Piergiorgio Alessandri : Citation Profile

Are you Piergiorgio Alessandri?

Banca d'Italia

13

H index

15

i10 index

1036

Citations

RESEARCH PRODUCTION:

13

Articles

42

Papers

2

Chapters

RESEARCH ACTIVITY:

   23 years (2000 - 2023). See details.
   Cites by year: 45
   Journals where Piergiorgio Alessandri has often published
   Relations with other researchers
   Recent citing documents: 149.    Total self citations: 16 (1.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal407
   Updated: 2024-12-03    RAS profile: 2024-10-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Gazzani, Andrea Giovanni (7)

Vicondoa, Alejandro (6)

Bologna, Pierluigi (3)

Galardo, Maddalena (3)

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 (46)

Castelnuovo, Efrem (31)

Balcilar, Mehmet (21)

Neuenkirch, Matthias (16)

Caggiano, Giovanni (16)

Bennani, Hamza (13)

Miranda-Agrippino, Silvia (12)

Ricco, Giovanni (12)

Marcellino, Massimiliano (12)

Wohar, Mark (12)

Bologna, Pierluigi (11)

Cites to:

bloom, nicholas (31)

Drehmann, Mathias (21)

Zakrajšek, Egon (19)

Gilchrist, Simon (18)

Giannone, Domenico (17)

mumtaz, haroon (16)

Shin, Hyun Song (15)

Kapadia, Sujit (14)

BORIO, Claudio (14)

Gertler, Mark (14)

Adrian, Tobias (13)

Main data

Where Piergiorgio Alessandri has published?

Journals with more than one article published# docs
Journal of Money, Credit and Banking2
Review of Economic Dynamics2
European Economic Review2

Working Papers Series with more than one paper published# docs
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area9
Questioni di Economia e Finanza (Occasional Papers) / Bank of Italy, Economic Research and International Relations Area5
Documentos de Trabajo / Instituto de Economia. Pontificia Universidad Católica de Chile.2
Working Papers / Red Nacional de Investigadores en Economía (RedNIE)2

Recent works citing Piergiorgio Alessandri (2024 and 2023)

YearTitle of citing document
2023The Reversal Interest Rate. (2023). Brunnermeier, Markus ; Koby, Yann ; Abadi, Joseph. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:8:p:2084-2120.

Full description at Econpapers || Download paper

2024Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

Full description at Econpapers || Download paper

2023Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970.

Full description at Econpapers || Download paper

2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John ; Gambetti, Luca. In: Papers. RePEc:arx:papers:2302.01621.

Full description at Econpapers || Download paper

2024Kites and Quails: Monetary Policy and Communication with Strategic Financial Markets. (2023). Uppal, Ali ; Bonomi, Giampaolo. In: Papers. RePEc:arx:papers:2305.08958.

Full description at Econpapers || Download paper

2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca ; Tsoukalas, John D. In: BCAM Working Papers. RePEc:bbk:bbkcam:2206.

Full description at Econpapers || Download paper

2023Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil. (2023). Ferreira, Leonardo Nogueira. In: Working Papers Series. RePEc:bcb:wpaper:573.

Full description at Econpapers || Download paper

2024There has been an awakening. The rise (and fall) of inflation in the euro area. (2024). Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_834_24.

Full description at Econpapers || Download paper

2023The macroeconomic effects of temperature surprise shocks. (2023). Natoli, Filippo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1407_23.

Full description at Econpapers || Download paper

2024Oil price shocks in real time. (2024). Veronese, Giovanni ; Venditti, Fabrizio ; Gazzani, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24.

Full description at Econpapers || Download paper

2024Forecasting models for the Chinese macroeconomy in a data?rich environment: Evidence from large dimensional approximate factor models with mixed?frequency data. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:719-767.

Full description at Econpapers || Download paper

2024Calibrating the countercyclical capital buffer using AUROCs. (2024). Bologna, Pierluigi ; Galardo, Maddalena. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12230.

