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Fabio Milani

Personal Details

First Name:Fabio
Middle Name:
Last Name:Milani
Suffix:
RePEc Short-ID:pmi35
[This author has chosen not to make the email address public]
http://www.socsci.uci.edu/~fmilani/
3151 Social Science Plaza Department of Economics University of California Irvine, CA 92697-5100
949-824-4519
Terminal Degree:2006 Department of Economics; Princeton University (from RePEc Genealogy)

Affiliation

Department of Economics
University of California-Irvine

Irvine, California (United States)
http://www.economics.uci.edu/
RePEc:edi:deucius (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Greta Meggiorini & Fabio Milani, 2021. "Behavioral New Keynesian Models: Learning vs. Cognitive Discounting," CESifo Working Paper Series 9039, CESifo.
  2. Stephen J. Cole & Fabio Milani, 2020. "Heterogeneity in Individual Expectations, Sentiment, and Constant-Gain Learning," CESifo Working Paper Series 8343, CESifo.
  3. Francisco Ilabaca & Fabio Milani, 2020. "Heterogeneous Expectations, Indeterminacy, and Postwar US Business Cycles," CESifo Working Paper Series 8224, CESifo.
  4. Fabio Milani, 2020. "Covid-19 Outbreak, Social Response, and Early Economic Effects: A Global VAR Analysis of Cross-Country Interdependencies," CESifo Working Paper Series 8518, CESifo.
  5. Pratiti Chatterjee & Fabio Milani, 2020. "Perceived Uncertainty Shocks, Excess Optimism-Pessimism, and Learning in the Business Cycle," CESifo Working Paper Series 8608, CESifo.
  6. Francisco Ilabaca & Greta Meggiorini & Fabio Milani, 2019. "Bounded Rationality, Monetary Policy, and Macroeconomic Stability," CESifo Working Paper Series 7706, CESifo.
  7. Stephen J. Cole & Fabio Milani, 2016. "The Misspecification of Expectations in New Keynesian Models: A DSGE-VAR Approach," CESifo Working Paper Series 6099, CESifo.
  8. Fabio Milani & Sung Ho Park, 2014. "The Effects of Globalization on Macroeconomic Dynamics in a Trade-Dependent Economy: the Case of Korea," Working Papers 2014-13, Economic Research Institute, Bank of Korea.
  9. Fabio Milani, 2014. "Sentiment and the US Business Cycle," Working Papers 141504, University of California-Irvine, Department of Economics.
  10. Fabio Milani, 2012. "The Modeling of Expectations in Empirical DSGE Models: a Survey," Working Papers 121301, University of California-Irvine, Department of Economics.
  11. Fabio Milani & Ashish Rajrhandari, 2012. "Observed Expectations, News Shocks, and the Business Cycle," Working Papers 121305, University of California-Irvine, Department of Economics.
  12. Fabio Milani & Ashish Rajbhandari, 2012. "Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm," Working Papers 111212, University of California-Irvine, Department of Economics.
  13. Fabio Milani & John Treadwell, 2011. "The Effects of Monetary Policy "News" and "Surprises"," Working Papers 101109, University of California-Irvine, Department of Economics.
  14. Milani, Fabio, 2010. "Expectation Shocks and Learning as Drivers of the Business Cycle," CEPR Discussion Papers 7743, C.E.P.R. Discussion Papers.
  15. Fabio Milani, 2009. "Expectations, Learning, and the Changing Relationship between Oil Prices and the Macroeconomy," Working Papers 080923, University of California-Irvine, Department of Economics.
  16. Fabio Milani, 2009. "Global slack and domestic inflation rates: a structural investigation for G-7 countries," Globalization Institute Working Papers 33, Federal Reserve Bank of Dallas.
