Marco Maria Sorge
Personal Details
First Name: | Marco |
Middle Name: | Maria |
Last Name: | Sorge |
Suffix: | |
RePEc Short-ID: | pso393 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/marcomariasorge/ | |
Terminal Degree: | 2011 Wirtschaftswissenschaftlicher Fachbereich; Rheinische Friedrich-Wilhelms-Universität Bonn (from RePEc Genealogy) |
Affiliation
(20%) Centro Studi di Economia e Finanza (CSEF)
Napoli, Italyhttp://www.csef.it/
RePEc:edi:cssalit (more details at EDIRC)
(80%) Dipartimento di Scienze Economiche e Statistiche (DISES)
Università degli Studi di Salerno
Fisciano, Italyhttp://www.dises.unisa.it/
RePEc:edi:dssalit (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Marcello D'Amato & Christian Di Pietro & Marco M. Sorge, 2023. "Left and Right: A Tale of Two Tails of the Wealth Distribution," CSEF Working Papers 691, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Giovanni Angelini & Luca Fanelli & Marco M. Sorge, 2022. "Is Time an Illusion? A Bootstrap Likelihood Ratio Approach to Testing Shock Transmission Delays in DSGE Models," CSEF Working Papers 653, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Giovanni Angelini & Marco M. Sorge, 2021.
"Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks,"
Working Papers
wp1160, Dipartimento Scienze Economiche, Universita' di Bologna.
- Angelini, Giovanni & Sorge, Marco M., 2021. "Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Dave, Chetan & Sorge, Marco, 2020. "Equilibrium Indeterminacy and Extreme Outcomes: A Fat Sunspot Ta(i)l(e)," Working Papers 2020-12, University of Alberta, Department of Economics.
- Marcello D'Amato & Christian Di Pietro & Marco M. Sorge, 2019. "Serving the (Un)Deserving? The Allocation of Credit in Markets with Asymmetrically Informed Lenders," CSEF Working Papers 539, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Marco M. Sorge, 2018.
"Computing Sunspot Solutions to Rational Expectations Models with Timing Restrictions,"
CSEF Working Papers
514, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Sorge Marco M., 2020. "Computing sunspot solutions to rational expectations models with timing restrictions," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-10, June.
- Sorge Marco M., 2020. "Computing sunspot solutions to rational expectations models with timing restrictions," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-10, June.
- Luca Fanelli & Marco M. Sorge, 2015. "Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?," CSEF Working Papers 402, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Marco M. Sorge, 2014.
"Lobbying (Strategically Appointed) Bureaucrats,"
CSEF Working Papers
380, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Marco Sorge, 2015. "Lobbying (strategically appointed) bureaucrats," Constitutional Political Economy, Springer, vol. 26(2), pages 171-189, June.
- Marco M. Sorge, 2013. "On the Fundamentalness of Nonfundamentalness in DSGE Models," CSEF Working Papers 340, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Frank Hespeler & Marco M. Sorge, 2013. "Does Near-Rationality Matter in First-Order Approximate Solutions? A Perturbation Approach," CSEF Working Papers 339, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Marco M. Sorge, 2013.
"A Note on Information Flows and Identification of News Shocks Models,"
EERI Research Paper Series
EERI RP 2013/08, Economics and Econometrics Research Institute (EERI), Brussels.
- Marco M. Sorge, 2013. "A Note on Information Flows and Identification of News Shocks Models," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 56(1), pages 28-38.
- Marco M. Sorge, 2012.
"Robust Delegation with Uncertain Monetary Policy Preferences,"
EERI Research Paper Series
EERI_RP_2012_05, Economics and Econometrics Research Institute (EERI), Brussels.
- Sorge, Marco M., 2013. "Robust delegation with uncertain monetary policy preferences," Economic Modelling, Elsevier, vol. 30(C), pages 73-78.
- Marco M. Sorge, 2011. "News Shocks or Correlated Sunspots? An Observational Equivalence Result in Linear Rational Expectations Model," EERI Research Paper Series EERI_RP_2011_09, Economics and Econometrics Research Institute (EERI), Brussels.
- Carravetta, Francesco & Sorge, Marco M., 2011. "On the Solution of Markov-switching Rational Expectations Models," Bonn Econ Discussion Papers 05/2011, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Sorge, Marco M., 2010.
"A Note on Kalman Filter Approach To Solution of Rational Expectations Models,"
Bonn Econ Discussion Papers
04/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Marco Maria Sorge, 2010. "A note on Kalman filter approach to solution of rational expectations models," Economics Bulletin, AccessEcon, vol. 30(3), pages 2002-2009.
