7
H index
7
i10 index
259
Citations
Banca d'Italia | 7 H index 7 i10 index 259 Citations RESEARCH PRODUCTION: 9 Articles 12 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alessio Anzuini. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Empirical Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area | 10 |
Year | Title of citing document |
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2021 | A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks. (2021). Salisu, Afees ; Aor, Raymond ; Okpe, Isah J. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:89-114. Full description at Econpapers || Download paper |
2022 | Macroeconomic performance of oil price shocks in Russia. (2022). Tiron, Kristina ; Zeynalov, Ayaz. In: Papers. RePEc:arx:papers:2211.04954. Full description at Econpapers || Download paper |
2022 | Financial cycle, business cycle, and policy uncertainty in India: An empirical investigation. (2022). Kamaiah, Bandi ; Bhandari, Avishek ; Paramanik, Rajendra N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:825-837. Full description at Econpapers || Download paper |
2021 | U.S. Monetary Policy and Commodity Prices: A SVECM Approach. (2021). Siami-Namini, Sima ; Siaminamini, Sima. In: Economic Papers. RePEc:bla:econpa:v:40:y:2021:i:4:p:288-312. Full description at Econpapers || Download paper |
2021 | The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil. (2021). Cross, Jamie ; Tran, Trung Duc ; Nguyen, Bao H. In: Working Papers. RePEc:bny:wpaper:0102. Full description at Econpapers || Download paper |
2021 | THE CHARACTERISTICS OF INTEREST RATE CHANNEL IN CENTRAL AND EAST EUROPE. (2021). Monica-Ionelia, Margarit. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2021:v:1:p:324-332. Full description at Econpapers || Download paper |
2022 | USING THE BAYESIAN VAR IN MONETARY POLICY ANALYSIS: A LITERATURE REVIEW. (2022). Monica-Ionelia, Margarit. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2022:v:1:p:212-216. Full description at Econpapers || Download paper |
2022 | Trading with the Informed and against the Uninformed: Flows and Positioning in the Global Currency Market. (2022). Melvin, Michael ; Giovanardi, Davide ; Franolic, Rob ; Barrios, Aldo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9921. Full description at Econpapers || Download paper |
2021 | World Interest Rates and Macroeconomic Adjustments in Developing Commodity Producing Countries. (2021). Bodart, Vincent ; Courtoy, Franois ; Perego, Erica. In: Working Papers. RePEc:cii:cepidt:2021-01. Full description at Econpapers || Download paper |
2021 | World interest rates and macroeconomic adjustments in developing commodity producing countries. (2021). Courtoy, Franois ; Bodart, Vincent ; Perego, Erica. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021002. Full description at Econpapers || Download paper |
2021 | A model of dynamic tail dependence between crude oil prices and exchange rates. (2021). Ye, Wuyi ; Guo, Ranran. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001534. Full description at Econpapers || Download paper |
2022 | Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model. (2022). Hambuckers, J ; Ulm, M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:125-148. Full description at Econpapers || Download paper |
2021 | The macro effects of GPR and EPU indexes over the global oil market—Are the two types of uncertainty shock alike?. (2021). Zhu, Zixiang ; Gu, Xin ; Yu, Minli. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002930. Full description at Econpapers || Download paper |
2021 | The time-varying responses of financial intermediation and inflation to oil supply and demand shocks in the US: Evidence from Bayesian TVP-SVAR-SV approach. (2021). SAADAOUI, Zied ; Boufateh, Talel. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321004126. Full description at Econpapers || Download paper |
2022 | The importance of uranium prices and structural shocks: Some implications for Greenland. (2022). Arnaut, Javier L. In: Energy Policy. RePEc:eee:enepol:v:161:y:2022:i:c:s0301421521006236. Full description at Econpapers || Download paper |
2022 | Does previous carry trade position affect following investors decision-making and carry returns?. (2022). Li, BO ; Chen, SU ; Zhang, Ziyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s105752192200031x. Full description at Econpapers || Download paper |
2022 | Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors. (2022). Downing, Gareth ; Semeyutin, Artur. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000503. Full description at Econpapers || Download paper |
2022 | Relationship between the news-based categorical economic policy uncertainty and US GDP: A mixed-frequency Granger-causality analysis. (2022). Pan, Zhigang ; Wang, LU ; Xu, Pengfei ; Hong, Yanran. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002641. Full description at Econpapers || Download paper |
2021 | Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2021). Baumeister, Christiane ; Hamilton, James D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000541. Full description at Econpapers || Download paper |
2022 | Oil prices, exchange rates and interest rates. (2022). Kilian, Lutz ; Zhou, Xiaoqing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000821. Full description at Econpapers || Download paper |
