Piergiorgio Alessandri : Citation Profile


Are you Piergiorgio Alessandri?

Banca d'Italia

10

H index

11

i10 index

479

Citations

RESEARCH PRODUCTION:

11

Articles

32

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2000 - 2020). See details.
   Cites by year: 23
   Journals where Piergiorgio Alessandri has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 12 (2.44 %)

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   Permalink: http://citec.repec.org/pal407
   Updated: 2021-01-23    RAS profile: 2020-11-06    
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Relations with other researchers


Works with:

mumtaz, haroon (3)

Venditti, Fabrizio (2)

Conti, Antonio (2)

Bottero, Margherita (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Piergiorgio Alessandri.

Is cited by:

GUPTA, RANGAN (19)

Balcilar, Mehmet (8)

Kapadia, Sujit (7)

Altavilla, Carlo (7)

Wohar, Mark (7)

Memmel, Christoph (6)

Anand, Kartik (6)

Fève, Patrick (6)

Willison, Matthew (6)

Gersl, Adam (5)

Halaj, Grzegorz (5)

Cites to:

Drehmann, Mathias (17)

bloom, nicholas (12)

Shin, Hyun Song (11)

Peydro, Jose-Luis (11)

BORIO, Claudio (9)

Gertler, Mark (9)

Zakrajšek, Egon (9)

mumtaz, haroon (9)

Gilchrist, Simon (8)

Zaghini, Andrea (8)

Gambacorta, Leonardo (8)

Main data


Where Piergiorgio Alessandri has published?


Journals with more than one article published# docs
Review of Economic Dynamics2
Journal of Money, Credit and Banking2

Working Papers Series with more than one paper published# docs
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area7
Questioni di Economia e Finanza (Occasional Papers) / Bank of Italy, Economic Research and International Relations Area5

Recent works citing Piergiorgio Alessandri (2021 and 2020)


YearTitle of citing document
2020Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2020). Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-05.

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2020“Measuring and assessing economic uncertainty”. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003.

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2020Adapting lending policies when negative interest rates hit banks’ profits. (2018). Ongena, Steven ; Mayordomo, Sergio ; Garcia-Posada, Miguel ; MiguelGarcia-Posada, ; Arce, Oscar. In: Working Papers. RePEc:bde:wpaper:1832.

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2020The impact of TLTRO2 on the Italian credit market: some econometric evidence. (2020). Fantino, Davide ; Esposito, Lucia ; Sung, Yeji. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1264_20.

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2020Bridge Proxy-SVAR: estimating the macroeconomic effects of shocks identified at high-frequency. (2020). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1274_20.

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2020Stress testing in Latin America: A comparison of approaches and methodologies. (2020). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:108.

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2020Implications of negative interest rates for the net interest margin and lending of euro area banks. (2020). Klein, Melanie . In: BIS Working Papers. RePEc:bis:biswps:848.

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2020On the Time‐Varying Effects of Economic Policy Uncertainty on the US Economy. (2020). Schlosser, Alexander ; Pruser, Jan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:5:p:1217-1237.

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2020Unexpected Effects: Uncertainty, Unemployment, and Inflation. (2020). Freund, Lukas ; Rendahl, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2035.

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2020Uncertainty and Effectiveness of Monetary Policy: A Bayesian Markov Switching-VAR Analysis. (2020). Kamaiah, Bandi ; Nain, Zulquar. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:237-265.

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2020Increasing Business Uncertainty and Credit Conditions in Times of Low and High Uncertainty: Evidence from Firm-Level Survey Data. (2020). Henzel, Steffen ; Grimme, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8791.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2020Financial disruptions and heightened uncertainty: a case for timely policy action. (2020). Smadu, Andra ; Nalban, Valeriu. In: DNB Working Papers. RePEc:dnb:dnbwpp:687.

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2020A Structural Investigation of Quantitative Easing. (2020). Strobel, Felix ; Goy, Gavin ; Boehl, Gregor. In: DNB Working Papers. RePEc:dnb:dnbwpp:691.

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2020Bank funding costs and solvency. (2020). Pancaro, Cosimo ; Żochowski, Dawid ; Arnould, Guillaume. In: Working Paper Series. RePEc:ecb:ecbwps:20202356.

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2020Simulating fire sales in a system of banks and asset managers. (2020). Żochowski, Dawid ; Calimani, Susanna ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20202373.

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2020Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20202377.

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2020Macroprudential regulation and leakage to the shadow banking sector. (2020). Mazelis, Falk ; Gebauer, Stefan. In: Working Paper Series. RePEc:ecb:ecbwps:20202406.

