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

  • University of Turin - Department of Economics and Statistics

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  • Center for Research on Pensions and Welfare Policies (CeRP)

  • University of Turin - Collegio Carlo Alberto

SCHOLARLY PAPERS

25

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CROSSREF CITATIONS

54

Scholarly Papers (25)

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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 341 (147,512)
Citation 11

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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 (235,962)
Citation 7
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3.

Optimal Life-Cycle Portfolios for Heterogeneous Workers

Downloads 130 (360,111)
Citation 11

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, University of Torino - Department of Economics ESOMAS and University of Turin - Department ESOMAS
Downloads 81 (502,117)
Citation 6

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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, University of Torino - Department of Economics ESOMAS and University of Turin - Department ESOMAS
Downloads 49 (654,515)
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, University of Torino -Department of Economics ESOMAS and University of Turin - Department ESOMAS

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

4.

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
Fabio C. Bagliano, Raffaele Corvino, Carolina Fugazza and Giovanna Nicodano
University of Turin - Department of Economics and Statistics, University of Torino & CERP, University of Torino - Department of Economics ESOMAS and University of Turin - Department ESOMAS
Downloads 87 (475,903)
Citation 1

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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 81 (496,946)
Citation 8

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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, University of Torino - Department of Economics ESOMAS and University of Turin - Department ESOMAS
Downloads 80 (500,559)

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

7.

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 77 (511,765)
Citation 1

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inventory investment, financial accelerator, recessions, panel data

8.

Life-cycle Investing with Personal Disaster Risk

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 35 Posted: 14 Oct 2020
Fabio C. Bagliano, Carolina Fugazza and Giovanna Nicodano
University of Turin - Department of Economics and Statistics, University of Torino - Department of Economics ESOMAS and University of Turin - Department ESOMAS
Downloads 62 (574,802)

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9.

Life-Cycle Risk-Taking with Personal Disaster Risk

Downloads 33 (743,151)

Life-Cycle Risk-Taking with Personal Disaster Risk

ESRB: Working Paper Series 2021/132
Number of pages: 50 Posted: 30 Dec 2021
Fabio C. Bagliano, Carolina Fugazza and Giovanna Nicodano
University of Turin - Department of Economics and Statistics, University of Torino -Department of Economics ESOMAS and University of Turin - Department ESOMAS
Downloads 24 (839,765)

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beta distribution, disability risk, disaster risk, non-linear income process, portfolio choice, unemployment risk

Life-Cycle Risk-Taking with Personal Disaster Risk

Number of pages: 62 Posted: 22 Feb 2023
Fabio C. Bagliano, Carolina Fugazza and Giovanna Nicodano
University of Turin - Department of Economics and Statistics, University of Torino -Department of Economics ESOMAS and University of Turin - Department ESOMAS
Downloads 9 (989,315)

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Life-cycle portfolio choice, disaster risk, beta distribution, non-linear income process, unemployment risk, disability risk

10.

Life-Cycle Risk-Taking with Personal Disaster Risk

CEPR Discussion Paper No. DP16234
Number of pages: 51 Posted: 14 Jul 2021
Fabio C. Bagliano, Carolina Fugazza and Giovanna Nicodano
University of Turin - Department of Economics and Statistics, University of Torino -Department of Economics ESOMAS and University of Turin - Department ESOMAS
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11.

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

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

12.

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

13.

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

14.

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.

15.

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

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factor vector autoregressive models, large scale macroeconometric models

16.

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

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

17.

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

18.

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

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

19.

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

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

20.

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

21.

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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22.

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

23.

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

24.

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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25.

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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