IDEAS home Printed from https://ideas.repec.org/f/c/pfa253.html
   My authors  Follow this author

Giorgio Fazio

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Yacoub Sleibi & Fabrizio Casalin & Giorgio Fazio, 2023. "Unconventional monetary policies and credit co-movement in the Eurozone," Post-Print hal-04272224, HAL.

    Cited by:

    1. Nikolaos Petrakis & Christos Lemonakis & Christos Floros & Constantin Zopounidis, 2024. "The impact of the ECB’s non-regular operations on bank credit: cross-country evidence," Operational Research, Springer, vol. 24(3), pages 1-37, September.
    2. Benavides-Franco, Julian & Carabali, Jaime & Meneses, Luis Angel & Perez, Alex, 2024. "Understanding the heterogeneity of interest rate adjustments to monetary policy: Evidence for Colombia," Economic Modelling, Elsevier, vol. 139(C).
    3. Zhou, Tao & Li, Zhongfei & Bai, Hengrui & Du, Zhidi & Huang, Jinbo & Ding, Zengcai, 2024. "Does unconventional monetary policy improve credit support for the industry chain? The mechanism of trade credit," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 180-192.

  2. Yacoub Sleibi & Fabrizio Casalin & Giorgio Fazio, 2020. "Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries," Post-Print hal-03133033, HAL.

    Cited by:

    1. Lartey, Theophilus & Uddin, Moshfique & Danso, Albert & Wood, Geoffrey, 2022. "CEO overconfidence and IRS attention," Journal of Financial Stability, Elsevier, vol. 61(C).

  3. Davide Valenti & Giorgio Fazio & Bernardo Spagnolo, 2017. "The stabilizing effect of volatility in financial markets," Papers 1708.08695, arXiv.org.

    Cited by:

    1. Zhong, Guang-Yan & He, Feng & Li, Jiang-Cheng & Mei, Dong-Cheng & Tang, Nian-Sheng, 2019. "Coherence resonance-like and efficiency of financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
    2. G. Filatrella & N. De Liso, 2019. "Predicting one type of technological motion? A nonlinear map to study the 'sailing-ship' effect," Papers 1912.11250, arXiv.org.
    3. Leng, Na & Li, Jiang-Cheng, 2020. "Forecasting the crude oil prices based on Econophysics and Bayesian approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 554(C).
    4. Chun Zhang & Tao Yang & Shi-Xian Qu, 2021. "Impact of time delays and environmental noise on the extinction of a population dynamics model," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 94(11), pages 1-16, November.
    5. Venelina Nikolova & Juan E. Trinidad Segovia & Manuel Fernández-Martínez & Miguel Angel Sánchez-Granero, 2020. "A Novel Methodology to Calculate the Probability of Volatility Clusters in Financial Series: An Application to Cryptocurrency Markets," Mathematics, MDPI, vol. 8(8), pages 1-15, July.
    6. Zhen, Fang, 2020. "Asymmetric signals and skewness," Economic Modelling, Elsevier, vol. 90(C), pages 32-42.
    7. Li, Jiang-Cheng & Leng, Na & Zhong, Guang-Yan & Wei, Yu & Peng, Jia-Sheng, 2020. "Safe marginal time of crude oil price via escape problem of econophysics," Chaos, Solitons & Fractals, Elsevier, vol. 133(C).

  4. Michael D. Bordo & Ehsan U. Choudhri & Giorgio Fazio & Ronald MacDonald, 2014. "The Real Exchange Rate in the Long Run: Balassa-Samuelson Effects Reconsidered," CESifo Working Paper Series 4870, CESifo.

    Cited by:

    1. Pamuk, Sevket & Karaman, Kivanc & Yıldırım-Karaman, Seçil, 2018. "Money and Monetary Stability in Europe, 1300-1914," CEPR Discussion Papers 12583, C.E.P.R. Discussion Papers.
    2. Martin Berka & Daan Steenkamp, 2018. "Deviations in real exchange rate levels in the OECD countries and their structural determinants," Reserve Bank of New Zealand Discussion Paper Series DP2018/08, Reserve Bank of New Zealand.
    3. Martin Berka & Michael B. Devereux & Charles Engel, 2017. "Real Exchange Rates and Sectoral Productivity in the Eurozone," Working Papers 1, New Zealand Centre of Macroeconomics.
    4. Shaowen Luo, 2023. "Risk and return in the foreign exchange market: Measurement without VARs," International Finance, Wiley Blackwell, vol. 26(1), pages 64-81, April.
    5. Sax, Christoph & Gubler, Matthias, 2011. "The Balassa-Samuelson Effect Reversed: New Evidence from OECD Countries," Working papers 2011/09, Faculty of Business and Economics - University of Basel.
    6. Campbell, Douglas L., 2016. "Measurement matters: Productivity-adjusted weighted average relative price indices," Journal of International Money and Finance, Elsevier, vol. 61(C), pages 45-81.
    7. Mohd Alsaleh & Abdul Samad Abdul-Rahim, 2018. "The Economic Determinants of Bioenergy Trade Intensity in the EU-28: A Co-Integration Approach," Sustainability, MDPI, vol. 10(2), pages 1-20, February.
    8. Bozhechkova, Alexandra (Божечкова, Александра) & Trunin, Pavel (Трунин, Павел), 2015. "Factor Analysis of the Dynamics of the Real Exchange Rate of the Ruble [Анализ Факторов Динамики Реального Валютного Курса Рубля]," Published Papers mn11, Russian Presidential Academy of National Economy and Public Administration.
    9. Brede, Maren, 2018. "Real exchange rate dynamics in New-Keynesian models – The Balassa-Samuelson effect revisited," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181539, Verein für Socialpolitik / German Economic Association.
    10. Nihar Shah, 2022. "Doubly heterogeneous monetary spillovers," International Finance, Wiley Blackwell, vol. 25(2), pages 126-150, August.
    11. Trunin, Pavel (Трунин, Павел) & Bozhechkova, Alexandra (Божечкова, Александра), 2015. "Analysis of Factors Affecting the Dynamics of the Real Ruble Exchange Rate [Анализ Факторов Динамики Реального Валютного Курса Рубля]," Published Papers mak13, Russian Presidential Academy of National Economy and Public Administration.
    12. Noel GASTON & YOSHIMI Taiyo, 2020. "Heterogenous Job Separations and the Balassa-Samuelson Effect," Discussion papers 20032, Research Institute of Economy, Trade and Industry (RIETI).
    13. Gaston, Noel & Yoshimi, Taiyo, 2023. "The Balassa-Samuelson model with job separations," Japan and the World Economy, Elsevier, vol. 65(C).
    14. Frederik Kunze, 2020. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 313-333, March.
    15. Hassan, Fadi, 2016. "The price of development: The Penn–Balassa–Samuelson effect revisited," Journal of International Economics, Elsevier, vol. 102(C), pages 291-309.
    16. Dr. Matthias Gubler & Christoph Sax, 2014. "Skill-Biased Technological Change and the Real Exchange Rate," Working Papers 2014-09, Swiss National Bank.
    17. Chin‐Yoong Wong & Yoke‐Kee Eng, 2022. "Renminbi Appreciation and China's Industrial Upgrading," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 30(3), pages 1-22, May.
    18. Florian Morvillier, 2020. "Robustness of the Balassa-Samuelson effect: evidence from developing and emerging economies," EconomiX Working Papers 2020-18, University of Paris Nanterre, EconomiX.
    19. Kharrat, Sabrine & Hammami, Yacine & Fatnassi, Ibrahim, 2020. "On the cross-sectional relation between exchange rates and future fundamentals," Economic Modelling, Elsevier, vol. 89(C), pages 484-501.
    20. Ghosh, Saurabh & Nath, Siddhartha & Srivastava, Sauhard, 2021. "Productivity and Real Exchange Rates for India: Does Balassa-Samuelson Effect Explain?," MPRA Paper 110913, University Library of Munich, Germany.
    21. Kunze, Frederik, 2017. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," University of Göttingen Working Papers in Economics 326, University of Goettingen, Department of Economics.
    22. Grisse, Christian & Scheidegger, Fabian, 2021. "Covariability of real exchange rates and fundamentals," Economics Letters, Elsevier, vol. 201(C).
    23. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
    24. Xiaohui Liu & Zhihao Zhou & Jing Zhang, 2023. "Longevity, Fertility, and the Real Exchange Rate," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 31(2), pages 26-57, March.
    25. Hai Long Vo & Duc Hong Vo, 2023. "The purchasing power parity and exchange‐rate economics half a century on," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 446-479, April.
    26. Herzer, Dierk, 2022. "The impact of domestic and foreign R&D on TFP in developing countries," World Development, Elsevier, vol. 151(C).
    27. Montecino, Juan Antonio, 2015. "Capital controls and the real exchange rate: Do controls promote disequilibria?," UMASS Amherst Economics Working Papers 2015-02, University of Massachusetts Amherst, Department of Economics.
    28. Kose, M. Ayhan & Claessens, Stijn, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
    29. Moritz Degler & Karsten Staehr, 2021. "Price and income convergence and the dynamic Penn effect in Central and Eastern Europe," Economic Change and Restructuring, Springer, vol. 54(3), pages 621-635, August.
    30. Annie Tubadji & Peter Nijkamp, 2018. "Revisiting the Balassa–Samuelson effect: International tourism and cultural proximity," Tourism Economics, , vol. 24(8), pages 915-944, December.
    31. Makram El-Shagi & Axel Lindner & Gregor von Schweinitz, 2016. "Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis," Review of International Economics, Wiley Blackwell, vol. 24(1), pages 37-66, February.
    32. Bacchetta, Philippe & Chikhani, Pauline, 2020. "On the Weakness of the Swedish Krona," CEPR Discussion Papers 15468, C.E.P.R. Discussion Papers.
    33. Chen, Show-Lin & Wu, Jyh-Lin, 2020. "Revisiting the persistence of real exchange rates," Journal of International Money and Finance, Elsevier, vol. 103(C).
    34. Gabor Uliha & Janos Vincze, 2018. "Exchange rates and prices: a continuous wavelet perspective," CERS-IE WORKING PAPERS 1833, Institute of Economics, Centre for Economic and Regional Studies.

  5. Fazio, Giorgio & Modica, Marco, 2012. "Pareto or log-normal? A recursive-truncation approach to the distribution of (all) cities," SIRE Discussion Papers 2012-54, Scottish Institute for Research in Economics (SIRE).

    Cited by:

    1. M. Modica & A. Reggiani & P. Nijkamp, 2015. "A Comparative Analysis of Gibrat s and Zipf s Law on Urban Population," Working Papers wp1008, Dipartimento Scienze Economiche, Universita' di Bologna.
    2. Yannis Ioannides & Junfu Zhang, 2014. "Walled Cities in Late Imperial China," Discussion Papers Series, Department of Economics, Tufts University 0785, Department of Economics, Tufts University.
    3. Marco Modica, 2014. "Does the EU have homogeneous urban structure area? The role of agglomeration and the impact of shocks on urban structure," ERSA conference papers ersa14p229, European Regional Science Association.

  6. Fazio, Giorgio & Lavecchia, Luciano, 2012. "Social capital formation across space: proximity and trust in European regions," SIRE Discussion Papers 2012-30, Scottish Institute for Research in Economics (SIRE).

