Silvia Sgherri : Citation Profile


Are you Silvia Sgherri?

International Monetary Fund (IMF)

7

H index

6

i10 index

350

Citations

RESEARCH PRODUCTION:

3

Articles

28

Papers

RESEARCH ACTIVITY:

   11 years (1999 - 2010). See details.
   Cites by year: 31
   Journals where Silvia Sgherri has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 6 (1.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psg3
   Updated: 2020-04-04    RAS profile: 2020-02-17    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

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

Is cited by:

Feldkircher, Martin (11)

Afonso, Antonio (11)

Kontonikas, Alexandros (7)

Huber, Florian (7)

Crifo, Patricia (7)

Arghyrou, Michael (7)

Favero, Carlo (6)

Eickmeier, Sandra (6)

Laxton, Douglas (6)

Félix, Ricardo (6)

Castro, Gabriela (6)

Cites to:

Gali, Jordi (33)

Laxton, Douglas (22)

Gertler, Mark (21)

Blanchard, Olivier (18)

Pagano, Marco (17)

Lopez-Salido, David (17)

Giavazzi, Francesco (15)

Jappelli, Tullio (13)

Woodford, Michael (13)

Smets, Frank (12)

Hubbard, Robert (12)

Main data


Where Silvia Sgherri has published?


Working Papers Series with more than one paper published# docs
IMF Working Papers / International Monetary Fund13

Recent works citing Silvia Sgherri (2020 and 2019)


YearTitle of citing document
2019Do the ECB’s monetary policies benefit emerging market economies? A GVAR analysis on the crisis and post-crisis period. (2019). Colabella, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1207_19.

Full description at Econpapers || Download paper

2018The transmission of international shocks to CIS economies : A Global VAR approach. (2018). Faryna, Oleksandr ; Simola, Heli. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_017.

Full description at Econpapers || Download paper

2017Global and Domestic Modeling of Macroeconomic Shocks: A GVAR Analysis of Ireland. (2017). Walsh, Graeme ; Rice, Jonathan ; O'Grady, Michael. In: Research Technical Papers. RePEc:cbi:wpaper:09/rt/17.

Full description at Econpapers || Download paper

2017Europe at the Interdependence War. (2017). Tamborini, Roberto. In: EconPol Working Paper. RePEc:ces:econwp:_2.

Full description at Econpapers || Download paper

2017Detecting Financial Collapse and Ballooning Sovereign Risk. (2017). Phillips, Peter ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2110.

Full description at Econpapers || Download paper

2017Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries. (2017). Scholtens, Bert ; Crifo, Patricia ; CAPELLE-BLANCARD, Gunther ; Oueghlissi, Rim ; Diaye, Marc-Arthur. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-7.

Full description at Econpapers || Download paper

2018Cross-country linkages and spill-overs in early warning models for financial crises. (2018). Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182160.

Full description at Econpapers || Download paper

2017Modelling the interdependence of tourism demand: The global vector autoregressive approach. (2017). Cao, Zheng ; Li, Gang ; Song, Haiyan. In: Annals of Tourism Research. RePEc:eee:anture:v:67:y:2017:i:c:p:1-13.

Full description at Econpapers || Download paper

2019Spillovers from Japans Unconventional Monetary Policy: A global VAR Approach. (2019). Ganelli, Giovanni ; Tawk, Nour . In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:147-163.

Full description at Econpapers || Download paper

2018Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis. (2018). Wu, Eliza ; Thorp, Susan ; Cayon, Edgardo. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:162-174.

Full description at Econpapers || Download paper

2019Financial sector bailouts, sovereign bailouts, and the transfer of credit risk. (2019). Nguyen, Viet Hoang ; Huang, Jingong ; Greenwood-Nimmo, Matthew. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:121-142.

Full description at Econpapers || Download paper

2017The role of financial conditions in transmitting external shocks to South Africa. (2017). Simo-Kengne, Beatrice Desiree ; Some, Modeste ; simo -Kengne, Beatrice D ; Sithole, Thanda. In: International Economics. RePEc:eee:inteco:v:150:y:2017:i:c:p:36-56.

Full description at Econpapers || Download paper

2017Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area. (2017). GUPTA, RANGAN ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal ; Christou, Christina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:129-139.

Full description at Econpapers || Download paper

2019Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries. (2019). CAPELLE-BLANCARD, Gunther ; Scholtens, Bert ; Oueghlissi, Rim ; Diaye, Marc-Arthur ; Crifo, Patricia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:156-169.

Full description at Econpapers || Download paper

2017Transmission of financial stress in Europe: The pivotal role of Italy and Spain, but not Greece. (2017). Johnson, Christian ; Gonzalez-Hermosillo, Brenda . In: Journal of Economics and Business. RePEc:eee:jebusi:v:90:y:2017:i:c:p:49-64.

Full description at Econpapers || Download paper

2017The shortage of safe assets in the US investment portfolio: Some international evidence. (2017). Punzi, Maria Teresa ; Huber, Florian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:318-336.

