Research Interests

• Macroeconomics (Quantitative and Theory)
• International Macro

Current Teaching (2021-2022)

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)

Publications

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

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

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

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3. The Heterogenous Great Moderation
   European Economic Review, Volume 74, February 2015, Pages 207–228
   - Online Appendix
   - Matlab Toolkit to run the SCI-Tests: Download

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4. The Price of Capital and the Financial Acceleration
   Economics Letters, Volume 140, December 2016, Pages 86-89
   with Hernan Seoane (U. Carlos III de Madrid), and Marija Vukotic (University of Warwick)
   - Code for solving BGG with the equilibrium price of capital Download
   - Replication files Download

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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)

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   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).

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

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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 (University of Warwick)

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9. Transparency, Political Conflict, and Debt
   Journal of International Economics, Volume 126, September 2020, 103331
   with Lorenzo Prosperi (Prometeia)

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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)

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11. Impact of regional policies on local Covid-19 infection risk in Italy: a modelling study
    The Lancet Regional Health - Europe , Volume 8, September 2021.
    with Gabriele Guaitoli (U. Warwick)

Working Papers

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

• How Distorted Food Prices Discourage Healthy Diet
  with Thijs Van Rens and Marija Vukotic (University of Warwick)
• Interest Overhang: a Rationale for the Existence of Sovereign Lending Mechanisms [Submitted]
  

  with Luca Zavalloni (Bank of Ireland). (January 2019)

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• Sovereign Default and Information Frictions [Work in Progress]
  with Christian Hellwig (Toulouse School of Economics) and Constance de Soyres (Toulouse School of Economics).

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

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