Luca Brugnolini

Rokos Capital Management

econometrician

London

United Kingdom

  • Rokos Capital Management

SCHOLARLY PAPERS

4

DOWNLOADS

62

CITATIONS

0

Scholarly Papers (4)

Actions:
Email selected abstracts
1.

Fiscal Compact and Debt Consolidation Dynamics

CEIS Working Paper No. 436
Number of pages: 40 Posted: 13 Jun 2018 Last Revised: 07 Nov 2018
Luca Brugnolini and Luisa Corrado
Rokos Capital Management and University of Rome Tor Vergata Department of Economics and Finance
Downloads 30 (458,555)

Abstract:

Loading...

fi scal policy, debt consolidation, government spending, New-Keynesian, DSGE

2.

About Local Projection Impulse Response Function Reliability

CEIS Working Paper No. 440
Number of pages: 38 Posted: 27 Aug 2018
Luca Brugnolini
Rokos Capital Management
Downloads 20 (511,736)

Abstract:

Loading...

VAR, information criteria, lag-length, Monte Carlo

3.

Measuring Euro Area Monetary Policy

Downloads 10 (570,284)

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
Carlo Altavilla, Luca Brugnolini, Refet S. Gurkaynak, Roberto Motto and Giuseppe Ragusa
European Central Bank (ECB), Rokos Capital Management, Bilkent University - Department of Economics, European Central Bank (ECB) and University of Pisa
Downloads 9 (600,773)

Abstract:

Loading...

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
Carlo Altavilla, Luca Brugnolini, Refet S. Gurkaynak, Roberto Motto and Giuseppe Ragusa
European Central Bank (ECB), Rokos Capital Management, Bilkent University - Department of Economics, European Central Bank (ECB) and University of Pisa
Downloads 1 (669,456)
  • Add to Cart

Abstract:

Loading...

Asymmetry, ECB policy surprise, Event-Study, intraday, Persistence

4.

Measuring Euro Area Monetary Policy

CFS Working Paper, No. 624, 2019
Number of pages: 57
Carlo Altavilla, Luca Brugnolini, Refet S. Gurkaynak, Roberto Motto and Giuseppe Ragusa
European Central Bank (ECB), Rokos Capital Management, Bilkent University - Department of Economics, European Central Bank (ECB) and University of Pisa
Downloads 2

Abstract:

Loading...

E43, E44, E52, E58, G12, G14