    Cited by:

    1. T. Gregory & R. Patuelli, 2013. "Regional Age Structure, Human Capital and Innovation - Is Demographic Ageing Increasing Regional Disparities?," Working Papers wp900, Dipartimento Scienze Economiche, Universita' di Bologna.
    2. Giorgio Fazio & Enza Maltese & Davide Piacentino, 2016. "Fiducia verso persone e istituzioni: evidenze da una survey sul capitale civico degli studenti," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, vol. 2016(3), pages 100-112.
    3. Ferraro, Aniello & Agovino, Massimilano & Garofalo, Antonio & Cerciello, Massimilano, 2020. "A Regional Perspective on Social Exclusion in European Regions: Context, Trends and Policy Implications," MPRA Paper 104217, University Library of Munich, Germany.
    4. Yan CHEN & Jie GAO & Yuqi CAO & Jialin GUAN, 2020. "Host Country Network Integration, Home Country Government Involvement, and Corporate Overseas Survival: Evidence from China," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 62-84, December.
    5. Isabel Neira & Fernando Bruna & Marta Portela & Adela García-Aracil, 2018. "Individual Well-Being, Geographical Heterogeneity and Social Capital," Journal of Happiness Studies, Springer, vol. 19(4), pages 1067-1090, April.
    6. Marina Van Geenhuizen & Pieter Stek, 2015. "Mapping innovation in the global photovoltaic industry: a bibliometric approach to cluster identification and analysis," ERSA conference papers ersa15p697, European Regional Science Association.
    7. Fernando BRUNA & Isabel NEIRA & Marta PORTELA, 2019. "Horizontal And Vertical Contexts On Europeans’ Well-Being," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 19(2), pages 37-56.
    8. Alessandra Faggian & Elizabeth Mack & Heather Stephens, 2013. "Special Issue on Regional Economic Development," International Regional Science Review, , vol. 36(3), pages 263-266, July.
    9. Aniello Ferraro & Massimiliano Cerciello & Massimiliano Agovino & Antonio Garofalo, 2019. "The role of cultural consumption in reducing social exclusion: empirical evidence from Italy in a spatial framework," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 36(1), pages 139-166, April.
    10. Mateo Manuel Córcoles‐Muñoz & Gloria Parra‐Requena & Pedro M. García‐Villaverde & María José Ruiz‐Ortega, 2020. "Sense of belonging to an industrial district and knowledge acquisition: The role of strong and trusting interorganizational relations," Growth and Change, Wiley Blackwell, vol. 51(4), pages 1517-1541, December.

  7. Giorgio Fazio & Davide Piacentino, 2011. "Testing for convergence from the micro-level," Working Papers 2011_07, Business School - Economics, University of Glasgow.

    Cited by:

    1. Eduardo Almeida & Pablo Guimarães, 2014. "Economic Growth and Infrastructure in Brazil: A Spatial Multilevel Approach," ERSA conference papers ersa14p219, European Regional Science Association.
    2. Marcin Błażejowski & Jacek Kwiatkowski & Jakub Gazda, 2019. "Sources of Economic Growth: A Global Perspective," Sustainability, MDPI, vol. 11(1), pages 1-14, January.

  8. Fazio, Giorgio & Maltese, Enza & Piacentino, Davide, 2011. "Estimating Verdoorn law for Italian firms and regions," MPRA Paper 35388, University Library of Munich, Germany.

    Cited by:

    1. Martinho, Vítor João Pereira Domingues, 2012. "What the Keynesian theory said about Portugal?," EconStor Preprints 59007, ZBW - Leibniz Information Centre for Economics.
    2. Millemaci, Emanuele & Ofria, Ferdinando, 2016. "Supply and demand-side determinants of productivity growth in Italian regions," Structural Change and Economic Dynamics, Elsevier, vol. 37(C), pages 138-146.
    3. Paolo Postiglione & Maria Simona Andreano & Roberto Benedetti, 2017. "Spatial Clusters in EU Productivity Growth," Growth and Change, Wiley Blackwell, vol. 48(1), pages 40-60, March.

  9. Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2010. "Interest Rate Co-movements, Global Factors and the Long End of the Term Spread," SIRE Discussion Papers 2010-24, Scottish Institute for Research in Economics (SIRE).

    Cited by:

    1. ITO Hiroyuki & Phuong TRAN, 2019. "Managing the Yield Curve in a Financially Globalized World," Discussion papers 19012, Research Institute of Economy, Trade and Industry (RIETI).
    2. Guerello, Chiara & Tronzano, Marco, 2020. "“Global factors, international spillovers, and the term structure of interest rates: New evidence for Asian Countries”," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    3. Alex Ilek & Irit Rozenshtrom, 2017. "The Term Premium in a Small Open Economy: A Micro-Founded Approach," Bank of Israel Working Papers 2017.06, Bank of Israel.
    4. Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2014. "How did the financial crisis alter the correlations of U.S. yield spreads?," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 362-385.
    5. Byrne, Joseph P. & Fiess, Norbert, 2011. "International Capital Flows to Emerging and Developing Countries: National and Global Determinants," SIRE Discussion Papers 2011-03, Scottish Institute for Research in Economics (SIRE).
    6. Byrne, Joseph P. & Fiess, Norbert, 2016. "International capital flows to emerging markets: National and global determinants," Journal of International Money and Finance, Elsevier, vol. 61(C), pages 82-100.
    7. Casalin, Fabrizio & Cerniglia, Floriana & Dia, Enzo, 2023. "Stock-flow adjustments, public debt management and interest costs," Economic Modelling, Elsevier, vol. 129(C).
    8. Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2019. "Decomposing global yield curve co-movement," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 500-513.
    9. Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2015. "Co-Movement, Spillovers and Excess Returns in Global Bond Markets," SIRE Discussion Papers 2015-75, Scottish Institute for Research in Economics (SIRE).
    10. Cavaca, Igor Bastos & Meurer, Roberto, 2021. "International monetary policy spillovers: Linkages between U.S. and South American yield curves," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 737-754.
    11. Kučera, Adam, 2020. "Identification of triggers of U.S. yield curve movements," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    12. Kamila Tomczak, 2023. "Transmission of the 2007–2008 financial crisis in advanced countries of the European Union," Bulletin of Economic Research, Wiley Blackwell, vol. 75(1), pages 40-64, January.
    13. Ms. Sonali Jain-Chandra & Ms. Filiz D Unsal, 2012. "The Effectiveness of Monetary Policy Transmission Under Capital Inflows: Evidence from Asia," IMF Working Papers 2012/265, International Monetary Fund.
    14. Diego Valiante, 2017. "The ‘Visible Hand’ of the ECB’s first quantitative easing," International Economics and Economic Policy, Springer, vol. 14(4), pages 601-624, October.
    15. Hiro Ito & Phuong Tran, 2023. "Emerging Market Economies’ Challenge: Managing the Yield Curve in a Financially Globalized World," Open Economies Review, Springer, vol. 34(1), pages 171-194, February.
    16. Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2013. "Primary commodity prices: Co-movements, common factors and fundamentals," Journal of Development Economics, Elsevier, vol. 101(C), pages 16-26.
    17. Sowmya, Subramaniam & Prasanna, Krishna & Bhaduri, Saumitra, 2016. "Linkages in the term structure of interest rates across sovereign bond markets," Emerging Markets Review, Elsevier, vol. 27(C), pages 118-139.
    18. Juneja, Januj A., 2016. "Financial crises and estimation bias in international bond markets," Research in International Business and Finance, Elsevier, vol. 38(C), pages 593-607.
    19. Lange, Ronald H., 2014. "The small open macroeconomy and the yield curve: A state-space representation," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 1-21.
    20. Lange, Ronald H., 2017. "The expected real yield and inflation components of the nominal yield curve," The North American Journal of Economics and Finance, Elsevier, vol. 39(C), pages 1-18.
    21. Kiryoung LEE & Chanik JO, 2018. "Forecasting Chinese Business Cycle Using Long-term Interest Rate Comovements," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 118-134, December.
    22. Sleibi, Yacoub & Casalin, Fabrizio & Fazio, Giorgio, 2023. "Unconventional monetary policies and credit co-movement in the Eurozone," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
    23. Lange, Ronald H., 2015. "International long-term yields and monetary policy in a small open economy: The case of Canada," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 292-310.

  10. Joseph P. Byrne & Giorgio Fazio & Norbert Fiess, 2010. "Primary commodity prices: co-movements, common factors and fundamentals," Working Papers 2010_27, Business School - Economics, University of Glasgow.

    Cited by:

