Assistant Professor at University of Warwick

Chercheur Associé at OFCE - Sciences Po

MRes/PhD in Economics (London Business School)

PhD in Physics (Pisa University)

MSc in Economics (LUISS)

Email: ​       G.Ricco@warwick.ac.uk,

giovanni.ricco@sciencespo.fr

Tel:            +44 (0)24 76574817

Office:        2.116

My profile on Google Scholar and IDEAS 

EC9A2
Advanced Macroeconomics
(MRes) 
 

COURSES BLACKBOARD

EC9A3
Advanced Econometrics
(MRes)
 
EC340
Topics in Applied Economics
 

Recent Works

European Economic Review, Volume 119, October 2019 [Link]

Accepted Draft [PDF] Replica Code [ZIP] Working Paper [CEPR wp]

Article on Vox `The financial origin of the euro area fiscal wound'  [Link]

Billet de blog pour l'OFCE (FR) `L’origine financière de la blessure budgétaire de la zone euro [Link]

This paper highlights the anomalous characteristics of the Euro Area `twin crises' by contrasting...

Presentation Slides [PDF]

How does US monetary policy affects the rest of the world? This paper provides evidence on how policy actions are transmitted across the global economy by employing a high frequency identification of policy shocks, together with large VAR techniques. We study the transmission of US monetary policy over a comprehensive set of global indicators, and national macroeconom...

Slides for the 5th Annual Macroprudential Conference: Macroprudential, June 2019 in Eltville [PDF]

We evaluate whether financial conditions can be used to predict risks of recessions and study their relation with real economic conditions. We focus on two financial condition indicators for the US: (i) the Chicago Fed’s NFCI that captures shifts in financial spreads and may provide short-te...

Slides [PDFSlides NBER-NSF SBIES 2019 [PDF] MMCN 2019 Lightning Talk [PDF]

New Draft [PDF], Warwick wp [Link], OFCE wp [Link], CEPR Discussion Paper [Link]

A view often expressed by central banks is that three components matter for inflation dynamics: a trend anchored by long-run expectations, a cycle connecting nominal and real variables, and energy prices. This paper proposes a novel semi-s...

New Draft [PDF] and slides [PDF]
 

This paper discusses conditions for identification of structural shocks with external instruments in VARs, under partial invertibility. This is a very general condition, often of empirical relevance, and less stringent than the standard full invertibility, sometimes required for SVARs and LPs with controls. We show that in this case dynamic responses can be r...

December 15, 2018

Slides [PDF]

Discussion Slides for Corsetti, Lafarguette, Mehl – ‘Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market', prepared for the 8th Workshop on Exchange rates at Banque de France, Paris 14 December 2018.

September 17, 2018

Slides [PDF]

Discussion Slides: Cieslak and Schrimpf - `Non Monetary News in Central Bank Communication', prepared for the Bank of Canada Central Bank Communications Conference, Ottawa 13-14 September 2018.

Approved for publication in the forthcoming Economics and Finance Oxford Research Encyclopedia edited by Jonathan Hamilton by Oxford University Press [Warwick wp]

Updated version:
BVARs: Estimation [Oxford Research Encyclopedia] [PDF]
BVARs: Applications [Oxford Research Encyclopedia] [PDF]

Bank of England Staff Working Paper [PDF]


These articles review Bayesian inference methods for Vecto...


Last version of the Working Paper [PDF]

[Bank of England Working Paper Series] [OFCE Working Paper Series] [Warwick Working Paper Series]

Replica Files [ZIP] Informationally robust IV [XLSX]

Abstract: In the presence of information frictions, commonly used instruments for the identification of monetary policy disturbances combine the true policy shock with information about the state of the eco...

July 1, 2018

Slides [PDF]

Discussion Slides: Inoue, Rossi - ‘The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates’, prepared for the NBER International Seminar on Macroeconomics, Dublin 29-30 June 2018.

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© 2018 by Giovanni Ricco.

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