in First-Order Approximate Solutions? A Perturbation Approach
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy Downloads
  3. On the Fundamentalness of Nonfundamentalness in DSGE Models
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy Downloads

2012

  1. Robust Delegation with Uncertain Monetary Policy Preferences
    EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels Downloads View citations (4)
    See also Journal Article in Economic Modelling (2013)

2011

  1. News Shocks or Correlated Sunspots? An Observational Equivalence Result in Linear Rational Expectations Model
    EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels Downloads
  2. On the Solution of Markov-switching Rational Expectations Models
    Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) Downloads

2010

  1. A Note on Kalman Filter Approach To Solution of Rational Expectations Models
    Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE) Downloads
    See also Journal Article in Economics Bulletin (2010)
  2. The Role of the Judiciary in the Public Decision Making Process
    Discussion Paper Series of the Max Planck Institute for Research on Collective Goods, Max Planck Institute for Research on Collective Goods Downloads
    See also Journal Article in Economics and Politics (2012)

Journal Articles

2023

  1. Stochastic Ordering of Stationary Distributions of Linear Recurrences: Further Results and Economic Applications
    Economies, 2023, 11, (4), 1-10 Downloads

2021

  1. Equilibrium indeterminacy and sunspot tales
    European Economic Review, 2021, 140, (C) Downloads View citations (1)
  2. Good Co(o)p or Bad Co(o)p? Redistribution Concerns and Competition in Credit Markets with Imperfect Information
    The B.E. Journal of Economic Analysis & Policy, 2021, 21, (2), 657-694 Downloads
  3. Persistent dynamics in (in)determinate equilibrium rational expectations models
    International Journal of Computational Economics and Econometrics, 2021, 11, (1), 1-11 Downloads
  4. Stabilizing Taylor rules and determinacy under unit root supply shocks: A re-examination
    Journal of Macroeconomics, 2021, 68, (C) Downloads
  5. Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks
    Journal of Economic Dynamics and Control, 2021, 133, (C) Downloads
    See also Working Paper (2021)

2020

  1. Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models
    Decisions in Economics and Finance, 2020, 43, (1), 363-372 Downloads
  2. Computing sunspot solutions to rational expectations models with timing restrictions
    The B.E. Journal of Macroeconomics, 2020, 20, (2), 10 Downloads View citations (2)
    Also in The B.E. Journal of Macroeconomics, 2020, 20, (2), 10 (2020) Downloads View citations (2)

    See also Working Paper (2018)
  3. Credit allocation in heterogeneous banking systems
    German Economic Review, 2020, 21, (1), 1-33 Downloads
  4. Sunspot-driven fat tails: A note
    Economics Letters, 2020, 193, (C) Downloads View citations (7)

2019

  1. Solving Rational Expectations Models with Informational Subperiods: A Comment
    Computational Economics, 2019, 53, (4), 1649-1654 Downloads View citations (4)

2018

  1. Comparing inequality and mobility in linear models: Comment
    Economics Letters, 2018, 172, (C), 56-58 Downloads
  2. DOES NEAR†RATIONALITY MATTER IN FIRST†ORDER APPROXIMATE SOLUTIONS? A PERTURBATION APPROACH
    Bulletin of Economic Research, 2018, 70, (1), E97-E113 Downloads
  3. Indeterminacy and fundamental reduced form representations of DSGE models
    Metroeconomica, 2018, 69, (2), 509-524 Downloads
  4. Outside (option) in the orchard: lemons or peaches?
    Economia e Politica Industriale: Journal of Industrial and Business Economics, 2018, 45, (4), 555-564 Downloads
  5. Stochastic dominance and thick-tailed wealth distributions
    Journal of Economics, 2018, 123, (2), 141-159 Downloads View citations (1)

2017

  1. Indeterminate forecast accuracy under indeterminacy
    Journal of Macroeconomics, 2017, 53, (C), 57-70 Downloads View citations (5)

2015

  1. Lobbying (strategically appointed) bureaucrats
    Constitutional Political Economy, 2015, 26, (2), 171-189 Downloads View citations (1)
    See also Working Paper (2014)

2014

  1. ‪Incomplete Contracts as a Screening Device in Competing Vertical Inter-Firm Relationships‪
    Revue d'économie industrielle, 2014, n° 147, (3), 141-181 Downloads

2013

  1. A Note on Information Flows and Identification of News Shocks Models
    Journal of Economics and Econometrics, 2013, 56, (1), 28-38 Downloads View citations (3)
    See also Working Paper (2013)
  2. Generalized adaptive expectations revisited
    Economics Letters, 2013, 120, (2), 203-205 Downloads View citations (6)
  3. Model reference adaptive expectations in Markov-switching economies
    Economic Modelling, 2013, 32, (C), 551-559 Downloads View citations (1)
  4. Robust delegation with uncertain monetary policy preferences
    Economic Modelling, 2013, 30, (C), 73-78 Downloads View citations (12)
    See also Working Paper (2012)

2012

  1. Corruption in a neoclassical growth model with a non-convex production function: comment
    International Review of Economics, 2012, 59, (3), 315-319 Downloads
  2. News shocks or parametric indeterminacy? An observational equivalence result in linear rational expectations models
    Economics Letters, 2012, 114, (2), 198-200 Downloads View citations (10)
  3. The Role of the Judiciary in the Public Decision‐Making Process
    Economics and Politics, 2012, 24, (1), 1-23 Downloads View citations (3)
    See also Working Paper (2010)

2010

  1. A note on Kalman filter approach to solution of rational expectations models
    Economics Bulletin, 2010, 30, (3), 2002-2009 Downloads
    See also Working Paper (2010)
  2. A “Nearly Ideal” Solution to Linear Time-Varying Rational Expectations Models
    Computational Economics, 2010, 35, (4), 331-353 Downloads View citations (7)
  3. Lobbying-consistent Delegation and Sequential Policy Making
    Economics Bulletin, 2010, 30, (4), 3088-3102 Downloads View citations (1)
  4. On the Empirical Separability of News Shocks and Sunspots
    Notas Económicas, 2010, (32), 44-55 Downloads View citations (1)
  5. On the Production Function for Italy
    Rivista Internazionale di Scienze Sociali, 2010, 118, (4), 401-416 Downloads View citations (1)
 
Page updated 2023-11-30