Joaquin Vespignani

University of Tasmania - School of Economics and Finance

Commerce Building,

Sandy Bay Campus

Sandy Bay, TAS, Tasmania 7005

Australia

Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)

ANU College of Business and Economics

Canberra, Australian Capital Territory 0200

Australia

SCHOLARLY PAPERS

28

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Top 13,015

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59

CROSSREF CITATIONS

33

Scholarly Papers (28)

A New Monthly Indicator of Global Real Economic Activity

Norges Bank Working Paper 6 | 2015
Number of pages: 40 Posted: 04 May 2015
Francesco Ravazzolo and Joaquin Vespignani
Free University of Bozen-Bolzano - Faculty of Economics and Management and University of Tasmania - School of Economics and Finance
Downloads 732 (42,086)
Citation 2

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Global real economic activity, World steel production, Forecasting

A New Monthly Indicator of Global Real Economic Activity

CAMA Working Paper No. 13/2015
Number of pages: 40 Posted: 24 Apr 2015 Last Revised: 27 Apr 2015
Francesco Ravazzolo and Joaquin Vespignani
Free University of Bozen-Bolzano - Faculty of Economics and Management and University of Tasmania - School of Economics and Finance
Downloads 250 (150,349)
Citation 1

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Global real economic activity, World steel production, Forecasting

A New Monthly Indicator of Global Real Economic Activity

Globalization and Monetary Policy Institute Working Paper No. 244
Number of pages: 26 Posted: 17 Aug 2015
Francesco Ravazzolo and Joaquin Vespignani
Free University of Bozen-Bolzano - Faculty of Economics and Management and University of Tasmania - School of Economics and Finance
Downloads 152 (237,012)

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Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach

CAMA Working Paper No. 90/2019
Number of pages: 25 Posted: 20 Dec 2019
Davide Ferrari, Francesco Ravazzolo and Joaquin Vespignani
Free University of Bozen-Bolzano, Faculty of Economics and Management, Free University of Bozen-Bolzano - Faculty of Economics and Management and University of Tasmania - School of Economics and Finance
Downloads 281 (133,335)
Citation 3

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Energy Prices, Forecasting, Dynamic Factor model, Sparse Estimation, Penalized Maximum Likelihood

Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach

Globalization and Monetary Policy Institute Working Paper No. 376
Number of pages: 24 Posted: 10 Jan 2020
Davide Ferrari, Francesco Ravazzolo and Joaquin Vespignani
Free University of Bozen-Bolzano, Faculty of Economics and Management, Free University of Bozen-Bolzano and University of Tasmania - School of Economics and Finance
Downloads 143 (249,275)

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Energy Prices, Forecasting, Dynamic Factor Model, Sparse Estimation, Penalized Maximum Likelihood

The Impact of Global Uncertainty on the Global Economy, and Large Developed and Developing Economies

CAMA Working Paper No. 9/2017
Number of pages: 47 Posted: 31 Jan 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 135 (261,021)
Citation 5

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Global, Uncertainty Shocks, Monetary Policy, FAVAR

The Impact of Global Uncertainty on the Global Economy, and Large Developed and Developing Economies

Globalization and Monetary Policy Institute Working Paper No. 303
Number of pages: 46 Posted: 27 Jan 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 122 (281,867)

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4.

Trade, Education, and Income Inequality

CESifo Working Paper No. 8370
Number of pages: 78 Posted: 23 Jun 2020
Markus Brueckner, Ngo Van Long and Joaquin Vespignani
The Australian National University, McGill University - Department of Economics and University of Tasmania - School of Economics and Finance
Downloads 195 (191,729)

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non-gravity trade, inequality, education

5.

Covid-19 Infections and the Performance of the Stock Market: An Empirical Analysis for Australia

CAMA Working Paper No. 56/2020
Number of pages: 28 Posted: 15 Jun 2020
Markus Brueckner and Joaquin Vespignani
The Australian National University and University of Tasmania - School of Economics and Finance
Downloads 146 (244,442)
Citation 4

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6.

What Drives the Global Interest Rate

Globalization and Monetary Policy Institute Working Paper No. 241
Number of pages: 36 Posted: 17 Aug 2015
Ronald A. Ratti and Joaquin Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 141 (251,374)
Citation 1

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Trade Uncertainty and Income Inequality

Globalization and Monetary Policy Institute Working Paper No. 306
Number of pages: 25 Posted: 17 Mar 2017
Markus Brueckner and Joaquin Vespignani
The Australian National University and University of Tasmania - School of Economics and Finance
Downloads 88 (352,225)

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Trade Uncertainty and Income Inequality

CAMA Working Paper No. 24/2017
Number of pages: 29 Posted: 29 Mar 2017
Markus Brueckner and Joaquin Vespignani
The Australian National University and University of Tasmania - School of Economics and Finance
Downloads 43 (508,385)

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Trade Uncertainty, Inequality, Education

Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and Non-US Oil Production

CAMA Working Paper No. 7/2017
Number of pages: 38 Posted: 17 Jan 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 81 (370,689)
Citation 7

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US oil production, Economic policy uncertainty, CPI forecast uncertainty, Structural VAR

Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of Us and Non-Us Oil Production

Globalization and Monetary Policy Institute Working Paper No. 295
Number of pages: 36 Posted: 27 Jan 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 44 (503,642)
Citation 2

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9.