2022 | Prime money market funds regulation, global liquidity, and the crude oil market. (2022). Kellard, Neil ; Banti, Chiara ; Ivan, Miruna-Daniela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000742. Full description at Econpapers || Download paper |
2021 | Economic uncertainty shocks and Chinas commodity futures returns: A time-varying perspective. (2021). Yang, MO ; Hu, Yingyi ; Yi, Heling ; Lyu, Yongjian. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720310072. Full description at Econpapers || Download paper |
2021 | How the fiscal and monetary policy uncertainty of China respond to global oil price volatility: A multi-regime-on-scale approach. (2021). Cheng, Sheng ; Jiang, Qisheng. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001355. Full description at Econpapers || Download paper |
2021 | The dynamic effects of international oil price shocks on economic fluctuation. (2021). Zhang, Wei ; Xiong, Xiong ; Liu, Jian-Min ; Gong, Xiao-Li. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003147. Full description at Econpapers || Download paper |
2022 | Supply shocks and monetary policy responses in emerging economies. (2022). Ojeda-Joya, Jair ; Ocampo, Jose Antonio. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:4:s2666143822000254. Full description at Econpapers || Download paper |
2022 | Time-varying monetary policy shocks and the dynamics of Chinese commodity prices. (2022). Yang, MO ; Cao, Jin ; Yi, Heling ; Lyu, Yongjian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001317. Full description at Econpapers || Download paper |
2021 | Publication bias in the price effects of monetary policy: A meta-regression analysis for emerging and developing economies. (2021). Bergeijk, Peter ; PEter, ; Papyrakis, Elissaios ; Lan, Thi Mai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:567-583. Full description at Econpapers || Download paper |
2022 | Oil price shocks and yield curve dynamics in emerging markets. (2022). GUPTA, RANGAN ; Lucey, Brian ; Karahan, Cenk C ; Cepni, Oguzhan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:613-623. Full description at Econpapers || Download paper |
2022 | Does the SDR stabilize investing in commodities?. (2022). Xu, Yang ; Han, Liyan ; Jin, Jiayu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:81:y:2022:i:c:p:160-172. Full description at Econpapers || Download paper |
2022 | A weekly structural VAR model of the US crude oil market. (2022). , Matteomanera ; Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Working Papers. RePEc:fem:femwpa:2022.11. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2021 | Effects of Expansionary Monetary Policy on Agricultural Commodities Market. (2021). Henrique, Eduardo Aguiar ; Ermakova, Klara. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:16:p:9317-:d:617580. Full description at Econpapers || Download paper |
2021 | The Heterogeneous Public Debt–Growth Relationship: The Role of the Expenditure Multiplier. (2021). Garsviene, Lina ; Cibulskiene, Diana ; Butkus, Mindaugas ; Seputiene, Janina. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:9:p:4602-:d:540091. Full description at Econpapers || Download paper |
2022 | Transmission mechanisms of conventional and unconventional monetary policies in open economies. (2022). Hajdukovic, Ivan. In: Post-Print. RePEc:hal:journl:hal-03912666. Full description at Econpapers || Download paper |
2022 | Transmission mechanisms of conventional and unconventional monetary policies in open economies. (2022). Hajdukovic, Ivan. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:19:y:2022:i:3:d:10.1007_s10368-021-00527-0. Full description at Econpapers || Download paper |
2022 | Oil price shocks and global liquidity: macroeconomic effects on the Brazilian real. (2022). Mattos, Leonardo Bornacki ; da Silva, Rodrigo. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:19:y:2022:i:4:d:10.1007_s10368-022-00532-x. Full description at Econpapers || Download paper |
2021 | The Effects of Different Types of Oil Price Shocks on Industrial PPI: Evidence from 36 Sub-industries in China. (2021). Zhu, Xuehong ; Chen, Jinyu. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:57:y:2021:i:12:p:3411-3434. Full description at Econpapers || Download paper |
2022 | Uncertainty Before and During COVID-19: A Survey. (2022). Castelnuovo, Efrem. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0279. Full description at Econpapers || Download paper |
2022 | Role of Uncertainty in Debt-Growth Nexus. (2022). Seputiene, Janina ; Garsviene, Lina ; Cibulskiene, Diana ; Butkus, Mindaugas. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2022:y:2022:i:1:id:790:p:58-78. Full description at Econpapers || Download paper |
2022 | Effects of Fiscal Policy Uncertainty on Turkish Economy. (2022). Tosunoglu, Sebnem ; Kasal, Suleyman. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2022:y:2022:i:6:id:811:p:538-566. Full description at Econpapers || Download paper |
2022 | ECB monetary policy and commodity prices. (2022). , Evenkoenda ; Aliev, Shahriyar ; Koenda, Even. In: FFA Working Papers. RePEc:prg:jnlwps:v:4:y:2022:id:4.008. Full description at Econpapers || Download paper |
