Details about Marco Maria Sorge

Access statistics for papers by Marco Maria Sorge.

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

Short-id: pso393

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

2021

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

2020

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

2019

4. 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

2018

5. 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
   See also Journal Article in The B.E. Journal of Macroeconomics (2020)

2015

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

2014

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

2013

8. A Note on Information Flows and Identification of News Shocks Models
   EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels View citations (4)
   See also Journal Article in Journal of Economics and Econometrics (2013)
9. 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
10. On the Fundamentalness of Nonfundamentalness in DSGE Models
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy

2012

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

2011

12. 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
13. On the Solution of Markov-switching Rational Expectations Models
    Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE)

2010

14. 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)
    See also Journal Article in Economics Bulletin (2010)
15. 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
    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

2021

2. Equilibrium indeterminacy and sunspot tales
   European Economic Review, 2021, 140, (C) View citations (1)
3. 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
4. Persistent dynamics in (in)determinate equilibrium rational expectations models
   International Journal of Computational Economics and Econometrics, 2021, 11, (1), 1-11
5. Stabilizing Taylor rules and determinacy under unit root supply shocks: A re-examination
   Journal of Macroeconomics, 2021, 68, (C)
6. 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)
   See also Working Paper (2021)

2020

7. Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models
   Decisions in Economics and Finance, 2020, 43, (1), 363-372
8. Computing sunspot solutions to rational expectations models with timing restrictions
   The B.E. Journal of Macroeconomics, 2020, 20, (2), 10 View citations (2)
   Also in The B.E. Journal of Macroeconomics, 2020, 20, (2), 10 (2020) View citations (2)
   See also Working Paper (2018)
9. Credit allocation in heterogeneous banking systems
   German Economic Review, 2020, 21, (1), 1-33
10. Sunspot-driven fat tails: A note
    Economics Letters, 2020, 193, (C) View citations (7)

2019

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

2018

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

2017

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

2015

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

2014

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

2013

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

2012

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

2010

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