Associate Professor of Empirical Macroeconomics
Department of Economics,
Erasmus School of Economics
Erasmus University Rotterdam, PO Box 1738
3000 DR Rotterdam, the Netherlands
Tel.: +31 (0)10 408 12 56
Fax: +31 (0)10 408 91 61
Pozzi, L. Does the consumption-income ratio predict returns on wealth? Long-run evidence for industrial economies. In progress
Pozzi, L., and Sadaba, B. Macroeconomic disasters and forward-looking consumers: historical evidence and evidence from the Covid-19 pandemic. Draft
Gardberg, M., and Pozzi, L. Aggregate consumption and wealth in the long run: the impact of financial liberalization. Draft (R&R, JAE)
Everaert, G., and Pozzi, L. (2021). Encompassing measures of international consumption risk sharing and their link with trade and financial globalization. Draft
Journal of Applied Econometrics, forthcoming.
Berger, T., Everaert, G., and Pozzi, L. (2021). Testing for international business cycles: a multilevel factor model with stochastic factor selection. Draft
Journal of Economic Dynamics and Control, forthcoming.
Pozzi, L. and Sadaba, B. (2020). Detecting scapegoat effects in the relationship between exchange rates and macroeconomic fundamentals: a new approach.
Macroeconomic Dynamics, 24(4), 951-994.
Everaert G., Pozzi, L., and Schoonackers, R. (2017). On the stability of the excess sensitivity of aggregate consumption growth in the US.
Journal of Applied Econometrics, 32(4), 819-840.
Adema, Y., and Pozzi, L. (2015). Business cycle fluctuations and household saving in OECD countries: a panel data analysis.
European Economic Review, 79, 214-233.
Pozzi, L. (2015). The time-varying volatility of earnings and aggregate consumption growth.
Journal of Money, Credit and Banking, 47(4), 551-580.
Everaert, G., and Pozzi, L. (2014). The predictability of aggregate consumption growth in OECD countries: a panel data analysis.
Journal of Applied Econometrics, 29(3), 431-453.
Berger, T., and Pozzi, L. (2013). Measuring time-varying financial market integration: an unobserved components approach.
Journal of Banking and Finance, 37(2), 463-473.
Pozzi, L., and Wolswijk, G. (2012). The time-varying integration of euro area government bond markets.
Pozzi, L. (2010). Idiosyncratic labour income risk and aggregate consumption: an unobserved component approach.
Journal of Macroeconomics, 32(1), 169-184.
Peersman, G., and Pozzi, L. (2008). Business cycle fluctuations and excess sensitivity of private consumption.
Economica, 75, 514-523.
Heylen, F., and Pozzi, L. (2007). Crises and human capital accumulation.
Canadian Journal of Economics, 40(4), 1261-1285.
Pozzi, L., and Malengier, G. (2007). Certainty equivalence and excess sensitivity of private consumption.
Journal of Money, Credit and Banking, 39(7), 1839-1848.
Everaert, G., and Pozzi, L. (2007). Bootstrap based bias correction for dynamic panels.
Journal of Economic Dynamics and Control, 31, 1160-1184.
Pozzi, L. (2006). Ricardian Equivalence under imperfect information.
Journal of Public Economics, 90, 2009-2026.
Pozzi, L., Heylen, F., and Dossche, M. (2004). Government debt and excess sensitivity of private consumption: estimates from OECD countries.
Economic Inquiry, 42(4), 618-633.
Pozzi, L. (2003). Tax discounting in a high debt economy.
Oxford Bulletin of Economics and Statistics, 65(3), 261-282.
Pozzi, L. (2003). The coefficient of relative risk aversion: a Monte Carlo study investigating small sample estimator problems.
Economic Modelling, 20(5), 923-940.
Everaert, G. and Pozzi, L. Time-varying stock market integration and institutions in Europe: a Bayesian dynamic factor analysis. Draft
Pozzi, L. and Sadaba, B. Systemic regime switching in euro area government bond yield spreads: the impact of the financial crisis. Draft
Macroeconomics (Bachelor course)
Advanced Macroeconomics (Master course)
Applied Macroeconometrics (PhD course, Tinbergen Institute)