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Claudio Morana

Personal Details

First Name:Claudio
Middle Name:
Last Name:Morana
Suffix:
RePEc Short-ID:pmo818
[This author has chosen not to make the email address public]
https://sites.google.com/unimib.it/claudio-morana

Affiliation

(2%) Centre for Research on Pensions and Welfare Policies (CeRP)
Collegio Carlo Alberto
Università degli Studi di Torino

Torino, Italy
http://www.cerp.carloalberto.org/
RePEc:edi:cetorit (more details at EDIRC)

(1%) Rimini Centre for Economic Analysis (RCEA)

Waterloo, Canada
http://www.rcea.world/
RePEc:edi:rcfeaca (more details at EDIRC)

(93%) Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS)
Scuola di Economia e Statistica
Università degli Studi di Milano-Bicocca

Milano, Italy
http://www.dems.unimib.it/
RePEc:edi:dpmibit (more details at EDIRC)

(4%) Center for European Studies
Università degli Studi di Milano-Bicocca

Milano, Italy
http://www.cefes-dems.unimib.it/
RePEc:edi:cefesit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Nuno Cassola & Claudio Morana & Elisa Ossola, 2023. "Green risk in Europe," Working Papers 526, University of Milano-Bicocca, Department of Economics.
  2. Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022. "Is climate change time reversible?," Papers 2205.07579, arXiv.org, revised Nov 2022.
  3. Claudio Morana, 2022. "Euro area inflation and a new measure of core inflation," Working Papers 505, University of Milano-Bicocca, Department of Economics, revised Oct 2023.
  4. Cassola, Nuno & De Grauwe, Paul & Morana, Claudio & Tirelli, Patrizio, 2022. "The risks of exiting too early the policy responses to the COVID-19 recession," LSE Research Online Documents on Economics 113327, London School of Economics and Political Science, LSE Library.
  5. Claudio Morana, 2021. "A new macro-financial condition index for the euro area," Working Papers 467, University of Milano-Bicocca, Department of Economics, revised Sep 2021.
  6. Donatella Baiardi & Claudio Morana, 2020. "Climate change awareness: Empirical evidence for the European Union," Working Papers 426, University of Milano-Bicocca, Department of Economics, revised Feb 2021.
  7. Morana, Claudio & Sbrana, Giacomo, 2018. "Some Financial Implications of Global Warming: an Empirical Assessment," CSI: Climate and Sustainable Innovation 268728, Fondazione Eni Enrico Mattei (FEEM).
  8. Claudio, Morana, 2018. "Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices," Working Papers 382, University of Milano-Bicocca, Department of Economics, revised 04 Jun 2018.
  9. Morana, Claudio & Sbrana, Giacomo, 2017. "Temperature Anomalies, Radiative Forcing and ENSO," MITP: Mitigation, Innovation and Transformation Pathways 253732, Fondazione Eni Enrico Mattei (FEEM).
  10. Claudio Morana, 2016. "The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises," CeRP Working Papers 155, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  11. Morana, Claudio, 2016. "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," ESP: Energy Scenarios and Policy 232925, Fondazione Eni Enrico Mattei (FEEM).
  12. Fabio C. Bagliano & Claudio Morana, 2015. "It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection," Carlo Alberto Notebooks 424, Collegio Carlo Alberto.
  13. Claudio, Morana, 2015. "Model Averaging by Stacking," Working Papers 310, University of Milano-Bicocca, Department of Economics, revised 29 Oct 2015.
  14. Claudio, Morana, 2015. "Semiparametric Estimation of Multivariate GARCH Models," Working Papers 317, University of Milano-Bicocca, Department of Economics, revised 10 Dec 2015.
  15. Donatella Baiardi & Claudio Morana, 2015. "Financial deepening and income distribution inequality in the euro area," CeRP Working Papers 153, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  16. Claudio Morana, 2014. "Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks," Working Papers 273, University of Milano-Bicocca, Department of Economics, revised May 2014.
