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.
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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 - [link]
- 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 - [link]
- 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]
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