Full description at Econpapers || Download paper

2024Climate risks and U.S. stock?market tail risks: A forecasting experiment using over a century of data. (2023). Salisu, Afees ; van Eyden, Renee ; Gupta, Rangan ; Pierdzioch, Christian. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244.

Full description at Econpapers || Download paper

2023Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232.

Full description at Econpapers || Download paper

2023Monetary Policy Uncertainty and Inflation Expectations. (2023). Blagov, Boris ; Arcealfaro, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:70-94.

Full description at Econpapers || Download paper

2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858.

Full description at Econpapers || Download paper

2023Climate policies, macroprudential regulation, and the welfare cost of business cycles. (2023). Diluiso, Francesca ; Carli, Marco ; Annicchiarico, Barbara. In: Bank of England working papers. RePEc:boe:boeewp:1036.

Full description at Econpapers || Download paper

2024Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View. (2024). Herman, Van Dijk. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:155-176:n:12.

Full description at Econpapers || Download paper

2023Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Zanetti, Francesco ; Tsoukalas, John D ; Gambetti, Luca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10463.

Full description at Econpapers || Download paper

2023Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Gambetti, Luca ; Zanetti, Francesco ; Tsoukalas, John D. In: Discussion Papers. RePEc:cfm:wpaper:2304.

Full description at Econpapers || Download paper

2023The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat
2024Advancements in stress-testing methodologies for financial stability applications. (2024). Shaw, Frances ; Poblacion, Francisco Javier ; Metzler, Julian ; le Grand, Catherine ; Chalf, Yasmine ; Konietschke, Paul ; Trachana, Zoe ; Figueres, Juan Manuel ; Ortl, Aljosa ; Durrani, Agha ; Georgescu, Oana-Maria ; Grassi, Alberto ; Franch, Fabio ; Giglio, Carla ; Sydow, Matthias ; Marques, Aurea Ponte ; Gross, Johannes ; Budnik, Katarzyna. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348.

Full description at Econpapers || Download paper

2023Why European banks adjust their dividend payouts?. (2023). Jarmuzek, Mariusz ; Grodzicki, Maciej ; Belloni, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20232765.

Full description at Econpapers || Download paper

2023Euro area banks’ market power, lending channel and stability: the effects of negative policy rates. (2023). Pancaro, Cosimo ; Kok, Christoffer ; Avignone, Giuseppe ; Altunbas, Yener. In: Working Paper Series. RePEc:ecb:ecbwps:20232790.

Full description at Econpapers || Download paper

2023The asymmetric effects of weather shocks on euro area inflation. (2023). Hernandez, Catalina Martinez ; Kuik, Friderike ; Ciccarelli, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20232798.

Full description at Econpapers || Download paper

2024Determinants of bank performance: evidence from replicating portfolios. (2024). Burlon, Lorenzo ; Begenau, Juliane ; Hunnekes, Franziska ; Altavilla, Carlo. In: Working Paper Series. RePEc:ecb:ecbwps:20242937.

Full description at Econpapers || Download paper

2023Do NBFCs propagate real shocks?. (2023). Mazumder, Debojyoti ; Ghosh, Saurabh. In: Journal of Asian Economics. RePEc:eee:asieco:v:85:y:2023:i:c:s1049007823000106.

Full description at Econpapers || Download paper

2023Entrepreneurial risk shocks and financial acceleration asymmetry in a two-country DSGE model. (2023). Zheng, Xin ; Wang, XI ; Kwok, Simon ; Jin, Tao ; Hsiao, Cody Yu-Ling. In: China Economic Review. RePEc:eee:chieco:v:81:y:2023:i:c:s1043951x23000913.

Full description at Econpapers || Download paper

2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

Full description at Econpapers || Download paper

2023Time-varying impacts of monetary policy uncertainty on Chinas housing market. (2023). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003182.

Full description at Econpapers || Download paper

2023Has monetary policy fueled the rise in shadow banking?. (2023). Hodula, Martin ; Libich, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000901.

Full description at Econpapers || Download paper

2023Regime-dependent effects of macroeconomic uncertainty on realized volatility in the U.S. stock market. (2023). Garrett, Ian ; Liu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s026499932300295x.