- Giuseppe Albanese & Marco M. Sorge, 2010.
"The Role of the Judiciary in the Public Decision Making Process,"
Discussion Paper Series of the Max Planck Institute for Research on Collective Goods
2010_23, Max Planck Institute for Research on Collective Goods.
- Giuseppe Albanese & Marco M. Sorge, 2012. "The Role of the Judiciary in the Public Decision‐Making Process," Economics and Politics, Wiley Blackwell, vol. 24(1), pages 1-23, March.
Articles
- Marco M. Sorge, 2024. "Even imprudent risk lovers may engage in precautionary saving," Journal of Economics, Springer, vol. 143(1), pages 101-109, September.
- Christian Di Pietro & Mariafortuna Pietroluongo & Marco M. Sorge, 2023. "Stochastic Ordering of Stationary Distributions of Linear Recurrences: Further Results and Economic Applications," Economies, MDPI, vol. 11(4), pages 1-10, April.
- Sorge, Marco M., 2021. "Stabilizing Taylor rules and determinacy under unit root supply shocks: A re-examination," Journal of Macroeconomics, Elsevier, vol. 68(C).
- Angelini, Giovanni & Sorge, Marco M., 2021.
"Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Giovanni Angelini & Marco M. Sorge, 2021. "Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks," Working Papers wp1160, Dipartimento Scienze Economiche, Universita' di Bologna.
- Dave, Chetan & Sorge, Marco M., 2021. "Equilibrium indeterminacy and sunspot tales," European Economic Review, Elsevier, vol. 140(C).
- Marco Maria Sorge, 2021. "Persistent dynamics in (in)determinate equilibrium rational expectations models," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 11(1), pages 1-11.
- D’Amato Marcello & Di Pietro Christian & Pietroluongo Mariafortuna & Sorge Marco M., 2021. "Good Co(o)p or Bad Co(o)p? Redistribution Concerns and Competition in Credit Markets with Imperfect Information," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 21(2), pages 657-694, April.
- Sorge Marco M., 2020.
"Computing sunspot solutions to rational expectations models with timing restrictions,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-10, June.
- Sorge Marco M., 2020. "Computing sunspot solutions to rational expectations models with timing restrictions," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-10, June.
- Marco M. Sorge, 2018. "Computing Sunspot Solutions to Rational Expectations Models with Timing Restrictions," CSEF Working Papers 514, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Marco M. Sorge, 2020. "Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 363-372, June.
- Dave, Chetan & Sorge, Marco M., 2020. "Sunspot-driven fat tails: A note," Economics Letters, Elsevier, vol. 193(C).
- D’Amato Marcello & Di Pietro Christian & Sorge Marco M., 2020. "Credit allocation in heterogeneous banking systems," German Economic Review, De Gruyter, vol. 21(1), pages 1-33, April.
- Frank Hespeler & Marco M. Sorge, 2019. "Solving Rational Expectations Models with Informational Subperiods: A Comment," Computational Economics, Springer;Society for Computational Economics, vol. 53(4), pages 1649-1654, April.
- Frank Hespeler & Marco M. Sorge, 2018. "Does Near†Rationality Matter In First†Order Approximate Solutions? A Perturbation Approach," Bulletin of Economic Research, Wiley Blackwell, vol. 70(1), pages 97-113, January.
- Christian Pietro & Marco Maria Sorge, 2018. "Outside (option) in the orchard: lemons or peaches?," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 45(4), pages 555-564, December.
- Christian Pietro & Marco M. Sorge, 2018. "Stochastic dominance and thick-tailed wealth distributions," Journal of Economics, Springer, vol. 123(2), pages 141-159, March.
- Di Pietro, Christian & Sorge, Marco M., 2018. "Comparing inequality and mobility in linear models: Comment," Economics Letters, Elsevier, vol. 172(C), pages 56-58.
- Marco Maria Sorge, 2018. "Indeterminacy and fundamental reduced form representations of DSGE models," Metroeconomica, Wiley Blackwell, vol. 69(2), pages 509-524, May.
- Fanelli, Luca & Sorge, Marco M., 2017. "Indeterminate forecast accuracy under indeterminacy," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 57-70.
- Marco Sorge, 2015.
"Lobbying (strategically appointed) bureaucrats,"
Constitutional Political Economy, Springer, vol. 26(2), pages 171-189, June.