  17. Claudio Morana, 2013. "Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks: New Insights on the US OIS SPreads Term Structure," Working Papers 233, University of Milano-Bicocca, Department of Economics, revised Feb 2013.
  18. Claudio Morana, 2013. "Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns," CeRP Working Papers 138, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  19. Claudio Morana, 2013. "New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil," CeRP Working Papers 137, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  20. Fabio Bagliano & Claudio Morana, 2012. "Determinants of US financial fragility conditions," CeRP Working Papers 128, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  21. Morana, Claudio, 2012. "Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation," Energy: Resources and Markets 121723, Fondazione Eni Enrico Mattei (FEEM).
  22. Morana, Claudio, 2012. "The Oil Price-Macroeconomy Relationship since the Mid- 1980s: A Global Perspective," Energy: Resources and Markets 127423, Fondazione Eni Enrico Mattei (FEEM).
  23. Cassola, Nuno & Morana, Claudio, 2012. "Euro money market spreads during the 2007-? financial crisis," Working Paper Series 1437, European Central Bank.
  24. Fabio C. Bagliano & Claudio Morana, 2011. "Macro-finance interactions in the US: A global perspective," Working papers 23, Former Department of Economics and Public Finance "G. Prato", University of Torino.
  25. Nuno Cassola & Claudio Morana, 2010. "The 2007-? financial crisis: a euro area money market perspective," ICER Working Papers - Applied Mathematics Series 35-2010, ICER - International Centre for Economic Research.
  26. Fabio Bagliano & Claudio Morana, 2010. "The effects of US economic and financial crises on euro area convergence," CeRP Working Papers 99, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  27. Claudio Morana, 2010. "Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks," ICER Working Papers - Applied Mathematics Series 36-2010, ICER - International Centre for Economic Research.
  28. Fabio Bagliano & Claudio Morana, 2010. "The Great Recession: US dynamics and spillovers to the world economy," CeRP Working Papers 103, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  29. Nuno Cassola & Claudio Morana, 2010. "The 2007-? financial crisis: a money market perspective," CeRP Working Papers 102, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  30. Richard T. Baille & Claudio Morana, 2009. "Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach," ICER Working Papers - Applied Mathematics Series 06-2009, ICER - International Centre for Economic Research.
  31. Fabio Bagliano & Claudio Morana, 2009. "Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence," CeRP Working Papers 81, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  32. Andrea Beltratti & Claudio Morana, 2008. "International shocks and national house prices," ICER Working Papers - Applied Mathematics Series 14-2008, ICER - International Centre for Economic Research.
  33. Claudio Morana, 2008. "Realized Betas and the Cross-Section of Expected Returns," ICER Working Papers - Applied Mathematics Series 15-2008, ICER - International Centre for Economic Research.
  34. Cassola, Nuno & Morana, Claudio, 2008. "Modelling short-term interest rate spreads in the euro money market," Working Paper Series 982, European Central Bank.
  35. Claudio Morana, 2008. "Realized portfolio selection in the euro area," ICER Working Papers - Applied Mathematics Series 10-2008, ICER - International Centre for Economic Research.
