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Roberto Pancrazi

Contact details

Telephone: +44 (0)24 761 50587

Fax: +44 (0)24 765 23032

Email: R dot Pancrazi at warwick dot ac dot uk

Room: S2,89

Advice and feedback hours:

Term 2, 2020-2021:

Wednesday 9.00am-11.00pm

Book a spot at:

Related links

Research Interests

  • Macroeconomics (Quantitative and Theory)
  • International Macro

Current Teaching (2019-2020)

EC201 Macroeconomics (Term 1)

EC958 Macroeconomics (Term 2)

EC9A2 Advance Macroeconomics (MRes) (Term 1)

IB9M4L International Macroeconomics and Unconventional Monetary Policy [ WBS and Bank of England] (Term 1)


For all the links to the paper please visit my personal webpage:

1) Real Business Cycle in Emerging Countries?, with Javier Garcia-Cicco and Martin Uribe
(American Economic Review, 100, December 2010, 2510-2531).

2) How Beneficial Was the Great Moderation After All? (Journal of Economic Dynamics and Control, Vol.46, September 2014, 73-90).

3) The Heterogenous Great Moderation (European Economic Review, Volume 74, February 2015, Pages 207–228)

4) The Price of Capital and the Financial Acceleration, with Hernan Seoane (U. Carlos III de Madrid), and Marija Vukotic (University of Warwick)
(Economic Letters, Volume 140, December 2016, Pages 86-89)

5) Inflation Sensitivity To Monetary Policy: What Has Changed since the Early 1980’s
(Oxford Bulletin of Economics and Statistics, Volume 81, Issue 1, April 2019, pp 412-436
with Marija Vukotic (University of Warwick)

6) Endogenous Partial Insurance and Inequality (Journal of the European Economic Association, Volume 18, Issue 5, October 2020, Pages 2270–2314, with Eric Mengus (HEC Paris).

7) Natural Expectations and Home Equity Extraction (Journal of Housing Economics, Vol. 46, December 2019) with Mario Pietrunti (Banca d’Italia).

8) Welfare Gains of Bailouts in a Sovereign Default Model (Journal of Economic Dynamics and Control, Vol. 113, 193867, April 2020) with Hernan Seoane (U. Carlos III de Madrid)) and Marija Vukotic (U. Warwick)

9) Transparency, Political Conflict, and Debt (Journal of International Economics, Volume 126, September 2020) with Lorenzo Prosperi (Prometeia)

10) Geographic negative correlation of estimated incidence between first and second waves of Coronavirus Disease 2019 (Covid-19) in Italy ( Mathematics, 9(2), 133, January 2021), with Margherita Carletti (Università di Urbino)

Working Papers

For all the links to the paper please visit my personal webpage:

1) Interest Overhang: a Rationale for the Existence of Sovereign Lending Mechanisms, with Luca Zavalloni (University of Warwick).

2) How Distorted Food Prices Discourage Healthy Diet
with Thijs Van Rens and Marija Vukotic (University of Warwick)

3) Performance-based contracts, Income Inequality and Wealth Inequality [Work in Progress]
with Pablo Beker (U. Warwick) and Carlo Perroni (U. Warwick).

4) Estimating and Forecasting Covid-19 Evolution in the UK and its Regions
Policy Version: Cage Policy Briefing No.20, April, 2020.