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2020Do non-performing loans matter for bank lending and the business cycle in euro area countries?. (2020). Pancaro, Cosimo ; Moccero, Diego ; Martin, Reiner ; Huljak, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20202411.

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2020Global financial markets and oil price shocks in real time. (2020). Veronese, Giovanni ; Venditti, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20202472.

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2020The wage-price pass-through in the euro area: does the growth regime matter?. (2020). Hahn, Elke. In: Working Paper Series. RePEc:ecb:ecbwps:20202485.

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2020Interest rate risk and monetary policy normalisation in the euro area. (2020). Reghezza, Alessio ; Dacri, Costanza Rodriguez ; Molyneux, Philip ; Pancotto, Livia. In: Working Paper Series. RePEc:ecb:ecbwps:20202496.

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2020Investor ambiguity, systemic banking risk and economic activity: The case of too-big-to-fail. (2020). Trigeorgis, Lenos ; Driouchi, Tarik. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119919309332.

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2020Macro-uncertainty and financial stress spillovers in the Eurozone. (2020). Mikaliunaite, Ieva ; Cipollini, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:546-558.

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2020Monetary policy and systemic risk-taking in the euro area banking sector. (2020). Kabundi, Alain ; de Simone, Francisco Nadal . In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:736-758.

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2020Investor protection, regulation and bank risk-taking behavior. (2020). Teixeira, Joao ; Mario, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304546.

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2020Does the credit supply shock have asymmetric effects on macroeconomic variables?. (2020). Paccagnini, Alessia ; Colombo, Valentina. In: Economics Letters. RePEc:eee:ecolet:v:188:y:2020:i:c:s0165176520300100.

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2020The market rank indicator to detect financial distress. (2020). Uberti, Pierpaolo ; Maggi, Mario ; Figini, Silvia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:63-73.

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2020Off the radar: Factors behind the growth of shadow banking in Europe. (2020). Melecky, Ales ; Hodula, Martin ; MacHacek, Martin . In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:3:s0939362520301369.

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2020Liquidity and capital in bank lending: Evidence from European banks. (2020). Thornton, John ; di Tommaso, Caterina. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612318305282.

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2020Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis. (2020). de Simone, Francisco Nadal ; Jin, Xisong. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300486.

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2020Economic uncertainty and bank risk: Evidence from emerging economies. (2020). Jeon, Bang ; Chen, Minghua ; Yao, Yao ; Wu, JI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:68:y:2020:i:c:s1042443120301268.

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2020Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy. (2020). Zaman, Saeed ; Tallman, Ellis W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:373-398.

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2020Breaking the Bank? A Probabilistic Assessment of Euro Area Bank Profitability. (2020). Mitra, Srobona ; Malik, Sheheryar ; Elekdag, Selim. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s0378426620302119.

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2020Excess liquidity and net interest margins: Evidence from Vietnamese banks. (2020). Nguyen, Thai ; Thu, Tra Thi ; Vu, Thai. In: Journal of Economics and Business. RePEc:eee:jebusi:v:110:y:2020:i:c:s0148619519301304.

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2020Risky bank guarantees. (2020). Sarno, Lucio ; Mäkinen, Taneli ; Zinna, Gabriele ; Makinen, Taneli. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:490-522.

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2020Credit intermediation and the transmission of macro-financial uncertainty: International evidence. (2020). Gächter, Martin ; Stockl, Sebastian ; Geiger, Martin ; Gachter, Martin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300826.

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2020Risk, asset pricing and monetary policy transmission in Europe: Evidence from a threshold-VAR approach. (2020). Schmidt, Jorg. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301911.

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2020The international effects of global financial uncertainty shocks. (2020). Ricci, Martino ; Bonciani, Dario. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301923.

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2020Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks. (2020). Kanazawa, Nobuyuki. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301361.

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2020Mending the broken link: Heterogeneous bank lending rates and monetary policy pass-through. (2020). Altavilla, Carlo ; Carlo Altavilla , ; Ciccarelli, Matteo ; Canova, Fabio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:110:y:2020:i:c:p:81-98.

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2020The impact of the Basel III liquidity ratios on banks: Evidence from a simulation study. (2020). Kuhn, Andre ; Grundke, Peter. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:167-190.

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2020Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty. (2020). GUPTA, RANGAN ; Christou, Christina. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:243-248.

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2020Asymmetric Responses of Consumer Spending to Energy Prices: A Threshold VAR Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88169.

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2020Non-Performing loans, financial stability, and banking competition: evidence for listed and non-listed Eurozone banks. (2020). Mansilla-Fernandez, Jose Manuel. In: Hacienda Pública Española / Review of Public Economics. RePEc:hpe:journl:y:2020:v:232:i:1:p:29-52.

