Analysing inflation with semi-structural models
This chapter has been prepared for the Research Handbook of Inflation (Edward Elgar Publishing). It explores semi-structural time series...
Bayesian Local Projections
Accepted at Review of Economics and Statistics Code [GitHub] We propose a Bayesian approach to Local Projections that optimally addresses...
Monetary-Fiscal Crosswinds in the European Monetary Union
Accepted at the European Economic Review Final draft Appendix Replica Code [ZIP] BIS working paper VoxEu column "Fiscal-monetary...
Identification with External Instruments in Structural VARs
Journal of Monetary Economics Volume 135, April 2023, Pages 1-19 IV methods have become the leading approach to identify the effects of...
The ECB strategy: The 2021 review and its future
The CEPR Report "The ECB strategy: The 2021 review and its future" Download the the Book Our VoxEu blog piece From the CEPR website: The...
When is growth at risk?
Brookings Papers on Economic Activity Spring 2020 final draft [Link] Slides [PDF] Conference Draft [PDF] Replication code [Link] This...
S. Miranda-Agrippino, G. Ricco - The Transmission of Monetary Policy Shocks
Final paper and replica codes published on AEJ:macro (Forthcoming) [Link] Monetary Policy Instrument [.xlsx] Replication Codes [.zip]...
A Model of the Fed’s View on Inflation
Accepted at the Review of Economics and Statistics Slides ECB-Cleveland Inflation Conference (May 2020) [PDF] New Draft (August 2020)...
Financial and Fiscal Interaction in the Euro Area Crisis: This Time was Different
European Economic Review, Volume 119, October 2019 [Link] Working Paper [CEPR wp] Article on Vox "The financial origin of the euro area...
Bayesian Vector Autoregressions
Approved for publication in the forthcoming Economics and Finance Oxford Research Encyclopedia edited by Jonathan Hamilton by Oxford...
Imperfect Information in Macroeconomics/Macroéconomique et Information Imparfaite
[French] La Revue de l’OFCE, January 2018 [Link] [PDF] [English] La Revue de l’OFCE, September 2018 [Link] This article presents some...
A. Ellahie, G. Ricco - Government Purchases Reloaded: Informational Insufficiency and Heterogeneity
Download [PDF] [Online Appendix] Journal of Monetary Economics Volume 90, October 2017, Pages 13-27 [Link] Abstract: Using a large...
G. Ricco, G. Callegari, J. Cimadomo -Â Signals from the Government: Policy Disagreement and the Trans
Dowload [JME] [ECB wp] [Appendix] Journal of Monetary Economics, Volume 82, September 2016, Pages 107-118 Bloomberg Quint Abstract: This...
The surface layers dual to hydrodynamic boundaries
Nuclear Physics B Volume 845, Issue 2, 11 April 2011, Pages 190-211 [Link] The AdS/hydrodynamics correspondence provides a 1–1 map...