Details about Marco Ratto

Access statistics for papers by Marco Ratto.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: pra217

Working Papers

2023

1. Dynare: Reference Manual Version 5
   Dynare Working Papers, CEPREMAP View citations (6)
   Also in PSE Working Papers, HAL (2023)
2. The COVID-19 Recession on Both Sides of the Atlantic: A Model-Based Comparison
   European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (2)
   Also in LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) (2023) View citations (3)
   See also Journal Article The COVID-19 recession on both sides of the Atlantic: A model-based comparison, European Economic Review, Elsevier (2023) View citations (2) (2023)
3. The ECB Strategy Review - Implications for the Space of Monetary Policy
   European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission

2022

4. Fiscal Stabilisation in a Low-Interest and High-Debt Environment
   VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association
5. Testing big data in a big crisis: Nowcasting under COVID-19
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission View citations (6)
   See also Journal Article Testing big data in a big crisis: Nowcasting under Covid-19, International Journal of Forecasting, Elsevier (2023) View citations (1) (2023)

2021

6. Dynare: Reference Manual Version 4
   Dynare Working Papers, CEPREMAP View citations (136)
7. EU competitiveness: recent trends, drivers, and links to economic policy: A Synthesis Report
   JRC Research Reports, Joint Research Centre View citations (1)
8. Efficient and robust inference of models with occasionally binding constraints
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission View citations (5)
9. The Euro Area's Pandemic Recession: A DSGE-Based Interpretation
   European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (1)
   See also Journal Article The euro area’s pandemic recession: A DSGE-based interpretation, Journal of Economic Dynamics and Control, Elsevier (2022) View citations (4) (2022)
10. The Euro Area's pandemic recession: A DSGE interpretation
    JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission

2019

11. Adjustment dynamics and business cycle heterogeneity in the EMU: Evidence from estimated DSGE models
    VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association
    Also in JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission (2018)
12. Euro Area & US External Adjustment: The Role of Commodity Prices & Emerging Market Shocks
    European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (28)
13. Identification Versus Misspecification in New Keynesian Monetary Policy Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2018)
    See also Journal Article Identification versus misspecification in New Keynesian monetary policy models, European Economic Review, Elsevier (2019) View citations (2) (2019)
14. The Global Multi-Country Model (GM): An Estimated DSGE Model for Euro Area Countries
    European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (19)
    Also in JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission (2017) View citations (27)
15. The euro exchange rate and Germany's trade surplus
    CESifo Working Paper Series, CESifo
    See also Journal Article The euro exchange rate and Germany's trade surplus, International Finance, Wiley Blackwell (2020) View citations (3) (2020)

2018

16. Euro Area and U.S. External Adjustment: The Role of Commodity Prices and Emerging Market Shocks
    MPRA Paper, University Library of Munich, Germany View citations (4)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2018) View citations (3)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2018) View citations (16)
    VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association (2018) View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (2)
    See also Journal Article Euro Area and US external adjustment: The role of commodity prices and Emerging Market shocks, Journal of International Money and Finance, Elsevier (2019) View citations (29) (2019)

2017

17. Drivers of the Post-Crisis Slump in the Eurozone and the US
    MPRA Paper, University Library of Munich, Germany
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2017)
18. How much Keynes and how much Schumpeter? An Estimated Macromodel of the US Economy
    JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission View citations (15)
    Also in MPRA Paper, University Library of Munich, Germany (2017) View citations (15)

2016

19. The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (92)
    Also in VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association (2016) View citations (92)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2016) View citations (83)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2016) View citations (84)
    See also Journal Article The post-crisis slump in the Euro Area and the US: Evidence from an estimated three-region DSGE model, European Economic Review, Elsevier (2016) View citations (91) (2016)

2015

20. What drives the German current account? And how does it affect other EU Member States?
    VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association View citations (106)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (37)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2014) View citations (18)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) View citations (36)
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission (2014) View citations (36)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2015) View citations (101)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2014) View citations (47)
    See also Journal Article What drives the German current account? And how does it affect other EU Member States?, Economic Policy, CEPR, CESifo, Sciences Po (2015) View citations (110) (2015)

