Fabio C. Bagliano

University of Turin - Department of Economics and Statistics

Facolta di Economia

C. so Unione Sovietica, 218 Bis

Torino, I-10134

Italy

http://web.econ.unito.it/bagliano

Center for Research on Pensions and Welfare Policies (CeRP)

Research Fellow

Via Real Collegio, 30

Moncalieri , Turin 10024

Italy

University of Turin - Collegio Carlo Alberto

via Real Collegio 30

Moncalieri, Torino 10024

Italy

SCHOLARLY PAPERS

22

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801

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in Total Papers Citations

17

CROSSREF CITATIONS

53

Scholarly Papers (22)

1.

Information from Financial Markets and VAR Measures of Monetary Policy

Universita Bocconi, Innocenzo Gasparini Institute for Economic Research Working Paper No.135
Number of pages: 16 Posted: 28 Sep 1998
Carlo A. Favero and Fabio C. Bagliano
Bocconi University - Department of Finance and University of Turin - Department of Economics and Statistics
Downloads 311 (101,008)
Citation 5

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2.

Measuring Monetary Policy with VAR Models: An Evaluation

CEPR Discussion Paper Series No. 1743
Number of pages: 45 Posted: 10 Mar 1998
Carlo A. Favero and Fabio C. Bagliano
Bocconi University - Department of Finance and University of Turin - Department of Economics and Statistics
Downloads 214 (148,211)
Citation 4
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Optimal Life-Cycle Portfolios for Heterogeneous Workers

Netspar Discussion Paper No. 06/2013-025
Number of pages: 46 Posted: 19 Aug 2013
Fabio C. Bagliano, Carolina Fugazza and Giovanna Nicodano
University of Turin - Department of Economics and Statistics, Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS) and Collegio Carlo Alberto, Università di Torino
Downloads 60 (375,711)
Citation 2

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Life-cycle portfolio choice, background risk, age rule, investor heterogeneity, stock market participation

Optimal Life-Cycle Portfolios for Heterogeneous Workers

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 260
Number of pages: 38 Posted: 07 Dec 2013
Fabio C. Bagliano, Carolina Fugazza and Giovanna Nicodano
University of Turin - Department of Economics and Statistics, Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS) and Collegio Carlo Alberto, Università di Torino
Downloads 29 (503,896)
Citation 2

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Life-cycle portfolio choice, background risk, age rule, investor heterogeneity

Optimal Life-Cycle Portfolios for Heterogeneous Workers

Forthcoming, Review of Finance © by Oxford University Press
Posted: 11 Aug 2013 Last Revised: 03 Jul 2017
Fabio C. Bagliano, Carolina Fugazza and Giovanna Nicodano
University of Turin - Department of Economics and Statistics, Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS) and Collegio Carlo Alberto, Università di Torino

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Household portfolios include risky bonds, beyond stocks, respond to permanent labour income shocks

4.

The Cyclical Behavior of Inventories: European Cross-Country Evidence from the Early 1990s Recession

Universita di Torino Working Paper No. 01-53
Number of pages: 30 Posted: 17 Jul 2001
Alessandro Sembenelli and Fabio C. Bagliano
University of Turin - Department of Economics and Financial Sciences G. Prato and University of Turin - Department of Economics and Statistics
Downloads 63 (361,534)
Citation 1

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inventory investment, financial accelerator, recessions, panel data

5.

It Ain't Over Till it's Over: A Global Perspective on the Great Moderation-Great Recession Interconnection

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 303
Number of pages: 76 Posted: 25 Jul 2015
Fabio C. Bagliano and Claudio Morana
University of Turin - Department of Economics and Statistics and Università di Milano Bicocca
Downloads 60 (370,559)
Citation 6

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Great Moderation, Great Recession, risk factors, early warning system, macro-financial instability; FAVAR models.

6.

Life-Cycle Asset Allocation and Unemployment Risk

Netspar Discussion Paper No. 10/2015-079
Number of pages: 20 Posted: 08 Mar 2016
Fabio C. Bagliano, Carolina Fugazza and Giovanna Nicodano
University of Turin - Department of Economics and Statistics, Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS) and Collegio Carlo Alberto, Università di Torino
Downloads 54 (389,733)

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Life-cycle portfolio choice, unemployment risk, human capital depreciation, age rule

7.

Hedging Labor Income Risk over the Life-Cycle

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 39 Posted: 29 Oct 2019
University of Turin - Department of Economics and Statistics, University of Torino & CERP, Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS) and Collegio Carlo Alberto, Università di Torino
Downloads 10 (605,434)

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8.

Determinants of US Financial Fragility Conditions

Research in International Business and Finance 30 (2014) 377–392
Posted: 12 Feb 2012 Last Revised: 29 May 2014
Claudio Morana and Fabio C. Bagliano
Università di Milano Bicocca and University of Turin - Department of Economics and Statistics

Abstract:

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financial fragility, US, macro-finance interface, international business cycle, factor vector autoregressive models, financial crisis, Great Recession

9.

