Carmine Trecroci

University of Brescia

Associate Professor of Economics

Via San Faustino 74B

Brescia, 25122

Italy

SCHOLARLY PAPERS

19

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CITATIONS
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in Total Papers Citations

79

Scholarly Papers (19)

1.

Business Cycle and Stock Market Volatility: Are They Related?

Number of pages: 27 Posted: 07 Mar 2006 Last Revised: 22 Mar 2008
Roberto Casarin and Carmine Trecroci
University Ca' Foscari of Venice - Department of Economics and University of Brescia
Downloads 638 (31,314)

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Markov Switching, Stochastic Volatility, Business Cycle, Equity Markets, Particle Filter

2.

Monetary and Fiscal Policy Interactions over the Cycle: Some Empirical Evidence

CESifo Working Paper Series No. 817
Number of pages: 40 Posted: 09 Jan 2003
Anton Muscatelli, Patrizio Tirelli and Carmine Trecroci
University of Glasgow - Department of Economics, Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS) and University of Brescia
Downloads 344 (56,557)
Citation 12

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How Do Alphas and Betas Move? Uncertainty, Learning and Time Variation in Risk Loadings

Number of pages: 45 Posted: 03 Nov 2009 Last Revised: 27 Jul 2010
Carmine Trecroci
University of Brescia
Downloads 326 (77,256)
Citation 1

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Conditional CAPM, Time-varying beta, uncertainty, learning

How Do Alphas and Betas Move? Uncertainty, Learning and Time Variation in Risk Loadings

Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 2, pp. 257-278, 2014
Number of pages: 22 Posted: 08 Mar 2014
Carmine Trecroci
University of Brescia
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Citation 1
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Does Institutional Change Really Matter? Inflation Targets, Central Bank Reform and Interest Rate Policy in the OECD Countries

CESifo Working Paper Series No. 278
Number of pages: 50 Posted: 04 Apr 2001
Anton Muscatelli, Patrizio Tirelli and Carmine Trecroci
University of Glasgow - Department of Economics, Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS) and University of Brescia
Downloads 259 (99,685)
Citation 23

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Monetary policy, inflation targets, central bank reform, reaction functions, interest rates

Does Institutional Change Really Matter? Inflation Targets, Central Bank Reform and Interest Rate Policy in the OECD Countries

The Manchester School, Vol. 70, pp. 487-527, 2002
Number of pages: 41 Posted: 19 Mar 2003
Anton Muscatelli, Patrizio Tirelli and Carmine Trecroci
University of Glasgow - Department of Economics, Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS) and University of Brescia
Downloads 32 (407,871)
Citation 23
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5.

Fiscal and Monetary Policy Interactions: Empirical Evidence and Optimal Policy Using a Structural New Keynesian Model

CESifo Working Paper Series No. 1060
Number of pages: 40 Posted: 01 Dec 2003
Anton Muscatelli, Patrizio Tirelli and Carmine Trecroci
University of Glasgow - Department of Economics, Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS) and University of Brescia
Downloads 289 (84,414)
Citation 7

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6.

Multifactor Risk Loadings and Abnormal Returns Under Uncertainty and Learning

Number of pages: 34 Posted: 20 Apr 2010 Last Revised: 14 Jan 2014
Simone Salotti and Carmine Trecroci
Oxford Brookes University and University of Brescia
Downloads 224 (109,904)
Citation 1

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Multifactor Models, Time-Varying Alphas, Time-Varying Betas

The Impact of Government Debt, Expenditure and Taxes on Aggregate Investment and Productivity Growth

Number of pages: 42 Posted: 04 Apr 2012 Last Revised: 11 Jul 2014
Carmine Trecroci and Simone Salotti
University of Brescia and Oxford Brookes University
Downloads 215 (120,663)
Citation 1

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government debt, economic growth, investment, productivity

The Impact of Government Debt, Expenditure and Taxes on Aggregate Investment and Productivity Growth

Economica, Vol. 83, Issue 330, pp. 356-384, 2016
Number of pages: 29 Posted: 09 Mar 2016
Simone Salotti and Carmine Trecroci
Oxford Brookes University and University of Brescia
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8.

Can Fiscal Policy Help Macroeconomic Stabilisation? Evidence from a New Keynesian Model With Liquidity Constraints

CESifo Working Paper Series No. 1171
Number of pages: 42 Posted: 22 Apr 2004
Anton Muscatelli, Patrizio Tirelli and Carmine Trecroci
University of Glasgow - Department of Economics, Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS) and University of Brescia
Downloads 209 (115,672)
Citation 2

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9.