  36. Claudio Morana, 2007. "Factor demand modelling: the theory and the practice," ICER Working Papers 9-2007, ICER - International Centre for Economic Research.
  37. Fabio C. Bagliano & Claudio Morana, 2007. "Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?," Carlo Alberto Notebooks 40, Collegio Carlo Alberto.
  38. Claudio Morana, 2007. "On the macroeconomic causes of exchange rates volatility," ICER Working Papers 8-2007, ICER - International Centre for Economic Research.
  39. Cassola, Nuno & Ewerhart, Christian & Morana, Claudio, 2007. "Structural econometric approach to bidding in the main refinancing operations of the Eurosystem," Working Paper Series 793, European Central Bank.
  40. Richard T. Baillie & Claudio Morana, 2007. "Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach," ICER Working Papers - Applied Mathematics Series 11-2007, ICER - International Centre for Economic Research.
  41. Claudio Morana, 2007. "Estimating, Filtering and Forecasting Realized Betas," ICER Working Papers - Applied Mathematics Series 6-2007, ICER - International Centre for Economic Research.
  42. Andrea Beltratti & Claudio Morana, 2006. "Comovements in International Stock Markets," ICER Working Papers 3-2006, ICER - International Centre for Economic Research.
  43. Fabio C. Bagliano & Claudio Morana, 2006. "A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling," Carlo Alberto Notebooks 28, Collegio Carlo Alberto.
  44. Cassola, Nuno & Morana, Claudio, 2006. "Comovements in volatility in the euro money market," Working Paper Series 703, European Central Bank.
  45. Claudio Morana, 2006. "Multivariate modelling of long memory processes with common components," ICER Working Papers 40-2006, ICER - International Centre for Economic Research.
  46. Andrea Beltratti & Claudio Morana, 2006. "Net Inflows and Time-Varying Alphas: The Case of Hedge Funds," ICER Working Papers 30-2006, ICER - International Centre for Economic Research.
  47. Fabio C. Bagliano & Claudio Morana, 2006. "International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach," Carlo Alberto Notebooks 32, Collegio Carlo Alberto.
  48. Claudio Morana, 2006. "International Stock Markets Comovements: the Role of Economic and Financial Integration," ICER Working Papers 25-2006, ICER - International Centre for Economic Research.
  49. Claudio Morana, 2006. "The End of the Japanese Stagnation: an Assessment of the Policy Solutions," ICER Working Papers 27-2006, ICER - International Centre for Economic Research.
  50. Andrea Beltratti & Claudio Morana, 2005. "Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios," ICER Working Papers 23-2005, ICER - International Centre for Economic Research.
  51. Morana, Claudio, 2004. "Frequency domain principal components estimation of fractionally cointegrated processes," Working Paper Series 321, European Central Bank.
  52. Claudio Morana, 2004. "The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided?," ICER Working Papers 29-2004, ICER - International Centre for Economic Research.
  53. Morana, Claudio, 2004. "A structural common factor approach to core inflation estimation and forecasting," Working Paper Series 305, European Central Bank.
  54. Andrea Beltratti & Claudio Morana, 2004. "Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility," Working Papers 20, SEMEQ Department - Faculty of Economics - University of Eastern Piedmont.
  55. Cassola, Nuno & Morana, Claudio, 2003. "Volatility of interest rates in the euro area: evidence from high frequency data," Working Paper Series 235, European Central Bank.
  56. Cassola, Nuno & Morana, Claudio, 2002. "Monetary policy and the stock market in the euro area," Working Paper Series 119, European Central Bank.
  57. Morana, Claudio, 2000. "Measuring core inflation in the euro area," Working Paper Series 36, European Central Bank.
    repec:qmw:qmwecw:wp593 is not listed on IDEAS