Full description at Econpapers || Download paper

2017Determinants of sub-sovereign bond yield spreads – The role of fiscal fundamentals and federal bailout expectations. (2017). Hantzsche, Arno ; FERRUCCI, Gianluigi ; RAU-GoHRING, Matthias ; Beck, Roland. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:72-98.

Full description at Econpapers || Download paper

2017Financing HIV/AIDS responses in Africa: Impact evidence from Uganda. (2017). Ncube, Mthuli ; Kabajulizi, Judith . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:5:p:843-860.

Full description at Econpapers || Download paper

2017The effect of countries’ ESG ratings on their sovereign borrowing costs. (2017). Crifo, Patricia ; Oueghlissi, Rim ; Diaye, Marc-Arthur. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:13-20.

Full description at Econpapers || Download paper

2017Credit, Endogenous Collateral and Risky Assets: A DSGE Model. (2017). Saia, Alessandro ; Falagiarda, Matteo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:125-148.

Full description at Econpapers || Download paper

2017Exploring international linkages using generalised connectedness measures: The case of Korea. (2017). shin, yongcheol ; Park, Hail. In: International Review of Economics & Finance. RePEc:eee:reveco:v:50:y:2017:i:c:p:49-64.

Full description at Econpapers || Download paper

2019How Does Unconventional Monetary Policy Affect the Global Financial Markets?: Evaluating Policy Effects by Global VAR Models. (2019). Tatsuyoshi, Okimoto ; Tomoo, Inoue . In: Discussion papers. RePEc:eti:dpaper:19031.

Full description at Econpapers || Download paper

2019Assessment of Cross-Border Transmission of Systemic Financial Risk in EU Countries. (2019). Seryakova, Ekaterina V ; Karminsky, Alexander M. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:190509:p:119-129.

Full description at Econpapers || Download paper

2019Nominal and real interest rates in OECD countries. (2019). Ramajo, Ismael ; Bismut, Claude. In: Working Papers. RePEc:hal:wpaper:hal-02355139.

Full description at Econpapers || Download paper

2019Nominal and real interest rates in OECD countries. (2019). Ramajo, Ismael ; Bismut, Claude. In: CEE-M Working Papers. RePEc:hal:wpceem:hal-02355139.

Full description at Econpapers || Download paper

2018Logistics and stock market inter-dependence: the case of China. (2018). Cai, Jinghan ; Li, Xiaobing. In: International Journal of Logistics Economics and Globalisation. RePEc:ids:injleg:v:7:y:2018:i:3:p:292-306.

Full description at Econpapers || Download paper

2017The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model. (2017). Vizek, Maruška ; Simovic, Petra Posedel ; Palic, Petra . In: Croatian Economic Survey. RePEc:iez:survey:ces-v19_1-2017_palic-posedelsimovic-vizek.

Full description at Econpapers || Download paper

2019“Increasing contingent guarantees: The asymmetrical effect on sovereign risk of different government interventions. (2019). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Singh, Manish K. In: IREA Working Papers. RePEc:ira:wpaper:201914.

Full description at Econpapers || Download paper

2018Housing Market Shocks in Italy: a GVAR approach. (2018). Parla, Fabio ; Cipollini, Andrea. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0069.

Full description at Econpapers || Download paper

2018Explaining the impact of the global financial crisis on European transition countries: a GVAR approach. (2018). Hoxha, Artha. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2018:i:q2-18:b:2.

Full description at Econpapers || Download paper

2020Public Debt, Sovereign Spreads and the Unpleasant Arithmetic of Fiscal Consolidations. (2020). Minetti, Raoul ; Marattin, Luigi ; di Pietro, Marco. In: Working Papers. RePEc:ris:msuecw:2020_004.

Full description at Econpapers || Download paper

2019Ocena ratingowa a koszt obsługi długu publicznego w krajach Europy Środkowo-Wschodniej w latach 2005–2017. (2019). Tobera, Pawe. In: Gospodarka Narodowa. RePEc:sgh:gosnar:y:2019:i:1:p:87-109.

Full description at Econpapers || Download paper

2017The Risk-Taking Channel in the US: A GVAR Approach. (2017). Mouratidis, Kostas ; Caglayan, Mustafa ; Alzubi, Raslan . In: Working Papers. RePEc:shf:wpaper:2017009.

Full description at Econpapers || Download paper

2018Italy’s Price Competitiveness: An Empirical Assessment Through Export Elasticities. (2018). Paternesi Meloni, Walter. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:4:y:2018:i:3:d:10.1007_s40797-018-0075-5.

Full description at Econpapers || Download paper

2018Information Transmission between Mature and Emerging Equity Markets During Normal and Crisis Periods: An Empirical Examination. (2018). Deisting, Florent ; Jain, Payal ; Sehgal, Sanjay. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-016-0067-y.

Full description at Econpapers || Download paper

2019Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries. (2019). Matkovskyy, Roman. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:17:y:2019:i:3:d:10.1007_s40953-018-0151-6.

Full description at Econpapers || Download paper

2017The role of uncertainty in the euro crisis – an application of liquidity preference theory. (2017). Pusch, Toralf. In: International Review of Applied Economics. RePEc:taf:irapec:v:31:y:2017:i:4:p:527-548.

