Details about Joaquin Vespignani

Access statistics for papers by Joaquin Vespignani.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pve271

Working Papers

2023

1. Global Money Supply and Energy and Non-Energy Commodity Prices: A MS-TV-VAR Approach
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2023)
2. Regulation of Petrol and Diesel Prices and their Effects on GDP Growth: Evidence from China
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2023)

2022

3. A proposal for a decarbonization tax discount to increase Australian lithium production to meet electric vehicles and net zero global targets
   Working Papers, University of Tasmania, Tasmanian School of Business and Economics

2021

4. COVID-19 and firms’ stock price growth: The role of market capitalization
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2021)
5. Covid-19 and Firms’ Stock Price Growth: The Role of Market Capitalization
   ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics
6. Environmental Performance in the West African Economy: MM-Quantile and 2SLS Approach
   MPRA Paper, University Library of Munich, Germany
   Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2021)
7. Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach
   BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen View citations (5)
   Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2019) View citations (3)
   Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2019) View citations (3)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019) View citations (3)
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2019) View citations (3)
   See also Journal Article in Energy Economics (2021)
8. Impact of Commodity Price Volatility on External Debt: The Role of Exchange Rate Regimes
   Working Papers, HAL
   Also in MPRA Paper, University Library of Munich, Germany (2021)
   See also Journal Article in Applied Economics (2021)
9. Oil Prices and Fiscal Policy in an Oil-exporter country: Empirical Evidence from Oman
   MPRA Paper, University Library of Munich, Germany
   Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2021)
   See also Journal Article in Energy Economics (2022)

2020

10. COVID-19 and Tasmanian Youth Unemployment: A Policy Recommendation
    MPRA Paper, University Library of Munich, Germany View citations (1)
    Also in Working Papers, HAL (2020) View citations (1)
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2020) View citations (1)
11. Commodity Price Volatility, External Debt and Exchange Rate Regimes
    Working Papers, HAL
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2020)
12. Commodity Price Volatility, Fiscal Balance and Real Interest Rate
    Working Papers, HAL
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2020)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)
13. Covid-19 Infections and the Performance of the Stock Market: An Empirical Analysis for Australia
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics View citations (3)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2020) View citations (3)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (3)
    See also Journal Article in Economic Papers (2021)
14. Industrial Impact of Economic Uncertainty Shocks in Australia
    (Impact industriel des chocs D'incertitude économique en Australie)
    Working Papers, HAL
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2019)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019)
    See also Journal Article in Economic Papers (2021)
15. Industrial Impact of Economic Uncertainty Shocks in Australia: Revised
    MPRA Paper, University Library of Munich, Germany
16. Non-Gravity Trade
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2020)
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2020)
17. Oil Curse
    MPRA Paper, University Library of Munich, Germany
18. Revising the Impact of Financial and Non-Financial Global Stock Market Volatility Shocks
    MPRA Paper, University Library of Munich, Germany
19. Revising the Impact of Global Commodity Prices and Global Stock Market Volatility Shocks: Effects across Countries*
    Working Papers, HAL View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2019)
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2020) View citations (2)
20. The Moderating Role of Green Energy and Energy-Innovation in Environmental Kuznets: Insights from Quantile-Quantile Analysis
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2020)
21. Trade, Education, and Income Inequality
    CESifo Working Paper Series, CESifo View citations (1)
    Also in CIRANO Working Papers, CIRANO (2020) View citations (1)
    See also Journal Article in Applied Economics (2022)

2019

22. Oil Curse, Economic Growth and Trade Openness
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics View citations (4)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019) View citations (5)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2019) View citations (4)
    See also Journal Article in Energy Economics (2020)

2018

23. Financial and non-financial global stock market volatility shocks
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018)
    See also Journal Article in Economic Modelling (2021)
24. Global Commodity Prices and Global Stock Volatility Shocks
    MPRA Paper, University Library of Munich, Germany View citations (1)

2017

25. Global Commodity Prices and Global Stock Volatility Shocks: Effects across Countries
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (3)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) View citations (3)
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2017) View citations (3)
26. Impact of Global Uncertainty on the Global Economy and Large Developed and Developing Economies
    MPRA Paper, University Library of Munich, Germany View citations (5)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2017) View citations (2)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2017) View citations (2)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) View citations (3)
    See also Journal Article in Applied Economics (2020)
27. Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (82)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2017) View citations (84)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) View citations (83)
    See also Journal Article in Energy Economics (2017)
28. Trade Uncertainty and Income Inequality
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (2)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) View citations (2)
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2017) View citations (2)
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2017) View citations (2)
29. World steel production: A new monthly indicator of global real economic activity
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (3)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2017) View citations (3)
    See also Journal Article in Canadian Journal of Economics/Revue canadienne d'économique (2020)