Articles

  1. Morana, Claudio, 2024. "A new macro-financial condition index for the euro area," Econometrics and Statistics, Elsevier, vol. 29(C), pages 64-87.
  2. Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022. "Is Climate Change Time-Reversible?," Econometrics, MDPI, vol. 10(4), pages 1-18, December.
  3. Baiardi, Donatella & Morana, Claudio, 2021. "Climate change awareness: Empirical evidence for the European Union," Energy Economics, Elsevier, vol. 96(C).
  4. Morana, Claudio & Sbrana, Giacomo, 2019. "Climate change implications for the catastrophe bonds market: An empirical analysis," Economic Modelling, Elsevier, vol. 81(C), pages 274-294.
  5. Morana, Claudio, 2019. "Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices," Econometrics and Statistics, Elsevier, vol. 12(C), pages 42-65.
  6. Baiardi, Donatella & Morana, Claudio, 2018. "Financial development and income distribution inequality in the euro area," Economic Modelling, Elsevier, vol. 70(C), pages 40-55.
  7. Morana, Claudio, 2017. "Macroeconomic and financial effects of oil price shocks: Evidence for the euro area," Economic Modelling, Elsevier, vol. 64(C), pages 82-96.
  8. Fabio C. Bagliano & Claudio Morana, 2017. "It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection," Applied Economics, Taylor & Francis Journals, vol. 49(49), pages 4946-4969, October.
  9. Claudio Morana, 2017. "The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(8), pages 919-935, December.
  10. Baiardi, Donatella & Morana, Claudio, 2016. "The financial Kuznets curve: Evidence for the euro area," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 265-269.
  11. Bagliano, Fabio C. & Morana, Claudio, 2014. "Determinants of US financial fragility conditions," Research in International Business and Finance, Elsevier, vol. 30(C), pages 377-392.
  12. Morana, Claudio, 2014. "Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 64-79.
  13. Claudio Morana, 2013. "The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
  14. Morana, Claudio, 2013. "Oil price dynamics, macro-finance interactions and the role of financial speculation," Journal of Banking & Finance, Elsevier, vol. 37(1), pages 206-226.
  15. Bagliano, Fabio C. & Morana, Claudio, 2012. "The Great Recession: US dynamics and spillovers to the world economy," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 1-13.
  16. Baillie, Richard T. & Morana, Claudio, 2012. "Adaptive ARFIMA models with applications to inflation," Economic Modelling, Elsevier, vol. 29(6), pages 2451-2459.
  17. Cassola, Nuno & Morana, Claudio, 2012. "Euro money market spreads during the 2007–? financial crisis," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 548-557.
  18. Claudio Morana, 2012. "Real Oil Prices since the 1990s," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, January.
  19. Beltratti, Andrea & Morana, Claudio, 2010. "International house prices and macroeconomic fluctuations," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 533-545, March.
  20. Fabio Bagliano & Claudio Morana, 2010. "Business cycle comovement in the G-7: common shocks or common transmission mechanisms?," Applied Economics, Taylor & Francis Journals, vol. 42(18), pages 2327-2345.
  21. Cassola, Nuno & Morana, Claudio, 2010. "Comovements in volatility in the euro money market," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 525-539, April.
  22. Bagliano, Fabio C. & Morana, Claudio, 2009. "International macroeconomic dynamics: A factor vector autoregressive approach," Economic Modelling, Elsevier, vol. 26(2), pages 432-444, March.
  23. Baillie, Richard T. & Morana, Claudio, 2009. "Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach," Journal of Economic Dynamics and Control, Elsevier, vol. 33(8), pages 1577-1592, August.
  24. Claudio Morana, 2009. "An omnibus noise filter," Computational Statistics, Springer, vol. 24(3), pages 459-479, August.
  25. Morana, Claudio, 2009. "On the macroeconomic causes of exchange rate volatility," International Journal of Forecasting, Elsevier, vol. 25(2), pages 328-350.
