Biography
Lorenzo Pozzi is an Associate Professor at the Erasmus School of Economics (ESE) of Erasmus University Rotterdam. His research focuses on empirical macroeconomics, applied macroeconometrics and applied macro-finance. Recent work examines financial development in the aftermath of banking crises, the effects of financial liberalization on wealth and aggregate consumption, and international consumption risk sharing in the context of trade and financial globalization. Earlier research explores cross-country consumption dynamics and international financial integration, contributing to the literature on global macro-financial linkages.
More information
Work
- Gerdie Everaert & Lorenzo Pozzi (2022) - Encompassing measures of international consumption risk sharing and their link with trade and financial globalization - Journal of Applied Econometrics, 37 (2), 433-449 - doi: 10.1002/jae.2876 - [link]
- Malin Gardberg & Lorenzo Pozzi (2022) - Aggregate consumption and wealth in the long run: The impact of financial liberalization - Journal of Applied Econometrics, 37 (1), 161-186 - doi: 10.1002/jae.2870 - [link]
- Tino Berger, Gerdie Everaert & Lorenzo Pozzi (2021) - Testing for international business cycles: A multilevel factor model with stochastic factor selection - Journal of Economic Dynamics and Control, 128 - doi: 10.1016/j.jedc.2021.104134 - [link]
- Lorenzo Pozzi & BM Sadaba (2018) - Detecting scapegoat effects in the relationship between exchange rates and macroeconomic fundamentals: a new approach - Macroeconomic Dynamics, forthcom., 1-44 - doi: 10.1017/S1365100518000585 - [link]
- G Everaert, Lorenzo Pozzi & R Schoonackers (2017) - On the stability of the excess sensitivity of aggregate consumption growth in the USA - Journal of Applied Econometrics, 32 (4), 819-840 - doi: 10.1002/jae.2552 - [link]
- Y Adema & Lorenzo Pozzi (2015) - Business cycle fluctuations and household saving in OECD countries: a panel data analysis - European Economic Review, 79, 214-233 - doi: 10.1016/j.euroecorev.2015.07.014
- Lorenzo Pozzi (2015) - The time-varying volatility of earnings and aggregate consumption growth - Journal of Money, Credit, and Banking, 47 (4), 551-580 - doi: 10.1111/jmcb.12221
- Lorenzo Pozzi & G Everaert (2014) - The predictability of aggregate consumption growth in OECD countries - Journal of Applied Econometrics, 29 (3), 431-453 - doi: 10.1002/jae.2338 - [link]
- Lorenzo Pozzi & T Berger (2013) - Measuring time-varying financial market integration: an unobserved component approach - Journal of Banking and Finance, 37 (2), 463-473 - doi: 10.1016/j.jbankfin.2012.09.015 - [link]
- Lorenzo Pozzi & G Wolswijk (2012) - The time-varying integration of euro area government bond markets - European Economic Review, 56 (1), 36-53 - doi: 10.1016/j.euroecorev.2011.05.006 - [link]
- Lorenzo Pozzi (2010) - Idiosyncratic Labour income Risk and Aggregate Consumption: an unobserved component approach - Journal of Macroeconomics, 32 (1), 169-184 - doi: 10.1016/j.jmacro.2009.12.003 - [link]
- Lorenzo Pozzi & G Peersman (2008) - Business cycle fluctuations and excess sensitivity of private consumption - Economica, 75 (299), 514-523 - doi: 10.1111/j.1468-0335.2007.00624.x
- Lorenzo Pozzi & G Everaert (2007) - Bootstap-based bias correction for dynamic panels - Journal of Economic Dynamics and Control, 31 (4), 1160-1184
- Lorenzo Pozzi & G Malengier (2007) - Certainty equivalence and the excess sensitivity of private consumption - Journal of Money, Credit, and Banking, 39 (7), 189-1848 - [link]
- Lorenzo Pozzi & F Heylen (2007) - Crises and human capital accumulation - The Canadian Journal of Economics, 40 (4), 1261-1285 - [link]
- Lorenzo Pozzi (2006) - Ricardian equivalence under imperfect information - Journal of Public Economics, 90, 2009-2026
- Lorenzo Pozzi, F Heylen & M Dossche (2004) - Government debt and the excess sensitivity of private consumption: estimates from OECD countries - Economic Inquiry, 42 (4), 618-633
- Lorenzo Pozzi (2003) - Tax discounting in a high debt economy - Oxford Bulletin of Economics and Statistics, 65 (3), 261-282
- Lorenzo Pozzi (2003) - The coefficient of relative risk aversion: a Monte Carlo study investigating small sample estimator problems - Economic Modelling, 20 (5), 923-940
Advanced Macroeconomics
- Year
- 2025
- Course Code
- FEM11036
Applied Macroeconometrics
- Level
- Master
- Year Level
- Master
- Year
- 2025
- Course Code
- TIF20104
Macroeconomics
- Year
- 2025
- Course Code
- FEB11002
