Sara Boni- Master of Science
- PhD Student at Free University of Bozen-Bolzano
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
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Publications
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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
Publications
Publications (3)
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-...
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...