    1. Chiara Casoli & Riccardo (Jack) Lucchetti, 2022. "Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices [Commodity-price comovement and global economic activity]," The Econometrics Journal, Royal Economic Society, vol. 25(2), pages 494-514.
    2. Sipan Aslan & Ceylan Yozgatligil & Cem Iyigun, 2018. "Temporal clustering of time series via threshold autoregressive models: application to commodity prices," Annals of Operations Research, Springer, vol. 260(1), pages 51-77, January.
    3. de Nicola, Francesca & De Pace, Pierangelo & Hernandez, Manuel A., 2014. "Co-movement of major commodity price returns : time-series assessment," Policy Research Working Paper Series 6845, The World Bank.
    4. Libo Yin & Qingyuan Yang & Zhi Su, 2017. "Predictability of structural co-movement in commodity prices: the role of technical indicators," Quantitative Finance, Taylor & Francis Journals, vol. 17(5), pages 795-812, May.
    5. Mbarki, Imen & Khan, Muhammad Arif & Karim, Sitara & Paltrinieri, Andrea & Lucey, Brian M., 2023. "Unveiling commodities-financial markets intersections from a bibliometric perspective," Resources Policy, Elsevier, vol. 83(C).
    6. Kim, Hyeongwoo & Zhang, Yunxiao, 2020. "Investigating properties of commodity price responses to real and nominal shocks," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    7. Ratti, Ronald A. & Vespignani, Joaquin L., 2015. "Commodity prices and BRIC and G3 liquidity: A SFAVEC approach," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 18-33.
    8. Belke, Ansgar & Bordon, Ingo G. & Volz, Ulrich, 2012. "Effects of Global Liquidity on Commodity and Food Prices," Ruhr Economic Papers 323, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    9. Ahmed, Walid M.A., 2022. "On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 83(C), pages 135-151.
    10. West, Kenneth D. & Wong, Ka-Fu, 2014. "A factor model for co-movements of commodity prices," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 289-309.
    11. Jiang, Yonghong & Jiang, Cheng & Nie, He & Mo, Bin, 2019. "The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses," Energy, Elsevier, vol. 166(C), pages 577-586.
    12. Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2022. "Common factors of commodity prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 461-476, April.
    13. Narayan, Paresh Kumar & Sharma, Susan Sunila, 2018. "An analysis of time-varying commodity market price discovery," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 122-133.
    14. Wen, Shaobo & An, Haizhong & Chen, Zhihua & Liu, Xueyong, 2017. "Driving factors of interactions between the exchange rate market and the commodity market: A wavelet-based complex network perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 299-308.
    15. Manisha Pradhananga, 2016. "Financialization and the rise in co-movement of commodity prices," International Review of Applied Economics, Taylor & Francis Journals, vol. 30(5), pages 547-566, September.
    16. Rodriguez, Diego & Gonzalez, Andres & Fernandez, Andres, 2015. "Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies," IDB Publications (Working Papers) 7382, Inter-American Development Bank.
    17. Yang Liu & Liyan Han & Libo Yin, 2018. "Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(10), pages 1246-1261, October.
    18. Chen, Peng, 2015. "Global oil prices, macroeconomic fundamentals and China's commodity sector comovements," Energy Policy, Elsevier, vol. 87(C), pages 284-294.
    19. Joseph P Byrne & Ryuta Sakemoto & Bing Xu, 2020. "Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals [Oil price shocks and the stock market: evidence from Japan]," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 47(2), pages 499-528.
    20. Makhlouf, Yousef & Kellard, Neil M. & Vinogradov, Dmitri, 2023. "What moves commodity terms-of-trade? Evidence from 178 countries," Journal of Commodity Markets, Elsevier, vol. 32(C).
    21. Gerlach, Stefan & Stuart, Rebecca, 2024. "Commodity prices and international Inflation, 1851–1913," Journal of International Money and Finance, Elsevier, vol. 144(C).
    22. Jair N. Ojeda-Joya & Oscar Jaulin-Mendez & Juan C. Bustos-Peláez, 2015. "The Interdependence between Commodity-Price and GDP Cycles: A Frequency Domain Approach," Borradores de Economia 913, Banco de la Republica de Colombia.
    23. Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał, 2021. "Common factors and the dynamics of industrial metal prices. A forecasting perspective," Resources Policy, Elsevier, vol. 74(C).
    24. Nathan Sussman & Osnat Zohar, 2018. "Has inflation targeting become less credible?," BIS Working Papers 729, Bank for International Settlements.
    25. Luo, Jiawen & Ji, Qiang, 2018. "High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets," Energy Economics, Elsevier, vol. 76(C), pages 424-438.
    26. {L}ukasz Bielak & Aleksandra Grzesiek & Joanna Janczura & Agnieszka Wy{l}oma'nska, 2021. "Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling," Papers 2107.07142, arXiv.org.
    27. GONÇALVES, Sílvia & PERRON, Benoit, 2018. "Bootstrapping factor models with cross sectional dependence," Cahiers de recherche 2018-07, Universite de Montreal, Departement de sciences economiques.
    28. Christoph E. Boehm & T. Niklas Kroner, 2023. "The US, Economic News, and the Global Financial Cycle," NBER Working Papers 30994, National Bureau of Economic Research, Inc.
    29. Schalck, Christophe & Chenavaz, Régis, 2015. "Oil commodity returns and macroeconomic factors: A time-varying approach," Research in International Business and Finance, Elsevier, vol. 33(C), pages 290-303.
    30. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
      • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    31. Antonakakis, Nikolaos & Kizys, Renatas, 2015. "Dynamic spillovers between commodity and currency markets," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 303-319.
    32. Drachal, Krzysztof, 2019. "Forecasting prices of selected metals with Bayesian data-rich models," Resources Policy, Elsevier, vol. 64(C).
    33. Zhang, Yongmin & Ding, Shusheng & Scheffel, Eric M., 2019. "A key determinant of commodity price Co-movement: The role of daily market liquidity," Economic Modelling, Elsevier, vol. 81(C), pages 170-180.
    34. Agus Widarjono & Indah Susantun & Sarastri M. Ruchba & Ari Rudatin, 2020. "Oil and Food Prices for a Net Oil Importing-country: How Are Related in Indonesia?," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 255-263.
    35. Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2019. "Carry trades and commodity risk factors," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 121-129.
    36. Valérie Mignon & Pauline Bucciarelli & Emmanuel Hache, 2024. "Evaluating criticality of strategic metals: Are the Herfindahl–Hirschman Index and usual concentration thresholds still relevant?," EconomiX Working Papers 2024-3, University of Paris Nanterre, EconomiX.
    37. Gardebroek, Cornelis & Hernandez, Manuel A., 2013. "Do energy prices stimulate food price volatility? Examining volatility transmission between US oil, ethanol and corn markets," Energy Economics, Elsevier, vol. 40(C), pages 119-129.
    38. Yin, Libo & Han, Liyan, 2015. "Co-movements in commodity prices: Global, sectoral and commodity-specific factors," Economics Letters, Elsevier, vol. 126(C), pages 96-100.
    39. Nicola, Francesca de & De Pace, Pierangelo & Hernandez, Manuel A., 2016. "Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment," Energy Economics, Elsevier, vol. 57(C), pages 28-41.
    40. Qian, Chenqi & Zhang, Tianding & Li, Jie, 2023. "The impact of international commodity price shocks on macroeconomic fundamentals: Evidence from the US and China," Resources Policy, Elsevier, vol. 85(PB).
    41. Sussman, Nathan & Zohar, Osnat, 2016. "Has Inflation Targeting Become Less Credible? Oil Prices, Global Aggregate Demand and Inflation Expectations during the Globa," CEPR Discussion Papers 11535, C.E.P.R. Discussion Papers.
    42. Christophe Muller, 2022. "Poverty Measurement under Income and Price Dispersions," AMSE Working Papers 2204, Aix-Marseille School of Economics, France.
    43. Sercan Demiralay & Selcuk Bayraci & H. Gaye Gencer, 2019. "Time-varying diversification benefits of commodity futures," Empirical Economics, Springer, vol. 56(6), pages 1823-1853, June.
    44. Vincent Bodart & François Courtoy & Erica Perego, 2021. "World interest rates and macroeconomic adjustments in developing commodity producing countries," LIDAM Discussion Papers IRES 2021002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    45. Marek Kwas & Alessia Paccagnini & Michal Rubaszek, 2020. "Common factors and the dynamics of cereal prices. A forecasting perspective," CAMA Working Papers 2020-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    46. Pincheira Brown, Pablo & Hardy, Nicolás, 2019. "Forecasting base metal prices with the Chilean exchange rate," Resources Policy, Elsevier, vol. 62(C), pages 256-281.
    47. Jane Mpapalika, 2020. "Alternative Financing Instruments for African Economies," 2020 Papers pmp2, Job Market Papers.
    48. David Matesanz & Benno Torgler & Germán Dabat & Guillermo J. Ortega, 2014. "Co-movements in commodity prices: a note based on network analysis," Agricultural Economics, International Association of Agricultural Economists, vol. 45(S1), pages 13-21, November.
    49. Kang, Sang Hoon & Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu & Yoon, Seong-Min, 2019. "Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1," Energy Economics, Elsevier, vol. 84(C).
    50. Fernandez-Diaz, Jose M. & Morley, Bruce, 2019. "Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index," Research in International Business and Finance, Elsevier, vol. 47(C), pages 174-194.
    51. Anuradha Patnaik, 2018. "Price co-movements, commonalities and responsiveness to monetary policy: empirical analysis under Indian conditions," Asia-Pacific Sustainable Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), vol. 25(2), pages 77-97, December.
    52. Mensi, Walid & Tiwari, Aviral & Bouri, Elie & Roubaud, David & Al-Yahyaee, Khamis H., 2017. "The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes," Energy Economics, Elsevier, vol. 66(C), pages 122-139.
    53. Yongmin Zhang & Shusheng Ding & Haili Shi, 2022. "The impact of COVID‐19 on the interdependence between US and Chinese oil futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(11), pages 2041-2052, November.
    54. Cai, Guixin & Zhang, Hao & Chen, Ziyue, 2019. "Comovement between commodity sectors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 1247-1258.
    55. Yamada, Hiroshi & Yoon, Gawon, 2014. "When Grilli and Yang meet Prebisch and Singer: Piecewise linear trends in primary commodity prices," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 193-207.
    56. Fernandez, Viviana, 2015. "Commodity price excess co-movement from a historical perspective: 1900–2010," Energy Economics, Elsevier, vol. 49(C), pages 698-710.
    57. Dudda, Tom L. & Klein, Tony & Nguyen, Duc Khuong & Walther, Thomas, 2022. "Common Drivers of Commodity Futures?," QBS Working Paper Series 2022/05, Queen's University Belfast, Queen's Business School.
    58. Liu, Lu & Zhang, Xiang, 2019. "Financialization and commodity excess spillovers," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 195-216.
    59. Golosnoy, Vasyl & Rossen, Anja, 2014. "Modeling dynamics of metal price series via state space approach with two common factors," HWWI Research Papers 156, Hamburg Institute of International Economics (HWWI).
    60. Addison, Tony & Ghoshray, Atanu, 2014. "Agricultural Commodity Price Shocks and their Effect on Growth in Sub-Saharan Africa," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France 169726, Agricultural Economics Society.
    61. Xia, Tian & Zhou, Hang, 2023. "Commodity terms of trade co-movement: Global and regional factors," Journal of International Money and Finance, Elsevier, vol. 139(C).
    62. Zhang, Yongmin & Ding, Shusheng, 2021. "Liquidity effects on price and return co-movements in commodity futures markets," International Review of Financial Analysis, Elsevier, vol. 76(C).
    63. Andrea Gazzani & Vicente Herrera & Alejandro Vicondoa, 2024. "The Asymmetric Effects of Commodity Price Shocks in Emerging Economies," Working Papers 311, Red Nacional de Investigadores en Economía (RedNIE).
    64. Elleby, Christian, 2014. "Poverty and Price Transmission," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182722, European Association of Agricultural Economists.
    65. Ozgur, Onder & Yilanci, Veli & Ozbugday, Fatih Cemil, 2021. "Detecting speculative bubbles in metal prices: Evidence from GSADF test and machine learning approaches," Resources Policy, Elsevier, vol. 74(C).
    66. Zhao, Jing, 2023. "Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system," Resources Policy, Elsevier, vol. 82(C).
    67. Akcora, Begum & Kandemir Kocaaslan, Ozge, 2023. "Price bubbles in the European natural gas market between 2011 and 2020," Resources Policy, Elsevier, vol. 80(C).
    68. Adom, Philip Kofi, 2014. "Determinants of food availability and access in Ghana: what can we learn beyond the regression results?," Studies in Agricultural Economics, Research Institute for Agricultural Economics, vol. 116(3), pages 1-12, December.
    69. Kagraoka, Yusho, 2016. "Common dynamic factors in driving commodity prices: Implications of a generalized dynamic factor model," Economic Modelling, Elsevier, vol. 52(PB), pages 609-617.
    70. Koehler-Geib,Fritzi & Hnatkovska,Viktoria, 2015. "Business cycles accounting for Paraguay," Policy Research Working Paper Series 7284, The World Bank.
    71. Salisu, Afees A. & Adediran, Idris A. & Oloko, Tirimisiyu O. & Ohemeng, William, 2020. "The heterogeneous behaviour of the inflation hedging property of cocoa," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    72. Matsumoto, Akito & Pescatori, Andrea & Wang, Xueliang, 2023. "Commodity prices and global economic activity," Japan and the World Economy, Elsevier, vol. 66(C).
    73. Libo Yin & Liyan Han, 2013. "Exogenous Shocks and Information Transmission in Global Copper Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(8), pages 724-751, August.
    74. Troester, Bernhard & Staritz, Cornelia, 2013. "Fundamentals or financialisation of commodity markets: What determines recent wheat prices?," Working Papers 43, Austrian Foundation for Development Research (ÖFSE).
    75. Shalini, Velappan & Prasanna, Krishna, 2016. "Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics," Energy Economics, Elsevier, vol. 53(C), pages 40-57.
    76. Zhu, Bo & Lin, Renda & Deng, Yuanyue & Chen, Pingshe & Chevallier, Julien, 2021. "Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises," Economic Modelling, Elsevier, vol. 105(C).
    77. Giray GOZGOR & Baris KABLAMACI, 2014. "The linkage between oil and agricultural commodity prices in the light of the perceived global risk," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 60(7), pages 332-342.
    78. Yongmin Zhang & Yiru Sun & Haili Shi & Shusheng Ding & Yingxue Zhao, 2024. "COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-15, December.
    79. Bekiros, Stelios & Nguyen, Duc Khuong & Uddin, Gazi Salah & Sjö, Bo, 2016. "On the time scale behavior of equity-commodity links: Implications for portfolio management," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 41(C), pages 30-46.
    80. Navid Kargar Dehbidi & Mansour Zibaei & Mohammad Hassan Tarazkar, 2022. "The effect of climate change and energy shocks on food security in Iran's provinces," Regional Science Policy & Practice, Wiley Blackwell, vol. 14(2), pages 417-437, April.
    81. Yasuhiro Iwanaga & Ryuta Sakemoto, 2023. "Commodity momentum decomposition," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(2), pages 198-216, February.
    82. Śmiech, Sławomir & Papież, Monika & Dąbrowski, Marek A., 2015. "Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approach," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 485-503.
    83. Rossen, Anja, 2015. "What are metal prices like? Co-movement, price cycles and long-run trends," Resources Policy, Elsevier, vol. 45(C), pages 255-276.
    84. Libo Yin & Liyan Han, 2016. "Macroeconomic impacts on commodity prices: China vs. the United States," Quantitative Finance, Taylor & Francis Journals, vol. 16(3), pages 489-500, March.
    85. Wanling Huang & André Varella Mollick & Khoa Huu Nguyen, 2017. "Dynamic responses and tail-dependence among commodities, the US real interest rate and the dollar," Empirical Economics, Springer, vol. 53(3), pages 959-997, November.
    86. Tapia, Pablo & Pastén, Boris & Sepulveda Velasquez, Jorge, 2022. "Earthquakes in Chile-Peru and the price of copper," MPRA Paper 113078, University Library of Munich, Germany.
    87. Morales, Luis Emilio & Balie, Jean & Magrini, Emiliano, 2021. "How has the minimum support price policy of India affected cross-commodity price linkages?," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 24(2), February.
    88. Chen, Peng & He, Limin & Yang, Xuan, 2021. "On interdependence structure of China's commodity market," Resources Policy, Elsevier, vol. 74(C).
    89. Richard Alioma & Manfred Zeller & Yee Khor Ling, 2022. "Analysis of long-term prices of micronutrient-dense and starchy staple foods in developing countries," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 10(1), pages 1-21, December.
    90. Md Rafayet Alam & Scott Gilbert, 2017. "Monetary policy shocks and the dynamics of agricultural commodity prices: evidence from structural and factor†augmented VAR analyses," Agricultural Economics, International Association of Agricultural Economists, vol. 48(1), pages 15-27, January.
    91. Christian Gross, 2017. "Examining the Common Dynamics of Commodity Futures Prices," CQE Working Papers 6317, Center for Quantitative Economics (CQE), University of Muenster.
    92. Ftiti, Zied & Kablan, Sandrine & Guesmi, Khaled, 2016. "What can we learn about commodity and credit cycles? Evidence from African commodity-exporting countries," Energy Economics, Elsevier, vol. 60(C), pages 313-324.
    93. Mr. Ron Alquist & Mr. Olivier Coibion, 2013. "The Comovement in Commodity Prices: Sources and Implications," IMF Working Papers 2013/140, International Monetary Fund.
    94. Jiang, Yonghong & Fu, Yuyuan & Ruan, Weihua, 2019. "Risk spillovers and portfolio management between precious metal and BRICS stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
    95. Lucotte, Yannick, 2016. "Co-movements between crude oil and food prices: A post-commodity boom perspective," Economics Letters, Elsevier, vol. 147(C), pages 142-147.
    96. Jena, Pratap Kumar, 2015. "Commodity Prices and Macroeconomic Variables in India: An Auto-Regressive Distributed Lag (ARDL) Approach," MPRA Paper 73892, University Library of Munich, Germany.
    97. Özçelik, Emre & Tuğan, Mustafa, 2019. "Terms of Trade Effects of Productivity Shocks and Economic Development," MPRA Paper 91473, University Library of Munich, Germany.
    98. Nathan Sussman & Osnat Zohar, 2022. "Have Inflation Expectations Become Un-anchored? The Role of Oil Prices and Global Aggregate Demand," International Journal of Central Banking, International Journal of Central Banking, vol. 18(2), pages 149-192, June.
    99. Pincheira, Pablo & Hardy, Nicolas, 2018. "Forecasting Base Metal Prices with Commodity Currencies," MPRA Paper 83564, University Library of Munich, Germany.
    100. Bernardina Algieri & Arturo Leccadito & Pietro Toscano, 2021. "A Time-Varying Gerber Statistic: Application of a Novel Correlation Metric to Commodity Price Co-Movements," Forecasting, MDPI, vol. 3(2), pages 1-16, May.
    101. Borychowski Michał & Czyżewski Andrzej, 2015. "Determinants of prices increase of agricultural commodities in a global context," Management, Sciendo, vol. 19(2), pages 152-167, December.
    102. Bejbl, Jan & Bemš, Julius & Králík, Tomáš & Starý, Oldřich & Vastl, Jaromír, 2014. "New approach to brown coal pricing using internal rate of return methodology," Applied Energy, Elsevier, vol. 133(C), pages 289-297.
    103. Ulrik Beck & Saurabh Singhal & Finn Tarp, 2016. "Coffee price volatility and intra-household labour supply: Evidence from Vietnam," WIDER Working Paper Series wp-2016-16, World Institute for Development Economic Research (UNU-WIDER).
    104. Papież, Monika & Śmiech, Sławomir, 2015. "Dynamic steam coal market integration: Evidence from rolling cointegration analysis," Energy Economics, Elsevier, vol. 51(C), pages 510-520.
    105. Śmiech, Sławomir, 2014. "Co-movement of commodity prices – results from dynamic time warping classification," MPRA Paper 56546, University Library of Munich, Germany.
    106. Ederer, Stefan & Heumesser, Christine & Staritz, Cornelia, 2013. "The role of fundamentals and financialisation in recent commodity price developments: An empirical analysis for wheat, coffee, cotton, and oil," Working Papers 42, Austrian Foundation for Development Research (ÖFSE).
    107. Zhang, Dayong & Broadstock, David C., 2020. "Global financial crisis and rising connectedness in the international commodity markets," International Review of Financial Analysis, Elsevier, vol. 68(C).
    108. Donald Lien & Hsiang‐Tai Lee & Her‐Jiun Sheu, 2018. "Hedging systematic risk in the commodity market with a regime‐switching multivariate rotated generalized autoregressive conditional heteroskedasticity model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(12), pages 1514-1532, December.
    109. Krzysztof Drachal, 2018. "Some Novel Bayesian Model Combination Schemes: An Application to Commodities Prices," Sustainability, MDPI, vol. 10(8), pages 1-27, August.
    110. Amer Ait Sidhoum & Teresa Serra, 2016. "Volatility Spillovers in the Spanish Food Marketing Chain: The Case of Tomato," Agribusiness, John Wiley & Sons, Ltd., vol. 32(1), pages 45-63, January.
    111. Wang, Yudong & Wu, Chongfeng & Yang, Li, 2014. "Oil price shocks and agricultural commodity prices," Energy Economics, Elsevier, vol. 44(C), pages 22-35.
    112. Lübbers, Johannes & Posch, Peter N., 2016. "Commodities' common factor: An empirical assessment of the markets' drivers," Journal of Commodity Markets, Elsevier, vol. 4(1), pages 28-40.

