Joaquin Vespignani

University of Tasmania - School of Economics and Finance

Commerce Building,

Sandy Bay Campus

Sandy Bay, TAS, Tasmania 7005

Australia

Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)

ANU College of Business and Economics

Canberra, Australian Capital Territory 0200

Australia

SCHOLARLY PAPERS

30

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48

CROSSREF CITATIONS

35

Scholarly Papers (30)

A New Monthly Indicator of Global Real Economic Activity

Norges Bank Working Paper 6 | 2015
Number of pages: 40 Posted: 04 May 2015
Francesco Ravazzolo and Joaquin Vespignani
Free University of Bozen-Bolzano - Faculty of Economics and Management and University of Tasmania - School of Economics and Finance
Downloads 1,127 (26,318)
Citation 2

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Global real economic activity, World steel production, Forecasting

A New Monthly Indicator of Global Real Economic Activity

CAMA Working Paper No. 13/2015
Number of pages: 40 Posted: 24 Apr 2015 Last Revised: 27 Apr 2015
Francesco Ravazzolo and Joaquin Vespignani
Free University of Bozen-Bolzano - Faculty of Economics and Management and University of Tasmania - School of Economics and Finance
Downloads 341 (122,328)
Citation 1

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Global real economic activity, World steel production, Forecasting

A New Monthly Indicator of Global Real Economic Activity

Number of pages: 26 Posted: 17 Aug 2015
Francesco Ravazzolo and Joaquin Vespignani
Free University of Bozen-Bolzano - Faculty of Economics and Management and University of Tasmania - School of Economics and Finance
Downloads 250 (168,809)

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Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach

Number of pages: 24 Posted: 10 Jan 2020
Davide Ferrari, Francesco Ravazzolo and Joaquin Vespignani
Free University of Bozen-Bolzano, Faculty of Economics and Management, Free University of Bozen-Bolzano and University of Tasmania - School of Economics and Finance
Downloads 416 (97,446)
Citation 1

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Energy Prices, Forecasting, Dynamic Factor Model, Sparse Estimation, Penalized Maximum Likelihood

Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach

CAMA Working Paper No. 90/2019
Number of pages: 25 Posted: 20 Dec 2019
Davide Ferrari, Francesco Ravazzolo and Joaquin Vespignani
Free University of Bozen-Bolzano, Faculty of Economics and Management, Free University of Bozen-Bolzano - Faculty of Economics and Management and University of Tasmania - School of Economics and Finance
Downloads 364 (113,643)
Citation 3

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Energy Prices, Forecasting, Dynamic Factor model, Sparse Estimation, Penalized Maximum Likelihood

3.

Trade, Education, and Income Inequality

CESifo Working Paper No. 8370
Number of pages: 78 Posted: 23 Jun 2020
Markus Brueckner, Ngo Van Long and Joaquin Vespignani
The Australian National University, McGill University - Department of Economics and University of Tasmania - School of Economics and Finance
Downloads 768 (45,653)
Citation 1

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non-gravity trade, inequality, education

4.

Covid-19 and Firms’ Stock Price Growth: The Role of Market Capitalization

CAMA Working Paper No. 100/2021
Number of pages: 31 Posted: 17 Dec 2021
Markus Brueckner, Wensheng Kang and Joaquin Vespignani
The Australian National University, Department of Economics, Kent State University and University of Tasmania - School of Economics and Finance
Downloads 577 (66,376)

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Covid-19, performance of firms, stock market capitalization, US stock market

5.

Covid-19 Infections and the Performance of the Stock Market: An Empirical Analysis for Australia

CAMA Working Paper No. 56/2020
Number of pages: 28 Posted: 15 Jun 2020
Markus Brueckner and Joaquin Vespignani
The Australian National University and University of Tasmania - School of Economics and Finance
Downloads 452 (89,275)
Citation 5

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The Impact of Global Uncertainty on the Global Economy, and Large Developed and Developing Economies

Number of pages: 46 Posted: 27 Jan 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 194 (214,737)

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The Impact of Global Uncertainty on the Global Economy, and Large Developed and Developing Economies

CAMA Working Paper No. 9/2017
Number of pages: 47 Posted: 31 Jan 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 149 (269,227)
Citation 5

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Global, Uncertainty Shocks, Monetary Policy, FAVAR

7.