The Great Recession: US Dynamics and Spillovers to the World Economy

Journal of Banking and Finance, Vol. 36, No. 1, 2012
Posted: 18 Dec 2010 Last Revised: 09 Jun 2013
Claudio Morana and Fabio C. Bagliano
Università di Milano Bicocca and University of Turin - Department of Economics and Statistics

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Great Recession, financial crisis, economic crisis, boom-bust, credit cycle, international business cycle, factor vector autoregressive models

10.

Permanent and Transitory Dynamics in House Prices and Consumption: Some Implications for the Real Effects of the Financial Crisis

Applied Financial Economics, Vol. 20, pp. 151-170, 2010
Posted: 29 Apr 2009 Last Revised: 09 Jun 2013
Fabio C. Bagliano and Claudio Morana
University of Turin - Department of Economics and Statistics and Università di Milano Bicocca

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house prices, business cycle, sub-prime crisis

11.

Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?

Applied Economics, Forthcoming
Posted: 27 Mar 2007 Last Revised: 09 Jun 2013
Claudio Morana and Fabio C. Bagliano
Università di Milano Bicocca and University of Turin - Department of Economics and Statistics

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business cycle comovement, factor vector autoregressive model, transmission mechanisms.

12.

Factor Vector Autoregressive Estimation: A New Approach

Journal of Economic Interaction and Coordination, Vol. 3, pp. 15-23, 2008
Posted: 10 Dec 2006 Last Revised: 09 Jun 2013
Claudio Morana and Fabio C. Bagliano
Università di Milano Bicocca and University of Turin - Department of Economics and Statistics

Abstract:

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factor vector autoregressive models, large scale macroeconometric models

13.

International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach

Economic Modelling, Vol. 26, pp. 232-244, 2009
Posted: 20 Nov 2006 Last Revised: 09 Jun 2013
Claudio Morana and Fabio C. Bagliano
Università di Milano Bicocca and University of Turin - Department of Economics and Statistics

Abstract:

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G7, international business cycle, factor vector autoregressive models, common factors

14.

Measuring Core Inflation in Italy

Giornale degli Economisti, Vol. 58, pp. 301-28, 1999
Posted: 01 Nov 2005
Claudio Morana and Fabio C. Bagliano
Università di Milano Bicocca and University of Turin - Department of Economics and Statistics

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core inflation, common trends model, monetary policy, Italy

15.

Inflation and Monetary Dynamics in the Us: a Quantity-Theory Approach

Applied Economics, Vol. 39, pp. 229-244, 2007
Posted: 18 Oct 2005
Fabio C. Bagliano and Claudio Morana
University of Turin - Department of Economics and Statistics and Università di Milano Bicocca

Abstract:

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Inflation, money growth, quantity theory, long memory, fractional cointegration

16.

The Cyclical Behaviour of Inventories: European Cross-Country Evidence from the Early 1990s Recession

Applied Economics, Vol. 36, No. 18, pp. 2031-2044, October 2004
Posted: 11 Oct 2004
Fabio C. Bagliano and Alessandro Sembenelli
University of Turin - Department of Economics and Statistics and University of Turin - Department of Economics and Financial Sciences G. Prato

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Inventory investment, financial accelerator, recessions, panel data

17.

Measuring Us Core Inflation: A Common Trends Approach

Journal of Macroeconomics, Vol. 25, pp. 197-212, 2003
Posted: 08 May 2003
Fabio C. Bagliano and Claudio Morana
University of Turin - Department of Economics and Statistics and Università di Milano Bicocca

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Core inflation, common trends, US

18.

Inflation Modelling in the Euro Area

University of Turin, Department of Economics and Public Finance WP No. 62
Posted: 05 Jul 2002
Fabio C. Bagliano, Roberto Golinelli and Claudio Morana
University of Turin - Department of Economics and Statistics, University of Bologna - Department of Economics and Università di Milano Bicocca

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19.

A Common Trends Model of UK Core Inflation

Empirical Economics, Vol. 28, pp. 157-72, 2003
Posted: 13 May 2002
Fabio C. Bagliano and Claudio Morana
University of Turin - Department of Economics and Statistics and Università di Milano Bicocca

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Core inflation, common trends, monetary policy

20.

Core Inflation in the Euro Area

Applied Economics Letters, Vol. 9, pp. 353-357, 2002
Posted: 18 Dec 2001
Fabio C. Bagliano, Roberto Golinelli and Claudio Morana
University of Turin - Department of Economics and Statistics, University of Bologna - Department of Economics and Università di Milano Bicocca

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Core inflation, common trend, European Central Bank, monetary policy

21.

Liquidity, Trading Size, and the Co-Existence of Dealership and Auction Markets

Economic Notes, Vol. 29, Issue 2, July 2000
Posted: 07 Jul 2000
Alberto Dalmazzo, Fabio C. Bagliano and Andrea Brandolini
University of Siena - Department of Economics, University of Turin - Department of Economics and Statistics and Bank of Italy

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22.

Measuring Monetary Policy in Open Economies

IGIER Working Paper No. 133
Posted: 24 Aug 1998
Carlo A. Favero, Fabio C. Bagliano and Francesco Franco
Bocconi University - Department of Finance, University of Turin - Department of Economics and Statistics and affiliation not provided to SSRN

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