Full description at Econpapers || Download paper

2018The Transmission of International Shocks to CIS Economies: A Global VAR Approach. (2018). Faryna, Oleksandr ; Simola, Heli. In: Working Papers. RePEc:ukb:wpaper:04/2018.

Full description at Econpapers || Download paper

2017The shortage of safe assets in the US investment portfolio: Some international evidence. (2017). Punzi, Maria Teresa ; Huber, Florian. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp243.

Full description at Econpapers || Download paper

2019Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment. (2019). Feldkircher, Martin ; Tondl, Gabriele ; Lukmanova, Elizaveta . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp289.

Full description at Econpapers || Download paper

2017The shortage of safe assets in the US investment portfolio: Some international evidence. (2017). Punzi, Maria Teresa ; Huber, Florian. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:5460.

Full description at Econpapers || Download paper

2019Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment. (2019). Feldkircher, Martin ; Tondl, Gabriele ; Lukmanova, Elizaveta . In: Department of Economics Working Paper Series. RePEc:wiw:wus005:7090.

Full description at Econpapers || Download paper

2017Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets. (2017). Podstawski, Maximilian ; Grosse Steffen, Christoph. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168101.

Full description at Econpapers || Download paper

2017Measuring fiscal spillovers in EMU and beyond: A Global VAR approach. (2017). Belke, Ansgar ; Osowski, Thomas. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168102.

Full description at Econpapers || Download paper

Works by Silvia Sgherri:


YearTitleTypeCited
2004Deconstructing the Art of Central Banking In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper3
2004Deconstructing the Art of Central Banking.(2004) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2004Monetary Magic? How the Fed Improved the Flexibility of the Economy In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper9
2004Monetary Magic? How the Fed Improved the Flexibility of the U.S. Economy.(2004) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2006Mr Ricardos Great Adventure: Estimating Fiscal Multipliers in a Truly Intertemporal Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper23
2006Mr. Ricardo’s Great Adventure; Estimating Fiscal Multipliers in a Truly Intertemporal Model.(2006) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2007(Un)naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate In: DNB Working Papers.
[Full Text][Citation analysis]
paper6
2007(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2007On the Impact of Income and Policy Shocks on Consumption In: DNB Working Papers.
[Full Text][Citation analysis]
paper0
2000Monetary Transmission Channels, Monetary Regimes and ConsumptionBehaviour In: DNB Staff Reports (discontinued).
[Full Text][Citation analysis]
paper4
1999Monetary transmission channels, monetary regimes and consumption behaviour.(1999) In: WO Research Memoranda (discontinued).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2000The fiscal dimension of a common monetary policy: results with a non-Ricardian global model In: WO Research Memoranda (discontinued).
[Full Text][Citation analysis]
paper0
2002The fiscal dimension of a common monetary policy: results with a non-Ricardian global model.(2002) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2000When is labour market flexibility welcome? More on asymmetric policy impacts in Europe In: WO Research Memoranda (discontinued).
[Full Text][Citation analysis]
paper2
2004Monetary Magic? How the Fed Improved the Supply Side of the Economy In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]
paper1
2004Monetary Magic? How the Fed Improved the Supply Side of the Economy.(2004) In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2009The Volatility Costs of Procyclical Lending Standards: An Assessment Using a DSGE Model In: Economics Working Papers.
[Full Text][Citation analysis]
paper12
2009The Volatility Costs of Procyclical Lending Standards; An Assessment Using a Dsge Model.(2009) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2005France, Germany, Italy, and Spain; Explaining Differences in External Sector Performance Among Large Euro Area Countries In: IMF Staff Country Reports.
[Full Text][Citation analysis]
paper3
2001The Macroeconomic Impact of HIV/AIDS in Botswana In: IMF Working Papers.
[Full Text][Citation analysis]
paper13
2005Explicit and Implicit Targets in Open Economies In: IMF Working Papers.
[Full Text][Citation analysis]
paper5
2008Explicit and implicit targets in open economies.(2008) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2005Long-Run Productivity Shifts and Cyclical Fluctuations; Evidence for Italy In: IMF Working Papers.
[Full Text][Citation analysis]
paper3
2009On Impatience and Policy Effectiveness In: IMF Working Papers.
[Full Text][Citation analysis]
paper0
2009Euro Area Sovereign Risk During the Crisis In: IMF Working Papers.
[Full Text][Citation analysis]
paper134
2009Regional Financial Spillovers Across Europe; A Global VAR Analysis In: IMF Working Papers.
[Full Text][Citation analysis]
paper97
2010After the Crisis; Assessing the Damage in Italy In: IMF Working Papers.
[Full Text][Citation analysis]
paper5
2019Capital Flows at Risk: Taming the Ebbs and Flows In: IMF Working Papers.
[Full Text][Citation analysis]
paper0
2020One Shock, Many Policy Responses In: IMF Working Papers.
[Full Text][Citation analysis]
paper0
In: .
[Full Text][Citation analysis]
article29
2006(Un)naturally low? In: Computing in Economics and Finance 2006.
[Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2020. Contact: CitEc Team