  11. Giorgio Fazio & Davide Piacentino, 2009. "A spatial multilevel analysis of Italian SMEs Productivity," Working Papers 2009_31, Business School - Economics, University of Glasgow.

    Cited by:

    1. Giuseppe Espa & Danila Filipponi & Diego Giuliani & Davide Piacentino, 2013. "A spatial and sectoral analysis of firm demography in Italy," DEM Discussion Papers 2013/07, Department of Economics and Management.
    2. Mohamed Amara & Khaled Thabet, 2016. "Firm and Regional Factors of Productivity: A Multilevel Analysis of Tunisian Manufacturing," Working Papers 1041, Economic Research Forum, revised 09 Jan 2016.
    3. Francesco Aiello & Fernanda Ricotta, 2014. "Firm Heterogeneity In Productivity Across Europe. What Explains What?," Working Papers 201404, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
    4. Sheila Chapman & Vito Pipitone, 2023. "The productivity of Italian firms: a spatial analysis," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 77(4), pages 122-133, October-D.
    5. Matteo Tubiana & Ernest Miguelez & Rosina Moreno, 2020. "In knowledge we trust: learning-by-interacting and the productivity of inventors," IREA Working Papers 202013, University of Barcelona, Research Institute of Applied Economics, revised Sep 2020.
    6. Francesco Aiello & Graziella Bonanno & Stefania Patrizia Sonia Rossi, 2019. "Risk Aversion And Entrepreneurship: Financing Innovation For Smes Across Europe. Evidence From Multilevel Models," Working Papers 201902, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
    7. Aronica, Martina & Fazio, Giorgio & Piacentino, Davide, 2022. "A micro-founded approach to regional innovation in Italy," Technological Forecasting and Social Change, Elsevier, vol. 176(C).
    8. Martin Srholec, 2015. "Understanding the diversity of cooperation on innovation across countries: multilevel evidence from Europe," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 24(1-2), pages 159-182, March.
    9. Francesco Aiello & Fernanda Ricotta, 2016. "Firm heterogeneity in productivity across Europe: evidence from multilevel models," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 25(1), pages 57-89, January.
    10. Francesco Aiello & Graziella Bonanno, 2016. "Multilevel Empirics For Small Banks In Local Markets," Working Papers 201611, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
    11. A. Lasagni & A. Nifo & G. Vecchione, 2012. "Firm productivity and institutional quality. Evidence from Italian industry," Economics Department Working Papers 2012-EP07, Department of Economics, Parma University (Italy).
    12. Aiello, Francesco & Pupo, Valeria & Ricotta, Fernand, 2011. "Explaining TFP at firm level in Italy. Does location matter?," MPRA Paper 35656, University Library of Munich, Germany.
    13. Anna Ferragina & Fernanda Mazzotta, 2015. "Agglomeration economies in Italy: impact on heterogeneous firms’ exit in a multilevel framework," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 42(4), pages 395-440, December.
    14. Annamaria Nifo & Sabrina Ruberto & Gaetano Vecchione, 2018. "Does institutional quality matter for lending relationships?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 8(2), pages 1-4.
    15. Francesco Aiello & Graziella Bonanno & Stefania P. S. Rossi, 2020. "How firms finance innovation. Further empirics from European SMEs," Metroeconomica, Wiley Blackwell, vol. 71(4), pages 689-714, November.
    16. Aiello, Francesco & Pupo, Valeria & Ricotta, Fernanda, 2013. "Firm heterogeneity in TFP, sectoral innovation and geography. Evidence from Italy," MPRA Paper 48573, University Library of Munich, Germany.
    17. Fernanda Ricotta, 2016. "The Quality Of Regional Government And Firm Performance," Working Papers 201606, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
    18. Giuseppe Espa & Danila Filipponi & Diego Giuliani & Davide Piacentino, 2015. "Effetti spaziali o settoriali? La crescita della dimensione media d?impresa in Italia," SCIENZE REGIONALI, FrancoAngeli Editore, vol. 2015(1), pages 41-65.
    19. Mahlberg, Bernhard & Freund, Inga & Crespo Cuaresma, Jesús & Prskawetz, Alexia, 2013. "The age-productivity pattern: Do location and sector affiliation matter?," The Journal of the Economics of Ageing, Elsevier, vol. 1, pages 72-82.
    20. Fernanda Ricotta, 2016. "Productivity Differences By Export Destination," Working Papers 201601, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
    21. Agostino, Mariarosaria & Nifo, Annamaria & Trivieri, Francesco & Vecchione, Gaetano, 2016. "Total factor productivity heterogeneity: channelling the impact of institutions," MPRA Paper 72759, University Library of Munich, Germany.
    22. Mohamed Amara, 2023. "Agglomeration and firm performance in times of economic turmoil: Evidence from Tunisian firm‐level data," Growth and Change, Wiley Blackwell, vol. 54(2), pages 446-481, June.
    23. Beldina Owalla & Cristian Gherhes & Tim Vorley & Chay Brooks, 2022. "Mapping SME productivity research: a systematic review of empirical evidence and future research agenda," Small Business Economics, Springer, vol. 58(3), pages 1285-1307, March.
    24. David Bruce Audretsch & Martina Aronica & Maksim Belitski & Davide Piacentino, 2024. "Natural selection or strategic adaptation? Entrepreneurial digital technologies and survival of the species," The Journal of Technology Transfer, Springer, vol. 49(5), pages 1631-1659, October.
    25. Grace Carolina Guevara‐Rosero, 2021. "Determinants of manufacturing micro firms' productivity in Ecuador. Do industry and canton where they operate matter?," Regional Science Policy & Practice, Wiley Blackwell, vol. 13(4), pages 1215-1248, August.
    26. Filippa Bono & Maria Francesca Cracolici & Miranda Cuffaro, 2017. "A Hierarchical Model for Analysing Consumption Patterns in Italy Before and During the Great Recession," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 134(2), pages 421-436, November.
    27. Davide Piacentino & Giuseppe Espa & Danila Filipponi & Diego Giuliani, 2017. "Firm Demography and Regional Development: Evidence from Italy," Growth and Change, Wiley Blackwell, vol. 48(3), pages 359-389, September.
    28. Martin Srholec & Pavla ?í?alová, 2013. "Does the local milieu matter for innovation? Multilevel evidence from the Czech Republic," ERSA conference papers ersa13p540, European Regional Science Association.
    29. Mohamed Amara, 2019. "Firm Performance and Agglomeration Effects: Evidence from Tunisian Firm-level Data," Working Papers 1297, Economic Research Forum, revised 2019.
    30. Cristina Bernini & Alessandro Tampieri, 2017. "The Happiness Function in Italian Cities," DEM Discussion Paper Series 17-07, Department of Economics at the University of Luxembourg.
    31. Fazio, Giorgio & Piacentino, Davide, 2018. "Convergence analysis for hierarchical longitudinal data," Economic Modelling, Elsevier, vol. 73(C), pages 89-99.