  26. Morana, Claudio, 2009. "Medium-term macroeconomic determinants of exchange rate volatility," Journal of Financial Transformation, Capco Institute, vol. 25, pages 55-64.
  27. Claudio Morana, 2008. "International stock markets comovements: the role of economic and financial integration," Empirical Economics, Springer, vol. 35(2), pages 333-359, September.
  28. Nuno Cassola & Claudio Morana, 2008. "Modeling Short-Term Interest Rate Spreads in the Euro Money Market," International Journal of Central Banking, International Journal of Central Banking, vol. 4(4), pages 1-37, December.
  29. Morana, Claudio & Beltratti, Andrea, 2008. "Comovements in international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(1), pages 31-45, February.
  30. Fabio Bagliano & Claudio Morana, 2008. "Factor vector autoregressive estimation: a new approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 3(1), pages 15-23, June.
  31. Morana, Claudio, 2007. "Multivariate modelling of long memory processes with common components," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 919-934, October.
  32. Cassola, Nuno & Ewerhart, Christian & Morana, Claudio, 2007. "Structural econometric approach to bidding in the main refinancing operations of the Eurosystem," Journal of Financial Transformation, Capco Institute, vol. 19, pages 81-90.
  33. Andrea Beltratti & Claudio Morana, 2007. "Does the stock market affect income distribution? Some empirical evidence for the US," Applied Economics Letters, Taylor & Francis Journals, vol. 14(2), pages 99-104.
  34. Claudio Morana, 2007. "A structural common factor approach to core inflation estimation and forecasting," Applied Economics Letters, Taylor & Francis Journals, vol. 14(3), pages 163-169.
  35. Claudio Morana & Fabio Cesare Bagliano, 2007. "Inflation and monetary dynamics in the USA: a quantity-theory approach," Applied Economics, Taylor & Francis Journals, vol. 39(2), pages 229-244.
  36. Morana, Claudio, 2006. "A small scale macroeconometric model for the Euro-12 area," Economic Modelling, Elsevier, vol. 23(3), pages 391-426, May.
  37. Nuno Cassola & Claudio Morana, 2006. "Volatility of interest rates in the euro area: Evidence from high frequency data," The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 513-528.
  38. Claudio Morana, 2006. "The price stability oriented monetary policy of the ECB: an assessment," Applied Economics, Taylor & Francis Journals, vol. 38(17), pages 2007-2020.
  39. Beltratti, A. & Morana, C., 2006. "Breaks and persistency: macroeconomic causes of stock market volatility," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 151-177.
  40. Claudio Morana, 2005. "The Japanese deflation: has it had real effects? Could it have been avoided?," Applied Economics, Taylor & Francis Journals, vol. 37(12), pages 1337-1352.
  41. Morana, Claudio, 2005. "Frequency domain principal components estimation of fractionally cointegrated processes: Some new results and an application to stock market volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 355(1), pages 165-175.
  42. Morana, Claudio & Beltratti, Andrea, 2004. "Structural change and long-range dependence in volatility of exchange rates: either, neither or both?," Journal of Empirical Finance, Elsevier, vol. 11(5), pages 629-658, December.
  43. Claudio Morana, 2004. "Some frequency domain properties of fractionally cointegrated processes," Applied Economics Letters, Taylor & Francis Journals, vol. 11(14), pages 891-894.
  44. Claudio Morana, 2004. "Frequency domain principal components estimation of fractionally cointegrated processes," Applied Economics Letters, Taylor & Francis Journals, vol. 11(13), pages 837-842.
  45. Claudio Morana & John W. Sawkins, 2004. "Stock market volatility of regulated industries: an empirical assessment," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 3(3), pages 189-204, December.