2016

30. Global uncertainty and the global economy: Decomposing the impact of uncertainty shocks
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics View citations (1)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2016) View citations (1)
31. The impact of oil price shocks on the US stock market: A note on the roles of US and non-US oil production
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (77)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2015) View citations (4)
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2016) View citations (77)
    See also Journal Article in Economics Letters (2016)
32. The implications of liquidity expansion in China for the US dollar
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2016)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2016)

2015

33. A New Monthly Indicator of Global Real Economic Activity
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School View citations (17)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2015) View citations (20)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2015) View citations (9)
    Working Paper, Norges Bank (2015) View citations (17)
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2015) View citations (16)
34. Oil prices and global factor macroeconomic variables
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics View citations (1)
    See also Journal Article in Energy Economics (2016)
35. Understanding the Taylor Rule in Australia
    MPRA Paper, University Library of Munich, Germany View citations (2)
36. Understanding the deviations of the Taylor Rule: a new methodology with an application to Australia
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics View citations (2)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) View citations (1)
37. What drives the global interest rate
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (4)
38. What drives the global official/policy interest rate?
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (3)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2015) View citations (3)
    See also Journal Article in Applied Economics (2019)

2014

39. Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (3)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2013) View citations (1)
    MPRA Paper, University Library of Munich, Germany (2013) View citations (1)
    See also Journal Article in Journal of Banking & Finance (2015)
40. Industrial Impact of Commodity Price Shocks in Australia
    MPRA Paper, University Library of Munich, Germany
41. Liquidity expansion in China and the U.S. economy
    MPRA Paper, University Library of Munich, Germany
42. Not all international monetary shocks are alike for the Japanese economy
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
    Also in MPRA Paper, University Library of Munich, Germany (2013)
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2013)
    See also Journal Article in Economic Modelling (2016)
43. OPEC and non-OPEC oil producioon and the global economy
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics View citations (3)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) View citations (4)
    MPRA Paper, University Library of Munich, Germany (2014) View citations (4)
    See also Journal Article in Energy Economics (2015)
44. Oil prices and the economy: A global perspective
    MPRA Paper, University Library of Munich, Germany View citations (1)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) View citations (1)
45. The sectorial impact of commodity price shocks in Australia
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics View citations (16)
    Also in MPRA Paper, University Library of Munich, Germany (2014) View citations (16)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) View citations (11)
    See also Journal Article in Economic Modelling (2014)

2013

46. Chinese Monetary Expansion and the US Economy
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics
    Also in MPRA Paper, University Library of Munich, Germany (2013)
    MPRA Paper, University Library of Munich, Germany (2013)
    MPRA Paper, University Library of Munich, Germany (2013)
47. International Monetary Transmission to the Euro Area: Evidence from the US, Japan and China
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics
    Also in MPRA Paper, University Library of Munich, Germany (2013)
    MPRA Paper, University Library of Munich, Germany (2013)
    MPRA Paper, University Library of Munich, Germany (2013)
48. The industrial impact of monetary shocks during the inflation targeting era in Australia
    MPRA Paper, University Library of Munich, Germany View citations (12)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2013) View citations (15)
    See also Journal Article in Australian Economic History Review (2013)
49. Why crude oil prices are high when global activity is weak?
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics View citations (55)
    Also in MPRA Paper, University Library of Munich, Germany (2012) View citations (2)

2012

50. Crude Oil Prices and Liquidity, the BRIC and G3 countries
    MPRA Paper, University Library of Munich, Germany View citations (4)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2012) View citations (2)
    See also Journal Article in Energy Economics (2013)
51. Crude Oil Prices: China’s Influence Over 1996-2011
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics View citations (4)
    Also in MPRA Paper, University Library of Munich, Germany (2012) View citations (4)
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2012) View citations (2)
52. Modelling asymmetric consumer demand response: Evidence from scanner data
    MPRA Paper, University Library of Munich, Germany View citations (2)

Journal Articles

2022

1. Increasing Australian Lithium Production to Meet Electric Vehicles and Net Zero Global Targets: A Decarbonisation Tax Discount?
   Economic Papers, 2022, 41, (4), 385-389
2. Oil prices and fiscal policy in an oil-exporter country: Empirical evidence from Oman
   Energy Economics, 2022, 111, (C) View citations (1)
   See also Working Paper (2021)
3. The impact of commodity price volatility on fiscal balance and the role of real interest rate
   Empirical Economics, 2022, 63, (3), 1375-1402
4. Trade, education, and income inequality
   Applied Economics, 2022, 54, (40), 4608-4631
   See also Working Paper (2020)

