G. Ricco

ORCID: 0000-0001-9111-1133
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About
Contact & Profiles
Research Areas
  • Particle physics theoretical and experimental studies
  • Quantum Chromodynamics and Particle Interactions
  • High-Energy Particle Collisions Research
  • Monetary Policy and Economic Impact
  • Nuclear physics research studies
  • Nuclear Physics and Applications
  • Radiation Detection and Scintillator Technologies
  • Market Dynamics and Volatility
  • Nuclear reactor physics and engineering
  • Dark Matter and Cosmic Phenomena
  • Atomic and Molecular Physics
  • Astrophysics and Cosmic Phenomena
  • Fiscal Policies and Political Economy
  • Neutrino Physics Research
  • Particle Detector Development and Performance
  • X-ray Spectroscopy and Fluorescence Analysis
  • Fiscal Policy and Economic Growth
  • Atomic and Subatomic Physics Research
  • Global Financial Crisis and Policies
  • Economic theories and models
  • Complex Systems and Time Series Analysis
  • Particle accelerators and beam dynamics
  • Radiation Therapy and Dosimetry
  • Particle Accelerators and Free-Electron Lasers
  • Quantum, superfluid, helium dynamics

Institut d'Etudes Politiques de Paris
2012-2024

University of Warwick
2015-2024

Istituto Nazionale di Fisica Nucleare, Sezione di Genova
2012-2024

École Polytechnique
2023-2024

Centre de Recherche en Économie et Statistique
2023-2024

Centre for Research in Engineering Surface Technology
2023

Centre for Economic Policy Research
2019-2022

Center for Economic and Policy Research
2018-2021

Enrico Fermi Center for Study and Research
2017-2021

London Business School
2014

Commonly used instruments for the identification of monetary policy disturbances are likely to combine true shock with information about state economy due disclosed through action. We show that this signaling effect can give rise empirical puzzles reported in literature, and propose a new high-frequency instrument shocks accounts informational rigidities. find tightening is unequivocally contractionary, deterioration domestic demand, labor credit market conditions as well asset prices...

10.1257/mac.20180124 article EN American Economic Journal Macroeconomics 2021-06-29

This paper studies the transmission of US monetary shocks across globe by employing a high-frequency identification policy and large VAR techniques, in conjunction with macro-financial dataset global national indicators covering both advanced emerging economies. Our controls for information effects allows separate analysis tightenings loosenings stance. First, we document that have real nominal spillover affect economies markets. Policy actions cannot fully isolate economies, even case...

10.2139/ssrn.5064756 preprint EN 2024-01-01

We present measurements of the differential cross section and $\ensuremath{\Lambda}$ recoil polarization for $\ensuremath{\gamma}p\ensuremath{\rightarrow}{K}^{+}\ensuremath{\Lambda}$ reaction made using CLAS detector at Jefferson Lab. These cover center-of-mass energy range from $1.62$ to $2.84$ GeV a wide ${K}^{+}$ production angles. Independent analyses were performed ${K}^{+}p{\ensuremath{\pi}}^{\ensuremath{-}}$ ${K}^{+}p$ (missing ${\ensuremath{\pi}}^{\ensuremath{-}}$) final-state...

10.1103/physrevc.81.025201 article EN Physical Review C 2010-02-11

Despite years of research, there is still uncertainty around the effects monetary policy shocks. We reassess empirical evidence by combining a new identification that accounts for informational rigidities, with flexible econometric method robust to misspecifications bridges between VARs and Local Projections. show most lack robustness results in extant literature due compounding unrealistic assumptions full information use severely misspecified models. Using our novel methodology, we find...

10.2139/ssrn.2957644 article EN SSRN Electronic Journal 2017-01-01

This paper empirically evaluates the potentially nonlinear nexus between financial indicators and distribution of future GDP growth, using a rich set macroeconomic variables covering thirteen advanced economies. We evaluate out-of-sample forecast performance for including fully real-time exercise based on flexible nonparametric model. also use parametric model to estimate moments time-varying their in-sample estimation uncertainty. Our overall conclusion is pessimistic: other than...

10.1353/eca.2020.0002 article EN Brookings Papers on Economic Activity 2020-01-01

Differential cross sections for the reaction $\gamma p \to n \pi^+$ have been measured with CEBAF Large Acceptance Spectrometer (CLAS) and a tagged photon beam energies from 0.725 to 2.875 GeV. Where available, results obtained here compare well previously published reaction. Agreement SAID MAID analyses is found below 1 The present set of has incorporated into database, exploratory fits made up 2.7 Resonance couplings extracted compared previous determinations. With addition these world...

10.1103/physrevc.79.065206 article EN Physical Review C 2009-06-24

10.1016/j.jmoneco.2023.01.006 article EN Journal of Monetary Economics 2023-01-20

Abstract We develop a medium-size semistructural time series model of inflation dynamics that is consistent with the view, often expressed by central banks, three components are important: trend anchored long-run expectations, Phillips curve, and temporary fluctuations in energy prices. find stable long-term well-identified steep curve data, but they imply potential output declining since new millennium prices affecting headline not only via also an independent expectational channel.

10.1162/rest_a_00974 article EN The Review of Economics and Statistics 2020-09-24

We evaluate the role of financial conditions as predictors macroeconomic risk first in quantile regression framework Adrian et al. (2019b), which allows for non-linearities, and then a novel linear semi-structural model proposed by Hasenzagl (2018). distinguish between price variables such credit spreads stock leverage. find that (i) although correlate with left tail conditional distribution GDP growth, they provide limited advanced information on growth vulnerability; (ii) nonfinancial...

10.2139/ssrn.3556506 article EN SSRN Electronic Journal 2020-01-01

Abstract We propose a Bayesian approach to Local Projections that optimally addresses the empirical bias-variance trade-off intrinsic in choice between direct and iterative methods. (BLP) regularise LP regressions via informative priors, estimate impulse response functions capture properties of data more accurately than VARs. BLPs preserve flexibility LPs while retaining degree estimation uncertainty comparable VARs with standard macroeconomic priors. As regularised forecasts, are also...

10.1162/rest_a_01334 article EN The Review of Economics and Statistics 2023-05-29

Beam-recoil transferred polarizations for the exclusive $\stackrel{\ensuremath{\rightarrow}}{e}p\ensuremath{\rightarrow}{e}^{'}{K}^{+}\stackrel{\ensuremath{\rightarrow}}{\ensuremath{\Lambda}},{\stackrel{\ensuremath{\rightarrow}}{\ensuremath{\Sigma}}}^{0}$ reactions have been measured using Continuous Electron Beam Accelerator Facility's large acceptance spectrometer (CLAS) at Thomas Jefferson National Facility. New measurements completed beam energies of 4.261 and 5.754 GeV that span a range...

10.1103/physrevc.79.065205 article EN Physical Review C 2009-06-23

This article reviews Bayesian inference methods for vector autoregression models, commonly used priors economic and financial variables, applications to structural analysis forecasting.

10.2139/ssrn.3253086 article EN SSRN Electronic Journal 2018-01-01

Can discretionary increases in government spending stimulate the economy? We answer this question by taking into account both information flow on fiscal measures and role played frictions. Using a novel set of empirical proxies for news agents’ misperceptions, our approach identifies three types innovations to that modify at different horizons: before, upon after actual change materialises. Borrowing from psychological literature, we name them expected, unexpected misexpected changes. By...

10.2139/ssrn.2621656 article EN SSRN Electronic Journal 2015-01-01
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