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The Ins and Outs of Unemployment: An Analysis Conditional on Technology Shocks (with D. López-Salido and C. Michellacci)

Forthcoming in Economic Journal

Do Institutional Changes affect BusinessCycles? Evidence from Europe (with M. Cicarelli and E. Ortega)

Appendix

Journal of Economic Dynamics and Control, 36 (10), 2012, 1520-1533

ClubMed? Cyclical Fluctuations in the Mediterranean Basin (with M. Cicarelli)

Journal of International Economics, 88 (1), 2012, 162-175

The Dynamics of US Inflation: Can Monetary Policy explain the Changes (with F. Ferroni)

Journal of Econometrics, 167 (1), 2012, 47-60

Business Cycle Measurement with Some Theory (with M. Paustian)

Journal of Monetary Economics, 58 (4), 2011, 345-361

Fiscal Policy, Pricing Frictions and Monetary Accommodation (with E. Pappa)

Economic Policy, 26 (68), 2011, 555-598

Does Money Matter in Shaping Domestic Business Cycles? An International Investigation (with T. Menz)

Journal of Money, Credit and Banking, 43 (4), 2011, 577-609

Multiple Filtering Devices for the Estimation of Cyclical DSGE Models (with F. Ferroni)
Appendix

Quantitative Economics, 2 (1), 2011, 73-98

Do Expectations Matter? The Great Moderation Revisited (with L. Gambetti)

American Economic Journal, 2 (3), 2010, 183-205

The Effects of Technology Shocks on Hours and Output: A Robustness Analysis (with D. López-Salido and C. Michelacci)
Journal of Applied Econometrics, 25 (5), 2010, 755-773
WP version (extended)
November 2006, revised February 2008

Japan’s Lost Decade: Does Money have a Role? (with T. Menz)

Journal of the Japanese and International Economies, 24 (2), 2010, 178-195

Comment to “Weak Instruments Robust Tests in GMM and the New Keynesian Phillips Curve” by F. Kleibergen and S. Mavroeidis
Journal of Business and Economic Statistics, 27 (3), 2009, 311-315

How Much Structure in Empirical Models?
In Palgrave Handbook of Applied Econometrics, 2009, edited by T. Mills and K. Patterson , vol. 2, pp. 68-97.

Estimating Multi-country VAR Models (with M. Ciccarelli)

Replication codes
International Economic Review, 50 (3), 2009, 929-961

Back to Square One: Identification Issues in DSGE Models (with L. Sala)
Journal of Monetary Economics, 56 (4), 2009, 431-449
WP version (extended)
May 2005, revised February 2008

What Explains the Great Moderation in the US? A Structural Analysis
Journal of the European Economic Association, 7 (4), 2009, 697-721

Structural Changes in the US Economy: Is there a Role for Monetary Policy? (with L. Gambetti)
Journal of Economic Dynamics and Control, 33 (2), 2009, 477-490

The Structural Dynamics of U.S. Output and Inflation: What Explains the Changes? (with L. Gambetti and E. Pappa)
Appendix
Journal of Money, Credit and Banking, 40 (2-3), 2008, 369-388

Methods for Applied Macroeconomic Research. Princeton University Press, 2007.

The following are earlier drafts of the three chapters of the book:
Chapter 4: VAR Models
Chapter 6: Likelihood Methods
Chapter 10: Bayesian VARs

Price Differentials in Monetary Unions: The Role of Fiscal Shocks (with E. Pappa)
The Economic Journal, 117 (520), 2007, 713-737
Former working paper (Appendix)

Monetary Policy in the Euro Area: Lessons from 5 Years of ECB and Implications for Turkey (with C. Favero)
Macroeconomic Polices for Accession Countries, 2007, edited by E. Basci, S. Togan and J. Vonhagen, p. 79-129

Similarities and Convergence in G-7 Cycles (with M. Ciccarelli and E. Ortega)
Journal of Monetary Economics, 54 (3), 2007, 850-878

The Structural Dynamics of Output Growth and Inflation: Some International Evidence (with L. Gambetti and E. Pappa)
The Economic Journal, 117 (519), 2007, C167-C191

G-7 Inflation Forecasts: Random Walk, Phillips Curve or What Else?

