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MORANA, CLAUDIO
 Distribuzione geografica
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Continente #
NA - Nord America 9.344
AS - Asia 5.955
EU - Europa 4.575
SA - Sud America 923
AF - Africa 152
Continente sconosciuto - Info sul continente non disponibili 12
OC - Oceania 12
Totale 20.973
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Nazione #
US - Stati Uniti d'America 8.724
SG - Singapore 1.750
IT - Italia 1.644
CN - Cina 1.325
VN - Vietnam 1.096
HK - Hong Kong 739
BR - Brasile 672
CA - Canada 556
DE - Germania 554
RU - Federazione Russa 518
UA - Ucraina 351
SE - Svezia 350
IE - Irlanda 243
BD - Bangladesh 209
GB - Regno Unito 200
FR - Francia 159
KR - Corea 147
IN - India 131
CZ - Repubblica Ceca 106
TR - Turchia 97
AR - Argentina 94
NL - Olanda 94
FI - Finlandia 84
AT - Austria 81
ID - Indonesia 68
TW - Taiwan 56
IQ - Iraq 52
DK - Danimarca 48
PK - Pakistan 46
MX - Messico 39
ZA - Sudafrica 39
EC - Ecuador 38
JP - Giappone 38
VE - Venezuela 30
CO - Colombia 28
MY - Malesia 28
PH - Filippine 26
SA - Arabia Saudita 26
UZ - Uzbekistan 25
CL - Cile 24
PT - Portogallo 24
TN - Tunisia 21
PL - Polonia 19
BE - Belgio 18
ES - Italia 18
PY - Paraguay 17
KE - Kenya 16
MA - Marocco 15
DZ - Algeria 12
EG - Egitto 12
AL - Albania 11
IR - Iran 11
JO - Giordania 11
RO - Romania 11
BO - Bolivia 9
IL - Israele 9
LB - Libano 9
NP - Nepal 9
AU - Australia 7
EU - Europa 7
SN - Senegal 7
AE - Emirati Arabi Uniti 6
DO - Repubblica Dominicana 6
HU - Ungheria 6
UY - Uruguay 6
AZ - Azerbaigian 5
GR - Grecia 5
LT - Lituania 5
AO - Angola 4
CI - Costa d'Avorio 4
GH - Ghana 4
KG - Kirghizistan 4
KZ - Kazakistan 4
LK - Sri Lanka 4
NZ - Nuova Zelanda 4
PA - Panama 4
QA - Qatar 4
RS - Serbia 4
BA - Bosnia-Erzegovina 3
BG - Bulgaria 3
BN - Brunei Darussalam 3
GT - Guatemala 3
JM - Giamaica 3
KW - Kuwait 3
MD - Moldavia 3
NG - Nigeria 3
PE - Perù 3
TH - Thailandia 3
A2 - ???statistics.table.value.countryCode.A2??? 2
BB - Barbados 2
BY - Bielorussia 2
CH - Svizzera 2
CR - Costa Rica 2
CY - Cipro 2
EE - Estonia 2
ET - Etiopia 2
LA - Repubblica Popolare Democratica del Laos 2
LV - Lettonia 2
MG - Madagascar 2
SI - Slovenia 2
Totale 20.941
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Città #
Ann Arbor 1.449
Singapore 950
Milan 783
Hong Kong 719
San Jose 698
Houston 593
Fairfield 558
Woodbridge 545
Ashburn 535
Toronto 425
Wilmington 390
Jacksonville 369
Frankfurt am Main 314
Ho Chi Minh City 289
Dearborn 270
Seattle 246
Dublin 234
Hanoi 230
Santa Clara 223
Beijing 211
New York 203
Chandler 199
Hefei 197
Cambridge 193
Chicago 158
Princeton 142
Seoul 141
Dong Ket 133
Los Angeles 125
Rome 118
Nanjing 107
The Dalles 100
Berlin 94
Lauterbourg 93
Prague 93
São Paulo 71
Vienna 68
Lachine 63
Dallas 60
Buffalo 57
Hangzhou 55
Shanghai 52
Altamura 51
Lawrence 51
Taipei 51
Da Nang 50
San Diego 44
Nanchang 42
Moscow 41
Guangzhou 40
Torino 39
Boardman 38
Haiphong 32
Council Bluffs 29
Tokyo 28
Hebei 27
London 26
Munich 25
Tashkent 25
Huizen 24
Shenyang 23
Andover 22
Baghdad 22
Rio de Janeiro 22
Tianjin 22
Biên Hòa 21
Jakarta 20
Montreal 19
Jiaxing 18
Kuala Lumpur 18
Orem 18
Turin 18
Changsha 17
Bắc Ninh 16
Quito 16
Brooklyn 15
Buenos Aires 15
Guayaquil 15
Lahore 15
Nairobi 15
Quận Bình Thạnh 15
Warsaw 15
Chennai 14
Manchester 14
Naples 14
Palermo 14
Amsterdam 13
Cape Town 13
Ha Long 13
Hải Dương 13
Kunming 13
Mexico City 13
Porto Alegre 13
Thái Nguyên 13
Brussels 12
Düsseldorf 12
Falls Church 12
Helsinki 12
Jeddah 12
Santiago 12
Totale 13.845
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Nome #
Climate change implications for the catastrophe bonds market: An empirical analysis 715
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 678
