Professor Lorenza Rossi
Chair in MacroeconomicsResearch Overview
I am Professor, Chair in Macroeconomics and Research Director of the Department of Economics (LUMS).
PhD. University of Rome "Tor Vergata".
I have published widely in the field of macroeconomics, monetary economics and firm dynamics, including papers in the Journal of Monetary Economics, the Economic Journal, the Journal of Money Credit and Banking, the European Economic Review, the Journal of Economic Dynamics and Control, the Review of Economic Dynamics, Macroeconomic Dynamics, Economic Letters.
I am currently working with models with firm heterogeneity and dynamics to study the role of uncertainty and changes in inflation expectations at business cycle frequencies. I am an applied theoretical macroeconomist, with interests in theoretical model and empirical VAR analysis.
Associate Editor: Journal of Macroeconomics and of the Italian Economic Journal
Member of the Scientific Commitee: Italian Parliamentary Budget Office, T2M, Macroeconomics Dynamics
To visit my Personal Webpage go to:
https://sites.google.com/view/lorenza-rossi/home-page
Personal webpage: https://sites.google.com/view/lorenza-rossi/home-page
PhD Supervision Interests
Interested in supervising students who wish to work on Macroeconomics, DSGE models with Monetary and Fiscal Policy, Uncertainty Shocks, Models with Endogenous Uncertainty. SVAR analysis, estimation of DSGE models. Model with Firm Dynamics and Firm Heterogeneity. Models with Financial Market and Labour market frictions Further info: https://sites.google.com/view/lorenza-rossi/home-page
Selected Publications
Asymmetries in Monetary Policy
Benigno, P., Rossi, L. 30/11/2021 In: European Economic Review. 140
Journal article
The overshooting of firms’ destruction, banks and productivity shocks
Rossi, L. 30/04/2019 In: European Economic Review. 113, p. 136-155. 20 p.
Journal article
Are uncertainty shocks aggregate demand shocks?
Fasani, S., Rossi, L. 30/06/2018 In: Economics Letters. 167, p. 142-146. 5 p.
Journal article
Trend Inflation and Firms Price-Setting: Rotemberg Versus Calvo
Ascari, G., Rossi, L. 30/09/2012 In: Economic Journal. 122, 563, p. 1115-1141. 27 p.
Journal article
New-Keynesian Phillips curve with Bertrand competition and endogenous entry
Etro, F., Rossi, L. 28/02/2015 In: Journal of Economic Dynamics and Control. 51, p. 318-340. 23 p.
Journal article
Monetary Policy and Automatic Stabilizers: The Role of Progressive Taxation
Mattesini, F., Rossi, L. 31/08/2012 In: Journal of Money, Credit and Banking. 44, 5, p. 825-862. 38 p.
Journal article
Optimal monetary policy in economies with dual labor markets
Mattesini, F., Rossi, L. 31/07/2009 In: Journal of Economic Dynamics and Control. 33, 7, p. 1469-1489. 21 p.
Journal article
Calvo vs. Rotemberg in a trend inflation world: An empirical investigation
Ascari, G., Castelnuovo, E., Rossi, L. 30/11/2011 In: Journal of Economic Dynamics and Control. 35, 11, p. 1852-1867. 16 p.
Journal article
Firms' endogenous entry and monopolistic banking in a DSGE model
La Croce, C., Rossi, L. 30/01/2018 In: Macroeconomic Dynamics. 22, 1, p. 153-171. 19 p.
Journal article
Firm Dynamics, Endogenous Markups, and the Labor Share of Income
Colciago, A., Rossi, L. 30/09/2015 In: Macroeconomic Dynamics. 19, 6, p. 1309-1331. 23 p.
Journal article
Temporal disaggregation of business dynamics: New evidence for U.S. economy
Rossi, L., Zanetti Chini, E. 30/09/2021 In: Journal of Macroeconomics. 69, 16 p.
Journal article
Determinacy analysis in high order dynamic systems: The case of nominal rigidities and limited asset market participation
Ascari, G., Colciago, A., Rossi, L. 31/10/2017 In: Economics Letters. 159, p. 82-87. 6 p.
