More information
Work
- Gerdie Everaert & Lorenzo Pozzi (2022) - Encompassing measures of international consumption risk sharing and their link with trade and financial globalization - Journal of Applied Econometrics, 37 (2), 433-449 - doi: 10.1002/jae.2876 - [link]
- Malin Gardberg & Lorenzo Pozzi (2022) - Aggregate consumption and wealth in the long run: The impact of financial liberalization - Journal of Applied Econometrics, 37 (1), 161-186 - doi: 10.1002/jae.2870 - [link]
- Tino Berger, Gerdie Everaert & Lorenzo Pozzi (2021) - Testing for international business cycles: A multilevel factor model with stochastic factor selection - Journal of Economic Dynamics and Control, 128 - doi: 10.1016/j.jedc.2021.104134 - [link]
- Lorenzo Pozzi & BM Sadaba (2018) - Detecting scapegoat effects in the relationship between exchange rates and macroeconomic fundamentals: a new approach - Macroeconomic Dynamics, forthcom., 1-44 - doi: 10.1017/S1365100518000585 - [link]
- Lorenzo Pozzi, G Everaert & R Schoonackers (2017) - On the stability of the excess sensitivity of aggregate consumption growth in the US - Journal of Applied Econometrics, 32 (4), 819-840 - doi: 10.1002/jae.2552 - [link]
- Y Adema & Lorenzo Pozzi (2015) - Business cycle fluctuations and household saving in OECD countries: a panel data analysis - European Economic Review, 79, 214-233 - doi: 10.1016/j.euroecorev.2015.07.014
- Lorenzo Pozzi (2015) - The time-varying volatility of earnings and aggregate consumption growth - Journal of Money, Credit, and Banking, 47 (4), 551-580 - doi: 10.1111/jmcb.12221
- Lorenzo Pozzi & G Everaert (2014) - The predictability of aggregate consumption growth in OECD countries - Journal of Applied Econometrics, 29 (3), 431-453 - doi: 10.1002/jae.2338 - [link]
- Lorenzo Pozzi & T Berger (2013) - Measuring time-varying financial market integration: an unobserved component approach - Journal of Banking and Finance, 37 (2), 463-473 - doi: 10.1016/j.jbankfin.2012.09.015 - [link]
- Lorenzo Pozzi & G Wolswijk (2012) - The time-varying integration of euro area government bond markets - European Economic Review, 56 (1), 36-53 - doi: 10.1016/j.euroecorev.2011.05.006 - [link]
Macroeconomics
- Year
- 2024
- Course Code
- FEB11002
Applied Macroeconometrics
- Level
- Master
- Year Level
- Master
- Year
- 2024
- Course Code
- TIF20104
Advanced Macroeconomics
- Year
- 2024
- Course Code
- FEM11036