2014

21. International Capital Flows and the Boom-Bust Cycle in Spain
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (60)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (56)
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission (2014) View citations (62)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) View citations (60)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2014) View citations (48)
    See also Journal Article International capital flows and the boom-bust cycle in Spain, Journal of International Money and Finance, Elsevier (2014) View citations (56) (2014)

2013

22. Endogenous housing risk in an estimated DSGE model of the Euro Area
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (13)
23. Explaining the German trade surplus: An analysis with an estimated DSGE model
    VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association

2012

24. Estimating the Effects of Standard Fiscal and Bank Rescue Measures
    2012 Meeting Papers, Society for Economic Dynamics
25. Fiscal Policy, Banks and the Financial Crisis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (23)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) View citations (21)
    Working Paper Research, National Bank of Belgium (2012) View citations (6)
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission (2012) View citations (7)
    See also Journal Article Fiscal policy, banks and the financial crisis, Journal of Economic Dynamics and Control, Elsevier (2013) View citations (53) (2013)
26. Imbalances and rebalancing scenarios in an estimated structural model for Spain
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (10)
27. Sovereign debt sustainability scenarios based on an estimated model for Spain
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (1)

2010

28. Using a DSGE model to look at the recent boom-bust cycle in the US
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (3)

2009

29. A comparison of structural reform scenarios across the EU member states - Simulation-based analysis using the QUEST model with endogenous growth
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (43)

2008

30. QUEST III: an estimated DSGE model of the euro area with fiscal and monetary policy
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (23)

2007

31. Fiscal policy in an estimated open-economy model for the Euro area
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (4)
    Also in Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (23)
32. Parallelization of Matlab codes under Windows platform for Bayesian estimation: A Dynare application
    Working Papers, Euro-area Economy Modelling Centre

2006

33. Global sensitivity analysis for macro-economic models
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (1)
34. Impact of oil prices in an estimated EU12 open economy model
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

35. An estimated new Keynesian dynamic stochastic general equilibrium model of the Euro area
    Macroeconomics, University Library of Munich, Germany View citations (11)
    Also in European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission (2005) View citations (9)
36. An estimated open-economy model for the EURO area
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (15)

2004

37. Bayesian Estimation of Total Investment Expenditures For Romanian Economy using DYNARE
    Computing in Economics and Finance 2004, Society for Computational Economics

Journal Articles

2023

1. Testing big data in a big crisis: Nowcasting under Covid-19
   International Journal of Forecasting, 2023, 39, (4), 1548-1563 View citations (1)
   See also Working Paper Testing big data in a big crisis: Nowcasting under COVID-19, JRC Working Papers in Economics and Finance (2022) View citations (6) (2022)
2. The COVID-19 recession on both sides of the Atlantic: A model-based comparison
   European Economic Review, 2023, 158, (C) View citations (2)
   See also Working Paper The COVID-19 Recession on Both Sides of the Atlantic: A Model-Based Comparison, European Economy - Discussion Papers (2023) View citations (2) (2023)
3. The macroeconomic effects of unconventional monetary policy: Comparing euro area and US models with shadow rates
   Economic Modelling, 2023, 127, (C) View citations (1)

2022

4. The euro area’s pandemic recession: A DSGE-based interpretation
   Journal of Economic Dynamics and Control, 2022, 143, (C) View citations (4)
   See also Working Paper The Euro Area's Pandemic Recession: A DSGE-Based Interpretation, European Economy - Discussion Papers (2021) View citations (1) (2021)

2021

5. How much Keynes and how much Schumpeter?
   European Economic Review, 2021, 133, (C) View citations (10)

2020

6. Financial spillover and global risk in a multi-region model of the world economy
   Journal of Economic Behavior & Organization, 2020, 177, (C), 185-218 View citations (9)
7. The euro exchange rate and Germany's trade surplus
   International Finance, 2020, 23, (1), 85-103 View citations (3)
   See also Working Paper The euro exchange rate and Germany's trade surplus, CESifo Working Paper Series (2019) (2019)