- Marco M. Sorge, 2014. "Lobbying (Strategically Appointed) Bureaucrats," CSEF Working Papers 380, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Marta Sicoli & Marco Maria Sorge, 2014. "Incomplete Contracts as a Screening Device in Competing Vertical Inter-Firm Relationships," Revue d'économie industrielle, De Boeck Université, vol. 0(3), pages 141-181.
- Sorge, Marco M., 2013.
"Robust delegation with uncertain monetary policy preferences,"
Economic Modelling, Elsevier, vol. 30(C), pages 73-78.
- Marco M. Sorge, 2012. "Robust Delegation with Uncertain Monetary Policy Preferences," EERI Research Paper Series EERI_RP_2012_05, Economics and Econometrics Research Institute (EERI), Brussels.
- Marco M. Sorge, 2013.
"A Note on Information Flows and Identification of News Shocks Models,"
Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 56(1), pages 28-38.
- Marco M. Sorge, 2013. "A Note on Information Flows and Identification of News Shocks Models," EERI Research Paper Series EERI RP 2013/08, Economics and Econometrics Research Institute (EERI), Brussels.
- Sorge, Marco M., 2013. "Generalized adaptive expectations revisited," Economics Letters, Elsevier, vol. 120(2), pages 203-205.
- Carravetta, Francesco & Sorge, Marco M., 2013. "Model reference adaptive expectations in Markov-switching economies," Economic Modelling, Elsevier, vol. 32(C), pages 551-559.
- Giuseppe Albanese & Marco M. Sorge, 2012.
"The Role of the Judiciary in the Public Decision‐Making Process,"
Economics and Politics, Wiley Blackwell, vol. 24(1), pages 1-23, March.
- Giuseppe Albanese & Marco M. Sorge, 2010. "The Role of the Judiciary in the Public Decision Making Process," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2010_23, Max Planck Institute for Research on Collective Goods.
- Sorge, Marco M., 2012. "News shocks or parametric indeterminacy? An observational equivalence result in linear rational expectations models," Economics Letters, Elsevier, vol. 114(2), pages 198-200.
- Marco Sorge, 2012. "Corruption in a neoclassical growth model with a non-convex production function: comment," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 59(3), pages 315-319, September.
- Marco M. Sorge, 2010. "On the Empirical Separability of News Shocks and Sunspots," Notas Económicas, Faculty of Economics, University of Coimbra, issue 32, pages 44-55, December.
- Marco Maria Sorge, 2010.
"A note on Kalman filter approach to solution of rational expectations models,"
Economics Bulletin, AccessEcon, vol. 30(3), pages 2002-2009.
- Sorge, Marco M., 2010. "A Note on Kalman Filter Approach To Solution of Rational Expectations Models," Bonn Econ Discussion Papers 04/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Giuseppe Albanese & Marco M. Sorge, 2010. "On the Production Function for Italy," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 118(4), pages 401-416.
- Marco Maria Sorge, 2010. "Lobbying-consistent Delegation and Sequential Policy Making," Economics Bulletin, AccessEcon, vol. 30(4), pages 3088-3102.
- Francesco Carravetta & Marco Sorge, 2010. "A “Nearly Ideal” Solution to Linear Time-Varying Rational Expectations Models," Computational Economics, Springer;Society for Computational Economics, vol. 35(4), pages 331-353, April.
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
- Marco M. Sorge, 2018.
"Computing Sunspot Solutions to Rational Expectations Models with Timing Restrictions,"
CSEF Working Papers
514, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Sorge Marco M., 2020. "Computing sunspot solutions to rational expectations models with timing restrictions," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-10, June.
- Sorge Marco M., 2020. "Computing sunspot solutions to rational expectations models with timing restrictions," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-10, June.
Cited by:
- Angelini, Giovanni & Sorge, Marco M., 2021.
"Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Giovanni Angelini & Marco M. Sorge, 2021. "Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks," Working Papers wp1160, Dipartimento Scienze Economiche, Universita' di Bologna.
- Loisel, Olivier, 2024. "Stabilization policy and lags," Journal of Mathematical Economics, Elsevier, vol. 111(C).
- Marco M. Sorge, 2014.
"Lobbying (Strategically Appointed) Bureaucrats,"
CSEF Working Papers
380, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Marco Sorge, 2015. "Lobbying (strategically appointed) bureaucrats," Constitutional Political Economy, Springer, vol. 26(2), pages 171-189, June.