Full description at Econpapers || Download paper

2023The confidence channel of U.S. financial uncertainty: Evidence from industry-level data. (2023). Rangaraju, Sandeep Kumar ; Karaki, Mohamad B. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003693.

Full description at Econpapers || Download paper

2024Debt and financial fragility: Italian non-financial companies after the pandemic. (2024). Scaramozzino, Pasquale ; Pisicoli, Beniamino ; Fattouh, Bassam. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004406.

Full description at Econpapers || Download paper

2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

Full description at Econpapers || Download paper

2023Inflation and uncertainty in New Keynesian models: A note. (2023). Pinter, Gabor. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522003913.

Full description at Econpapers || Download paper

2024Conventional monetary interventions through the credit channel and the rise of non-bank institutions. (2024). Rivolta, Giulia ; Cafiso, Gianluca. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000894.

Full description at Econpapers || Download paper

2023Measuring macroeconomic uncertainty: A cross-country analysis. (2023). Dibiasi, Andreas ; Sarferaz, Samad. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000120.

Full description at Econpapers || Download paper

2023Macroprudential regulation and leakage to the shadow banking sector. (2023). Mazelis, Falk ; Gebauer, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000338.

Full description at Econpapers || Download paper

2023Uncertainty shocks in emerging economies: A global to local approach for identification. (2023). Miescu, Mirela S. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000661.

Full description at Econpapers || Download paper

2024The international impact of a fragile EMU. (2024). Stracca, Livio ; Pagliari, Maria Sole ; Ioannou, Demosthenes. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002751.

Full description at Econpapers || Download paper

2024Uncertainty shocks, financial frictions, and business cycle asymmetries across countries. (2024). Chatterjee, Pratiti. In: European Economic Review. RePEc:eee:eecrev:v:162:y:2024:i:c:s001429212300274x.

Full description at Econpapers || Download paper

2023Economic policy uncertainty, bank deposits, and liability structure. (2023). Yang, Ming ; Xing, Fei ; Gao, Lei ; Deng, Wei. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000298.

Full description at Econpapers || Download paper

2023The effects of economic uncertainty on financial volatility: A comprehensive investigation. (2023). Wang, Tianyi ; Zhang, Cong ; Huang, Zhuo ; Tong, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:369-389.

Full description at Econpapers || Download paper

2024Demand or Supply? An empirical exploration of the effects of climate change on the macroeconomy. (2024). Marotta, Fulvia ; Ciccarelli, Matteo. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006618.

Full description at Econpapers || Download paper

2023A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns. (2023). Huang, Dengshi ; Bouri, Elie ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001722.

Full description at Econpapers || Download paper

2024Executive characteristics as moderators: Exploring the impact of geopolitical risk on capital structure decisions. (2024). Yaghoubi, Mona. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001200.

Full description at Econpapers || Download paper

2023Economic uncertainty and non-bank financial intermediation: Evidence from a European panel. (2023). Hodula, Martin ; Sori, Petar ; Peri, Blanka Krabi. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000491.

Full description at Econpapers || Download paper

2023ESG performance and banks’ funding costs. (2023). Andrieș, Alin Marius ; Sprincean, Nicu. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001848.

Full description at Econpapers || Download paper

2023Bank risk aggregation based on the triple perspectives of bank managers, credit raters, and financial analysts. (2023). Miao, Xiyuan ; Wei, LU ; Xie, Zezhong ; Liu, Zhidong ; Jing, Haozhe. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005858.

Full description at Econpapers || Download paper

2024Bank connectedness and excessive risk-taking: Some cross-country evidence. (2024). Yan, Yuanyun ; Wu, JI ; Chen, Minghua ; Wang, Peiwen. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301293x.

Full description at Econpapers || Download paper

2024Shadow banking, financial regulation, and bank risk in China. (2024). Tan, Suhang ; Dong, Mengyao ; Ge, Ran. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003234.

