Roberto Pancrazi
University of Warwick
Research
Interest: Macroeconomics, International Economics
PUBLICATIONS
- Real Business Cycle in Emerging Countries?
American Economic Review, 100, December 2010, 2510-2531
with Javier Garcia-Cicco (Banco Central de Chile), and Martin Uribe (Columbia University)
- How Beneficial Was the Great Moderation After All?
Journal of Economic Dynamics and Control, Vol.46, September 2014, 73-90
- The Heterogenous Great Moderation
European Economic Review, Volume 74, February 2015, Pages 207–228
– Online Appendix
– Matlab Toolkit to run the SCI-Tests: Download
- The Price of Capital and the Financial Acceleration
Economics Letters, Volume 140, December 2016, Pages 86-89
with Hernan Seoane (U. Carlos III de Madrid), and Marija Vukotic (University of Warwick)
– Code for solving BGG with the equilibrium price of capital Download
– Replication files Download
- Inflation Sensitivity To Monetary Policy: What Has Changed since the Early 1980’s
with Marija Vukotic (University of Warwick)
Oxford Bulletin of Economics and Statistics (forthcoming)
IN THE PUBLICATION PROCESS
- Natural Expectations and Home Equity Extraction [Resubmitted]
with Mario Pietrunti (Banca d’Italia and Toulouse School of Economics).
- Endogenous Partial Insurance and Inequality [Resubmitted]
with Eric Mengus (HEC Paris).
- Welfare Costs of Sovereign Debt Crisis: the Role of Bailouts [Submitted] with Hernan Seoane (U. Carlos III de Madrid), and Marija Vukotic (University of Warwick)
- Transparency, Political Conflict, and Debt [Submitted]
with Lorenzo Prosperi (Toulouse School of Economics).
WORKING PAPERS
- Interest Overhang: a Rationale for the Existence of Sovereign Lending Mechanisms
with Luca Zavalloni (Bank of Ireland). (January 2019)
- Sovereign Default and Information Frictions [Work in Progress]
with Christian Hellwig (Toulouse School of Economics) and Constance de Soyres (Toulouse School of Economics).
- Diet Inequality
with Thijs Van Rens and Marija Vukotic (University of Warwick)