The Impact of Oil Price Shocks on the U.S. Stock Market: A Note on the Roles of U.S. And Non-U.S. Oil Production

Globalization and Monetary Policy Institute Working Paper No. 249
Number of pages: 19 Posted: 22 Oct 2015
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 116 (290,925)

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Oil Curse, Economic Growth and Trade Openness

Globalization and Monetary Policy Institute Working Paper No. 370
Number of pages: 48 Posted: 22 Oct 2019 Last Revised: 29 Apr 2020
Joaquin Vespignani, Mala Raghavan and Monoj Kumar Majumder
University of Tasmania - School of Economics and Finance, University of Tasmania and Sher-e-Bangla Agricultural University
Downloads 65 (419,798)

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Oil rents, real GDP per capita, trade openness, dynamic panel data model

Oil Curse, Economic Growth and Trade Openness

CAMA Working Paper No. 78/2019
Number of pages: 49 Posted: 23 Oct 2019
Monoj Kumar Majumder, Mala Raghavan and Joaquin Vespignani
Sher-e-Bangla Agricultural University, University of Tasmania and University of Tasmania - School of Economics and Finance
Downloads 29 (584,758)

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Oil rents, real GDP per capita, trade openness, dynamic panel data model

11.

World Steel Production: A New Monthly Indicator of Global Real Economic Activity

CAMA Working Paper No. 42/2017
Number of pages: 29 Posted: 27 Jun 2017
Francesco Ravazzolo and Joaquin Vespignani
Free University of Bozen-Bolzano - Faculty of Economics and Management and University of Tasmania - School of Economics and Finance
Downloads 90 (344,321)
Citation 8

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Global real economic activity, World steel production, Forecasting

Global Commodity Prices and Global Stock Volatility Shocks: Effects Across Countries

CAMA Working Paper No. 36/2017
Number of pages: 35 Posted: 05 May 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 67 (413,058)
Citation 2

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Global commodity prices, Global stock volatility, Output, Heterogeneity

Global Commodity Prices and Global Stock Volatility Shocks: Effects Across Countries

Globalization and Monetary Policy Institute Working Paper No. 311
Number of pages: 33 Posted: 05 May 2017
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 20 (648,960)

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13.

Oil Prices and the Economy: A Global Perspective

Crawford School Research Paper No. 41/2014
Number of pages: 37 Posted: 24 May 2014
Ronald A. Ratti and Joaquin Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 82 (364,462)

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Global interest rate, global monetary aggregates, oil prices, GFAVEC

14.

OPEC and Non-OPEC Oil Production and the Global Economy

CAMA Working Paper No. 69/2014
Number of pages: 44 Posted: 06 Nov 2014 Last Revised: 15 Mar 2015
Ronald A. Ratti and Joaquin Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 76 (380,754)
Citation 3

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OPEC production, non-OPEC, oil Price, global oil market

15.

The Impact of Oil Price Shocks on the US Stock Market: A Note on the Roles of US and Non-US Oil Production

CAMA Working Paper No. 33/2016
Number of pages: 12 Posted: 12 Jun 2016 Last Revised: 16 Jun 2016
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 63 (421,161)
Citation 7

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Oil prices, Stock returns, U.S. oil production

16.
Downloads 62 (424,482)

Non-Gravity Trade

Globalization and Monetary Policy Institute Working Paper No. 388
Number of pages: 77 Posted: 01 Jun 2020
Markus Brueckner, Ngo Van Long and Joaquin Vespignani
The Australian National University, McGill University - Department of Economics and University of Tasmania - School of Economics and Finance
Downloads 45 (498,927)

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Non-Gravity Trade, Inequality, Education

Non-Gravity Trade

CAMA Working Paper No. 52/2020
Number of pages: 78 Posted: 20 May 2020
Markus Brueckner, Ngo Van Long and Joaquin Vespignani
The Australian National University, McGill University - Department of Economics and University of Tasmania - School of Economics and Finance
Downloads 17 (672,104)

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Non-Gravity Trade, Inequality, Education

17.

Global Uncertainty and the Global Economy: Decomposing the Impact of Uncertainty Shocks

CAMA Working Paper No. 39/2016
Number of pages: 41 Posted: 28 Jun 2016
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 53 (457,038)

Abstract:

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Global, Uncertainty shocks, Monetary Policy, FAVAR

18.