Financial development and income distribution inequality in the euro area 588
Business Cycle Fluctuations in the Euro Area 564
The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises 549
Climate change awareness: Empirical evidence for the European Union 535
Macroeconomic and financial effects of oil price shocks: Evidence for the euro area 428
The financial Kuznets curve: Evidence for the euro area 420
A new macro-financial condition index for the euro area 419
It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection 416
The risks of exiting too early the policy responses to the COVID-19 recession 404
Semiparametric Estimation of Multivariate GARCH Models 360
The pricing of environmental risk: An empirical analysis of the European industry portfolios 348
Model Averaging by Stacking 307
New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil 279
Insights on the Global Macro-Finance Interface: Structural Sources of Risk Factors Fluctuations and the Cross-Section of Expected Stock Returns 275
Statistical Benefits of Value at Risk with Long Memory 259
PC-VAR estimation of vector autoregressive models 257
Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks 255
Realized betas and the cross-section of expected returns 254
Monetary policy and the stock market in the euro area 249
Euro money market spreads during the 2007-? financial crisis 245
Real Oil Prices since the 1990s 244
Comovements in volatility in the euro money market 239
The oil price-macroeconomy relationship since the mid-1980s: A global perspective 235
Climate change risk pricing in the European stock market 232
Oil price dynamics, macro-finance interactions and the role of financial speculation 228
Structural Change and Long Range Dependence in Volatility of Exchange Rates: Either, Neither or Both? 227
The Great Recession: US dynamics and spillovers to the world economy 226
International house prices and macroeconomic fluctuations 226
Structural breaks and common factors in the volatility of the Fama-French factor portfolios 223
Estimating long memory in the mark-dollar exchange rate with high frequency data 221
Determinants of US financial fragility conditions 216
Volatility of interest rates in the euro area: Evidence from high frequency data 215
Permanent and Transitory Dynamics in House Prices and Consumption: Some Implications for the Real Effects of the Financial Crisis 214
Business cycle comovement in the G-7: common shocks or common transmission mechanisms? 214
Euro area inflation and a new measure of core inflation 211
The Price Stability Oriented Monetary Policy of the ECB: an Assessment 209
Adaptive ARFIMA Models with Applications to Inflation 207
Some frequency domain properties of fractionally cointegrated processes 205
On the macroeconomic causes of exchange rate volatility 204
Aggregate Hedge Funds Flows and Returns 201
Measuring Core Inflation in Italy 201
The Effects of US Economic and Financial Crises on Euro Area Convergence 201
Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility 198
The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided? 194
Stock Market Volatility of Regulated Industries: an Empirical Assessment 194
Frequency Domain Principal Components Estimation of Fractionally Cointegrated Processes: Some New Results and an Application to Stock Market Volatility 187
Macro-finance interactions in the US: A global perspective 184
Multivariate modelling of long memory processes with common components 182
Inflation and Monetary Dynamics in the US: A Quantity-Theory Approach 181
Energy Substitution in Italy: introduction 179
Factor Demand Modelling: the Theory and the Practice 178
Does the Stock Market Affect Income Distribution? Some Empirical Evidence for the US 177
Comovements in international stock markets 176