  12. Byrne, Joseph P. & Fiess, Norbert & Fazio, Giorgio, 2008. "The Global Side of the Investment-Savings Puzzle," SIRE Discussion Papers 2008-22, Scottish Institute for Research in Economics (SIRE).

    Cited by:

    1. Jun‐Hyung Ko & Yoshito Funashima, 2019. "On the Sources of the Feldstein–Horioka Puzzle across Time and Frequencies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(4), pages 889-910, August.
    2. Bangake, Chrysost & Eggoh, Jude C., 2012. "Pooled Mean Group estimation on international capital mobility in African countries," Research in Economics, Elsevier, vol. 66(1), pages 7-17.
    3. Hevia, Constantino & Servén, Luis, 2018. "Assessing the degree of international consumption risk sharing," Journal of Development Economics, Elsevier, vol. 134(C), pages 176-190.
    4. Drakos, Anastassios A. & Kouretas, Georgios P. & Stavroyiannis, Stavros & Zarangas, Leonidas, 2017. "Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 76-88.
    5. Byrne, Joseph P. & Fiess, Norbert, 2011. "International Capital Flows to Emerging and Developing Countries: National and Global Determinants," SIRE Discussion Papers 2011-03, Scottish Institute for Research in Economics (SIRE).
    6. Kumar, Saten, 2015. "Regional integration, capital mobility and financial intermediation revisited: Application of general to specific method in panel data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 1-17.
    7. Costantini, Mauro & Gutierrez, Luciano, 2013. "Capital mobility and global factor shocks," Economics Letters, Elsevier, vol. 120(3), pages 513-515.
    8. Byrne, Joseph P & Fazio, Giorgio & Fiess, Norbert, 2010. "Optimism and commitment: An elementary theory of bargaining and war," SIRE Discussion Papers 2010-102, Scottish Institute for Research in Economics (SIRE).
    9. Kateřina Šímová, 2020. "Verification of Feldstein-Horioka Puzzle (Example of European Union Countries) [Verifikace Feldsteinovy-Horiokovy hádanky (příklad zemí Evropské unie)]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2020(2), pages 43-60.
    10. Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2013. "Primary commodity prices: Co-movements, common factors and fundamentals," Journal of Development Economics, Elsevier, vol. 101(C), pages 16-26.
    11. Ginama, Isamu & Hayakawa, Kazuhiko & Kanmei, Takahiro, 2018. "Examining the Feldstein–Horioka puzzle using common factor panels and interval estimation," Japan and the World Economy, Elsevier, vol. 48(C), pages 11-21.
    12. Mariam Camarero & Alejandro Muñoz & Cecilio Tamarit, 2022. "The rise and fall of global financial flows in EU 15: new evidence using dynamic panels with common correlated effects," Working Papers 2212, Department of Applied Economics II, Universidad de Valencia.
    13. Lim, Jamus Jerome, 2013. "Institutional and structural determinants of investment worldwide," Policy Research Working Paper Series 6591, The World Bank.
    14. Byrne, Joseph P. & Kaneez, Fatima & Kontonikas, Alexandros, 2010. "IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility," SIRE Discussion Papers 2010-05, Scottish Institute for Research in Economics (SIRE).
    15. Weiping Li & Guotai Chi & Lan Wu, 2015. "Empirical Study on Saving and Investment Relation in China: 1952¡ª2011," Review of Economics & Finance, Better Advances Press, Canada, vol. 5, pages 81-99, May.

  13. Giorgio Fazio & Ronald MacDonald & Peter McAdam, 2007. "Disaggregate Real Exchange Rate Behaviour," Working Papers 2007_19, Business School - Economics, University of Glasgow.

    Cited by:

    1. Mi Dai & Jianwei Xu, 2013. "Industry-specific Real Effective Exchange Rate for China: 2000–2009," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 21(5), pages 100-120, September.
    2. Peter Kugler, 2017. "Causes and consequences of long-run currency appreciation: The Swiss case," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 68(01), pages 83-100, December.
    3. Sax, Christoph & Gubler, Matthias, 2011. "The Balassa-Samuelson Effect Reversed: New Evidence from OECD Countries," Working papers 2011/09, Faculty of Business and Economics - University of Basel.

  14. Giorgio Fazio, 2006. "Euro-Mediterranean Economic Integration: An Empirical Investigation of Trade Flows," ERSA conference papers ersa06p610, European Regional Science Association.

    Cited by:

    1. Ferragina, Anna Maria & Giovannetti, Giorgia & Pastore, Francesco, 2005. "A Tale of Parallel Integration Processes. A Gravity Analysis of EU Trade with Mediterranean and Central and Eastern European Countries," IZA Discussion Papers 1829, Institute of Labor Economics (IZA).
    2. Harb George, 2010. "Communication Infrastructures, Institutional Efficiency and EU-Arab Trade: Assessment and Implications," Review of Middle East Economics and Finance, De Gruyter, vol. 6(2), pages 49-73, November.

  15. Giorgio Fazio & Ronald MacDonald & Jacques Melitz, 2005. "Trade Costs, Trade Balances and Current Accounts: An Application of Gravity to Multilateral Trade," CESifo Working Paper Series 1529, CESifo.

    Cited by:

    1. Maria Cipollina & Luca Salvatici, 2010. "Reciprocal Trade Agreements in Gravity Models: A Meta‐Analysis," Review of International Economics, Wiley Blackwell, vol. 18(1), pages 63-80, February.
    2. Konrad, Kai A. & Skaperdas, Stergios, 1999. "The Market for Protection and the Origin of the State," CEPR Discussion Papers 2173, C.E.P.R. Discussion Papers.
    3. Cardamone, Paola, 2007. "A Survey of the Assessments of the Effectiveness of Preferential Trade Agreements using Gravity Models," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 60(4), pages 421-473.
    4. Martin Schmitz, 2014. "Financial remoteness and the net external position," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 150(1), pages 191-219, February.
    5. Holinski, Nils & Kool, Clemens J.M. & Muysken, Joan, 2012. "The impact of international portfolio composition on consumption risk sharing," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1715-1728.
    6. Joseph P. Byrne & Giorgio Fazio & Norbert Fiess, 2009. "The Global Side of the Investment-Saving Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 1033-1040, August.
    7. Luke Willard, 2007. "Trade Costs and Some Puzzles in International Macroeconomics," RBA Research Discussion Papers rdp2007-10, Reserve Bank of Australia.
    8. Bertrand BLANCHETON (CMHE-IFReDE-GRES) & Samuel MAVEYRAUD-TRICOIRE (Université Bordeaux IV), 2006. "The indicators of international financial integration: A set of convergent measures (In French)," Cahiers du GRES (2002-2009) 2006-13, Groupement de Recherches Economiques et Sociales.
    9. Apergis, Nicholas & Tsoumas, Chris, 2009. "A survey of the Feldstein-Horioka puzzle: What has been done and where we stand," Research in Economics, Elsevier, vol. 63(2), pages 64-76, June.

  16. Joseph Byrne & Giorgio Fazio & Davide Piacentino, 2005. "Convergence in TFP among Italian Regions - Panel Unit Roots with Heterogeneity and Cross Sectional Dependence," ERSA conference papers ersa05p591, European Regional Science Association.

    Cited by:

    1. Barbara Dańska-Borsiak, 2012. "Konwergencja wojewódzkich wartości TFP. Zastosowanie panelowych testów pierwiastków jednostkowych," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 26, pages 73-85.
    2. Hwa-Taek Lee & Gawon Yoon, 2013. "Does purchasing power parity hold sometimes? Regime switching in real exchange rates," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 2279-2294, June.
    3. Shujin Zhu & Mingyong Lai & Xiaolan Fu, 2008. "Spatial characteristics and dynamics of provincial total factor productivity in China," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 6(2), pages 197-217.

  17. Mr. Tamim Bayoumi & Mr. Manmohan S. Kumar & Mr. Giorgio Fazio & Mr. Ronald MacDonald, 2003. "Fatal Attraction: A New Measure of Contagion," IMF Working Papers 2003/080, International Monetary Fund.

    Cited by:

    1. Baek, In-Mee, 2006. "Portfolio investment flows to Asia and Latin America: Pull, push or market sentiment?," Journal of Asian Economics, Elsevier, vol. 17(2), pages 363-373, April.
    2. Bodart, V. & Candelon, B., 2005. "Evidences of interdependence and contagion using a frequency domain framework," Research Memorandum 023, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    3. Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry, 2004. "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Australasian Meetings 243, Econometric Society.
    4. Samuel Maveyraud & Antoine Parent, 2017. "The International Contagion of Short-Run Interest Rates During the Great Depression," Post-Print hal-02273091, HAL.
    5. Dudek, Jérémy, 2013. "Illiquidité, contagion et risque systémique," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/13236 edited by Le Fol, Gaëlle.
    6. Gonzalez-Hermosillo Gonzalez, B.M., 2008. "Transmission of shocks across global financial markets : The role of contagion and investors' risk appetite," Other publications TiSEM d684f3c7-7ad8-4e93-88cf-a, Tilburg University, School of Economics and Management.
    7. Lagunes, Mario & Watkins, Karen, 2009. "Efectos de las Crisis Anticipadas y No Anticipadas sobre El Contagio Financiero Internacional," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(08), pages 101-148, primer se.
    8. Wong, Alfred Y-T. & Fong, Tom Pak Wing, 2011. "Analysing interconnectivity among economies," Emerging Markets Review, Elsevier, vol. 12(4), pages 432-442.
    9. Bertrand Candelon, 2010. "Introduction To The Special Issue Of Pacific Economic Review On Contagion," Pacific Economic Review, Wiley Blackwell, vol. 15(3), pages 336-339, August.
    10. Antonio Díez de los Ríos & Alicia García Herrero, 2003. "Contagion and portfolio shift in emerging countries' sovereign bonds," Working Papers 0317, Banco de España.
    11. Gębka, Bartosz & Wohar, Mark E., 2013. "International herding: Does it differ across sectors?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 55-84.

  18. MacDonald, Ronald & Bayoumi, Tamim & Kumar, Manmohan & Fazio, Giorgio, 2003. "Fatal Attraction," CEPR Discussion Papers 3870, C.E.P.R. Discussion Papers.

    Cited by:

    1. Wei, Shang-Jin & Prasad, Eswar & Rogoff, Kenneth & Kose, M. Ayhan, 2004. "Financial Globalization, Growth and Volatility in Developing Countries," CEPR Discussion Papers 4772, C.E.P.R. Discussion Papers.
    2. Nagayasu, Jun, 2010. "Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns," MPRA Paper 28391, University Library of Munich, Germany.
    3. Ms. Katrin Elborgh-Woytek, 2003. "Of Openess and Distance: Trade Developments in the Commonwealth of Independent States, 1993-2002," IMF Working Papers 2003/207, International Monetary Fund.
    4. Sensoy, Ahmet, 2013. "Dynamic relationship between precious metals," Resources Policy, Elsevier, vol. 38(4), pages 504-511.
    5. Terhi Jokipii & Brian Lucey, 2005. "CEE Banking Sector Co-Movement: Contagion or Interdependence?," The Institute for International Integration Studies Discussion Paper Series iiisdp077, IIIS.

Articles

  1. Sleibi, Yacoub & Casalin, Fabrizio & Fazio, Giorgio, 2023. "Unconventional monetary policies and credit co-movement in the Eurozone," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
    See citations under working paper version above.
  2. Salvatore Di Novo & Giorgio Fazio & Jonathan Sapsed & Josh Siepel, 2022. "Starving the golden goose? Access to finance for innovators in the creative industries," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 46(2), pages 345-386, June.

