Graziano Moramarco
Biographic Data
| ID | 5737488 |
|---|---|
| NAME | Graziano Moramarco |
| GIVEN NAMES | Graziano |
| FAMILY NAME | Moramarco |
| SIGNATURE | MORAMARCO G |
| AFFILIATIONS | University of Bologna |
| ORCID | 0000-0003-4476-4267 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2024 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 0 |
Macroeconomic Spillovers of Weather Shocks Across U.S. States
We estimate the short‐run effects of weather‐related disasters on local economic activity and cross‐border spillovers that operate through economic linkages between U.S. states. To this end, we use emergency declarations triggered by natural disasters and estimate their effects using a monthly global vector autoregressive (GVAR) model for U.S. states. Impulse responses highlight the nationwide effects of weather‐related disasters that hit individ…
Factor Network Autoregressions
We propose a factor network autoregressive (FNAR) model for time series with complex network structures. The coefficients of the model reflect many different types of connections between economic agents (“multilayer network”), which are summarized into a smaller number of network matrices (“network factors”) through a novel tensor-based principal component approach. We provide consistency and asymptotic normality results for the estimation of the…
Exchange rates and political uncertainty
This paper studies the impact of political risk on exchange rates. We focus on the Brexit Referendum as it provides a natural experiment where both exchange rate expectations and a time‐varying political risk factor can be measured directly. We build a portfolio model that relates changes in the Leave probability to changes of the British pound's market price, both via expectations and via a political risk factor. We estimate the model for multil…
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Exchange rates and political uncertainty
This paper studies the impact of political risk on exchange rates. We focus on the Brexit Referendum as it provides a natural experiment where both exchange rate expectations and a time‐varying political risk factor can be measured directly. We build a portfolio model that relates changes in the Leave probability to changes of the British pound's market price, both via expectations and via a political risk factor. We estimate the model for multil…
Factor Network Autoregressions
We propose a factor network autoregressive (FNAR) model for time series with complex network structures. The coefficients of the model reflect many different types of connections between economic agents (“multilayer network”), which are summarized into a smaller number of network matrices (“network factors”) through a novel tensor-based principal component approach. We provide consistency and asymptotic normality results for the estimation of the…
Macroeconomic Spillovers of Weather Shocks Across U.S. States
We estimate the short‐run effects of weather‐related disasters on local economic activity and cross‐border spillovers that operate through economic linkages between U.S. states. To this end, we use emergency declarations triggered by natural disasters and estimate their effects using a monthly global vector autoregressive (GVAR) model for U.S. states. Impulse responses highlight the nationwide effects of weather‐related disasters that hit individ…
Economics (2 works) · Agricultural risk and resilience (1 work) · Autoregressive model (1 work) · Brexit (1 work) · Climate variability and models (1 work) · Complex Network Analysis Techniques (1 work) · Computer Science (1 work) · Depreciation (economics) (1 work) · Disaster Management and Resilience (1 work) · Econometrics (1 work)