2022 | Transmission of U.S. Monetary Policy to Commodity Exporters and Importers. (). Kim, Myunghyun. In: Review of Economic Dynamics. RePEc:red:issued:19-14. Full description at Econpapers || Download paper |
2021 | The impact of macroeconomic and oil shocks on India’s non-ferrous metal prices: A structural-VAR approach. (2021). Mishra, Aswini Kumar ; Kakade, Kshitij Abhay. In: Applied Econometrics. RePEc:ris:apltrx:0425. Full description at Econpapers || Download paper |
2022 | Analysis of long-term prices of micronutrient-dense and starchy staple foods in developing countries. (2022). Ling, Yee Khor ; Zeller, Manfred ; Alioma, Richard. In: Agricultural and Food Economics. RePEc:spr:agfoec:v:10:y:2022:i:1:d:10.1186_s40100-022-00232-9. Full description at Econpapers || Download paper |
2021 | Interactions among macroeconomic policies, the energy market and environmental quality. (2021). Hajdukovic, Ivan. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:23:y:2021:i:4:d:10.1007_s10018-021-00305-x. Full description at Econpapers || Download paper |
2021 | Asymmetry in food price responses to monetary policy: a quantile regression approach. (2021). Iddrisu, Abdul-Aziz ; ALAGIDEDE, IMHOTEP. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:3:d:10.1007_s43546-021-00056-7. Full description at Econpapers || Download paper |
2022 | The asymmetric impacts of oil price and shocks on inflation in BRICS: a multiple threshold nonlinear ARDL model. (2022). Guo, Junjie ; Li, Youshu. In: Applied Economics. RePEc:taf:applec:v:54:y:2022:i:12:p:1377-1395. Full description at Econpapers || Download paper |
2021 | The response of precious metal futures markets to unconventional monetary surprises in the presence of uncertainty. (2021). Chebbi, Tarek. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1897-1916. Full description at Econpapers || Download paper |
2021 | Measuring global economic activity. (2021). Hamilton, James D. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:3:p:293-303. Full description at Econpapers || Download paper |
2022 | The role of precautionary and speculative demand in the global market for crude oil. (2022). Tran, Trung Duc ; Nguyen, Bao H ; Cross, Jamie L. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:5:p:882-895. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2016 | Determinants of the movements in the euro-dollar exchange rate during the sovereign debt crisis In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 1 |
2016 | Carry trades and exchange rate volatility: a TVAR approach In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 0 |
2017 | Fiscal policy uncertainty and the business cycle: time series evidence from Italy In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 12 |
2020 | Fiscal policy uncertainty and the business cycle: Time series evidence from Italy.(2020) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2018 | Fiscal policy in the US: a new measure of uncertainty and its recent development In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 1 |
2020 | The non-linear effects of the Feds asset purchases In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 0 |
2022 | The non-linear effects of the Fed asset purchases.(2022) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2021 | Unconventional monetary policies and expectations on economic variables In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 0 |
2022 | Unconventional monetary policies and expectations on economic variables.(2022) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2004 | Financial structure and the transmission of monetary shocks: preliminary evidence for the Czech Republic, Hungary and Poland In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 22 |
2007 | Oil supply news in a VAR: Information from financial markets In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 13 |
2011 | Macroeconomic determinants of carry trade activity In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 11 |
2012 | Macroeconomic Determinants of Carry Trade Activity.(2012) In: Review of International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2012 | The impact of monetary policy shocks on commodity prices In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 131 |
2010 | The impact of monetary policy shocks on commodity prices.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 131 | paper | |
2013 | The Impact of Monetary Policy Shocks on Commodity Prices.(2013) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 131 | article | |
2013 | Macroeconomic effects of precautionary demand for oil In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 26 |
2015 | Macroeconomic Effects of Precautionary Demand for Oil.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
2005 | I paesi nuovi membri dellUnione Europea, i regimi di cambio e linflazione In: Rivista italiana degli economisti. [Full Text][Citation analysis] | article | 0 |
2021 | Fiscal policy in the US: a new measure of uncertainty and its effects on the American economy In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
2007 | Monetary policy shocks in the new EU members: a VAR approach In: Applied Economics. [Full Text][Citation analysis] | article | 41 |
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