Full description at Econpapers || Download paper

2023Unobserved components model estimates of credit cycles: Tests and predictions. (2023). Hessler, Andrew. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000207.

Full description at Econpapers || Download paper

2023How effective are bad bank resolutions? New evidence from Europe. (2023). Gambacorta, Leonardo ; Brei, Michael ; Parigi, Bruno Maria ; Lucchetta, Marcella. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000530.

Full description at Econpapers || Download paper

2024Temporal networks and financial contagion. (2024). Nocciola, Luca ; Vouldis, Angelos ; Franch, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

Full description at Econpapers || Download paper

2023Informational linkage and price discovery between Chinas futures and spot markets: Evidence from the US–China trade dispute. (2023). Tongurai, Jittima ; Chen, Xiangyu. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000527.

Full description at Econpapers || Download paper

2024Monetary winds of change: Exploring the link between policy shifts and bank profitability in developed and emerging European markets. (2024). Spyromitros, Eleftherios ; Papadamou, Stephanos ; Karpetis, Christos ; Raftis, Achilleas. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028324000048.

Full description at Econpapers || Download paper

2023Financial earthquakes and aftershocks: From Brexit to Russia-Ukraine conflict and the stability of European banks. (2023). Phan, Hoa ; Huynh, Nhan ; Thu, Phuong Thi ; Hoang, Hanh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000987.

Full description at Econpapers || Download paper

2024A time-varying skewness model for Growth-at-Risk. (2024). Iseringhausen, Martin. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:229-246.

Full description at Econpapers || Download paper

2024Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States. (2024). Moramarco, Graziano. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:777-795.

Full description at Econpapers || Download paper

2023Uncertainty, credit and investment: Evidence from firm-bank matched data. (2023). Lim, Hyunjoon ; Lee, Seohyun ; Kim, Youngju. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001723.

Full description at Econpapers || Download paper

2023Securitization of subprime credit and the propagation of housing shocks. (2023). Yamout, Nadine. In: Journal of Economics and Business. RePEc:eee:jebusi:v:125-126:y:2023:i::s0148619523000206.

Full description at Econpapers || Download paper

2023European bank margins at the zero lower bound. (2023). Vander Vennet, Rudi ; Simoens, Mathieu ; Present, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000049.

Full description at Econpapers || Download paper

2023Equity market connectedness across regimes of geopolitical risks: Historical evidence and theory. (2023). Miescu, Mirela ; Jalloul, Maya. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001110.

Full description at Econpapers || Download paper

2023Asymmetric effects of monetary policy and financial accelerator: Evidence from India. (2023). Bicchal, Motilal ; Mundra, Sruti. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000087.

Full description at Econpapers || Download paper

2023Capital flow volatility regimes and monetary policy dilemma: Evidence from New Zealand. (2023). Mansur, Alfan. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000269.

Full description at Econpapers || Download paper

2023How susceptible is the European financial stability to economic policy uncertainty?. (2023). Orlowski, Lucjan T. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:4:p:864-875.

Full description at Econpapers || Download paper

2023The effectiveness of a negative interest rate policy. (2023). Smets, Frank ; Peersman, Gert ; Onofri, Marco. In: Journal of Monetary Economics. RePEc:eee:moneco:v:140:y:2023:i:c:p:16-33.

Full description at Econpapers || Download paper

2024Does risk matter more in recessions than in expansions? Implications for monetary policy. (2024). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni ; Andreasen, Martin M. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001290.

Full description at Econpapers || Download paper

2024Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393223001630.

Full description at Econpapers || Download paper

2023Time-frequency relationship between economic policy uncertainty and financial cycle in China: Evidence from wavelet analysis. (2023). Zhang, Xuan ; Xu, Liao ; Sun, Weihong ; Liu, Ding. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002104.

Full description at Econpapers || Download paper

2023Public ownership and local bank lending at the time of the Covid-19 pandemic: Evidence from Indonesia. (2023). Kusuma, Dyah Titis ; Risfandy, Tastaftiyan ; Octavio, Danes Quirira ; Susamto, Akhmad Akbar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001385.