2021

5. COVID‐19 Infections and the Performance of the Stock Market: An Empirical Analysis for Australia
   Economic Papers, 2021, 40, (3), 173-193 View citations (1)
   See also Working Paper (2020)
6. Financial and nonfinancial global stock market volatility shocks
   Economic Modelling, 2021, 96, (C), 128-134 View citations (2)
   See also Working Paper (2018)
7. Forecasting energy commodity prices: A large global dataset sparse approach
   Energy Economics, 2021, 98, (C) View citations (5)
   See also Working Paper (2021)
8. Impact of commodity price volatility on external debt: the role of exchange rate regimes
   Applied Economics, 2021, 53, (57), 6626-6640
   See also Working Paper (2021)
9. The Industrial Impact of Economic Uncertainty Shocks in Australia
   Economic Papers, 2021, 40, (3), 248-271
   See also Working Paper (2020)

2020

10. Global commodity prices and global stock market volatility shocks: Effects across countries
    Journal of Asian Economics, 2020, 71, (C) View citations (2)
11. Impact of global uncertainty on the global economy and large developed and developing economies
    Applied Economics, 2020, 52, (22), 2392-2407 View citations (9)
    See also Working Paper (2017)
12. Oil curse, economic growth and trade openness
    Energy Economics, 2020, 91, (C) View citations (20)
    See also Working Paper (2019)
13. World steel production: A new monthly indicator of global real economic activity
    Canadian Journal of Economics/Revue canadienne d'économique, 2020, 53, (2), 743-766 View citations (17)
    See also Working Paper (2017)

2019

14. What drives the global official/policy interest rate?
    Applied Economics, 2019, 51, (47), 5185-5190
    See also Working Paper (2015)

2018

15. Understanding the deviation of Australian policy rate from the Taylor rule
    Applied Economics, 2018, 50, (9), 973-989 View citations (1)

2017

16. Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production
    Energy Economics, 2017, 66, (C), 536-546 View citations (85)
    See also Working Paper (2017)

2016

17. Chinese liquidity increases and the U.S. economy
    Economic Modelling, 2016, 52, (PB), 764-771 View citations (2)
18. Not all international monetary shocks are alike for the Japanese economy
    Economic Modelling, 2016, 52, (PB), 822-837 View citations (5)
    See also Working Paper (2014)
19. Oil prices and global factor macroeconomic variables
    Energy Economics, 2016, 59, (C), 198-212 View citations (56)
    See also Working Paper (2015)
20. The impact of oil price shocks on the U.S. stock market: A note on the roles of U.S. and non-U.S. oil production
    Economics Letters, 2016, 145, (C), 176-181 View citations (74)
    See also Working Paper (2016)
21. The implications of monetary expansion in China for the US dollar
    Journal of Asian Economics, 2016, 46, (C), 71-84 View citations (1)

2015

22. Commodity prices and BRIC and G3 liquidity: A SFAVEC approach
    Journal of Banking & Finance, 2015, 53, (C), 18-33 View citations (25)
    See also Working Paper (2014)
23. International transmission of monetary shocks to the Euro area: Evidence from the U.S., Japan and China
    Economic Modelling, 2015, 44, (C), 131-141 View citations (7)
24. OPEC and non-OPEC oil production and the global economy
    Energy Economics, 2015, 50, (C), 364-378 View citations (31)
    See also Working Paper (2014)
25. On the differential impact of monetary policy across states/territories and its determinants in Australia: Evidence and new methodology from a small open economy
    Journal of International Financial Markets, Institutions and Money, 2015, 34, (C), 1-13 View citations (10)

2014

26. The sectorial impact of commodity price shocks in Australia
    Economic Modelling, 2014, 42, (C), 257-271 View citations (16)
    See also Working Paper (2014)

2013

27. Crude oil prices and liquidity, the BRIC and G3 countries
    Energy Economics, 2013, 39, (C), 28-38 View citations (21)
    See also Working Paper (2012)
28. Liquidity and crude oil prices: China's influence over 1996–2011
    Economic Modelling, 2013, 33, (C), 517-525 View citations (22)
29. The Industrial Impact of Monetary Shocks During the Inflation‐Targeting Era in Australia
    Australian Economic History Review, 2013, 53, (1), 47-71 View citations (13)
    See also Working Paper (2013)
30. Why are crude oil prices high when global activity is weak?
    Economics Letters, 2013, 121, (1), 133-136 View citations (58)