Fabio C. Bagliano

Overview

Fabio C. Bagliano is an economist (Professor, University of Turin, Italy) working on monetary economics, applied macroeconometrics, and financial markets.

Key Contributions / Features

• Evaluating monetary-policy VARs (Bagliano-Favero 1998): with Carlo Favero, a systematic evaluation of specification, identification, and the omitted long rate in US monetary-policy VARs (Monetary Policy Shocks).
• Common-trends core inflation (Bagliano-Morana 2003): with Claudio Morana, a common-trends measure of US core inflation (Common Stochastic Trends).

Related

• Monetary Policy Shocks
• Vector Autoregression
• Bagliano-Favero (1998) Measuring Monetary Policy with VAR Models: An Evaluation
• Bagliano-Favero (1999) Information from Financial Markets and VAR Measures of Monetary Policy
• Bagliano-Morana (2003) Measuring US Core Inflation: A Common Trends Approach
• Carlo A. Favero
• Claudio Morana