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, 2021-2022:
TUESDAYS 10.00am-12.00pm
Book a spot at: robpancr.youcanbook.me
Related links
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
- 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)
- How Beneficial Was the Great Moderation After All?
Journal of Economic Dynamics and Control, Vol.46, September 2014, 73-90
- The Heterogenous Great Moderation
European Economic Review, Volume 74, February 2015, Pages 207–228
- Online Appendix
- Matlab Toolkit to run the SCI-Tests: Download - 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 - 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) -
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). - 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). - 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) - Transparency, Political Conflict, and Debt
Journal of International Economics, Volume 126, September 2020, 103331
with Lorenzo Prosperi (Prometeia) - 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) - 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)
- Sovereign Default and Information Frictions [Work in Progress]
with Christian Hellwig (Toulouse School of Economics) and Constance de Soyres (Toulouse School of Economics).
- Performance-based contracts, Income Inequality and Wealth Inequality [Work in Progress]
with Pablo Beker (U. Warwick) and Carlo Perroni (U. Warwick). - Estimating and Forecasting Covid-19 Evolution in the UK and its Regions
Policy note: Cage Policy Briefing No.20, April, 2020.