The Impact of Oil Price Shocks on the U.S. Stock Market: A Note on the Roles of U.S. And Non-U.S. Oil Production

Number of pages: 19 Posted: 22 Oct 2015
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 283 (149,663)

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8.
Downloads 224 (188,062)

Non-Gravity Trade

Number of pages: 77 Posted: 01 Jun 2020
Markus Brueckner, Ngo Van Long and Joaquin Vespignani
The Australian National University, McGill University - Department of Economics and University of Tasmania - School of Economics and Finance
Downloads 168 (243,372)

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Non-Gravity Trade, Inequality, Education

Non-Gravity Trade

CAMA Working Paper No. 52/2020
Number of pages: 78 Posted: 20 May 2020
Markus Brueckner, Ngo Van Long and Joaquin Vespignani
The Australian National University, McGill University - Department of Economics and University of Tasmania - School of Economics and Finance
Downloads 56 (501,433)

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Non-Gravity Trade, Inequality, Education

Trade Uncertainty and Income Inequality

Number of pages: 25 Posted: 17 Mar 2017
Markus Brueckner and Joaquin Vespignani
The Australian National University and University of Tasmania - School of Economics and Finance
Downloads 166 (245,890)

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Trade Uncertainty and Income Inequality

CAMA Working Paper No. 24/2017
Number of pages: 29 Posted: 29 Mar 2017
Markus Brueckner and Joaquin Vespignani
The Australian National University and University of Tasmania - School of Economics and Finance
Downloads 56 (501,433)

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Trade Uncertainty, Inequality, Education

10.

What Drives the Global Interest Rate

Number of pages: 36 Posted: 17 Aug 2015
Ronald A. Ratti and Joaquin Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 190 (218,784)
Citation 1

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Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and Non-US Oil Production

CAMA Working Paper No. 7/2017
Number of pages: 38 Posted: 17 Jan 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 85 (400,266)

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US oil production, Economic policy uncertainty, CPI forecast uncertainty, Structural VAR

Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of Us and Non-Us Oil Production

Number of pages: 36 Posted: 27 Jan 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 51 (523,354)
Citation 2

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Oil Curse, Economic Growth and Trade Openness

Number of pages: 48 Posted: 22 Oct 2019 Last Revised: 29 Apr 2020
Joaquin Vespignani, Mala Raghavan and Monoj Kumar Majumder
University of Tasmania - School of Economics and Finance, University of Tasmania and Sher-e-Bangla Agricultural University
Downloads 90 (386,299)

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Oil rents, real GDP per capita, trade openness, dynamic panel data model

Oil Curse, Economic Growth and Trade Openness

CAMA Working Paper No. 78/2019
Number of pages: 49 Posted: 23 Oct 2019
Monoj Kumar Majumder, Mala Raghavan and Joaquin Vespignani
Sher-e-Bangla Agricultural University, University of Tasmania and University of Tasmania - School of Economics and Finance
Downloads 37 (595,086)

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Oil rents, real GDP per capita, trade openness, dynamic panel data model

Global Commodity Prices and Global Stock Volatility Shocks: Effects Across Countries

CAMA Working Paper No. 36/2017
Number of pages: 35 Posted: 05 May 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 85 (400,266)
Citation 2

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Global commodity prices, Global stock volatility, Output, Heterogeneity

Global Commodity Prices and Global Stock Volatility Shocks: Effects Across Countries

Number of pages: 33 Posted: 05 May 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 28 (652,733)

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14.

