Search Results - "Casoli, Chiara"

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    Energy shocks in the Euro area: Disentangling the pass-through from oil and gas prices to inflation by Casoli, Chiara, Manera, Matteo, Valenti, Daniele

    Published in Journal of international money and finance (01-09-2024)
    “…We develop a Bayesian Structural VAR model to study the relationship between different energy shocks and inflation dynamics in Europe. Specifically, we model…”
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    Journal Article
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    Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices by Casoli, Chiara, Lucchetti, Riccardo (Jack)

    Published in The econometrics journal (01-05-2022)
    “…Summary We propose a cointegration-based Permanent-Transitory decomposition for nonstationary dynamic factor models (DFMs). Our methodology exploits the…”
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    Journal Article
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