Macroeconomic Instability and the Phillips Curve in Italy

Number of pages: 35 Posted: 27 May 2009 Last Revised: 12 May 2014
University of Brescia - Department of Economics, Indiana University - Kelley School of Business - Department of Business Economics & Public Policy, University of Brescia - Department of Economics and University of Brescia
Downloads 201 (112,696)

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fiscal dominance, inflation, macroeconomic stability, wage indexation, Phillips curve

10.

Fiscal and Monetary Policy Interactions in a New Keynesian Model with Liquidity Constraints

Number of pages: 41 Posted: 05 Feb 2006
Anton Muscatelli, Patrizio Tirelli and Carmine Trecroci
University of Glasgow - Department of Economics, Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS) and University of Brescia
Downloads 186 (123,275)
Citation 4

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Monetary Policy Regime Shifts: New Evidence from Time-Varying Interest-Rate Rules

Number of pages: 32 Posted: 05 Feb 2006 Last Revised: 22 Mar 2008
Carmine Trecroci and Matilde Vassalli
University of Brescia and University of Brescia - Department of Economics
Downloads 147 (170,763)
Citation 1

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Monetary policy, interest rates, time-varying policy rules

Monetary Policy Regime Shifts: New Evidence from Time-Varying Interest Rate Rules

Economic Inquiry, Vol. 48, Issue 4, pp. 933-950, October 2010
Number of pages: 18 Posted: 15 Sep 2010
Carmine Trecroci and Matilde Vassalli
University of Brescia and University of Brescia - Department of Economics
Downloads 2 (576,248)
Citation 1
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12.

Macroeconomic Shocks, Structural Change and Real Exchange Rates: Evidence from Historical Data

Number of pages: 40 Posted: 05 Feb 2006
Anton Muscatelli, Franco Spinelli and Carmine Trecroci
University of Glasgow - Department of Economics, University of Brescia - Department of Economics and University of Brescia
Downloads 141 (174,286)

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13.

The Phillips Curve and the Italian Lira, 1861-1998

Number of pages: 27 Posted: 08 Jul 2008 Last Revised: 12 May 2014
University of Brescia - Department of Economics, Indiana University - Kelley School of Business - Department of Business Economics & Public Policy, University of Brescia - Department of Economics and University of Brescia
Downloads 133 (160,204)
Citation 2

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inflation, Phillips curve, Italian lira

14.

The Information Content of M3 for Future Inflation

ECB Working Paper No. 33
Number of pages: 32 Posted: 19 Oct 2001
Carmine Trecroci and Juan Luis Vega-Croissier
University of Brescia and Europaische Zentralbank
Downloads 105 (213,548)
Citation 25

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Indeterminacy, Neutrality of Money, Transactions Costs

15.

Maastricht: New and Old Rules

Number of pages: 19 Posted: 26 Mar 2008 Last Revised: 16 Sep 2010
Franco Spinelli and Carmine Trecroci
University of Brescia - Department of Economics and University of Brescia
Downloads 88 (241,416)

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monetary stability, Fiscal rules, Central bank independence

16.

Cross-Country Evidence on the Distributional Impact of Fiscal Policy

Number of pages: 37 Posted: 16 Jan 2014 Last Revised: 20 May 2017
Simone Salotti and Carmine Trecroci
Oxford Brookes University and University of Brescia
Downloads 82 (173,332)

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Fiscal policy, income inequality, poverty, distributional effects

17.

Funding Conditions, Asset Prices, and Macroeconomic Dynamics: Some U.S. Evidence

Number of pages: 44 Posted: 03 Jan 2011
Carmine Trecroci and Matilde Vassalli
University of Brescia and University of Brescia - Department of Economics
Downloads 60 (303,444)

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Business Cycle, Asset Prices, Funding Conditions, Monetary Policy

18.

Waste Disposal and Decentralisation: A Welfare Approach

Number of pages: 16 Posted: 06 Jan 2015
Laura Levaggi, Rosella Levaggi and Carmine Trecroci
Free University of Bozen - Faculty of Science and Technology, University of Brescia - Department of Economics and Management and University of Brescia
Downloads 12 (440,037)

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waste disposal, cross border shopping, decentralisation, welfare

19.

International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?

Number of pages: 32 Posted: 01 Nov 2016 Last Revised: 20 Jul 2017
Giovanna Bua and Carmine Trecroci
University of Milan and University of Brescia
Downloads 0 (434,854)

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International equity markets, Volatility, Regime switching, Structural transmission

Other Papers (1)

Total Downloads: 90    Citations: 0
1.

The Determinants of the Discount Rate in Italy, 1876-1913: An Empirical and Documentary Analysis

Number of pages: 35 Posted: 05 Feb 2006 Last Revised: 12 May 2010
Franco Spinelli and Carmine Trecroci
University of Brescia - Department of Economics and University of Brescia
Downloads 84

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