  17. Fabio Milani, 2009. "The Effect of Global Output on U.S. Inflation and Inflation Expectations: A Structural Estimation," Working Papers 080920, University of California-Irvine, Department of Economics.
  18. Fabio Milani, 2009. "Has globalization transformed U.S. macroeconomic dynamics?," Globalization Institute Working Papers 32, Federal Reserve Bank of Dallas.
  19. Fabio Milani, 2008. "Learning about the Interdependence between the Macroeconomy and the Stock Market," Working Papers 070819, University of California-Irvine, Department of Economics.
  20. Fabio Milani, 2008. "Does Global Slack Matter More than Domestic Slack in Determining U.S. Inflation?," Working Papers 080910, University of California-Irvine, Department of Economics.
  21. Fabio Milani, 2007. "Political Business Cycles in the New Keynesian Model," Working Papers 070805, University of California-Irvine, Department of Economics.
  22. Fabio Milani, 2007. "Learning and Time-Varying Macroeconomic Volatility," Working Papers 070802, University of California-Irvine, Department of Economics.
  23. Fabio Milani, 2006. "The Conquest of U.S. Inflation in an Estimated DSGE Model with Labor Market Search," Computing in Economics and Finance 2006 332, Society for Computational Economics.
  24. Fabio Milani, 2006. "The Evolution of the Fed's Inflation Target in an Estimated Model under RE and Learning," Working Papers 060704, University of California-Irvine, Department of Economics.
  25. Favero, Carlo A. & Milani, Fabio, 2005. "Parameter Instability, Model Uncertainty and the Choice of Monetary Policy," CEPR Discussion Papers 4909, C.E.P.R. Discussion Papers.
  26. Fabio Milani, 2005. "Adaptive Learning and Inflation Persistence," Working Papers 050607, University of California-Irvine, Department of Economics.
  27. Francesco Belviso & Fabio Milani, 2005. "Structural Factor-Augmented VAR (SFAVAR) and the Effects of Monetary Policy," Macroeconomics 0503023, University Library of Munich, Germany.
  28. Fabio Milani, 2005. "A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?," Working Papers 060703, University of California-Irvine, Department of Economics.
  29. Fabio Milani, 2005. "Expectations, Learning and Macroeconomic Persistence," Working Papers 050608, University of California-Irvine, Department of Economics.
  30. Fabio Milani, 2005. "Learning, Monetary Policy Rules, and Macroeconomic Stability," Macroeconomics 0508019, University Library of Munich, Germany.
  31. Fabio Milani, 2004. "Persistence in Monetary Policy Models: Indexation, Habits and Learning with Long-Horizon Expectations," Econometric Society 2004 North American Summer Meetings 172, Econometric Society.
  32. Fabio Milani, 2004. "Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach," Macroeconomics 0401004, University Library of Munich, Germany.
  33. Fabio Milani, 2003. "Adaptive Learning, Model Uncertainty and Monetary Policy Inertia in a Large Information Environment," Computing in Economics and Finance 2003 280, Society for Computational Economics.
  34. Fabio Milani & Francesco Belviso, 2003. "Structural Factor-Augmented VAR (SFAVAR)," Computing in Economics and Finance 2003 278, Society for Computational Economics.
  35. Carlo A. Favero, "undated". "Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy," Working Papers 196, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