Full description at Econpapers || Download paper

2023Oil price uncertainty, financial distress and real economic activities: Evidence from China. (2023). Xiang, Jingjie ; Chen, Hongyi ; Li, LI. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001749.

Full description at Econpapers || Download paper

2024The evolution and determinants of the non-performing loan burden in Italian banking. (2024). Williams, Jonathan ; ap Gwilym, Owain ; Pancotto, Livia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x2400057x.

Full description at Econpapers || Download paper

2023Banking regulation and banks’ risk-taking behavior: The role of investors’ protection. (2023). Dias, Jose Carlos ; Dutra, Tiago M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:124-148.

Full description at Econpapers || Download paper

2024How credit unions affect the profitability of Brazilian commercial banks?. (2024). Moreira, Andre Lucas ; Garcia, Alexandre Schwinden. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:190-209.

Full description at Econpapers || Download paper

2023Central bank asset purchases, banks’ risky security holdings and profitability: Macro and micro evidence from Japan and the U.S.. (2023). Wang, Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:347-364.

Full description at Econpapers || Download paper

2024Real estate uncertainty and financial conditions over the business cycle. (2024). Noh, Sanha ; Liu, Jia ; Baek, Ingul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:656-675.

Full description at Econpapers || Download paper

2024Bank lending to small firms: Metamorphosis of a financing model. (2024). Pastorelli, Sabrina ; Nigro, Valentina ; Russo, Paolo Finaldi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:13-31.

Full description at Econpapers || Download paper

2023Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470.

Full description at Econpapers || Download paper

2023Decomposing the Monetary Policy Multiplier. (2023). Venditti, Fabrizio ; Jorda, Oscar ; Alessandrini, Pietro. In: Working Paper Series. RePEc:fip:fedfwp:96263.

Full description at Econpapers || Download paper

2023Why Does the Yield Curve Predict GDP Growth? The Role of Banks. (2023). Wei, Min ; Schneider, Andres ; Minoiu, Camelia. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96648.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023The Impact of Uncertainty Shocks to Consumption under Different Confidence Regimes Based on a Stochastic Uncertainty-in-Mean TVAR Model. (2023). Chen, Zhuoran ; Zhou, Xianbo. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3032-:d:1060891.

Full description at Econpapers || Download paper

2023The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model. (2023). Neuenkirch, Matthias ; Bennani, Hamza ; Burgard, Jan Pablo. In: Post-Print. RePEc:hal:journl:hal-04145813.

Full description at Econpapers || Download paper

2023Macroprudential stance assessment: problems of measurement, literature review and some comments for the case of Croatia. (2023). Škrinjarić, Tihana. In: Working Papers. RePEc:hnb:wpaper:72.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Piergiorgio Alessandri:

YearTitleTypeCited
2023Are the Effects of Uncertainty Shocks Big or Small? In: Working Papers.
[Full Text][Citation analysis]		paper5
2023Are the effects of uncertainty shocks big or small?.(2023) In: European Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2023Are the Effects of Uncertainty Shocks Big or Small?.(2023) In: Documentos de Trabajo.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2021The real effects of financial uncertainty shocks: A daily identification approach In: Working Papers.
[Full Text][Citation analysis]		paper2
2021The Real Effects of Financial Uncertainty Shocks: A Daily Identification Approach.(2021) In: Documentos de Trabajo.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2022The macroeconomic cost of climate volatility In: Papers.
[Full Text][Citation analysis]		paper12
2022The macroeconomic cost of climate volatility.(2022) In: BCAM Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2021The Macroeconomic Cost of Climate Volatility.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2014Financial regimes and uncertainty shocks In: BCAM Working Papers.
[Full Text][Citation analysis]		paper198
2019Financial regimes and uncertainty shocks.(2019) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 198		article
2014Financial Regimes and Uncertainty Shocks.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 198		paper
2016The Financial Stability Dark Side of Monetary Policy In: BCAM Working Papers.
[Full Text][Citation analysis]		paper6
2017The financial stability dark side of monetary policy.(2017) In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2017Bank lending in uncertain times In: BCAM Working Papers.
[Full Text][Citation analysis]		paper60
2017Bank lending in uncertain times.(2017) In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		paper
2020Bank lending in uncertain times.(2020) In: European Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		article
2004Aggregate Consumption and the Stock Market: Should We Worry about Non-linear Wealth Effects? In: Birkbeck Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper0
2015Tracking banks systemic importance before and after the crisis In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper6
2015Tracking Banks’ Systemic Importance Before and After the Crisis.(2015) In: International Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2015A note on the implementation of the countercyclical capital buffer in Italy In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper19
2015Prudential policy at times of stagnation: a view from the trenches In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper10
2017Non-performing loans and the supply of bank credit: evidence from Italy In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper36
2020Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper4
2022Financial Crises, Macroprudential Policy and the Reliability of Credit-to-GDP Gaps.(2022) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2021Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps.(2021) In: ESRB Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2019Financial Conditions and Growth at Risk in Italy In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper9
2020Uncertainty matters: evidence from a high-frequency identification strategy In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper6
2023Decomposing the monetary policy multiplier In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper1
2023Natural gas and the macroeconomy: not all energy shocks are alike In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper4
2013Shadow banks and macroeconomic instability In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper68
2014Shadow banks and macroeconomic instability.(2014) In: Bank of England working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		paper
2013Shadow banks and macroeconomic instability.(2013) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		paper
2017Shadow Banks and Macroeconomic Instability.(2017) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		article
2014Simple banking: profitability and the yield curve In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper137
2012Simple banking: profitability and the yield curve.(2012) In: Bank of England working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 137		paper
2015Simple Banking: Profitability and the Yield Curve.(2015) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 137		article
2014Financial indicators and density forecasts for US output and inflation In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper7
2008Miller and Modigliani, Predictive Return Regressions and Cointegration* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article1
2009Funding liquidity risk in a quantitative model of systemic stability In: Bank of England working papers.
[Full Text][Citation analysis]		paper132
2011Funding Liquidity Risk in a Quantitative Model of Systemic Stability.(2011) In: Central Banking, Analysis, and Economic Policies Book Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 132		chapter
2009Funding Liquidity Risk in a Quantitative Model of Systemic Stability.(2009) In: Working Papers Central Bank of Chile.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 132		paper
2010An economic capital model integrating credit and interest rate risk in the banking book In: Bank of England working papers.
[Full Text][Citation analysis]		paper43
2009An economic capital model integrating credit and interest rate risk in the banking book.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2010An economic capital model integrating credit and interest rate risk in the banking book.(2010) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		article
2013Financial conditions and density forecasts for US Output and inflation In: Joint Research Papers.
[Citation analysis]		paper94
2014Financial conditions and density forecasts for US output and inflation.(2014) In: CReMFi Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94		paper
2014Financial Conditions and Density Forecasts for US Output and Inflation.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94		paper
2017Financial conditions and density forecasts for US output and inflation.(2017) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94		article
2000European and Euro-meditterranean Agreements: same simulation analysis on the effects of the EU trade policy In: KITeS Working Papers.
[Full Text][Citation analysis]		paper5
2009Towards a Framework for Quantifying Systemic Stability In: International Journal of Central Banking.
[Full Text][Citation analysis]		article31
2006Bubbles and fads in the stock market: another look at the experience of the US In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article8
2014Financial Conditions and Density Forecasts for US Output and Inflation In: Working Papers.
[Full Text][Citation analysis]		paper15
2014Financial Regimes and Uncertainty Shocks In: Working Papers.
[Full Text][Citation analysis]		paper41
2017Online Appendix to Financial conditions and density forecasts for US output and inflation In: Online Appendices.
[Full Text][Citation analysis]		paper69
2017Financial conditions and density forecasts for US output and inflation.(2017) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 69		article
2011Banking on the State In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter6
2014Everything you always wanted to know about systemic importance (but were afraid to ask) In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team