Publicaciones (11) Publicaciones de Mirko Abbritti

2024

  1. Downturns and changes in the yield slope

    Journal of Forecasting, Vol. 43, Núm. 3, pp. 673-701

2023

  1. Term premium in a fractionally cointegrated yield curve

    Journal of Banking and Finance, Vol. 149

2022

  1. ON PRICE DYNAMICS WITH SEARCH AND BARGAINING IN THE PRODUCT MARKET

    Macroeconomic Dynamics, Vol. 26, Núm. 3, pp. 545-578

2020

  1. 4 - Heterogeneous Market Regulation and Divergence in a Currency Union

    Economic Growth and Structural Reforms in Europe (Cambridge University Press), pp. 111-140

  2. The effect of oil price shocks on economic activity: a local projections approach

    Journal of Economics and Finance, Vol. 44, Núm. 4, pp. 708-723

2018

  1. Global factors in the term structure of interest rates

    International Journal of Central Banking, Vol. 14, Núm. 2, pp. 301-339

  2. Reassessing the role of labor market institutions for the business cycle

    International Journal of Central Banking, Vol. 14, Núm. 1, pp. 1-34

2016

  1. Term structure persistence

    Journal of Financial Econometrics, Vol. 14, Núm. 2, pp. 331-352

2013

  1. Asymmetric labor market institutions in the EMU and the volatility of inflation and unemployment differentials

    Journal of Money, Credit and Banking, Vol. 45, Núm. 6, pp. 1165-1186

  2. Downward wage rigidity and business cycle asymmetries

    Journal of Monetary Economics, Vol. 60, Núm. 7, pp. 871-886