Articles

  1. Fabio Milani, 2021. "COVID-19 outbreak, social response, and early economic effects: a global VAR analysis of cross-country interdependencies," Journal of Population Economics, Springer;European Society for Population Economics, vol. 34(1), pages 223-252, January.
  2. Cole, Stephen J. & Milani, Fabio, 2021. "Heterogeneity in individual expectations, sentiment, and constant-gain learning," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 627-650.
  3. Ilabaca, Francisco & Milani, Fabio, 2021. "Heterogeneous expectations, indeterminacy, and postwar US business cycles," Journal of Macroeconomics, Elsevier, vol. 68(C).
  4. Milani, Fabio, 2020. "Learning And The Evolution Of The Fed’S Inflation Target," Macroeconomic Dynamics, Cambridge University Press, vol. 24(8), pages 1904-1923, December.
  5. Ilabaca, Francisco & Meggiorini, Greta & Milani, Fabio, 2020. "Bounded rationality, monetary policy, and macroeconomic stability," Economics Letters, Elsevier, vol. 186(C).
  6. Chatterjee, Pratiti & Milani, Fabio, 2020. "Perceived uncertainty shocks, excess optimism-pessimism, and learning in the business cycle," Journal of Economic Behavior & Organization, Elsevier, vol. 179(C), pages 342-360.
  7. Milani, Fabio & Rajbhandari, Ashish, 2020. "Observed expectations, news shocks, and the business cycle," Research in Economics, Elsevier, vol. 74(2), pages 95-118.
  8. Cole, Stephen J. & Milani, Fabio, 2019. "The Misspecification Of Expectations In New Keynesian Models: A Dsge-Var Approach," Macroeconomic Dynamics, Cambridge University Press, vol. 23(3), pages 974-1007, April.
  9. Fabio Milani & Sung Ho Park, 2019. "Expectations and Macro-Housing Interactions in a Small Open Economy: Evidence from Korea," Open Economies Review, Springer, vol. 30(2), pages 375-402, April.
  10. Milani, Fabio, 2017. "Learning about the interdependence between the macroeconomy and the stock market," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 223-242.
  11. Milani, Fabio, 2017. "Sentiment and the U.S. business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 289-311.
  12. Milani, Fabio & Park, Sung Ho, 2015. "The effects of globalization on macroeconomic dynamics in a trade-dependent economy: The case of Korea," Economic Modelling, Elsevier, vol. 48(C), pages 292-305.
  13. Milani, Fabio, 2014. "Learning and time-varying macroeconomic volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 94-114.
  14. Fabio Milani & John Treadwell, 2012. "The Effects of Monetary Policy “News” and “Surprises”," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1667-1692, December.
  15. Fabio Milani & John Treadwell, 2012. "The Effects of Monetary Policy “News” and “Surprises”," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1667-1692, December.
  16. Milani, Fabio, 2012. "Has Globalization Transformed U.S. Macroeconomic Dynamics?," Macroeconomic Dynamics, Cambridge University Press, vol. 16(2), pages 204-229, April.
  17. Milani, Fabio, 2011. "The impact of foreign stock markets on macroeconomic dynamics in open economies: A structural estimation," Journal of International Money and Finance, Elsevier, vol. 30(1), pages 111-129, February.
  18. Fabio Milani, 2011. "Expectation Shocks and Learning as Drivers of the Business Cycle," Economic Journal, Royal Economic Society, vol. 121(552), pages 379-401, May.
  19. Fabio Milani, 2010. "Political Business Cycles In The New Keynesian Model," Economic Inquiry, Western Economic Association International, vol. 48(4), pages 896-915, October.
  20. Milani, Fabio, 2010. "Global slack and domestic inflation rates: A structural investigation for G-7 countries," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 968-981, December.
  21. Fabio Milani, 2010. "Public option and private profits," Applied Health Economics and Health Policy, Springer, vol. 8(3), pages 155-165, May.
  22. Milani, Fabio, 2009. "Does global slack matter more than domestic slack in determining U.S. inflation?," Economics Letters, Elsevier, vol. 102(3), pages 147-151, March.
  23. Fabio Milani, 2009. "Adaptive Learning and Macroeconomic Inertia in the Euro Area," Journal of Common Market Studies, Wiley Blackwell, vol. 47(3), pages 579-599, June.
  24. Milani, Fabio, 2009. "Expectations, learning, and the changing relationship between oil prices and the macroeconomy," Energy Economics, Elsevier, vol. 31(6), pages 827-837, November.
  25. Milani, Fabio, 2008. "Learning, monetary policy rules, and macroeconomic stability," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3148-3165, October.
  26. Fabio Milani, 2008. "Monetary Policy With A Wider Information Set: A Bayesian Model Averaging Approach," Scottish Journal of Political Economy, Scottish Economic Society, vol. 55(1), pages 1-30, February.
  27. Milani, Fabio, 2007. "Expectations, learning and macroeconomic persistence," Journal of Monetary Economics, Elsevier, vol. 54(7), pages 2065-2082, October.
  28. Fabio Milani & Dale J. Poirier, 2007. "Econometric Issues in DSGE Models," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 201-204.
  29. Belviso Francesco & Milani Fabio, 2006. "Structural Factor-Augmented VARs (SFAVARs) and the Effects of Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 6(3), pages 1-46, December.
  30. Fabio Milani, 2006. "A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?," International Journal of Central Banking, International Journal of Central Banking, vol. 2(3), September.
  31. Favero Carlo A. & Milani Fabio, 2005. "Parameter Instability, Model Uncertainty and the Choice of Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 5(1), pages 1-33, February.