Cited by:
- Nayara F. Macedo de Medeiros Albrecht, 2023. "Bureaucrats, interest groups and policymaking: a comprehensive overview from the turn of the century," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-10, December.
- Marco M. Sorge, 2013.
"A Note on Information Flows and Identification of News Shocks Models,"
EERI Research Paper Series
EERI RP 2013/08, Economics and Econometrics Research Institute (EERI), Brussels.
- Marco M. Sorge, 2013. "A Note on Information Flows and Identification of News Shocks Models," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 56(1), pages 28-38.
Cited by:
- Paul Beaudry & Franck Portier, 2014.
"News Driven Business Cycles: Insights and Challenges,"
2014 Meeting Papers
289, Society for Economic Dynamics.
- Paul Beaudry & Franck Portier, 2014. "News-Driven Business Cycles: Insights and Challenges," Journal of Economic Literature, American Economic Association, vol. 52(4), pages 993-1074, December.
- Paul Beaudry & Franck Portier, 2013. "News Driven Business Cycles: Insights and Challenges," NBER Working Papers 19411, National Bureau of Economic Research, Inc.
- Portier, Franck & Beaudry, Paul, 2013. "News Driven Business Cycles: Insights and Challenges," CEPR Discussion Papers 9624, C.E.P.R. Discussion Papers.
- Marco M. Sorge, 2013.
"A Note on Information Flows and Identification of News Shocks Models,"
Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 56(1), pages 28-38.
- Marco M. Sorge, 2013. "A Note on Information Flows and Identification of News Shocks Models," EERI Research Paper Series EERI RP 2013/08, Economics and Econometrics Research Institute (EERI), Brussels.
- Marco M. Sorge, 2012.
"Robust Delegation with Uncertain Monetary Policy Preferences,"
EERI Research Paper Series
EERI_RP_2012_05, Economics and Econometrics Research Institute (EERI), Brussels.
- Sorge, Marco M., 2013. "Robust delegation with uncertain monetary policy preferences," Economic Modelling, Elsevier, vol. 30(C), pages 73-78.
Cited by:
- Cornel Oros & Blandine Zimmer, 2015.
"Uncertainty and fiscal policy in a monetary union: Why does monetary policy transmission matter?,"
Post-Print
hal-01233214, HAL.
- Oros, Cornel & Zimmer, Blandine, 2015. "Uncertainty and fiscal policy in a monetary union: Why does monetary policy transmission matter?," Economic Modelling, Elsevier, vol. 50(C), pages 85-93.
- Masciandaro, Donato, 2022. "Independence, conservatism, and beyond: Monetary policy, central bank governance and central banker preferences (1981–2021)," Journal of International Money and Finance, Elsevier, vol. 122(C).
- Olga S. Kuznetsova & Sergey A. Merzlyakov, 2015. "The Role of Uncertain Government Preferences For Fiscal and Monetary Policy Interaction," HSE Working papers WP BRP 102/EC/2015, National Research University Higher School of Economics.
- Hahn, Volker, 2014. "An argument in favor of long terms for central bankers," Economics Letters, Elsevier, vol. 122(2), pages 132-135.
- Donato Masciandaro, 2021. "Central Bank Governance in Monetary Policy Economics (1981-2020)," BAFFI CAREFIN Working Papers 21153, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Li Qin & Moïse SIDIROPOULOS & Eleftherios Spyromitros, 2009.
"Robust Monetary Policy under Model Uncertainty and Inflation Persistence,"
Working Papers of BETA
2009-09, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Qin, Li & Sidiropoulos, Moïse & Spyromitros, Eleftherios, 2013. "Robust monetary policy under model uncertainty and inflation persistence," Economic Modelling, Elsevier, vol. 30(C), pages 721-728.
- Li Qin & Moïse Sidiropoulos & Eleftherios Spyromitros, 2013. "Robust monetary policy under model uncertainty and inflation persistence," Post-Print hal-03692269, HAL.
- Carsten Hefeker & Blandine Zimmer, 2015.
"Optimal Conservatism and Collective Monetary Policymaking under Uncertainty,"
Open Economies Review, Springer, vol. 26(2), pages 259-278, April.
- Carsten Hefeker & Blandine Zimmer, 2014. "Optimal Conservatism and Collective Monetary Policymaking under Uncertainty," CESifo Working Paper Series 4933, CESifo.
- Donato Masciandaro & Romano Vincenzo Tarsia, 2021. "Society, Politicians, Climate Change and Central Banks: An Index of Green Activism," BAFFI CAREFIN Working Papers 21167, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Tillmann, Peter, 2014. "Robust monetary policy, optimal delegation and misspecified potential output," Economics Letters, Elsevier, vol. 123(2), pages 244-247.