Macroeconomic Dynamics, 11 (1), 2007, 1-30

The Elusive Costs and the Immaterial Gains of Fiscal Constraints (wih E. Pappa)
Journal of Public Economics, 90 (8), 2006, 1391-1414

The Transmission of US Shocks to Latin America
Journal of Applied Econometrics, 20 (2), 2005, 229-251

Does it Cost to be Virtuous? The Macroeconomic Effects of Fiscal Constraints (with E. Pappa)
NBER International Seminar in Macroeconomics, 2005, 11065, 327-370

Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model (with M. Ciccarelli)
Journal of Econometrics, 120 (2), 2004, 327-359

Testing for Convergence Clubs in Income per Capita: A Predictive Density Approach

International Economic Review, 45 (1), 2004, 49-77

The Properties of Equity Premium and the Risk Free-Rate: An Investigation across Time and Countries (with G. de Nicoló)

IMF Staff Papers, 50 (2), 2003, 222-249

On the Sources of Business Cycles in the G-7 (with G. de Nicoló)

Journal of International Economics, 59 (1), 2003, 77-100

Did Colonization Matter for Growth? An Empirical Exploration into the Historical Causes of Africa’s Underdevelopment (with G. Bertocchi)
European Economic Review, 46 (10), 2002, 1851-1871

Monetary Disturbances Matter for Business Fluctuations in the G-7 (with G. de Nicoló)

Journal of Monetary Economics, 49 (6), 2002, 1131-1159

Inequality and Convergence in Europe’s Regions: Reconsidering European Regional Policies (with M. Boldrin)

Economic Policy, 13 (32), 2001, 207-253

Stock Returns, Term Structure, Inflation, and Real Activity. An International Perspective (with G. de Nicoló)

Macroeconomic Dynamics, 4 (3), 2000, 343-372

The Macroeconomic Effects of German Unification: Real Adjustments and the Welfare State (with M. Ravn)

Review of Economic Dynamics, 3 (3), 2000, 423-460

Does Retrending Matter for the Determination of the Reference Cycle and the Selection of Turning Points?

Economic Journal, 109 (452), 1999, 126-150

Sources and Propagation of International Output Cycles: Common Shocks or Transmission? (with J. Marrinan)

Journal of International Economics, 46 (1), 1998, 133-166

Detrending and Business Cycle Facts

Journal of Monetary Economics, 41 (3), 1998, 475-512

Detrending and Business Cycle Facts: A User’s Guide

Journal of Monetary Economics, 41 (3), 1998, 533-540

International Business Cycles, Financial Markets and Household Production (with A. Ubide)

Journal of Economic Dynamics and Control, 22 (4), 1998, 545-572

International Consumption Risk Sharing (with M. Ravn)

International Economic Review, 37 (3), 1996, 574-601

Three Tests for the Existence of Cycles in Time Series

Ricerche Economiche, 50 (2), 1996, 135-162

Reconciling the Term Structure of Interest Rates with the Consumption-based ICAP Model (with J. Marrinan)

Journal of Economic Dynamics and Control, 20 (4), 1996, 709-750

Stock Returns and Real Activity: A Structural Approach (with G. de Nicoló)

European Economic Review, 39 (5), 1995, 981-1015

Sensitivity Analysis and Model Evaluation in Simulated Dynamic General Equilibrium Economies

International Economic Review, 36 (2), 1995, 477-501

Predicting Excess Returns in Financial Markets (with J. Marrinan)

European Economic Review, 39 (1), 1995, 35-69

Statistical Inference in Calibrated Models

Journal of Applied Econometrics, 9 (1), 1994, S123-S144

Changes in Seasonal Patterns: Are they Cyclical? (with E. Ghysels)

Journal of Economic Dynamics and Control, 18 (6), 1994, 1143-1171

Detrending and Turning Points

European Economic Review, 38 (3-4), 1994, 614-623

Were Financial Crises Predictable?

Journal of Money, Credit and Banking, 26 (1), 1994, 102-124

Profits, Risk, and Uncertainty in Foreign Exchange Markets (with J. Marrinan)

Journal of Monetary Economics, 32 (2), 1993, 259-286

Trade Interdependence and the International Business Cycle(with H. Dellas)

Journal of International Economics, 34 (1-2), 1993, 23-47

Modelling and Forecasting Exchange Rates with a Bayesian Time-varying Coefficient Model

Journal of Economic Dynamics and Control, 17 (1-2), 1993, 233-261

Forecasting Time Series with Common Seasonal Patterns

Journal of Econometrics, 55 (1-2), 1993, 173-200

Price Smoothing Policies: A Welfare Analysis

Journal of Monetary Economics, 30 (2), 1992, 255-275

An Empirical Analysis of Ex Ante Profits from Forward Speculation in Foreign Exchange Markets

Review of Economics and Statistics, 73 (3), 1991, 489-496

The Sources of Financial Crisis: Pre- and Post-Fed Evidence

International Economic Review, 32 (3), 1991, 689-713

The Time-Series Properties of the Risk Premium in the Yen/Dollar Exchange Market (with T. Ito)

Journal of Applied Econometrics, 6 (2), 1991, 125-142