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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 1 2019-2020:

Tuesdays 1.00pm-2.50pm

Book a spot at: robpancr.youcanbook.me


Related links

Research Interests

  • Macroeconomics (Quantitative and Theory)
  • International Macro

Current Teaching (2017-2018)

EC201 Macroeconomics (Term 2)

EC343 Topics for Applied Economics (Term 2)

EC9A2 Advance Macroeconomics (MRes) (Term 1)

Research

For all the links to the paper please visit my personal webpage: www.robertopancrazi.com

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 European Economic Association, forthcoming, April 2019, with Eric Mengus (HEC Paris).

7) Natural Expectations and Home Equity Extraction (Journal of Housing Economics, In press, May 2019.
with Mario Pietrunti (Banca d’Italia).

Working Papers

For all the links to the paper please visit my personal webpage: www.robertopancrazi.com

1) Welfare Costs of Sovereign Debt Crisis: the Role of Bailouts [Under Revision] with Hernan Seoane (U. Carlos III de Madrid), and Marija Vukotic (University of Warwick).

2) Non-Exclusivity Externality in Sovereign Bond Markets, with Luca Zavalloni (University of Warwick).

3) Transparency, Political Conflict, and Debt [Under Revision] with Lorenzo Prosperi (Toulouse School of Economics).

4) Sovereign Default and Information Frictions [Very preliminary draft] with Christian Hellwig (Toulouse School of Economics) and Constance de Soyres (Toulouse School of Economics).

5) Health Inequality (preliminary title) with Thijs van Rens (U. Warwick) and Marija Vukotic (U.Warwick)