Journal article
Inflation bias and markup shocks in a LAMP model with strategic interaction of monetary and fiscal policy
Albonico, A., Rossi, L. 30/06/2017 In: Journal of Macroeconomics. 52, p. 39-55. 17 p.
Journal article
LIMITED ASSET MARKET PARTICIPATION, STICKY WAGES, AND MONETARY POLICY
Ascari, G., Colciago, A., Rossi, L. 30/04/2017 In: Economic Inquiry. 55, 2, p. 878-897. 20 p.
Journal article
Optimal monetary policy under Calvo pricing with Bertrand competition
Etro, F., Rossi, L. 30/09/2015 In: Journal of Macroeconomics. 45, p. 423-440. 18 p.
Journal article
Policy Games, Distributional Conflicts, and the Optimal Inflation
Albonico, A., Rossi, L. 30/09/2015 In: Macroeconomic Dynamics. 19, 6, p. 1261-1293. 33 p.
Journal article
Taylor rules, long-run growth and real uncertainty
Annicchiarico, B., Rossi, L. 31/08/2015 In: Economics Letters. 133, p. 31-34. 4 p.
Journal article
Optimal monetary policy in a New Keynesian model with endogenous growth
Annicchiarico, B., Rossi, L. 31/12/2013 In: Journal of Macroeconomics. 38, Part B, p. 274-285. 12 p.
Journal article
Union power, collective bargaining, and optimal monetary policy
Faia, E., Rossi, L. 31/01/2013 In: Economic Inquiry. 51, 1, p. 408-427. 20 p.
Journal article
Endogenous growth, monetary shocks and nominal rigidities
Annicchiarico, B., Pelloni, A., Rossi, L. 30/11/2011 In: Economics Letters. 113, 2, p. 103-107. 5 p.
Journal article
Real wage rigidities and disinflation dynamics: Calvo vs. Rotemberg pricing
Ascari, G., Rossi, L. 28/02/2011 In: Economics Letters. 110, 2, p. 126-131. 6 p.
Journal article
Monetary policy, rule-of-thumb consumers and external habits: A G7 comparison
Di Bartolomeo, G., Rossi, L., Tancioni, M. 2011 In: Applied Economics. 43, 21, p. 2721-2738. 18 p.
Journal article
Productivity shocks and optimal monetary policy in a unionized labor market economy
Mattesini, F., Rossi, L. 30/09/2008 In: Manchester School. 76, 5, p. 578-611. 34 p.
Journal article
All Publications
Extreme Weather Event and Ethiopian Manufacturing: TFP Analysis, Transmission Channels, and Firms Adaptation (Wondatir Gebre)
01/05/2024 → 31/10/2025
Research
Elsevier (Publisher)
Editorial activity
Joint Spring Conference 2024 – Structural Changes and the Implications for Inflation
Participation in conference - Public
Spring School on: Inference in Macro models. From Big data to Structural VAR
Participation in workshop, seminar, course
ETM - Lancaster 2024, Workshop on Empirical and Theoretical Macroeconomics
Participation in workshop, seminar, course
ETM - Lancaster 2024, Workshop on Empirical and Theoretical Macroeconomics
Participation in workshop, seminar, course
Nonlinearities with de-anchored inflation expectations. Invited Speaker at the seminar series of the Bank of Italy
Participation in workshop, seminar, course
University of York Seminar Series
Participation in workshop, seminar, course
CMA - Durham Workshop on: “Innovation, business dynamism and market power
Participation in workshop, seminar, course
CFCM SeminarUniversity of Nottingham
Participation in workshop, seminar, course
Workshop on EXPECTATIONS IN DYNAMIC MACROECONOMIC MODELS, during the BSE Summer Forum - Barcelona.
Participation in workshop, seminar, course
Theory and Methods in Macroeconomics Conference
Participation in conference -Mixed Audience
Workshop
Participation in conference - Academic
Italian Economic Journal (Journal)
Editorial activity
Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
- Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
- Economics Research Group
- Macroeconomics and Financial Markets