- D. Masciandaro, 2019. "What Bird Is That? Central Banking And Monetary Policy In The Last Forty Years," BAFFI CAREFIN Working Papers 19127, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Li Qin & Moïse Sidiropoulos, 2016. "Robustness of Optimal Interest Rate Rules in an Open Economy," Bulletin of Applied Economics, Risk Market Journals, vol. 3(1), pages 29-46.
- Keiichi Morimoto, 2018.
"Further Results on Preference Uncertainty and Monetary Conservatism,"
Economics Bulletin, AccessEcon, vol. 38(1), pages 583-592.
- Keiichi Morimoto, 2017. "Further Results on Preference Uncertainty and Monetary Conservatism," Discussion Papers 35, Meisei University, School of Economics.
- Giuseppe Albanese & Marco M. Sorge, 2010.
"The Role of the Judiciary in the Public Decision Making Process,"
Discussion Paper Series of the Max Planck Institute for Research on Collective Goods
2010_23, Max Planck Institute for Research on Collective Goods.
- Giuseppe Albanese & Marco M. Sorge, 2012. "The Role of the Judiciary in the Public Decision‐Making Process," Economics and Politics, Wiley Blackwell, vol. 24(1), pages 1-23, March.
Cited by:
- Marco M. Sorge, 2014.
"Lobbying (Strategically Appointed) Bureaucrats,"
CSEF Working Papers
380, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Marco Sorge, 2015. "Lobbying (strategically appointed) bureaucrats," Constitutional Political Economy, Springer, vol. 26(2), pages 171-189, June.
- Niclas Berggren & Jerg Gutmann, 2020.
"Securing personal freedom through institutions: the role of electoral democracy and judicial independence,"
European Journal of Law and Economics, Springer, vol. 49(2), pages 165-186, April.
- Berggren, Niclas & Gutmann, Jerg, 2019. "Securing Personal Freedom through Institutions – the Role of Electoral Democracy and Judicial Independence," Working Paper Series 1269, Research Institute of Industrial Economics.
- Berggren, Niclas & Gutmann, Jerg, 2019. "Securing personal freedom through institutions – the role of electoral democracy and judicial independence," ILE Working Paper Series 23, University of Hamburg, Institute of Law and Economics.
Articles
- Sorge, Marco M., 2021.
"Stabilizing Taylor rules and determinacy under unit root supply shocks: A re-examination,"
Journal of Macroeconomics, Elsevier, vol. 68(C).
Cited by:
- Gokan, Yoichi & Turnovsky, Stephen J., 2023. "Taylor rules: Consequences for wealth and income inequality," Journal of Macroeconomics, Elsevier, vol. 77(C).
- Dave, Chetan & Sorge, Marco M., 2021.
"Equilibrium indeterminacy and sunspot tales,"
European Economic Review, Elsevier, vol. 140(C).
Cited by:
- Dave, Chetan & Sorge, Marco, 2023. "Fat Tailed DSGE Models: A Survey and New Results," Working Papers 2023-3, University of Alberta, Department of Economics.
- Sorge Marco M., 2020.
"Computing sunspot solutions to rational expectations models with timing restrictions,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-10, June.
- Sorge Marco M., 2020. "Computing sunspot solutions to rational expectations models with timing restrictions," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-10, June.
See citations under working paper version above.- Marco M. Sorge, 2018. "Computing Sunspot Solutions to Rational Expectations Models with Timing Restrictions," CSEF Working Papers 514, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Dave, Chetan & Sorge, Marco M., 2020.
"Sunspot-driven fat tails: A note,"
Economics Letters, Elsevier, vol. 193(C).
Cited by:
- Dave, Chetan & Dressler, Scott & Malik, Samreen, 2022.
"A Cautionary Tale of Fat Tails,"
Working Papers
2022-1, University of Alberta, Department of Economics.
- Chetan Dave & Scott J. Dressler & Samreen Malik, 2022. "A Cautionary Tale of Fat Tails," Villanova School of Business Department of Economics and Statistics Working Paper Series 53, Villanova School of Business Department of Economics and Statistics.
- Dave, Chetan & Sorge, Marco, 2020. "Equilibrium Indeterminacy and Extreme Outcomes: A Fat Sunspot Ta(i)l(e)," Working Papers 2020-12, University of Alberta, Department of Economics.
