Giuseppe Ragusa

University of Pisa

Lungarno Pacinotti, 43

Pisa PI, 56126

Italy

SCHOLARLY PAPERS

8

DOWNLOADS

259

1

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Scholarly Papers (8)

Anchoring the Yield Curve Using Survey Expectations

ECB Working Paper No. 1632
Number of pages: 31 Posted: 11 Feb 2014
Carlo Altavilla, Raffaella Giacomini and Giuseppe Ragusa
European Central Bank (ECB), University College London - Department of Economics and University of Pisa
Downloads 70 (327,176)

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term structure models; exponential tilting; blue chip analysts survey; forecast performance; monetary policy forward guidance; macroeconomic factors

Anchoring the Yield Curve Using Survey Expectations

CEPR Discussion Paper No. DP9738
Posted: 19 Nov 2013
Carlo Altavilla, Raffaella Giacomini and Giuseppe Ragusa
European Central Bank (ECB), University College London - Department of Economics and University of Pisa
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blue chip analysts survey, exponential tilting, forecast performance, macroeconomic factors, monetary policy forward guidance, term structure models

2.

Sensitivity, Moment Conditions, and the Risk-free Rate in Yogo (2006)

Critical Finance Review, Vol.6 No.2 2017
Number of pages: 14 Posted: 22 Oct 2016 Last Revised: 14 Nov 2018
Nicola Borri and Giuseppe Ragusa
LUISS University - Department of Economics and Finance and University of Pisa
Downloads 68 (328,577)

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nonlinear GMM estimation, equity premium, durable model, yogo, gauss

3.

Unconditional and Conditional Wage Polarization in Europe

IZA Discussion Paper No. 8465
Number of pages: 59 Posted: 27 Sep 2014
Paolo Naticchioni, Giuseppe Ragusa and Riccardo Massari
University of Rome I, University of Pisa and University of Rome I
Downloads 68 (328,577)

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wage inequality, polarization, occupational tasks, offshoring, RIF-regressions

4.

Time Limits: The Effects on Welfare Use and Other Consumption-Smoothing Mechanisms

IZA Discussion Paper No. 6993
Number of pages: 50 Posted: 17 Nov 2012
Francesca Mazzolari and Giuseppe Ragusa
University of California, Irvine and University of Pisa
Downloads 23 (494,979)

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welfare, time limits, consumption-smoothing

Measuring Euro Area Monetary Policy

ECB Working Paper No. 2281 (2019); ISBN 978-92-899-3543-2
Number of pages: 57 Posted: 20 May 2019
European Central Bank (ECB), Rokos Capital Management, Bilkent University - Department of Economics, European Central Bank (ECB) and University of Pisa
Downloads 10 (601,098)

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ECB policy surprise, event-study, intraday, persistence, asymmetry

Measuring Euro Area Monetary Policy

CFS Working Paper, No. 624, 2019
Number of pages: 57 Posted: 18 Jun 2019
European Central Bank (ECB), Rokos Capital Management, Bilkent University - Department of Economics, European Central Bank (ECB) and University of Pisa
Downloads 3 (644,606)

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ECB policy surprise, event-study, intraday, persistence, asymmetry

Measuring Euro Area Monetary Policy

CEPR Discussion Paper No. DP13759
Number of pages: 57 Posted: 11 Jun 2019
European Central Bank (ECB), Rokos Capital Management, Bilkent University - Department of Economics, European Central Bank (ECB) and University of Pisa
Downloads 1 (669,933)
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Asymmetry, ECB policy surprise, Event-Study, intraday, Persistence

6.

From Empty Pews to Empty Cradles: Fertility Decline Among European Catholics

NBER Working Paper No. w18350
Number of pages: 41 Posted: 01 Sep 2012 Last Revised: 14 Sep 2012
Eli Berman, Laurence R. Iannaccone and Giuseppe Ragusa
University of California, San Diego (UCSD) - Department of Economics, George Mason University - Department of Economics and University of Pisa
Downloads 10 (570,589)

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7.

Incorporating Theoretical Restrictions into Forecasting by Projection Methods

CEPR Discussion Paper No. DP8604
Number of pages: 28 Posted: 01 Nov 2011
Raffaella Giacomini and Giuseppe Ragusa
University College London - Department of Economics and University of Pisa
Downloads 6 (595,162)
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Bayesian VAR, Euler conditions, Exponential tilting, Forecast comparisons

8.

Generalized Method of Moments with Latent Variables

CEPR Discussion Paper No. DP9692
Number of pages: 45 Posted: 22 Oct 2013
A. Ronald Gallant, Raffaella Giacomini and Giuseppe Ragusa
Duke University, University College London - Department of Economics and University of Pisa
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particle filter, Structural models