    Cited by:

    1. Ellen Loots & Diana Betzler & Trine Bille & Karol Jan Borowiecki & Boram Lee, 2022. "New forms of finance and funding in the cultural and creative industries. Introduction to the special issue," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 46(2), pages 205-230, June.

  3. Aronica, Martina & Fazio, Giorgio & Piacentino, Davide, 2022. "A micro-founded approach to regional innovation in Italy," Technological Forecasting and Social Change, Elsevier, vol. 176(C).

    Cited by:

    1. Zhang, Dongna & Zhao, Zuoxiang & Lau, Chi Keung Marco, 2022. "Sovereign ESG and corporate investment: New insights from the United Kingdom," Technological Forecasting and Social Change, Elsevier, vol. 183(C).

  4. Martina Aronica & Giorgio Fazio & Davide Piacentino, 2021. "SMEs' heterogeneity at the extensive margin and within the intensive margin of trade," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 30(3), pages 439-467, April.

    Cited by:

    1. Radovan Kastratović, 2023. "Exporting decision of agricultural firms: The role of foreign direct investment," Agribusiness, John Wiley & Sons, Ltd., vol. 39(4), pages 960-984, October.

  5. Sleibi, Yacoub & Casalin, Fabrizio & Fazio, Giorgio, 2020. "Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries," Journal of Financial Stability, Elsevier, vol. 49(C).
    See citations under working paper version above.
  6. Fazio, Giorgio & Piacentino, Davide, 2018. "Convergence analysis for hierarchical longitudinal data," Economic Modelling, Elsevier, vol. 73(C), pages 89-99.

    Cited by:

    1. Hałka, Aleksandra & Leszczyńska-Paczesna, Agnieszka, 2019. "Price convergence in the European Union – What has changed?," Economic Modelling, Elsevier, vol. 79(C), pages 226-241.
    2. Cartone, Alfredo & Postiglione, Paolo & Hewings, Geoffrey J.D., 2021. "Does economic convergence hold? A spatial quantile analysis on European regions," Economic Modelling, Elsevier, vol. 95(C), pages 408-417.
    3. Hayoung Yoo & Heeyeun Yoon, 2021. "The Effect of Green Characteristics in Reducing the Inventory of Unsold Housing in New Residential Developments—A Case of Gyeonggi Province, in South Korea," Land, MDPI, vol. 10(4), pages 1-18, April.
    4. Venera M. Timiryanova & Konstantin E. Grishin & Natalya Z. Solodilova & Rustam I. Malikov, 2022. "Economic Growth of Municipalities in Russia: Assessment of Unevenness in Time and Space," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 21(3), pages 514-544.

  7. Bordo, Michael D. & Choudhri, Ehsan U. & Fazio, Giorgio & MacDonald, Ronald, 2017. "The real exchange rate in the long run: Balassa-Samuelson effects reconsidered," Journal of International Money and Finance, Elsevier, vol. 75(C), pages 69-92.
    See citations under working paper version above.
  8. Giorgio Fazio & Enza Maltese & Davide Piacentino, 2016. "Fiducia verso persone e istituzioni: evidenze da una survey sul capitale civico degli studenti," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, vol. 2016(3), pages 100-112.

    Cited by:

    1. Annie Tubadji & Enrico Santarelli & Roberto Patuelli, 2016. "Multilevel Transmission of Cultural Attitudes and Entrepreneurial Intention: Evidence from High-School Students," Working Paper series 16-23, Rimini Centre for Economic Analysis.

  9. Luca Agnello & Giorgio Fazio & Ricardo M. Sousa, 2016. "National fiscal consolidations and regional inequality in Europe," Cambridge Journal of Regions, Economy and Society, Cambridge Political Economy Society, vol. 9(1), pages 59-80.

    Cited by:

    1. Castro, Vítor, 2017. "The impact of fiscal consolidations on the functional components of government expenditures," Economic Modelling, Elsevier, vol. 60(C), pages 138-150.
    2. Gianluca Cafiso & Roberto Cellini, 2018. "How Much Binding Is the Bill?," CESifo Working Paper Series 7147, CESifo.
    3. Anna Wildowicz-Szumarska, 2022. "Is redistributive policy of EU welfare state effective in tackling income inequality? A panel data analysis," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 17(1), pages 81-101, March.
    4. Philipp Heimberger, 2020. "The dynamic effects of fiscal consolidation episodes on income inequality: evidence for 17 OECD countries over 1978–2013," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(1), pages 53-81, February.
    5. Kim, Hyoungjong & Rhee, Dong-Eun, 2022. "The effects of asset prices on income inequality: Redistribution policy does matter," Economic Modelling, Elsevier, vol. 113(C).
    6. Fabio Mazzola & Pietro Pizzuto, 2020. "Great Recession and club convergence in Europe: A cross‐country, cross‐region panel analysis (2000–2015)," Growth and Change, Wiley Blackwell, vol. 51(2), pages 676-711, June.
    7. Li, Bin & Li, Tuo & Yu, Man & Chen, Bin, 2017. "Can equalization of public services narrow the regional disparities in China? A spatial econometrics approach," China Economic Review, Elsevier, vol. 44(C), pages 67-78.
    8. Inés P. Murillo Huertas & Raúl Ramos & Hipólito Simón, 2020. "Revisiting interregional wage differentials: New evidence from Spain with matched employer‐employee data," Journal of Regional Science, Wiley Blackwell, vol. 60(2), pages 296-347, March.
    9. Ghulam Sarwar & Zahid Ullah Khan & Ahmad Saeed & Muhammad Sarfraz, 2023. "Fiscal Consolidation and Income Inequality Nexus: Evidence from Pakistan," Journal of Economic Impact, Science Impact Publishers, vol. 5(3), pages 287-292.
    10. Philipp Heimberger, 2018. "The Dynamic Effects of Fiscal Consolidation Episodes on Income Inequality," wiiw Working Papers 147, The Vienna Institute for International Economic Studies, wiiw.
    11. Luca Agnello & Vitor Castro & Gilles Dufrénot & Fredj Jawadi & Ricardo Sousa, 2020. "Unconventional monetary policy reaction functions: evidence from the US," Post-Print hal-03101417, HAL.
    12. Vítor Castro, 2018. "Functional components of public expenditure, fiscal consolidations, and economic activity," Economics and Politics, Wiley Blackwell, vol. 30(1), pages 124-150, March.
    13. Maria Jennifer Grisorio & Francesco Prota, 2016. "Public expenditure in time of crisis: are Italian policymakers choosing the right mix?," Working Papers. Collection B: Regional and sectoral economics 1602, Universidade de Vigo, GEN - Governance and Economics research Network.
    14. Ni, Niannian & Liu, Yulin & Zhou, Hui, 2022. "Financial openness, capital rents and income inequality," European Journal of Political Economy, Elsevier, vol. 71(C).
    15. Dante Cardoso & Laura Carvalho, 2022. "Effects of fiscal consolidation on income inequality: narrative evidence from South America," Working Papers, Department of Economics 2022_15, University of São Paulo (FEA-USP).
    16. Amine Lahiani & Ameni Mtibaa & Foued Gabsi, 2022. "Fiscal Consolidation, Social Sector Expenditures and Twin Deficit Hypothesis: Evidence from Emerging and Middle-Income Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 64(4), pages 710-747, December.
    17. Gianluca Cafiso & Roberto Cellini, 2022. "Market-Induced Fiscal Discipline in Europe," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 8(2), pages 259-287, July.
    18. Vitor Castro, 2016. "On the behaviour of the functional components ofgovernment expenditures during fiscal consolidations," NIPE Working Papers 11/2016, NIPE - Universidade do Minho.
    19. Florentin Kerschbaumer & Andreas Maschke, 2020. "European Monetary Union and Inequality: A Synthetic Control Approach," Working Papers PKWP2024, Post Keynesian Economics Society (PKES).
    20. Philip Arestis & Peter Phelps, 2018. "Inequality implications of European economic and monetary union membership: A reassessment," Environment and Planning A, , vol. 50(7), pages 1443-1472, October.
    21. Juan R. Cuadrado-Roura & Ron Martin & Andrés Rodríguez-Pose, 2016. "The economic crisis in Europe: urban and regional consequences," Cambridge Journal of Regions, Economy and Society, Cambridge Political Economy Society, vol. 9(1), pages 3-11.

  10. Giorgio Fazio & Enza Maltese, 2015. "Agglomeration Externalities and the Productivity of Italian Firms," Growth and Change, Wiley Blackwell, vol. 46(3), pages 354-378, September.

    Cited by:

    1. Cheng, Zhonghua & Li, Xiang & Zhu, Yeman & Wang, Meixiao, 2023. "The effects of agglomeration externalities on urban green total-factor productivity in China," Economic Systems, Elsevier, vol. 47(2).
    2. Giulio Cainelli & Eleonora Di Maria & Roberto Ganau, 2017. "Does Agglomeration Affect Exports? Evidence from Italian Local Labour Markets," Tijdschrift voor Economische en Sociale Geografie, Royal Dutch Geographical Society KNAG, vol. 108(5), pages 554-570, October.
    3. Wenwen Wang, 2021. "The heterogeneity of agglomeration effect: Evidence from Chinese cities," Growth and Change, Wiley Blackwell, vol. 52(1), pages 392-424, March.
    4. Fazio, Giorgio & Piacentino, Davide, 2018. "Convergence analysis for hierarchical longitudinal data," Economic Modelling, Elsevier, vol. 73(C), pages 89-99.

  11. Giorgio Fazio & Marco Modica, 2015. "Pareto Or Log-Normal? Best Fit And Truncation In The Distribution Of All Cities," Journal of Regional Science, Wiley Blackwell, vol. 55(5), pages 736-756, November.

    Cited by:

    1. Christian Düben & Melanie Krause, 2021. "Population, light, and the size distribution of cities," Journal of Regional Science, Wiley Blackwell, vol. 61(1), pages 189-211, January.
    2. Rafael González-Val, 2016. "Historical urban growth in Europe (1300–1800)," Working Papers 2016/8, Institut d'Economia de Barcelona (IEB).
    3. Clémentine Cottineau, 2022. "What do analyses of city size distributions have in common?," Scientometrics, Springer;Akadémiai Kiadó, vol. 127(3), pages 1439-1463, March.
    4. Arshad, Sidra & Hu, Shougeng & Ashraf, Badar Nadeem, 2019. "Zipf’s law, the coherence of the urban system and city size distribution: Evidence from Pakistan," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 87-103.
    5. Matthias Breuer, 2021. "How Does Financial‐Reporting Regulation Affect Industry‐Wide Resource Allocation?," Journal of Accounting Research, Wiley Blackwell, vol. 59(1), pages 59-110, March.
    6. Hasan Engin Duran & Andrzej Cieślik, 2021. "The distribution of city sizes in Turkey: A failure of Zipf’s law due to concavity," Regional Science Policy & Practice, Wiley Blackwell, vol. 13(5), pages 1702-1719, October.
    7. Marco Bee, 2024. "On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 18(2), pages 251-269, June.
    8. Pankaj Bajracharya & Selima Sultana, 2020. "Rank-size Distribution of Cities and Municipalities in Bangladesh," Sustainability, MDPI, vol. 12(11), pages 1-26, June.
    9. González-Val, Rafael, 2020. "The Spanish spatial city size distribution," MPRA Paper 101195, University Library of Munich, Germany.
    10. Christian Schluter, 2021. "On Zipf’s law and the bias of Zipf regressions," Post-Print hal-02880544, HAL.
    11. Cieślik Andrzej & Teresiński Jan, 2016. "Does Zipf’s law hold for Polish cities?," Miscellanea Geographica. Regional Studies on Development, Sciendo, vol. 20(4), pages 5-10, December.
    12. Marco Bee, 2020. "On discriminating between lognormal and Pareto tail: A mixture-based approach," DEM Working Papers 2020/9, Department of Economics and Management.
    13. Luckstead, Jeff & Devadoss, Stephen & Danforth, Diana, 2017. "The size distributions of all Indian cities," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 474(C), pages 237-249.
    14. Rafael González-Val, 2019. "US city-size distribution and space," Spatial Economic Analysis, Taylor & Francis Journals, vol. 14(3), pages 283-300, July.
    15. John B Parr, 2022. "Singer and the Pareto distribution: A note," Environment and Planning B, , vol. 49(3), pages 1067-1073, March.
    16. Safari, Muhammad Aslam Mohd & Masseran, Nurulkamal & Ibrahim, Kamarulzaman & Hussain, Saiful Izzuan, 2019. "A robust and efficient estimator for the tail index of inverse Pareto distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 431-439.
    17. Josic Hrvoje & Bašić Maja, 2018. "Reconsidering Zipf’s law for regional development: The case of settlements and cities in Croatia," Miscellanea Geographica. Regional Studies on Development, Sciendo, vol. 22(1), pages 22-30, March.