- Christian Di Pietro & Mariafortuna Pietroluongo & Marco M. Sorge, 2023. "Stochastic Ordering of Stationary Distributions of Linear Recurrences: Further Results and Economic Applications," Economies, MDPI, vol. 11(4), pages 1-10, April.
- Dave, Chetan & Sorge, Marco M., 2021. "Equilibrium indeterminacy and sunspot tales," European Economic Review, Elsevier, vol. 140(C).
- Sorge, Marco M., 2021. "Stabilizing Taylor rules and determinacy under unit root supply shocks: A re-examination," Journal of Macroeconomics, Elsevier, vol. 68(C).
- Dave, Chetan & Sorge, Marco, 2023. "Fat Tailed DSGE Models: A Survey and New Results," Working Papers 2023-3, University of Alberta, Department of Economics.
- Dave, Chetan & Dressler, Scott & Malik, Samreen, 2022.
"A Cautionary Tale of Fat Tails,"
Working Papers
2022-1, University of Alberta, Department of Economics.
- Frank Hespeler & Marco M. Sorge, 2019.
"Solving Rational Expectations Models with Informational Subperiods: A Comment,"
Computational Economics, Springer;Society for Computational Economics, vol. 53(4), pages 1649-1654, April.
Cited by:
- Sorge Marco M., 2020.
"Computing sunspot solutions to rational expectations models with timing restrictions,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-10, June.
- Marco M. Sorge, 2018. "Computing Sunspot Solutions to Rational Expectations Models with Timing Restrictions," CSEF Working Papers 514, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Sorge Marco M., 2020. "Computing sunspot solutions to rational expectations models with timing restrictions," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-10, June.
- Angelini, Giovanni & Sorge, Marco M., 2021.
"Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Giovanni Angelini & Marco M. Sorge, 2021. "Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks," Working Papers wp1160, Dipartimento Scienze Economiche, Universita' di Bologna.
- Sorge Marco M., 2020.
"Computing sunspot solutions to rational expectations models with timing restrictions,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-10, June.
- Christian Pietro & Marco M. Sorge, 2018.
"Stochastic dominance and thick-tailed wealth distributions,"
Journal of Economics, Springer, vol. 123(2), pages 141-159, March.
Cited by:
- Di Pietro, Christian & Sorge, Marco M., 2018. "Comparing inequality and mobility in linear models: Comment," Economics Letters, Elsevier, vol. 172(C), pages 56-58.
- Hoang Khieu, 2024. "On the distribution of lifetime wealth accumulation," Journal of Economics, Springer, vol. 143(1), pages 87-100, September.
- Fanelli, Luca & Sorge, Marco M., 2017.
"Indeterminate forecast accuracy under indeterminacy,"
Journal of Macroeconomics, Elsevier, vol. 53(C), pages 57-70.
Cited by:
- Chin, Kuo-Hsuan & Li, Xue, 2019. "Bayesian forecast combination in VAR-DSGE models," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 278-298.
- Angelini, Giovanni & Sorge, Marco M., 2021.
"Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Giovanni Angelini & Marco M. Sorge, 2021. "Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks," Working Papers wp1160, Dipartimento Scienze Economiche, Universita' di Bologna.
- Marco M. Sorge, 2020. "Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 363-372, June.
- Kuo‐Hsuan Chin, 2022. "Inflation persistence and monetary policy: DSGE‐VAR approach," Manchester School, University of Manchester, vol. 90(6), pages 715-729, December.
- Sorge, Marco M., 2021. "Stabilizing Taylor rules and determinacy under unit root supply shocks: A re-examination," Journal of Macroeconomics, Elsevier, vol. 68(C).
- Marco Sorge, 2015.
"Lobbying (strategically appointed) bureaucrats,"
Constitutional Political Economy, Springer, vol. 26(2), pages 171-189, June.
See citations under working paper version above.
- Marco M. Sorge, 2014. "Lobbying (Strategically Appointed) Bureaucrats," CSEF Working Papers 380, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Sorge, Marco M., 2013.
"Robust delegation with uncertain monetary policy preferences,"
Economic Modelling, Elsevier, vol. 30(C), pages 73-78.
See citations under working paper version above.
- Marco M. Sorge, 2012. "Robust Delegation with Uncertain Monetary Policy Preferences," EERI Research Paper Series EERI_RP_2012_05, Economics and Econometrics Research Institute (EERI), Brussels.
- Marco M. Sorge, 2013.
"A Note on Information Flows and Identification of News Shocks Models,"
Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 56(1), pages 28-38.
