Alessio Moneta

Institute of Economics, Sant'Anna School of Advanced Studies

Piazza Martiri della Liberta', 33-I-56127

Pisa, PI

Italy

http://https://mail.sssup.it/~amoneta/

SCHOLARLY PAPERS

8

DOWNLOADS

761

SSRN CITATIONS
Rank 36,101

SSRN RANKINGS

Top 36,101

in Total Papers Citations

18

CROSSREF CITATIONS

11

Ideas:
“  causal search methods applied to macroeconomics  ”

Scholarly Papers (8)

1.

Do Energy Efficiency Improvements Reduce Energy Use? Empirical Evidence on the Economy-Wide Rebound Effect in Europe and the United States

Number of pages: 47 Posted: 28 May 2021
University of Goettingen (Göttingen), Department of Economics, University of Göttingen, Institute of Economics, Sant'Anna School of Advanced Studies and Australian National University (ANU) - Crawford School of Public Policy
Downloads 171 (336,447)
Citation 3

Abstract:

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Energy efficiency, economy-wide rebound effect, climate change, climate policy, Struc- tural FAVAR, Independent Component Analysis

2.

A Method for Agent-Based Models Validation

Institute for New Economic Thinking Working Paper Series No. 42
Number of pages: 29 Posted: 30 Apr 2016
Mattia Guerini and Alessio Moneta
University of Brescia - Department of Economics and Management and Institute of Economics, Sant'Anna School of Advanced Studies
Downloads 160 (356,130)
Citation 23

Abstract:

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Agent-Based models; Causality; Structural Vector Autoregressions

3.

Calibration and Validation of Macroeconomic Simulation Models: A General Protocol by Causal Search

Number of pages: 41 Posted: 16 Jan 2023
Mario Martinoli, Alessio Moneta and Gianluca Pallante
Scuola Superiore Sant'Anna di Pisa - Institute of Economics, Institute of Economics, Sant'Anna School of Advanced Studies and Scuola Superiore Sant'Anna di Pisa - Institute of Economics
Downloads 121 (444,219)

Abstract:

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Calibration, Validation, Simulation models, SVAR models, Causal inference, Model confidence sets, Independent component analysis

4.

Macroeconomic Time-Series Evidence that Energy Efficiency Improvements Do not Save Energy

CAMA Working Paper No. 21/2019
Number of pages: 35 Posted: 19 Feb 2019
Stephan Bruns, Alessio Moneta and David I. Stern
Department of Economics, University of Göttingen, Institute of Economics, Sant'Anna School of Advanced Studies and Australian National University (ANU) - Crawford School of Public Policy
Downloads 96 (524,274)

Abstract:

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5.

The Janus-Faced Nature of Debt: Results from a Data-Driven Cointegrated SVAR Approach

Number of pages: 24 Posted: 23 Jan 2017
University of Brescia - Department of Economics and Management, Institute of Economics, Sant'Anna School of Advanced Studies, Université de Nice Sophia Antipolis - Groupe de Recherche en Droit, Economie et Gestion (GREDEG) and Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM)
Downloads 95 (527,871)
Citation 4

Abstract:

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Public and Private Debt, Business Cycle Fluctuations, Independent Component Analysis, SVAR Identification

6.

Identification of Structural VAR Models Via Independent Component Analysis: A Performance Evaluation Study

Number of pages: 37 Posted: 14 May 2022
Alessio Moneta and Gianluca Pallante
Institute of Economics, Sant'Anna School of Advanced Studies and Scuola Superiore Sant'Anna di Pisa - Institute of Economics
Downloads 54 (715,787)
Citation 2

Abstract:

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Independent Component Analysis, identification, Structural VAR, Impulse response functions, Non-Gaussianity, Generalized normal distribution

7.

Calibration and Validation of Macroeconomic Simulation Models by Statistical Causal Search

Number of pages: 52 Posted: 05 Oct 2023
Mario Martinoli, Alessio Moneta and Gianluca Pallante
Scuola Superiore Sant'Anna di Pisa - Institute of Economics, Institute of Economics, Sant'Anna School of Advanced Studies and Scuola Superiore Sant'Anna di Pisa - Institute of Economics
Downloads 38 (823,979)

Abstract:

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Model evaluation, Identification, Independent component analysis, Causal Inference, Model confidence set, Minimum distance index

8.

Identification of Vector Autoregressive Models with Nonlinear Contemporaneous Structure

Number of pages: 42 Posted: 22 May 2023
Francesco Cordoni, Nicolas Doremus and Alessio Moneta
University of London, Royal Holloway College - Department of Economics, Scuola Superiore Sant’Anna and Institute of Economics, Sant'Anna School of Advanced Studies
Downloads 26 (927,467)

Abstract:

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Structural VAR models, Impulse Response Functions, Causal Discovery, Nonlinearity, Additive Noise Models