Applied Econometrics, Monetary Economics, Dynamic Macroeconomics, Time Series
Noisy news in business cycles (2017), with Mario Forni, Luca Gambetti and Marco Lippi, American Economic Journals: Macroeconomics, vol. 9(4), pp. 122-152.
Noise bubbles (2017), with Mario Forni, Luca Gambetti and Marco Lippi, The Economic Journal, vol. 127(604), pp. 1940-1976.
DSGE models in the frequency domain (2015), Journal of Applied Econometrics, vol. 30(2), pp. 219-240.
No news in business cycles (2014), with Mario Forni and Luca Gambetti, The Economic Journal, vol. 124 (581), pp. 1168-1191.
Term structure forecasting: no-arbitrage restrictions vs. large information set (2012), with Carlo Favero and Linlin Niu, Journal of Forecasting, vol. 31 (2), pp. 124–156.
Back to square one: identification issues in DSGE models (2009), with Fabio Canova, Journal of Monetary Economics, vol. 56(4), pp. 431-449; lead article.
The international dimension of inflation: evidence from disaggregated consumer price data (2009), with Tommaso Monacelli, Journal of Money, Credit and Banking, vol. 41(s1), pp. 101-120.
An estimated monetary DSGE model with unemployment and staggered nominal wage bargaining (2008) with Mark Gertler and Antonella Trigari, Journal of Money, Credit and Banking, vol. 40(8), pp. 1713-1764.