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Dottorandi e Tutor

Antonio Granese

Foto di Antonio Granese
Cognome:   Granese
Nome:   Antonio
Email:   antonio.granese@unimore.it
Ciclo:   XXXVI
Settore disciplinare:   SECS-P/05 Econometria SECS-P/06 Economia applicata
Borsa di studio:  
Tutor:   Mario Forni

Progetto di ricerca

Essays in applied macroeconometrics

How important is time-varying economic uncertainty and what role does it play in macroeconomic fluctuations? How to measure uncertainty? In the “uncertainty” shock literature, exogenous shocks change the “confidence” of economic agents about their expectations. An increase in uncertainty induces agents to defer private expenditure, thus producing a temporary downturn of economic activity. I develop a simple and effective method to introduce uncertainty in structural VARs. My estimate of uncertainty is highly correlated with existing estimates. In this research proposal I try to put my research into a broader perspective