    RePEc:bla:jcmkts:v:47:y:2009:i::p:579-599 is not listed on IDEAS

Chapters

  1. Fabio Milani, 2012. "The Modeling of Expectations in Empirical DSGE Models: A Survey," Advances in Econometrics, in: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments, pages 3-38, Emerald Group Publishing Limited.
  2. Fabio Milani & Ashish Rajbhandari, 2012. "Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm," Advances in Econometrics, in: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments, pages 253-288, Emerald Group Publishing Limited.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors
  2. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  3. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  4. Number of Citations, Weighted by Recursive Impact Factor
  5. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Number of Authors
  7. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  12. Number of Journal Pages, Weighted by Number of Authors
  13. Record of graduates

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Learning and Expectations Macroeconomists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 41 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (38) 2004-01-25 2005-04-16 2005-06-14 2005-07-03 2005-10-29 2006-07-21 2006-07-21 2006-09-23 2006-09-23 2006-11-25 2007-09-30 2007-11-17 2008-05-24 2008-12-01 2009-03-14 2009-04-18 2009-06-03 2009-08-08 2009-08-16 2009-08-16 2011-06-18 2012-06-25 2013-01-19 2014-06-07 2014-08-25 2014-11-07 2015-02-11 2019-06-17 2019-07-29 2020-04-13 2020-05-04 2020-06-08 2020-07-20 2020-10-12 2020-10-26 2021-05-03 2021-05-03 2021-07-26. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (20) 2005-10-29 2006-07-21 2006-09-23 2006-11-25 2007-09-30 2012-06-25 2012-07-23 2013-01-19 2014-06-07 2014-08-25 2014-11-07 2015-02-11 2019-06-17 2019-07-29 2020-04-13 2020-05-04 2020-10-12 2020-10-26 2021-05-03 2021-07-26. Author is listed
  3. NEP-CBA: Central Banking (19) 2005-06-14 2006-07-21 2006-07-21 2006-09-23 2006-09-23 2006-11-25 2007-09-30 2007-11-17 2008-05-24 2008-12-01 2009-03-14 2009-04-18 2009-06-03 2009-08-08 2009-08-16 2009-08-16 2011-06-18 2019-06-17 2019-07-29. Author is listed
  4. NEP-MON: Monetary Economics (13) 2004-01-25 2005-04-16 2006-09-23 2008-12-01 2009-03-14 2009-04-18 2009-08-16 2009-08-16 2011-06-18 2012-06-25 2019-06-17 2019-07-29 2020-04-13. Author is listed
  5. NEP-OPM: Open Economy Macroeconomics (8) 2008-05-24 2008-12-01 2009-03-14 2009-06-03 2009-08-08 2009-08-16 2009-08-16 2014-08-25. Author is listed
  6. NEP-ORE: Operations Research (5) 2020-04-13 2020-05-04 2020-07-20 2020-10-12 2021-07-26. Author is listed
  7. NEP-UPT: Utility Models and Prospect Theory (4) 2019-06-17 2019-07-29 2020-10-12 2020-10-26
  8. NEP-CBE: Cognitive and Behavioural Economics (3) 2019-06-17 2019-07-29 2021-05-03
  9. NEP-ECM: Econometrics (2) 2005-06-14 2014-06-07
  10. NEP-CWA: Central and Western Asia (1) 2021-05-03
  11. NEP-ENE: Energy Economics (1) 2009-06-03
  12. NEP-FOR: Forecasting (1) 2012-06-25
  13. NEP-ISF: Islamic Finance (1) 2020-10-12
  14. NEP-NET: Network Economics (1) 2020-09-21
  15. NEP-PAY: Payment Systems and Financial Technology (1) 2020-05-18
  16. NEP-POL: Positive Political Economics (1) 2007-11-17
  17. NEP-SOC: Social Norms and Social Capital (1) 2020-05-18

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