Overview
Claudio Morana is an economist (Professor, University of Milano-Bicocca; formerly Università del Piemonte Orientale) working on applied macroeconometrics, monetary economics, long-memory and volatility modelling, and financial econometrics.
Key Contributions / Features
- Common-trends core inflation (Bagliano-Morana 2003): with Fabio Bagliano, a common-trends measure of US core inflation as the long-run forecast of inflation given money growth, output, and oil prices (Common Stochastic Trends).
- Broad work on long-memory processes, fractional integration, and volatility in macro-financial time series.
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