dr. (Lorenzo) L.C.G. Pozzi

All publications (16)

• Article (16)

  • L.C.G. Pozzi & B.M. 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
  • L.C.G. 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 & L.C.G. 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
  • L.C.G. 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
  • L.C.G. 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
  • L.C.G. 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
  • L.C.G. 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
  • L.C.G. 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
  • L.C.G. 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
  • L.C.G. Pozzi & F. Heylen (2007). Crises and human capital accumulation. The Canadian Journal of Economics, 40 (4), 1261-1285.
  • L.C.G. Pozzi & G. Everaert (2007). Bootstap-based bias correction for dynamic panels. Journal of Economic Dynamics and Control, 31 (4), 1160-1184.
  • L.C.G. Pozzi & G. Malengier (2007). Certainty equivalence and the excess sensitivity of private consumption. Journal of Money, Credit, and Banking, 39 (7), 189-1848.
  • L.C.G. Pozzi (2006). Ricardian equivalence under imperfect information. Journal of Public Economics, 90, 2009-2026.
  • L.C.G. 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.
  • L.C.G. Pozzi (2003). The coefficient of relative risk aversion: a Monte Carlo study investigating small sample estimator problems. Economic Modelling, 20 (5), 923-940.
  • L.C.G. Pozzi (2003). Tax discounting in a high debt economy. Oxford Bulletin of Economics and Statistics, 65 (3), 261-282.

Teaching (3)

PhD list (1)

Present position