Publications

Barbaglia, Consoli, Manzan, Tiozzo Pezzoli, Tosetti (2025). Sentiment Analysis of Economic Text: A Lexicon-based Approach. Economic Inquiry.

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Barbaglia, Manzan, Tosetti (2025). Household Debt and Economic Growth in Europe. Macroeconomic Dynamics.

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Barbaglia, Consoli, Manzan (2024). Forecasting GDP in Europe with Textual Data. Journal of Applied Econometrics.

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Barbaglia, Consoli, Manzan (2023). Forecasting with Economic News. Journal of Business and Economic Statistics.

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Barbaglia, Manzan, Tosetti (2023). Forecasting Loan Default in Europe with Machine Learning. Journal of Financial Econometrics.

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Barbaglia, Frattarolo, Onorante, Pericoli, Ratto, Tiozzo Pezzoli (2022). Testing Big Data in a Big Crisis: Nowcasting under COVID-19. International Journal of Forecasting.

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Consoli, Barbaglia, Manzan (2022). Fine-Grained, Aspect-Based Sentiment Analysis on Economic and Financial Lexicon. Knowledge-Based Systems.

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Barbaglia, Croux, Wilms (2020). Volatility spillovers in commodity markets: A large t-vector autoregressive approach. In Energy Economics.

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Wilms, Barbaglia, Croux (2018). Multi-class vector autoregressive models for multi-store sales data. In Journal of the Royal Statistical Society, C.

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Barbaglia, Wilms, Croux (2016). Commodity dynamics: A sparse multi-class approach. In Energy Economics.

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