See citations under working paper version above.
- Marco M. Sorge, 2013. "A Note on Information Flows and Identification of News Shocks Models," EERI Research Paper Series EERI RP 2013/08, Economics and Econometrics Research Institute (EERI), Brussels.
- Sorge, Marco M., 2013.
"Generalized adaptive expectations revisited,"
Economics Letters, Elsevier, vol. 120(2), pages 203-205.
Cited by:
- Dave, Chetan & Sorge, Marco M., 2020. "Sunspot-driven fat tails: A note," Economics Letters, Elsevier, vol. 193(C).
- Dave, Chetan & Sorge, Marco, 2020. "Equilibrium Indeterminacy and Extreme Outcomes: A Fat Sunspot Ta(i)l(e)," Working Papers 2020-12, University of Alberta, Department of Economics.
- Frank Hespeler & Marco M. Sorge, 2018. "Does Near†Rationality Matter In First†Order Approximate Solutions? A Perturbation Approach," Bulletin of Economic Research, Wiley Blackwell, vol. 70(1), pages 97-113, January.
- Dave, Chetan & Sorge, Marco M., 2021. "Equilibrium indeterminacy and sunspot tales," European Economic Review, Elsevier, vol. 140(C).
- T. Scott Findley, 2015.
"Hyperbolic Memory Discounting and the Political Business Cycle,"
CESifo Working Paper Series
5556, CESifo.
- Findley, T. Scott, 2015. "Hyperbolic memory discounting and the political business cycle," European Journal of Political Economy, Elsevier, vol. 40(PB), pages 345-359.
- Carravetta, Francesco & Sorge, Marco M., 2013.
"Model reference adaptive expectations in Markov-switching economies,"
Economic Modelling, Elsevier, vol. 32(C), pages 551-559.
Cited by:
- Lianfeng Song & Hongxia Wang & Huanshui Zhang & Hongdan Li, 2023. "Rational Expectations Models with Multiplicative Noise," Journal of Optimization Theory and Applications, Springer, vol. 199(1), pages 233-257, October.
- Frank Hespeler & Marco M. Sorge, 2018. "Does Near†Rationality Matter In First†Order Approximate Solutions? A Perturbation Approach," Bulletin of Economic Research, Wiley Blackwell, vol. 70(1), pages 97-113, January.
- Giuseppe Albanese & Marco M. Sorge, 2012.
"The Role of the Judiciary in the Public Decision‐Making Process,"
Economics and Politics, Wiley Blackwell, vol. 24(1), pages 1-23, March.
See citations under working paper version above.
- Giuseppe Albanese & Marco M. Sorge, 2010. "The Role of the Judiciary in the Public Decision Making Process," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2010_23, Max Planck Institute for Research on Collective Goods.
- Sorge, Marco M., 2012.
"News shocks or parametric indeterminacy? An observational equivalence result in linear rational expectations models,"
Economics Letters, Elsevier, vol. 114(2), pages 198-200.
Cited by:
- Paul Beaudry & Franck Portier, 2014.
"News Driven Business Cycles: Insights and Challenges,"
2014 Meeting Papers
289, Society for Economic Dynamics.
- Paul Beaudry & Franck Portier, 2014. "News-Driven Business Cycles: Insights and Challenges," Journal of Economic Literature, American Economic Association, vol. 52(4), pages 993-1074, December.
- Paul Beaudry & Franck Portier, 2013. "News Driven Business Cycles: Insights and Challenges," NBER Working Papers 19411, National Bureau of Economic Research, Inc.
- Portier, Franck & Beaudry, Paul, 2013. "News Driven Business Cycles: Insights and Challenges," CEPR Discussion Papers 9624, C.E.P.R. Discussion Papers.
- Marco M. Sorge, 2013. "On the Fundamentalness of Nonfundamentalness in DSGE Models," CSEF Working Papers 340, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Marco M. Sorge, 2013.
"A Note on Information Flows and Identification of News Shocks Models,"
Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 56(1), pages 28-38.
- Marco M. Sorge, 2013. "A Note on Information Flows and Identification of News Shocks Models," EERI Research Paper Series EERI RP 2013/08, Economics and Econometrics Research Institute (EERI), Brussels.
- Luca Fanelli & Marco M. Sorge, 2015. "Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?," CSEF Working Papers 402, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Marco M. Sorge, 2020. "Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 363-372, June.
- Fanelli, Luca & Sorge, Marco M., 2017. "Indeterminate forecast accuracy under indeterminacy," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 57-70.