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2020The Implications of Economic Uncertainty for Bank Loan Portfolios. (2020). Mohapatra, Sanket ; Purohit, Siddharth M. In: IIMA Working Papers. RePEc:iim:iimawp:14636.

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2020Measuring and assessing economic uncertainty. (2020). Claveria, Oscar. In: IREA Working Papers. RePEc:ira:wpaper:202011.

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2020The triple (T3) dimension of systemic risk: identifying systemically important banks in Eurozone Abstract: The systemic importance of a financial institution is generally assessed by the effect on the. (2020). Lamouchi, Ali ; Derbali, Abdelkader. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2020:v:11:p:87-122.

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2020Proper measures of connectedness. (2020). Uberti, Pierpaolo ; Torrente, Maria-Laura ; Maggi, Mario. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:4:d:10.1007_s10436-020-00363-3.

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2020Quantifying uncertainty and identifying its impacts on the Turkish economy. (2020). CEVIK, SAYGIN ; Cosar, Evren Erdogan ; Sahinoz, Saygin. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:2:d:10.1007_s10663-018-9424-8.

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2020Cross-Border Regulatory Spillovers and Macroprudential Policy Coordination. (2020). Pereira da Silva, Luiz Awazu ; Jackson, Timothy P ; Agenor, Pierre-Richard. In: Working Papers. RePEc:liv:livedp:202028.

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2020Interest Rates and the Design of Financial Contracts. (2020). Schwert, Michael ; Roberts, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:27195.

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2020Macroprudential Policy, Monetary Policy and the Bank Interest Rate Margin. (2020). Noel, Dennison ; Karim, Dilruba ; Davis, Philip E. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:515.

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2020Global Flight-to-Safety Shocks. (2020). Ahmed, Rashad. In: MPRA Paper. RePEc:pra:mprapa:103501.

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2020Measuring the effects of U.S. uncertainty and monetary conditions on EMEs macroeconomic dynamics. (2020). Trecroci, Carmine ; Rivolta, Giulia. In: MPRA Paper. RePEc:pra:mprapa:99403.

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2020The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes. (2020). Kisten, Theshne ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:202046.

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2020A Liquidity Risk Stress-Testing Framework with Basel Liquidity Standards. (2020). Rusnák, Marek ; Komarkova, Zlatue ; Hejlova, Hana. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2020:y:2020:i:3:id:732:p:251-273.

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2020Uncertainty Shocks and Business Cycle Research. (). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo. In: Review of Economic Dynamics. RePEc:red:issued:20-250.

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2020Global effects of US uncertainty: real and financial shocks on real and financial markets. (2020). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Working papers. RePEc:rie:riecdt:69.

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2020How Banks Respond to NPLs? Evidence from the Euro Area. (2019). Marino, Immacolata ; Bruno, Brunella . In: CSEF Working Papers. RePEc:sef:csefwp:513.

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2020Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time. (2020). Kaufmann, Sylvia ; Hauri, Simona ; Gubler, Matthias ; Beutler, Toni. In: Working Papers. RePEc:snb:snbwpa:2020-12.

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2020Exploring BIS credit-to-GDP gap critiques: the Swiss case. (2020). Riederer, Stéphane ; Nyffeler, Reto ; Jokipii, Terhi. In: Working Papers. RePEc:snb:snbwpa:2020-19.

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2020Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time. (2020). Kaufmann, Sylvia ; Hauri, Simona ; Gubler, Matthias ; Beutler, Toni. In: Working Papers. RePEc:szg:worpap:2004.

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2020Labor Market and Financial Shocks: A Time‐Varying Analysis. (2020). Landi, Valerio Nispi ; Corsello, Francesco. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:4:p:777-801.

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2020Implications of negative interest rates for the net interest margin and lending of euro area banks. (2020). Klein, Melanie. In: Discussion Papers. RePEc:zbw:bubdps:102020.

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2020The impact of uncertainty and certainty shocks. (2020). Schuler, Yves S. In: Discussion Papers. RePEc:zbw:bubdps:142020.

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2020Does the Current State of the Business Cycle matter for Real-Time Forecasting? A Mixed-Frequency Threshold VAR approach.. (2020). Heinrich, Markus. In: EconStor Preprints. RePEc:zbw:esprep:219312.

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2020A structural investigation of quantitative easing. (2020). Strobel, Felix ; Goy, Gavin ; Bohl, Gregor. In: IMFS Working Paper Series. RePEc:zbw:imfswp:142.