  46. Morana, Claudio, 2004. "The Japanese stagnation: an assessment of the productivity slowdown hypothesis," Japan and the World Economy, Elsevier, vol. 16(2), pages 193-211, April.
  47. Cassola, Nuno & Morana, Claudio, 2004. "Monetary policy and the stock market in the euro area," Journal of Policy Modeling, Elsevier, vol. 26(3), pages 387-399, April.
  48. Claudio Morana, 2004. "Regional Convergence in Italy: 1951-2000," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 63(2), pages 139-160, November.
  49. Claudio Morana, 2003. "Long-Run Growth and Income Distribution: Evidence for Italy and the US," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 62(2), pages 171-210, October.
  50. Morana Claudio, 2003. "Erratum," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(3), pages 1-3, May.
  51. Fabio C. Bagliano & Claudio Morana, 2003. "A common trends model of UK core inflation," Empirical Economics, Springer, vol. 28(1), pages 157-172, January.
  52. Bagliano, Fabio C. & Morana, Claudio, 2003. "Measuring US core inflation: A common trends approach," Journal of Macroeconomics, Elsevier, vol. 25(2), pages 197-212, June.
  53. Morana, Claudio & Sawkins, John W, 2002. "Stock Market Reaction to Regulatory Price Reviews in the English and Welsh Water Industry," Journal of Regulatory Economics, Springer, vol. 22(2), pages 185-204, September.
  54. Fabio Bagliano & Roberto Golinelli & Claudio Morana, 2002. "Core inflation in the Euro area," Applied Economics Letters, Taylor & Francis Journals, vol. 9(6), pages 353-357.
  55. Morana, Claudio, 2002. "An empirical investigation of long-run growth in the UK," Structural Change and Economic Dynamics, Elsevier, vol. 13(1), pages 49-70, March.
  56. C. Morana, 2002. "IGARCH effects: an interpretation," Applied Economics Letters, Taylor & Francis Journals, vol. 9(11), pages 745-748.
  57. Morana, Claudio & Beltratti, Andrea, 2002. "The effects of the introduction of the euro on the volatility of European stock markets," Journal of Banking & Finance, Elsevier, vol. 26(10), pages 2047-2064, October.
  58. Morana Claudio, 2002. "Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(3), pages 1-40, November.
  59. Morana, Claudio, 2001. "A semiparametric approach to short-term oil price forecasting," Energy Economics, Elsevier, vol. 23(3), pages 325-338, May.
  60. Andrea Beltratti & Claudio Morana, 2001. "Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 30(2), pages 205-234, July.
  61. Morana, Claudio & Sawkins, John W, 2000. "Regulatory Uncertainty and Share Price Volatility: The English and Welsh Water Industry's Periodic Price Review," Journal of Regulatory Economics, Springer, vol. 17(1), pages 87-100, January.
  62. Claudio Morana, 2000. "Modelling Evolving Long‐run Relationships: An Application to the Italian Energy Market," Scottish Journal of Political Economy, Scottish Economic Society, vol. 47(1), pages 72-93, February.
  63. Morana, Claudio & Beltratti, Andrea, 2000. "Central bank interventions and exchange rates: an analysis with high frequency data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(3-4), pages 349-362, December.
  64. Beltratti, Andrea & Morana, Claudio, 1999. "Computing value at risk with high frequency data," Journal of Empirical Finance, Elsevier, vol. 6(5), pages 431-455, December.
  65. Fabio C. Bagliano & Claudio Morana, 1999. "Measuring Core Inflation in Italy," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 58(3-4), pages 301-328, December.
  66. Claudio Morana, 1998. "Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 57(3-4), pages 325-358, December.
    RePEc:taf:apfiec:v:20:y:2010:i:12:p:989-1001 is not listed on IDEAS
    RePEc:taf:apfiec:v:20:y:2010:i:1-2:p:151-170 is not listed on IDEAS
    RePEc:taf:apfiec:v:19:y:2009:i:17:p:1371-1381 is not listed on IDEAS
    RePEc:taf:apfiec:v:18:y:2008:i:21:p:1755-1764 is not listed on IDEAS
    RePEc:taf:apfiec:v:24:y:2014:i:5:p:291-317 is not listed on IDEAS
    RePEc:taf:apfiec:v:16:y:2006:i:14:p:1059-1073 is not listed on IDEAS