Financial and Non-Financial Global Stock Market Volatility Shocks

CAMA Working Paper No. 58/2018
Number of pages: 14 Posted: 13 Nov 2018
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
Department of Economics, Kent State University, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 47 (481,045)

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Global, Stock market volatility Shocks, Monetary Policy, FAVAR

The Implications of Liquidity Expansion in China for the US Dollar

CAMA Working Paper No. 5/2016
Number of pages: 36 Posted: 29 Jan 2016 Last Revised: 03 Feb 2016
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 38 (533,199)

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China’s liquidity, trade-weighted US dollar, forecasting US dollar exchange rate

The Implications of Liquidity Expansion in China for the Us Dollar

Globalization and Monetary Policy Institute Working Paper No. 264
Number of pages: 34 Posted: 01 Feb 2016
Wensheng Kang, Ronald A. Ratti and Joaquin Vespignani
affiliation not provided to SSRN, Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 6 (763,435)

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20.

Understanding the Deviations of the Taylor Rule: A New Methodology with an Application to Australia

CAMA Working Paper No. 78/2014
Number of pages: 38 Posted: 18 Dec 2014 Last Revised: 19 Dec 2014
Kerry Hudson and Joaquin Vespignani
University of Tasmania, Tasmanian School of Business and Economics and University of Tasmania - School of Economics and Finance
Downloads 37 (526,470)

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Taylor Rule, Monetary Policy, Small Open Economy

The Moderating Role of Green Energy and Energy-Innovation in Environmental Kuznets: Insights from Quantile-Quantile Analysis

Globalization and Monetary Policy Institute Working Paper No. 385
Number of pages: 19 Posted: 01 Jun 2020
Tasmanian School of Business and Economics, University of Tasmania, Australia, School of Accounting, Economics, and Finance, University of Wollongong, University of Tasmania - School of Economics and Finance and University of Tasmania
Downloads 20 (648,960)

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The Moderating Role of Green Energy and Energy-Innovation in Environmental Kuznets: Insights from Quantile-Quantile Analysis

CAMA Working Paper No. 39/2020
Number of pages: 19 Posted: 23 Apr 2020
Tasmanian School of Business and Economics, University of Tasmania, Australia, University of Tasmania, University of Tasmania - School of Economics and Finance and School of Accounting, Economics, and Finance, University of Wollongong
Downloads 15 (687,951)

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Environmental Kuznets Curve, Green energy, Energy innovation, CO2 emission, SSA countries; and Quantile-Quantile regression

22.

What Drives the Global Official/Policy Interest Rate?

CAMA Working Paper No. 27/2015
Number of pages: 12 Posted: 01 Aug 2015 Last Revised: 03 Aug 2015
Ronald A. Ratti and Joaquin Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 31 (557,878)

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Global interest rate, global monetary aggregates, oil prices, GFAVAR

23.

Commodity Prices and Bric and G3 Liquidity: A SFAVEC Approach

CAMA Working Paper No. 13/2014
Number of pages: 40 Posted: 07 Feb 2014 Last Revised: 29 Dec 2014
Ronald A. Ratti and Joaquin Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 29 (569,345)
Citation 7

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Commodity Prices, BRIC countries, G3, Global liquidity, SFAVEC

24.

The Industrial Impact of Economic Uncertainty Shocks in Australia

CAMA Working Paper No. 89/2019
Number of pages: 52 Posted: 20 Dec 2019
Hamish Burrell and Joaquin Vespignani
Tasmanian School of Business and Economics, University of Tasmania and University of Tasmania - School of Economics and Finance
Downloads 28 (575,378)

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Economic Uncertainty, Economic Uncertainty Shocks, SVAR, Australian economy, Australian Industries

25.

The Sectorial Impact of Commodity Price Shocks in Australia

CAMA Working Paper No. 19/2014
Number of pages: 37 Posted: 19 Feb 2014 Last Revised: 20 Feb 2014
Stephen Knop and Joaquin Vespignani
University of Tasmania and University of Tasmania - School of Economics and Finance
Downloads 25 (594,275)
Citation 1

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Commodity prices, Commodity shocks, Australian economy

26.

Not All International Monetary Shocks are Alike for the Japanese Economy

CAMA Working Paper No. 14/2014
Number of pages: 37 Posted: 07 Feb 2014 Last Revised: 10 Feb 2014
Ronald A. Ratti and Joaquin Vespignani
Western Sydney University - Department of Economics & Finance and University of Tasmania - School of Economics and Finance
Downloads 19 (635,081)

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International Monetary shocks, Japanese economy, Oil/commodity prices, SVEC models

27.

Commodity Price Volatility, External Debt and Exchange Rate Regimes

CAMA Working Paper No. 110/2020
Number of pages: 34 Posted: 17 Dec 2020
Monoj Kumar Majumder, Mala Raghavan and Joaquin Vespignani
Sher-e-Bangla Agricultural University, University of Tasmania and University of Tasmania - School of Economics and Finance
Downloads 16 (656,344)

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Commodity price volatility, external debt, commodity-exporting countries, exchange rate regime

28.

Commodity Price Volatility, Fiscal Balance and Real Interest Rate

CAMA Working Paper No. 79/2020
Number of pages: 38 Posted: 03 Sep 2020
Monoj Kumar Majumder, Mala Raghavan and Joaquin Vespignani
Sher-e-Bangla Agricultural University, University of Tasmania and University of Tasmania - School of Economics and Finance
Downloads 16 (663,657)

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Commodity prices, commodity price volatility, fiscal balance, real interest rate