Sara Boni

Sara Boni
  • Master of Science
  • PhD Student at Free University of Bozen-Bolzano

I am a PhD Candidate in the area of macro-finance at the Free University of Bozen-Bolzano.

About

3
Publications
81
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Introduction
My research stretches on the area of macro-finance, with a focus on financial times series analysis, financial econometrics, and applied macroeconomics.
Current institution
Free University of Bozen-Bolzano
Current position
  • PhD Student

Publications

Publications (3)
Preprint
Full-text available
This paper proposes a non-parametric test for Granger causality in quantiles to detect causal-ity from a high-frequency driver to a low-frequency target. In an economic application, we examine Granger causality between inflation, as a low-frequency macroeconomic variable, and a selection of commodity futures, including gold, oil, and corn, as high-...
Conference Paper
This paper aims to analyze unemployment-generating supply shocks. It proposes a structural vector autoregressive model estimated via a newly assembled identification scheme that relies on a minimum set of sign restrictions dictated by economic theory and recent market developments. We show that unemployment-generating supply shocks coexist with sta...