- Paul Beaudry & Franck Portier, 2014.
"News Driven Business Cycles: Insights and Challenges,"
2014 Meeting Papers
289, Society for Economic Dynamics.
- Marco M. Sorge, 2010.
"On the Empirical Separability of News Shocks and Sunspots,"
Notas Económicas, Faculty of Economics, University of Coimbra, issue 32, pages 44-55, December.
Cited by:
- Sorge, Marco M., 2012. "News shocks or parametric indeterminacy? An observational equivalence result in linear rational expectations models," Economics Letters, Elsevier, vol. 114(2), pages 198-200.
- Giuseppe Albanese & Marco M. Sorge, 2010.
"On the Production Function for Italy,"
Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 118(4), pages 401-416.
Cited by:
- Ghosh, Saibal, 2013. "Do economic reforms matter for manufacturing productivity? Evidence from the Indian experience," Economic Modelling, Elsevier, vol. 31(C), pages 723-733.
- Marco Maria Sorge, 2010.
"Lobbying-consistent Delegation and Sequential Policy Making,"
Economics Bulletin, AccessEcon, vol. 30(4), pages 3088-3102.
Cited by:
- Nayara F. Macedo de Medeiros Albrecht, 2023. "Bureaucrats, interest groups and policymaking: a comprehensive overview from the turn of the century," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-10, December.
- Francesco Carravetta & Marco Sorge, 2010.
"A “Nearly Ideal” Solution to Linear Time-Varying Rational Expectations Models,"
Computational Economics, Springer;Society for Computational Economics, vol. 35(4), pages 331-353, April.
Cited by:
- Sorge Marco M., 2020.
"Computing sunspot solutions to rational expectations models with timing restrictions,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-10, June.
- Marco M. Sorge, 2018. "Computing Sunspot Solutions to Rational Expectations Models with Timing Restrictions," CSEF Working Papers 514, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Sorge Marco M., 2020. "Computing sunspot solutions to rational expectations models with timing restrictions," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-10, June.
- Marco Maria Sorge, 2010.
"A note on Kalman filter approach to solution of rational expectations models,"
Economics Bulletin, AccessEcon, vol. 30(3), pages 2002-2009.
- Sorge, Marco M., 2010. "A Note on Kalman Filter Approach To Solution of Rational Expectations Models," Bonn Econ Discussion Papers 04/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Marco M. Sorge, 2020. "Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 363-372, June.
- Carravetta, Francesco & Sorge, Marco M., 2011. "On the Solution of Markov-switching Rational Expectations Models," Bonn Econ Discussion Papers 05/2011, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Carravetta, Francesco & Sorge, Marco M., 2013. "Model reference adaptive expectations in Markov-switching economies," Economic Modelling, Elsevier, vol. 32(C), pages 551-559.
- Tomasz Makarewicz, 2017. "Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model," Computational Economics, Springer;Society for Computational Economics, vol. 50(2), pages 231-279, August.
- Sorge Marco M., 2020.
"Computing sunspot solutions to rational expectations models with timing restrictions,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-10, June.
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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 13 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.- NEP-DGE: Dynamic General Equilibrium (5) 2013-04-27 2013-10-02 2015-04-25 2020-08-17 2022-10-10. Author is listed
- NEP-ECM: Econometrics (4) 2011-06-11 2013-04-27 2021-04-26 2022-10-10
- NEP-MAC: Macroeconomics (4) 2012-04-23 2015-04-25 2020-08-17 2021-04-26
- NEP-ORE: Operations Research (4) 2018-11-26 2019-08-26 2020-08-17 2021-04-26
- NEP-MON: Monetary Economics (3) 2012-04-23 2015-04-25 2021-04-26
- NEP-CBA: Central Banking (2) 2011-06-11 2012-04-23
- NEP-UPT: Utility Models and Prospect Theory (2) 2013-10-02 2018-11-26
- NEP-CDM: Collective Decision-Making (1) 2014-11-12
- NEP-CTA: Contract Theory and Applications (1) 2014-11-12
- NEP-ENT: Entrepreneurship (1) 2019-08-26
- NEP-ETS: Econometric Time Series (1) 2021-04-26
- NEP-FDG: Financial Development and Growth (1) 2023-12-18
- NEP-FOR: Forecasting (1) 2015-04-25
- NEP-MIC: Microeconomics (1) 2013-10-02
- NEP-PUB: Public Finance (1) 2023-12-18
- NEP-RMG: Risk Management (1) 2023-12-18
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