2019

8. Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model
   Economic Modelling, 2019, 81, (C), 242-273 View citations (7)
9. Euro Area and US external adjustment: The role of commodity prices and Emerging Market shocks
   Journal of International Money and Finance, 2019, 94, (C), 183-205 View citations (29)
   See also Working Paper Euro Area and U.S. External Adjustment: The Role of Commodity Prices and Emerging Market Shocks, MPRA Paper (2018) View citations (4) (2018)
10. Identification versus misspecification in New Keynesian monetary policy models
    European Economic Review, 2019, 113, (C), 225-246 View citations (2)
    See also Working Paper Identification Versus Misspecification in New Keynesian Monetary Policy Models, CEPR Discussion Papers (2019) View citations (3) (2019)

2017

11. DOES EU COMPETITION POLICY SUPPORT INCLUSIVE GROWTH?
    Journal of Competition Law and Economics, 2017, 13, (2), 225-260 View citations (3)

2016

12. The post-crisis slump in the Euro Area and the US: Evidence from an estimated three-region DSGE model
    European Economic Review, 2016, 88, (C), 21-41 View citations (91)
    See also Working Paper The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model, Working Papers ECARES (2016) View citations (92) (2016)

2015

13. Imbalances and Rebalancing in an Estimated Structural Model for Spain
    International Journal of Central Banking, 2015, 11, (1), 1-41 View citations (13)
14. What drives the German current account? And how does it affect other EU Member States?
    Economic Policy, 2015, 30, (81), 47-93 View citations (110)
    See also Working Paper What drives the German current account? And how does it affect other EU Member States?, VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy (2015) View citations (106) (2015)

2014

15. International capital flows and the boom-bust cycle in Spain
    Journal of International Money and Finance, 2014, 48, (PB), 314-335 View citations (56)
    See also Working Paper International Capital Flows and the Boom-Bust Cycle in Spain, Working Papers ECARES (2014) View citations (60) (2014)

2013

16. Fiscal policy, banks and the financial crisis
    Journal of Economic Dynamics and Control, 2013, 37, (2), 387-403 View citations (53)
    See also Working Paper Fiscal Policy, Banks and the Financial Crisis, CEPR Discussion Papers (2012) View citations (23) (2012)

2012

17. Sensitivity analysis techniques applied to a system of hyperbolic conservation laws
    Reliability Engineering and System Safety, 2012, 107, (C), 157-170 View citations (4)

2011

18. The recent boom-bust cycle: The relative contribution of capital flows, credit supply and asset bubbles
    European Economic Review, 2011, 55, (3), 386-406 View citations (60)

2010

19. Using recursive algorithms for the efficient identification of smoothing spline ANOVA models
    AStA Advances in Statistical Analysis, 2010, 94, (4), 367-388 View citations (24)

2009

20. Calculating first-order sensitivity measures: A benchmark of some recent methodologies
    Reliability Engineering and System Safety, 2009, 94, (7), 1212-1219 View citations (4)
21. Non-parametric estimation of conditional moments for sensitivity analysis
    Reliability Engineering and System Safety, 2009, 94, (2), 237-243 View citations (15)
22. QUEST III: An estimated open-economy DSGE model of the euro area with fiscal and monetary policy
    Economic Modelling, 2009, 26, (1), 222-233 View citations (334)

2008

23. Analysing DSGE Models with Global Sensitivity Analysis
    Computational Economics, 2008, 31, (2), 115-139 View citations (99)
24. Calibration and uncertainty analysis of a simple model of silica-limited diatom growth in the Elbe River
    Ecological Modelling, 2008, 213, (2), 229-244 View citations (4)

2006

25. Sensitivity analysis practices: Strategies for model-based inference
    Reliability Engineering and System Safety, 2006, 91, (10), 1109-1125 View citations (42)