A small scale macroeconometric model for the Euro-12 area 175
Net Inflows and Time-Varying Alphas: The Case of Hedge Funds 175
Realized mean-variance efficient portfolio selection and euro area stock market integration 175
Frequency Domain Principal Components Estimation of Fractionally Cointegrated Processes 173
Structural Common Factor Approach to Core Inflation Estimation and Forecasting 172
International Stock Markets Comovements: the Role of Economic and Financial Integration 171
Factor vector autoregressive estimation: A new approach 171
International macroeconomic dynamics: A factor vector autoregressive approach 171
Medium-term Macroeconomic Determinants of Exchange Rate Volatility 169
Modelling Short-Term Interest Rate Spreads in the Euro Money Market 168
Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach 168
The Japanese stagnation: An assessment of the productivity slowdown hypothesis 167
The End of the Japanese Stagnation: An Assessment of the Policy Solutions 166
An omnibus noise filter 166
Computing value at risk with high frequency data 165
I Modelli Lineari Simultanei in Econometria: Sviluppi di Metodo 163
Structural Econometric Approach to Bidding in the Main Refinancing Operations of the Eurosystem 163
Is Climate Change Time-Reversible? 158
Eurozone economic integration: Historical developments and new challenges ahead 157
Estimating, Filtering and Forecasting Realized Betas 136
Regional Convergence in Italy 134
Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis 123
Introduction to the Special Issue on Macroeconomic Regime Changes: Theory, Evidence, and Policy Challenges Ahead 112
Energy substitution in Italy: an economic evaluation 106
Igarch effects: an interpretation 99
Inflation modelling in the euro area 95
Esercizi di macroeconomia 94
Erratum: Common persistent factors in inflation and excess nominal money growth and a new measure of core inflation 88
The effects of the introduction of the euro on the volatility of European stock markets 81
Structural Core Inflation Estimation 77
Deterministic and stochastic methods for estimation of intra-day seasonal components with high frequency data 76
Transmission of volatility in euro money market 76
Central bank interventions and exchange rates: an analysis with high frequency data 75
Comparing models of intra-day seasonal volatility in foreign exchange market 75
Stock market reaction to regulatory price review in the English and Welsh water industry 74
Climate and Sustainable Energy Econometrics and Statistics 74
Common persistent factors in inflation and excess nominal money growth and a new measure of core inflation 73
Superexogeneity and forecasting energy demand with high and low frequency data 71
Structural breaks in the volatility of macroeconomic and financial data: The rule, not the exception 70
Measuring US core inflation: A common trends approach 69
Core inflation in the euro area 69
Regulatory ucertainty and share price volatility: the water industry's periodic price review 68
A common trends model of UK core inflation 66
Monetary policy and macroeconomic fluctuations in the euro area 65
An empirical investigation of long-run growth in the UK 61
Totale 21.033
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Categoria #
all - tutte 61.601
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 61.601
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/20221.467 72 121 155 78 61 50 70 395 62 61 133 209
2022/20231.327 219 356 145 100 107 197 17 34 77 16 36 23
2023/2024773 27 29 27 30 133 209 99 14 98 17 16 74
2024/20252.614 141 331 140 75 169 160 60 52 263 336 413 474
2025/20268.352 809 757 586 1.026 551 292 1.105 459 607 717 725 718
2026/2027147 147 0 0 0 0 0 0 0 0 0 0 0
Totale 21.342