Lucio Sarno
Biographic Data
| ID | 5730581 |
|---|---|
| NAME | Lucio Sarno |
| GIVEN NAMES | Lucio |
| FAMILY NAME | Sarno |
| SIGNATURE | SARNO L |
| AFFILIATIONS | Center for Economic and Policy Research |
| ORCID | 0000-0003-1279-9748 |
| VERIFIED | Yes |
| TOTAL WORKS | 6 |
| TOTAL CITATIONS | 5 |
| WORKS AS AUTHOR | 6 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1997 |
| LATEST PUBLICATION YEAR | 2022 |
| H-INDEX | 1 |
Association between Perceived Health-Related Quality of Life and Depression with Frailty in the FRASNET Study
Frailty is a major challenge facing the aging world. The phenotype of the frail subject is still far from being satisfactorily defined. We report data on mood, cognition, and quality of life (QoL) in relation to anamnestic factors, health, and socio-economic status in the FRASNET geriatric population (1204 subjects in stable health conditions), which is an observational cohort study that includes fairly balanced groups of Italian frail (421, 35%)…
The Predictive Information Content of External Imbalances for Exchange Rate Returns
This paper examines the exchange rate predictability stemming from the equilibrium model of international financial adjustment developed by Gourinchas and Rey (2007). Using predictive variables that measure cyclical external imbalances for country pairs, we assess the ability of this model to forecast out-of-sample four major US dollar exchange rates using various economic criteria of model evaluation. The analysis shows that the model provides e…
Financial Crises, Contagion, and the Lender of Last Resort; A Reader
Journal Article Financial Crises, Contagion, and the Lender of Last Resort; A Reader. Get access Edited by (Charles) Goodhart and (Gerhard) Illing. (Oxford: Oxford University Press, 2002. Pp. vii+558. £50.00 hardback. ISBN 0 19 924720 X.) Lucio Sarno Lucio Sarno University of Warwick and Centre for Economic Policy Research, London Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 113, Issue 488,…
Nonlinear Dynamics, Spillovers and Growth in the G7 Economies
This paper proposes an empirical growth model which is consistent with a stochastic steady‐state labour productivity level varying over time and across countries, where the disequilibrium mechanism leading to long‐run equilibrium follows a nonlinear equilibrium correction model. Using data for the G7 economies during the postwar period since 1950, the empirical analysis yields a long‐run model which implies plausible estimates of the production f…
Hot money, accounting labels and the permanence of capital flows to developing countries
Estimating the Mean‐reverting Component in Stock Prices
This paper investigates the mean‐reverting component in real stock prices for sixteen countries using a Kalman filter maximum likelihood estimation procedure to measure the transitory, permanent and seasonal components. Evidence is provided supporting the mean‐reversion hypothesis that stock prices are not pure random walks: a statistically significant mean reverting component is found in each country's stock prices. Nevertheless, for twelve of t…
Hot money, accounting labels and the permanence of capital flows to developing countries
Financial Crises, Contagion, and the Lender of Last Resort; A Reader
Journal Article Financial Crises, Contagion, and the Lender of Last Resort; A Reader. Get access Edited by (Charles) Goodhart and (Gerhard) Illing. (Oxford: Oxford University Press, 2002. Pp. vii+558. £50.00 hardback. ISBN 0 19 924720 X.) Lucio Sarno Lucio Sarno University of Warwick and Centre for Economic Policy Research, London Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 113, Issue 488,…
Estimating the Mean‐reverting Component in Stock Prices
This paper investigates the mean‐reverting component in real stock prices for sixteen countries using a Kalman filter maximum likelihood estimation procedure to measure the transitory, permanent and seasonal components. Evidence is provided supporting the mean‐reversion hypothesis that stock prices are not pure random walks: a statistically significant mean reverting component is found in each country's stock prices. Nevertheless, for twelve of t…
Hot money, accounting labels and the permanence of capital flows to developing countries
Nonlinear Dynamics, Spillovers and Growth in the G7 Economies
This paper proposes an empirical growth model which is consistent with a stochastic steady‐state labour productivity level varying over time and across countries, where the disequilibrium mechanism leading to long‐run equilibrium follows a nonlinear equilibrium correction model. Using data for the G7 economies during the postwar period since 1950, the empirical analysis yields a long‐run model which implies plausible estimates of the production f…
Financial Crises, Contagion, and the Lender of Last Resort; A Reader
Journal Article Financial Crises, Contagion, and the Lender of Last Resort; A Reader. Get access Edited by (Charles) Goodhart and (Gerhard) Illing. (Oxford: Oxford University Press, 2002. Pp. vii+558. £50.00 hardback. ISBN 0 19 924720 X.) Lucio Sarno Lucio Sarno University of Warwick and Centre for Economic Policy Research, London Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 113, Issue 488,…
The Predictive Information Content of External Imbalances for Exchange Rate Returns
This paper examines the exchange rate predictability stemming from the equilibrium model of international financial adjustment developed by Gourinchas and Rey (2007). Using predictive variables that measure cyclical external imbalances for country pairs, we assess the ability of this model to forecast out-of-sample four major US dollar exchange rates using various economic criteria of model evaluation. The analysis shows that the model provides e…
Association between Perceived Health-Related Quality of Life and Depression with Frailty in the FRASNET Study
Frailty is a major challenge facing the aging world. The phenotype of the frail subject is still far from being satisfactorily defined. We report data on mood, cognition, and quality of life (QoL) in relation to anamnestic factors, health, and socio-economic status in the FRASNET geriatric population (1204 subjects in stable health conditions), which is an observational cohort study that includes fairly balanced groups of Italian frail (421, 35%)…
Economics (5 works) · Econometrics (4 works) · Global Financial Crisis and Policies (3 works) · Mathematics (3 works) · Statistics (3 works) · Banking stability, regulation, efficiency (2 works) · Economic theories and models (2 works) · Financial economics (2 works) · Macroeconomics (2 works) · Monetary economics (2 works)