  12. Giorgio Fazio & Enza Maltese & Davide Piacentino, 2013. "Estimating Verdoorn law for Italian firms and regions," Letters in Spatial and Resource Sciences, Springer, vol. 6(1), pages 45-54, March.
    See citations under working paper version above.
  13. Giorgio Fazio & Luciano Lavecchia, 2013. "Social Capital Formation across Space," International Regional Science Review, , vol. 36(3), pages 296-321, July.

    Cited by:

    1. T. Gregory & R. Patuelli, 2013. "Regional Age Structure, Human Capital and Innovation - Is Demographic Ageing Increasing Regional Disparities?," Working Papers wp900, Dipartimento Scienze Economiche, Universita' di Bologna.
    2. Agovino, Massimiliano & Cerciello, Massimiliano & Musella, Gaetano, 2021. "Campania and cancer mortality: An inseparable pair? The role of environmental quality and socio-economic deprivation," Social Science & Medicine, Elsevier, vol. 287(C).
    3. Alberto Alesina & Guido Tabellini & Francesco Trebbi, 2017. "Is Europe an Optimal Political Area?," CESifo Working Paper Series 6469, CESifo.
    4. Marcus Wiens & Miriam Klein & Frank Schultmann, 2022. "Border Region Attachment: An Empirical Study on Regional Social Capital in the French–German Border Area [Social Capital, Collective Action, and Adaptation to Climate Change]," CESifo Economic Studies, CESifo Group, vol. 68(4), pages 362-390.
    5. Elisa Menardo & Marta Viola & Alice Bacherini & Luana Angelini & Roberto Cubelli & Giulia Balboni, 2023. "The Effects of the COVID-19-induced Lockdown on the Social Capital and Cultural Capital in Italy," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 168(1), pages 585-606, August.
    6. Giorgio Fazio & Enza Maltese & Davide Piacentino, 2016. "Fiducia verso persone e istituzioni: evidenze da una survey sul capitale civico degli studenti," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, vol. 2016(3), pages 100-112.
    7. Ferraro, Aniello & Agovino, Massimilano & Garofalo, Antonio & Cerciello, Massimilano, 2020. "A Regional Perspective on Social Exclusion in European Regions: Context, Trends and Policy Implications," MPRA Paper 104217, University Library of Munich, Germany.
    8. Yan CHEN & Jie GAO & Yuqi CAO & Jialin GUAN, 2020. "Host Country Network Integration, Home Country Government Involvement, and Corporate Overseas Survival: Evidence from China," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 62-84, December.
    9. Harrison, Jane L. & Montgomery, Claire A. & Jeanty, P. Wilner, 2019. "A spatial, simultaneous model of social capital and poverty," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 78(C), pages 183-192.
    10. Isabel Neira & Fernando Bruna & Marta Portela & Adela García-Aracil, 2018. "Individual Well-Being, Geographical Heterogeneity and Social Capital," Journal of Happiness Studies, Springer, vol. 19(4), pages 1067-1090, April.
    11. Barış Safran & Ata Özdemirci, 2020. "The Dark or Bright Side of Entrepreneurs' Social Capital: Effects on Creativity and Innovation," Business Management and Strategy, Macrothink Institute, vol. 11(1), pages 17-39, June.
    12. Stek, Pieter E. & van Geenhuizen, Marina S., 2016. "The influence of international research interaction on national innovation performance: A bibliometric approach," Technological Forecasting and Social Change, Elsevier, vol. 110(C), pages 61-70.
    13. Craig Wesley Carpenter & Scott Loveridge, 2020. "Business, Owner, and Regional Characteristics in Latino-owned Business Growth: An Empirical Analysis Using Confidential Census Microdata," International Regional Science Review, , vol. 43(3), pages 254-285, May.
    14. Massimiliano Cerciello & Massimiliano Agovino & Antonio Garofalo, 2019. "Estimating urban food waste at the local level: are good practices in food consumption persistent?," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 36(3), pages 863-886, October.
    15. Fernando BRUNA & Isabel NEIRA & Marta PORTELA, 2019. "Horizontal And Vertical Contexts On Europeans’ Well-Being," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 19(2), pages 37-56.
    16. Elena Prodi & Stefano Ghinoi & Lauretta Rubini & Francesco Silvestri, 2023. "Do informal institutions matter for the economic resilience of European regions? A study of the post-2008 shock," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 40(1), pages 189-223, April.
    17. Alessandra Faggian & Elizabeth Mack & Heather Stephens, 2013. "Special Issue on Regional Economic Development," International Regional Science Review, , vol. 36(3), pages 263-266, July.
    18. Aniello Ferraro & Massimiliano Cerciello & Massimiliano Agovino & Antonio Garofalo, 2019. "The role of cultural consumption in reducing social exclusion: empirical evidence from Italy in a spatial framework," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 36(1), pages 139-166, April.
    19. Mateo Manuel Córcoles‐Muñoz & Gloria Parra‐Requena & Pedro M. García‐Villaverde & María José Ruiz‐Ortega, 2020. "Sense of belonging to an industrial district and knowledge acquisition: The role of strong and trusting interorganizational relations," Growth and Change, Wiley Blackwell, vol. 51(4), pages 1517-1541, December.

  14. Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2013. "Primary commodity prices: Co-movements, common factors and fundamentals," Journal of Development Economics, Elsevier, vol. 101(C), pages 16-26.
    See citations under working paper version above.
  15. Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2012. "Interest rate co-movements, global factors and the long end of the term spread," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 183-192.
    See citations under working paper version above.
  16. Giorgio Fazio & Davide Piacentino, 2010. "A Spatial Multilevel Analysis of Italian SMEs' Productivity," Spatial Economic Analysis, Taylor & Francis Journals, vol. 5(3), pages 299-316.
    See citations under working paper version above.
  17. Joseph P. Byrne & Giorgio Fazio & Norbert Fiess, 2009. "The Global Side of the Investment-Saving Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 1033-1040, August.
    See citations under working paper version above.
  18. Joseph Byrne & Giorgio Fazio & Davide Piacentino, 2009. "Total Factor Productivity Convergence among Italian Regions: Some Evidence from Panel Unit Root Tests," Regional Studies, Taylor & Francis Journals, vol. 43(1), pages 63-76.

    Cited by:

    1. B. Biagi & MG. Ladu, 2015. "Productivity and employment dynamics: new evidence from Italian regions," Working Paper CRENoS 201505, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    2. Naveed, Amjad & Wang, Cong, 2023. "Innovation and labour productivity growth moderated by structural change: Analysis in a global perspective," Technovation, Elsevier, vol. 119(C).
    3. Lidia Mannarino & Valeria Pupo & Fernanda Ricotta, 2016. "Family Firms And Productivity: The Role Of Institutional Quality," Working Papers 201605, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF.
    4. Georges Harb & Charbel Bassil, 2023. "TFP in the Manufacturing Sector: Long-Term Dynamics, Country and Regional Comparative Analysis," Economies, MDPI, vol. 11(2), pages 1-22, January.
    5. Paola Cardamone & Valeria Pupo & Fernanda Ricotta, 2016. "Do Firms Benefit from University Research? Evidence from Italy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 2(3), pages 445-471, November.
    6. Aiello, Francesco & Pupo, Valeria & Ricotta, Fernand, 2011. "Explaining TFP at firm level in Italy. Does location matter?," MPRA Paper 35656, University Library of Munich, Germany.
    7. Aiello, Francesco & Pupo, Valeria & Ricotta, Fernanda, 2013. "Firm heterogeneity in TFP, sectoral innovation and geography. Evidence from Italy," MPRA Paper 48573, University Library of Munich, Germany.
    8. Boltho, Andrea & Carlin, Wendy & Scaramozzino, Pasquale, 2018. "Why East Germany did not become a new Mezzogiorno," Journal of Comparative Economics, Elsevier, vol. 46(1), pages 308-325.
    9. Giorgio Fazio & Davide Piacentino, 2010. "A Spatial Multilevel Analysis of Italian SMEs' Productivity," Spatial Economic Analysis, Taylor & Francis Journals, vol. 5(3), pages 299-316.
    10. Calcagnini, Giorgio & Marin, Giovanni & Perugini, Francesco, 2021. "Labour flexibility, internal migration and productivity in Italian regions," Structural Change and Economic Dynamics, Elsevier, vol. 57(C), pages 308-320.
    11. Duran, Hasan Engin, 2019. "Asymmetries in regional development: Does TFP or capital accumulation matter for spatial inequalities?," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
    12. Alexiadis, Stilianos & Eleftheriou, Konstantinos, 2010. "The Morphology of Income Convergence in US States: New Evidence using an Error-Correction-Model," MPRA Paper 20096, University Library of Munich, Germany.
    13. Peiró-Palomino, Jesús & Perugini, Francesco, 2022. "Regional innovation disparities in Italy: The role of governance," Economic Systems, Elsevier, vol. 46(4).
    14. Thomas Schatzer & Matthias Siller & Janette Walde & Gottfried Tappeiner, 2019. "The Impact of Model Choice on Estimates of Regional TFP," International Regional Science Review, , vol. 42(1), pages 98-116, January.
    15. Sondermann, David, 2012. "Productivity in the euro area: any evidence of convergence?," Working Paper Series 1431, European Central Bank.
    16. Francesco Aiello & Valeria Pupo & Fernanda Ricotta, 2014. "Explaining Total Factor Productivity at Firm Level in Italy: Does Location Matter?," Spatial Economic Analysis, Taylor & Francis Journals, vol. 9(1), pages 51-70, March.
    17. Anh Tuan Pham & Minh Khac Nguyen & Hoang Linh Dang & Thi Xuan Thu Nguyen, 2021. "Can foreign direct investment foster the manufacturing industries’ spatial total factor productivity convergence in a transition economy? An empirical approach from Vietnam," Bulletin of Economic Research, Wiley Blackwell, vol. 73(4), pages 606-623, October.
    18. Yerken Turganbayev, 2016. "Regional convergence in Kazakhstan," Post-Communist Economies, Taylor & Francis Journals, vol. 28(3), pages 314-334, July.
    19. Roberto Esposti, 2008. "Regional growth convergence and EU policies: Empirical evidence and measuring problems," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 9(01), pages 14-22, April.
    20. Mustafa Zuhal, 2023. "Technological Convergence in Emerging Economies: An Investigation with Unit Root Tests," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 10(2), pages 567-586, July.
    21. Simone Gitto & Paolo Mancuso, 2015. "The contribution of physical and human capital accumulation to Italian regional growth: a nonparametric perspective," Journal of Productivity Analysis, Springer, vol. 43(1), pages 1-12, February.
    22. Amjad Naveed & Nisar Ahmad, 2016. "Labour productivity convergence and structural changes: simultaneous analysis at country, regional and industry levels," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 5(1), pages 1-17, December.
    23. Mill�n D�az-Foncea & Carmen Marcuello, 2014. "The Relation between Total Employment and Cooperative Employment: A Convergence and Causality Analysis," Spatial Economic Analysis, Taylor & Francis Journals, vol. 9(1), pages 71-92, March.

  19. Stephen, Frank H. & Fazio, Giorgio & Tata, Cyrus, 2008. "Incentives, criminal defence lawyers and plea bargaining," International Review of Law and Economics, Elsevier, vol. 28(3), pages 212-219, September.