Chapters

  1. Fabio C. Bagliano & Claudio Morana, 2011. "The Effects of the US Economic and Financial Crises on Euro Area Convergence," Chapters, in: Wim Meeusen (ed.), The Economic Crisis and European Integration, chapter 7, Edward Elgar Publishing.

    RePEc:erf:erfssc:68-9 is not listed on IDEAS

Books

  1. Morten Balling & David T. Llewellyn & Athanasios Orphanides & Luc Coene & Andy Haldane & Richard Davies & Dramane Coulibaly & Hubert Kempf & Nicola Brink & Michael Kock & Amund Holmsen & Øistein Røisl, 2012. "New Paradigms in Monetary Theory and Policy?," SUERF Studies, SUERF - The European Money and Finance Forum, number 2012/1 edited by Morten Balling & David T. Llewellyn, May.

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Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 66 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (22) 2005-05-07 2005-05-14 2006-10-14 2006-11-18 2007-03-24 2009-05-16 2009-05-23 2011-02-26 2011-10-15 2012-06-25 2015-07-25 2015-08-13 2015-09-18 2016-01-03 2016-03-10 2016-04-23 2016-04-30 2016-05-21 2017-01-01 2021-04-19 2021-11-29 2022-02-21. Author is listed
  2. NEP-EEC: European Economics (17) 2002-03-04 2009-05-16 2009-06-03 2010-09-11 2011-02-26 2012-07-08 2015-12-08 2016-01-03 2016-01-03 2016-03-10 2016-04-23 2016-05-21 2017-01-01 2021-04-19 2022-12-19 2023-09-25 2023-10-02. Author is listed
  3. NEP-ETS: Econometric Time Series (16) 2005-05-14 2005-10-04 2006-10-14 2006-11-18 2007-03-24 2007-03-24 2008-09-13 2009-05-23 2011-02-05 2012-05-29 2014-06-07 2015-12-20 2017-02-05 2018-06-11 2021-04-19 2022-12-19. Author is listed
  4. NEP-ENV: Environmental Economics (15) 2017-02-19 2017-02-19 2017-03-05 2017-03-19 2018-01-08 2018-03-05 2018-04-23 2019-01-14 2019-04-01 2020-01-20 2020-05-11 2022-07-18 2022-08-08 2023-09-25 2023-10-02. Author is listed
  5. NEP-ENE: Energy Economics (12) 2012-03-08 2012-06-25 2016-03-10 2016-04-23 2016-04-30 2016-05-21 2017-01-01 2020-01-20 2020-05-11 2022-08-08 2023-09-25 2023-10-02. Author is listed
  6. NEP-CBA: Central Banking (10) 2002-03-04 2009-05-23 2010-09-11 2010-11-20 2011-02-05 2011-02-26 2011-02-26 2011-10-15 2012-07-08 2022-12-19. Author is listed
  7. NEP-ECM: Econometrics (10) 2006-10-14 2007-03-24 2008-09-13 2009-05-23 2011-02-05 2012-05-29 2014-06-07 2015-10-25 2015-12-20 2018-06-11. Author is listed
  8. NEP-MON: Monetary Economics (7) 2001-02-14 2002-03-04 2009-05-23 2011-02-26 2012-07-08 2022-12-19 2023-01-02. Author is listed
  9. NEP-FDG: Financial Development and Growth (4) 2010-09-11 2010-11-20 2011-02-05 2011-02-26
  10. NEP-AGR: Agricultural Economics (3) 2020-01-20 2020-05-11 2022-08-08
  11. NEP-BAN: Banking (3) 2012-10-13 2022-12-19 2023-01-02
  12. NEP-BEC: Business Economics (3) 2007-03-24 2012-03-08 2012-06-25
  13. NEP-FIN: Finance (3) 2005-05-14 2005-10-04 2006-10-14
  14. NEP-FMK: Financial Markets (3) 2012-07-08 2023-09-25 2023-10-02
  15. NEP-OPM: Open Economy Macroeconomics (3) 2010-09-11 2011-10-15 2012-06-25
  16. NEP-ORE: Operations Research (3) 2008-09-13 2013-03-16 2014-06-07
  17. NEP-CIS: Confederation of Independent States (2) 2022-12-19 2023-01-02
  18. NEP-CWA: Central and Western Asia (2) 2012-03-08 2012-06-25
  19. NEP-RMG: Risk Management (2) 2012-10-13 2023-09-25
  20. NEP-URE: Urban and Real Estate Economics (2) 2009-05-16 2009-06-03
  21. NEP-CDM: Collective Decision-Making (1) 2007-11-10
  22. NEP-DEM: Demographic Economics (1) 2022-07-18
  23. NEP-DEV: Development (1) 2012-07-08
  24. NEP-FOR: Forecasting (1) 2008-09-13
  25. NEP-GEN: Gender (1) 2020-05-11
  26. NEP-LAB: Labour Economics (1) 2012-07-08
  27. NEP-MIG: Economics of Human Migration (1) 2012-07-08
  28. NEP-POL: Positive Political Economics (1) 2007-11-10

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