World Steel Production: A New Monthly Indicator of Global Real Economic Activity

CAMA Working Paper No. 42/2017
Number of pages: 29 Posted: 27 Jun 2017
Francesco Ravazzolo and Joaquin Vespignani
Free University of Bozen-Bolzano - Faculty of Economics and Management and University of Tasmania - School of Economics and Finance
Downloads 103 (351,488)
Citation 8

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Global real economic activity, World steel production, Forecasting

15.

Oil Prices and the Economy: A Global Perspective

Crawford School Research Paper No. 41/2014
Number of pages: 37 Posted: 24 May 2014
Ronald A. Ratti and Joaquin Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 94 (372,742)

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Global interest rate, global monetary aggregates, oil prices, GFAVEC

16.

OPEC and Non-OPEC Oil Production and the Global Economy

CAMA Working Paper No. 69/2014
Number of pages: 44 Posted: 06 Nov 2014 Last Revised: 15 Mar 2015
Ronald A. Ratti and Joaquin Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 82 (404,922)
Citation 3

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OPEC production, non-OPEC, oil Price, global oil market

17.

The Impact of Oil Price Shocks on the US Stock Market: A Note on the Roles of US and Non-US Oil Production

CAMA Working Paper No. 33/2016
Number of pages: 12 Posted: 12 Jun 2016 Last Revised: 16 Jun 2016
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 70 (442,254)
Citation 7

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Oil prices, Stock returns, U.S. oil production

18.

Financial and Non-Financial Global Stock Market Volatility Shocks

CAMA Working Paper No. 58/2018
Number of pages: 14 Posted: 13 Nov 2018
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
Department of Economics, Kent State University, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 57 (489,654)

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Global, Stock market volatility Shocks, Monetary Policy, FAVAR

19.

Global Uncertainty and the Global Economy: Decomposing the Impact of Uncertainty Shocks

CAMA Working Paper No. 39/2016
Number of pages: 41 Posted: 28 Jun 2016
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 56 (493,534)

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Global, Uncertainty shocks, Monetary Policy, FAVAR

The Implications of Liquidity Expansion in China for the US Dollar

CAMA Working Paper No. 5/2016
Number of pages: 36 Posted: 29 Jan 2016 Last Revised: 03 Feb 2016
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 39 (583,857)

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China’s liquidity, trade-weighted US dollar, forecasting US dollar exchange rate

The Implications of Liquidity Expansion in China for the Us Dollar

Number of pages: 34 Posted: 01 Feb 2016
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 6 (848,389)

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The Moderating Role of Green Energy and Energy-Innovation in Environmental Kuznets: Insights from Quantile-Quantile Analysis

Number of pages: 19 Posted: 01 Jun 2020 Last Revised: 11 Jan 2022
Tasmanian School of Business and Economics, University of Tasmania, Australia, School of Accounting, Economics, and Finance, University of Wollongong, University of Tasmania - School of Economics and Finance and University of Tasmania
Downloads 26 (667,477)

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The Moderating Role of Green Energy and Energy-Innovation in Environmental Kuznets: Insights from Quantile-Quantile Analysis

CAMA Working Paper No. 39/2020
Number of pages: 19 Posted: 23 Apr 2020
Tasmanian School of Business and Economics, University of Tasmania, Australia, University of Tasmania, University of Tasmania - School of Economics and Finance and School of Accounting, Economics, and Finance, University of Wollongong
Downloads 16 (749,770)
Citation 1

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Environmental Kuznets Curve, Green energy, Energy innovation, CO2 emission, SSA countries; and Quantile-Quantile regression

22.

Understanding the Deviations of the Taylor Rule: A New Methodology with an Application to Australia

CAMA Working Paper No. 78/2014
Number of pages: 38 Posted: 18 Dec 2014 Last Revised: 19 Dec 2014
Kerry Hudson and Joaquin Vespignani
University of Tasmania, Tasmanian School of Business and Economics and University of Tasmania - School of Economics and Finance
Downloads 40 (566,242)

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Taylor Rule, Monetary Policy, Small Open Economy

23.