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Works by Piergiorgio Alessandri:


YearTitleTypeCited
2014Financial regimes and uncertainty shocks In: BCAM Working Papers.
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paper58
2019Financial regimes and uncertainty shocks.(2019) In: Journal of Monetary Economics.
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2014Financial Regimes and Uncertainty Shocks.(2014) In: Working Papers.
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2014Financial Regimes and Uncertainty Shocks.(2014) In: Working Papers.
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2016The Financial Stability Dark Side of Monetary Policy In: BCAM Working Papers.
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paper4
2017The financial stability dark side of monetary policy.(2017) In: Temi di discussione (Economic working papers).
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2017Bank lending in uncertain times In: BCAM Working Papers.
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2017Bank lending in uncertain times.(2017) In: Temi di discussione (Economic working papers).
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2020Bank lending in uncertain times.(2020) In: European Economic Review.
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2004Aggregate Consumption and the Stock Market: Should We Worry about Non-linear Wealth Effects? In: Birkbeck Working Papers in Economics and Finance.
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paper0
2015Tracking banks systemic importance before and after the crisis In: Questioni di Economia e Finanza (Occasional Papers).
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paper2
2015Tracking Banks’ Systemic Importance Before and After the Crisis.(2015) In: International Finance.
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2015A note on the implementation of the countercyclical capital buffer in Italy In: Questioni di Economia e Finanza (Occasional Papers).
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paper10
2015Prudential policy at times of stagnation: a view from the trenches In: Questioni di Economia e Finanza (Occasional Papers).
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paper3
2017Non-performing loans and the supply of bank credit: evidence from Italy In: Questioni di Economia e Finanza (Occasional Papers).
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paper10
2020Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps In: Questioni di Economia e Finanza (Occasional Papers).
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2019Financial Conditions and Growth at Risk in Italy In: Temi di discussione (Economic working papers).
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2020Uncertainty matters: evidence from a high-frequency identification strategy In: Temi di discussione (Economic working papers).
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2013Shadow banks and macroeconomic instability In: Temi di discussione (Economic working papers).
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2014Shadow banks and macroeconomic instability.(2014) In: Bank of England working papers.
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2013Shadow banks and macroeconomic instability.(2013) In: CAMA Working Papers.
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2017Shadow Banks and Macroeconomic Instability.(2017) In: Journal of Money, Credit and Banking.
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2014Simple banking: profitability and the yield curve In: Temi di discussione (Economic working papers).
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2012Simple banking: profitability and the yield curve.(2012) In: Bank of England working papers.
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2015Simple Banking: Profitability and the Yield Curve.(2015) In: Journal of Money, Credit and Banking.
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2014Financial indicators and density forecasts for US output and inflation In: Temi di discussione (Economic working papers).
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2008Miller and Modigliani, Predictive Return Regressions and Cointegration* In: Oxford Bulletin of Economics and Statistics.
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2009Funding liquidity risk in a quantitative model of systemic stability In: Bank of England working papers.
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2011Funding Liquidity Risk in a Quantitative Model of Systemic Stability.(2011) In: Central Banking, Analysis, and Economic Policies Book Series.
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2009Funding Liquidity Risk in a Quantitative Model of Systemic Stability.(2009) In: Working Papers Central Bank of Chile.
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2010An economic capital model integrating credit and interest rate risk in the banking book In: Bank of England working papers.
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2009An economic capital model integrating credit and interest rate risk in the banking book.(2009) In: Working Paper Series.
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2010An economic capital model integrating credit and interest rate risk in the banking book.(2010) In: Journal of Banking & Finance.
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2013Financial conditions and density forecasts for US Output and inflation In: Joint Research Papers.
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2014Financial conditions and density forecasts for US output and inflation.(2014) In: CReMFi Discussion Papers.
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2014Financial Conditions and Density Forecasts for US Output and Inflation.(2014) In: Working Papers.
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2014Financial Conditions and Density Forecasts for US Output and Inflation.(2014) In: Working Papers.
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2017Financial conditions and density forecasts for US output and inflation.(2017) In: Review of Economic Dynamics.
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2000European and Euro-meditterranean Agreements: same simulation analysis on the effects of the EU trade policy In: KITeS Working Papers.
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2009Towards a Framework for Quantifying Systemic Stability In: International Journal of Central Banking.
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2006Bubbles and fads in the stock market: another look at the experience of the US In: International Journal of Finance & Economics.
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2017Online Appendix to Financial conditions and density forecasts for US output and inflation In: Online Appendices.
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2017Financial conditions and density forecasts for US output and inflation.(2017) In: Review of Economic Dynamics.
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2014Everything you always wanted to know about systemic importance (but were afraid to ask) In: CFS Working Paper Series.
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paper1

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