    Cited by:

    1. ANCELOT Lydie, 2010. "Equité du plaider coupable : une analyse économétrique dans trois tribunaux de grande instance français," Working Papers of BETA 2010-09, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    2. Frank H. Stephen, 2013. "Lawyers, Markets and Regulation," Books, Edward Elgar Publishing, number 14803.
    3. Paolini, Gabriele, 2023. "The administratization of criminal convictions worldwide: History, extent, and consequences," ILE Working Paper Series 74, University of Hamburg, Institute of Law and Economics.

  20. Erasmo Vassallo & Giorgio Fazio & Davide Piacentino, 2008. "Divari economici e variabili di contesto. Un'analisi non parametrica per le regioni italiane," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, vol. 2008(2), pages 44-80.

    Cited by:

    1. Davide Piacentino & Erasmo Vassallo, 2011. "Exploring the sources of labour productivity growth and convergence in the Italian regions: some evidence from a production frontier approach," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 46(2), pages 469-486, April.

  21. Giorgio Fazio & Ronald MacDonald & Jacques Melitz, 2008. "Trade Costs, Trade Balances and Current Accounts: An Application of Gravity to Multilateral Trade," Open Economies Review, Springer, vol. 19(5), pages 557-578, November.
    See citations under working paper version above.
  22. Giorgio Fazio & Peter McAdam & Ronald MacDonald, 2007. "Disaggregate Real Exchange Rate Behaviour," Open Economies Review, Springer, vol. 18(4), pages 389-404, September.
    See citations under working paper version above.
  23. Bayoumi, Tamim & Fazio, Giorgio & Kumar, Manmohan & MacDonald, Ronald, 2007. "Fatal attraction: Using distance to measure contagion in good times as well as bad," Review of Financial Economics, Elsevier, vol. 16(3), pages 259-273.

    Cited by:

    1. Nagayasu, Jun, 2015. "Global and country-specific factors in real effective exchange rates," MPRA Paper 64217, University Library of Munich, Germany.
    2. Richard C. K. Burdekin & Pierre L. Siklos, 2011. "Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010," Working Papers 232011, Hong Kong Institute for Monetary Research.
    3. Sensoy, Ahmet & Eraslan, Veysel & Erturk, Mutahhar, 2016. "Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe," Economic Systems, Elsevier, vol. 40(4), pages 552-567.
    4. Wei, Shang-Jin & Prasad, Eswar & Rogoff, Kenneth & Kose, M. Ayhan, 2004. "Financial Globalization, Growth and Volatility in Developing Countries," CEPR Discussion Papers 4772, C.E.P.R. Discussion Papers.
    5. BAUWENS, Luc & otranto, EDOARDO, 2013. "Modeling the dependence of conditional correlations on volatility," LIDAM Discussion Papers CORE 2013014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    6. Fazio, Giorgio, 2007. "Extreme interdependence and extreme contagion between emerging markets," Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1261-1291, December.
    7. Jean Coulom & Vijay Shenai, 2018. "The Effect of Alternative Measures of Distance on the Correlation of Real Effective Exchange Rate Returns: An Approach to Contagion Analysis," IJFS, MDPI, vol. 6(4), pages 1-18, October.
    8. Berger, Dave & Turtle, H.J., 2011. "Emerging market crises and US equity market returns," Global Finance Journal, Elsevier, vol. 22(1), pages 32-41.
    9. Baur, Dirk G. & Fry, Renée A., 2009. "Multivariate contagion and interdependence," Journal of Asian Economics, Elsevier, vol. 20(4), pages 353-366, September.
    10. Nagayasu, Jun, 2013. "Co-movements in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model," SIRE Discussion Papers 2013-66, Scottish Institute for Research in Economics (SIRE).
    11. P. Bertuccelli & M. Mucciardi & E. Otranto, 2014. "Spatial Effects in Dynamic Conditional Correlations," Working Paper CRENoS 201406, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    12. Mobeen Ur Rehman, 2016. "Financial Contagion in EFA Markets in Crisis Periods: A Multivariate GARCH Dynamic Conditional Correlation Framework," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 21(2), pages 121-151, July-Dec.
    13. Nagayasu, Jun, 2016. "Commonality and Heterogeneity in Real Effective Exchange Rates: Evidence from Advanced and Developing Countries," MPRA Paper 70078, University Library of Munich, Germany.
    14. Avishek Bhandari, 2020. "A wavelet analysis of inter-dependence, contagion and long memory among global equity markets," Papers 2003.14110, arXiv.org.
    15. Cipollini, Fabrizio & Giannozzi, Alessandro & Menchetti, Fiammetta & Roggi, Oliviero, 2020. "The beauty contest between systemic and systematic risk measures: Assessing the empirical performance," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 316-332.
    16. Fernández-Avilés, Gema & Montero, Jose-María & Orlov, Alexei G., 2012. "Spatial modeling of stock market comovements," Finance Research Letters, Elsevier, vol. 9(4), pages 202-212.
    17. Abdullahi , Shafiu Ibrahim, 2021. "Islamic equities and COVID-19 pandemic: measuring Islamic stock indices correlation and volatility in period of crisis," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 29, pages 50-66.
    18. Rémy Lecat & Dorothée Pasquier de Franclieu, 2024. "Convergence and Capital Flows in Europe: The Role of Financial Intermediation and Investor Quality," De Economist, Springer, vol. 172(2), pages 101-119, June.
    19. Yucel, Eray, 2011. "A Review and Bibliography of Early Warning Models," MPRA Paper 32893, University Library of Munich, Germany.
    20. Kang, Sang Hoon & Uddin, Gazi Salah & Troster, Victor & Yoon, Seong-Min, 2019. "Directional spillover effects between ASEAN and world stock markets," Journal of Multinational Financial Management, Elsevier, vol. 52.

  24. Fazio, Giorgio, 2007. "Extreme interdependence and extreme contagion between emerging markets," Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1261-1291, December.

    Cited by:

    1. Asgharian, Hossein & Hess, Wolfgang & Liu, Lu, 2013. "A spatial analysis of international stock market linkages," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4738-4754.
    2. Leitao, Joao & Armada, Manuel Rocha & Ferreira, Joaaquim, 2012. "Corruption and Co-Movements in European Listed Sport Companies: Did Calciocaos really matter?," MPRA Paper 42474, University Library of Munich, Germany.
    3. Telila, Henok Fasil, 2023. "Frontier markets sovereign risk: New evidence from spatial econometric models," Finance Research Letters, Elsevier, vol. 58(PD).
    4. Filip Iorgulescu, 2015. "Investigating Contagion and Market Interdependence during the Global Financial Crisis," Central European Business Review, Prague University of Economics and Business, vol. 2015(2), pages 31-39.
    5. Büttner, David & Hayo, Bernd, 2010. "News and correlations of CEEC-3 financial markets," Economic Modelling, Elsevier, vol. 27(5), pages 915-922, September.
    6. Christiansen, Charlotte & Ranaldo, Angelo, 2009. "Extreme coexceedances in new EU member states' stock markets," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1048-1057, June.
    7. Caston Sigauke & Rosinah Mukhodobwane & Wilbert Chagwiza & Winston Garira, 2022. "Asymptotic Dependence Modelling of the BRICS Stock Markets," IJFS, MDPI, vol. 10(3), pages 1-32, July.
    8. Bua, Giovanna & Trecroci, Carmine, 2016. "International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?," MPRA Paper 74771, University Library of Munich, Germany.
    9. Apostolos Thomadakis, 2012. "Measuring Financial Contagion with Extreme Coexceedances," School of Economics Discussion Papers 1112, School of Economics, University of Surrey.
    10. Brännäs Kurt & De Gooijer Jan G. & Lönnbark Carl & Soultanaeva Albina, 2012. "Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States' Stock Exchanges," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(1), pages 1-24, January.
    11. Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung, 2014. "Industry co-movement and cross-listing: Do home country factors matter?," Japan and the World Economy, Elsevier, vol. 32(C), pages 96-110.
    12. Luis A. Gil-Alana & Rangan Gupta & Olanrewaju I. Shittu & OlaOluwa S. Yaya, 2016. "Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach," Working Papers 201617, University of Pretoria, Department of Economics.
    13. Ballester, Laura & Díaz-Mendoza, Ana Carmen & González-Urteaga, Ana, 2019. "A systematic review of sovereign connectedness on emerging economies," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 157-163.
    14. Markwat, Thijs & Kole, Erik & van Dijk, Dick, 2009. "Contagion as a domino effect in global stock markets," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 1996-2012, November.
    15. Henok Fasil Telila, 2024. "Frontier markets sovereign risk: New evidence from spatial econometric models," French Stata Users' Group Meetings 2024 10, Stata Users Group.
    16. Shen, Pei-Long & Li, Wen & Wang, Xiao-Ting & Su, Chi-Wei, 2015. "Contagion effect of the European financial crisis on China's stock markets: Interdependence and pure contagion," Economic Modelling, Elsevier, vol. 50(C), pages 193-199.
    17. Berger, Dave & Turtle, H.J., 2011. "Emerging market crises and US equity market returns," Global Finance Journal, Elsevier, vol. 22(1), pages 32-41.
    18. Mandilaras, Alex & Bird, Graham, 2010. "A Markov switching analysis of contagion in the EMS," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1062-1075, October.
    19. David Matesanz & Guillermo Ortega, 2014. "Network analysis of exchange data: interdependence drives crisis contagion," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(4), pages 1835-1851, July.
    20. EnDer Su, 2021. "Testing stock market contagion properties between large and small stock markets," Review of Quantitative Finance and Accounting, Springer, vol. 57(1), pages 147-202, July.
    21. Bing Zhu & Stanimira Milcheva, 2020. "The Pricing of Spatial Linkages in Companies’ Underlying Assets," The Journal of Real Estate Finance and Economics, Springer, vol. 61(3), pages 443-475, October.
    22. Lei Wu & Qingbin Meng & Kuan Xu, 2015. "'Slow-burn' spillover and 'fast and furious' contagion: a study of international stock markets," Quantitative Finance, Taylor & Francis Journals, vol. 15(6), pages 933-958, June.
    23. Song, Yuegang & Huang, Ruixian & Paramati, Sudharshan Reddy & Zakari, Abdulrasheed, 2021. "Does economic integration lead to financial market integration in the Asian region?," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 366-377.
    24. Edgardo Cayón, 2014. "The Effects of Contagion During the Global Financial Crisis in Government-Regulated and Sponsored Assets in Emerging Markets," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 3-2014, January-A.
    25. Fernández-Avilés, Gema & Montero, Jose-María & Orlov, Alexei G., 2012. "Spatial modeling of stock market comovements," Finance Research Letters, Elsevier, vol. 9(4), pages 202-212.
    26. Scott W. Hegerty, 2014. "Measuring Exchange Market Pressure and Its Contagion in the East African Community," South African Journal of Economics, Economic Society of South Africa, vol. 82(2), pages 239-257, June.
    27. EnDer Su & Ving-Vunk Mak & Po-Yuk So, 2024. "Exploring Three-style Return Comovements and Contagion Using a Correlation Decomposition GARCH Model," Computational Economics, Springer;Society for Computational Economics, vol. 63(6), pages 2271-2305, June.
    28. Bigerna, Simona & Bollino, Carlo Andrea & Ciferri, Davide & Polinori, Paolo, 2017. "Renewables diffusion and contagion effect in Italian regional electricity markets: Assessment and policy implications," Renewable and Sustainable Energy Reviews, Elsevier, vol. 68(P1), pages 199-211.
    29. Kliber, Agata & Płuciennik, Piotr, 2017. "Euro or not? Vulnerability of Czech and Slovak economies to regional and international turmoil," Economic Modelling, Elsevier, vol. 60(C), pages 313-323.
    30. Sudharshan Reddy Paramati & Eduardo Roca & Rakesh Gupta, 2016. "Economic integration and stock market dynamic linkages: evidence in the context of Australia and Asia," Applied Economics, Taylor & Francis Journals, vol. 48(44), pages 4210-4226, September.

Chapters

    Sorry, no citations of chapters recorded.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.