Associate professor Erasmus School of Economics Economics
- Location
- Burg. Oudlaan 50, Rotterdam
- Room
- E1-18
- pozzi@ese.eur.nl
More information
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Profile
- 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
- Lorenzo Pozzi, G Everaert & R Schoonackers (2017) - On the stability of the excess sensitivity of aggregate consumption growth in the US - Journal of Applied Econometrics, 32 (4), 819-840 - doi: 10.1002/jae.2552
- 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
- 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
- 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
- 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
- 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 & F Heylen (2007) - Crises and human capital accumulation - The Canadian Journal of Economics, 40 (4), 1261-1285
- Lorenzo Pozzi & G Malengier (2007) - Certainty equivalence and the excess sensitivity of private consumption - Journal of Money, Credit, and Banking, 39 (7), 189-1848
- 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
- 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
- Lorenzo Pozzi, G Everaert & R Schoonackers (2017) - On the stability of the excess sensitivity of aggregate consumption growth in the US - Journal of Applied Econometrics, 32 (4), 819-840 - doi: 10.1002/jae.2552
- 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
- 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
- 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
- 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
- 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 & F Heylen (2007) - Crises and human capital accumulation - The Canadian Journal of Economics, 40 (4), 1261-1285
- Lorenzo Pozzi & G Malengier (2007) - Certainty equivalence and the excess sensitivity of private consumption - Journal of Money, Credit, and Banking, 39 (7), 189-1848
- 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
- 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
- Lorenzo Pozzi, G Everaert & R Schoonackers (2017) - On the stability of the excess sensitivity of aggregate consumption growth in the US - Journal of Applied Econometrics, 32 (4), 819-840 - doi: 10.1002/jae.2552
- 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
- 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
- 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
- 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
- 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 & F Heylen (2007) - Crises and human capital accumulation - The Canadian Journal of Economics, 40 (4), 1261-1285
- Lorenzo Pozzi & G Malengier (2007) - Certainty equivalence and the excess sensitivity of private consumption - Journal of Money, Credit, and Banking, 39 (7), 189-1848
- 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
Applied Macroeconometrics
- Level
- Master
- Year
- 2021
- Year Level
- Master
- Course Code
- TI153
Advanced Macroeconomics
- Year
- 2021
- Year Level
- master, master
- Course Code
- FEM11036
Macroeconomics
- Year
- 2021
- Year Level
- bachelor 1, bachelor 1, pre-master, bachelor 1, bachelor 2
- Course Code
- FEB11002
Applied Macroeconometrics
- Level
- Master
- Year
- 2021
- Year Level
- Master
- Course Code
- TI153
Advanced Macroeconomics
- Year
- 2021
- Year Level
- master, master
- Course Code
- FEM11036
Macroeconomics
- Year
- 2021
- Year Level
- bachelor 1, bachelor 1, pre-master, bachelor 1, bachelor 2
- Course Code
- FEB11002