The Industrial Impact of Economic Uncertainty Shocks in Australia

CAMA Working Paper No. 89/2019
Number of pages: 52 Posted: 20 Dec 2019
Hamish Burrell and Joaquin Vespignani
Tasmanian School of Business and Economics, University of Tasmania and University of Tasmania - School of Economics and Finance
Downloads 37 (581,797)

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Economic Uncertainty, Economic Uncertainty Shocks, SVAR, Australian economy, Australian Industries

24.

What Drives the Global Official/Policy Interest Rate?

CAMA Working Paper No. 27/2015
Number of pages: 12 Posted: 01 Aug 2015 Last Revised: 03 Aug 2015
Ronald A. Ratti and Joaquin Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 33 (604,319)

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Global interest rate, global monetary aggregates, oil prices, GFAVAR

25.

Commodity Prices and Bric and G3 Liquidity: A SFAVEC Approach

CAMA Working Paper No. 13/2014
Number of pages: 40 Posted: 07 Feb 2014 Last Revised: 29 Dec 2014
Ronald A. Ratti and Joaquin Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 33 (604,319)
Citation 7

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Commodity Prices, BRIC countries, G3, Global liquidity, SFAVEC

26.

Commodity Price Volatility, External Debt and Exchange Rate Regimes

CAMA Working Paper No. 110/2020
Number of pages: 34 Posted: 17 Dec 2020
Monoj Kumar Majumder, Mala Raghavan and Joaquin Vespignani
Sher-e-Bangla Agricultural University, University of Tasmania and University of Tasmania - School of Economics and Finance
Downloads 29 (628,710)

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Commodity price volatility, external debt, commodity-exporting countries, exchange rate regime

27.

Commodity Price Volatility, Fiscal Balance and Real Interest Rate

CAMA Working Paper No. 79/2020
Number of pages: 38 Posted: 03 Sep 2020
Monoj Kumar Majumder, Mala Raghavan and Joaquin Vespignani
Sher-e-Bangla Agricultural University, University of Tasmania and University of Tasmania - School of Economics and Finance
Downloads 26 (648,781)

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Commodity prices, commodity price volatility, fiscal balance, real interest rate

Oil prices and fiscal policy in an oil-exporter country: Empirical evidence from Oman

CAMA Working Paper No. 87/2021
Number of pages: 36 Posted: 11 Oct 2021
Salwa Aljabri, Mala Raghavan and Joaquin Vespignani
Tasmanian School of Business and Economics, University of Tasmania, University of Tasmania and University of Tasmania - School of Economics and Finance
Downloads 20 (715,244)

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oil price shocks, fiscal policy, GDP, SVAR

Oil Prices and Fiscal Policy in an Oil-Exporter Country: Empirical Evidence from Oman

Number of pages: 34 Posted: 26 Oct 2021
Salwa Aljabri, Mala Raghavan and Joaquin Vespignani
Tasmanian School of Business and Economics, University of Tasmania, University of Tasmania and University of Tasmania - School of Economics and Finance
Downloads 5 (858,929)

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oil price shocks, fiscal policy, GDP, SVAR

29.

The Sectorial Impact of Commodity Price Shocks in Australia

CAMA Working Paper No. 19/2014
Number of pages: 37 Posted: 19 Feb 2014 Last Revised: 20 Feb 2014
Stephen Knop and Joaquin Vespignani
University of Tasmania and University of Tasmania - School of Economics and Finance
Downloads 25 (655,672)
Citation 1

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Commodity prices, Commodity shocks, Australian economy

30.

Not All International Monetary Shocks are Alike for the Japanese Economy

CAMA Working Paper No. 14/2014
Number of pages: 37 Posted: 07 Feb 2014 Last Revised: 10 Feb 2014
Ronald A. Ratti and Joaquin Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 22 (677,703)

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International Monetary shocks, Japanese economy, Oil/commodity prices, SVEC models