Marco Maria Sorge

Associate Professor

University of Salerno

Italy

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Marco Maria Sorge is an Associate Professor at the University of Salerno, Italy. His research interests encompass areas such as price uncertainty, risk dynamics in economic models, and the implications of asymmetric information in financial regulations. Recent publications include topics on DSGE models and the intersection of politics and housing market dynamics.

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2025

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2020

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2020

Collaborators (3)

Chetan Dave

University of Alberta

CANADA

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Marcello D'AMATO

Professor of Economic Policy

Università degli Studi Suor Orsola Benincasa

ITALY

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GIOVANNI ANGELINI

Senior Assistant Professor - RTDb

University of Bologna

ITALY

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Marco Maria Sorge

Research Interests

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About

Articles (19)

Price uncertainty and the heightening effect of background risk

Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models

Testing the Theory of the Firm Under Price and Background Risk: A Comment

Asymmetric Information and Multiple Equilibria in Rational Expectations Models: A Note

Fat‐tailed DSGE models: A survey and new results

Politics, Financial Regulation and Housing Bubbles

To Bequeath, or Not to Bequeath? On Labour Income Risk and Top Wealth Concentration

Left and right: a tale of two tails of the wealth distribution

Even imprudent risk lovers may engage in precautionary saving

Stochastic Ordering of Stationary Distributions of Linear Recurrences: Further Results and Economic Applications

Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks

Good Co(o)p or Bad Co(o)p? Redistribution Concerns and Competition in Credit Markets with Imperfect Information

Stabilizing Taylor rules and determinacy under unit root supply shocks: A re-examination

Equilibrium indeterminacy and sunspot tales

Persistent dynamics in (in)determinate equilibrium rational expectations models

Credit allocation in heterogeneous banking systems

Computing sunspot solutions to rational expectations models with timing restrictions

Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models

Sunspot-driven fat tails: A note

Collaborators (3)

Chetan Dave

Marcello D'AMATO

GIOVANNI ANGELINI

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