15
H index
19
i10 index
1229
Citations
Banca d'Italia | 15 H index 19 i10 index 1229 Citations RESEARCH PRODUCTION: 16 Articles 42 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Piergiorgio Alessandri. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Monetary Economics | 3 |
| Journal of Money, Credit and Banking | 2 |
| Review of Economic Dynamics | 2 |
| European Economic Review | 2 |
| Year | Title of citing document | |
|---|---|---|
| 2025 | The Interaction Between Economic Uncertainties and Financial Cycles in Türkiye: Frequency Domain Symmetric and Asymmetric Causality Analysis. (2025). Ahin, Ayegl. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2025:i:2:p:484-501. Full description at Econpapers || Download paper | |
| 2024 | Regime-Switching Density Forecasts Using Economists Scenarios. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761. Full description at Econpapers || Download paper | |
| 2024 | Kites and Quails: Monetary Policy and Communication with Strategic Financial Markets. (2024). Bonomi, Giampaolo ; Uppal, Ali. In: Papers. RePEc:arx:papers:2305.08958. Full description at Econpapers || Download paper | |
| 2025 | Explainable AI for Comprehensive Risk Assessment for Financial Reports: A Lightweight Hierarchical Transformer Network Approach. (2025). Tan, Xue Wen ; Kok, Stanley. In: Papers. RePEc:arx:papers:2506.23767. Full description at Econpapers || Download paper | |
| 2026 | Gas supply shocks, uncertainty and price setting: evidences from Italian firms. (2025). Giorgianni, Giuseppe Pagano. In: Papers. RePEc:arx:papers:2510.03792. Full description at Econpapers || Download paper | |
| 2026 | A Dynamic Factor Model for Level and Volatility. (2026). Velasco, Sofia ; Mumtaz, Haroon. In: Papers. RePEc:arx:papers:2604.03681. Full description at Econpapers || Download paper | |
| 2026 | Severe Weather and Financial (In)stability*. (2026). Paolo, Claudia Foroni. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26266. Full description at Econpapers || Download paper | |
| 2025 | The Causal Effects of Commodity Shocks. (2025). Guimaraes, Bernardo ; Curatola-Melo, Alisson. In: Working Papers Series. RePEc:bcb:wpaper:639. Full description at Econpapers || Download paper | |
| 2026 | Non-linear effects of monetary policy shocks on housing: evidence from a CESEE country. (2026). Aguilar, Alicia ; Lojschov, Adriana ; Martnez, Carlos Caizares. In: BCL working papers. RePEc:bcl:bclwop:bclwp202. Full description at Econpapers || Download paper | |
| 2026 | Non-linear effects of monetary policy shocks on housing: Evidence from a CESEE country. (2026). Cañizares Martínez, Carlos ; Aguilar, Alicia ; Lojschov, Adriana ; Martnez, Carlos Caizares. In: Working Papers. RePEc:bde:wpaper:2602. Full description at Econpapers || Download paper | |
| 2026 | A composite indicator of systemic risk related to the Italian financial cycle. (2026). Moller, Luca. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_1007_26. Full description at Econpapers || Download paper | |
| 2026 | The different effects of oil and gas supply shocks on euro-area inflation. (2026). Foschi, Andrea ; Corsello, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_1024_26. Full description at Econpapers || Download paper | |
| 2026 | Many Too Many: excess savings and the transmission of macroeconomic shocks. (2026). Foschi, Andrea ; Riggi, Marianna ; Pica, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_1031_26. Full description at Econpapers || Download paper | |
| 2026 | Household consumption in Italy: basket composition and responsiveness to macroeconomic shocks. (2026). Foschi, Andrea ; Riggi, Marianna ; Fruzzetti, Marco ; Corsello, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_1044_26. Full description at Econpapers || Download paper | |
| 2024 | There 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 | |
| 2024 | The drivers of inflation dynamics in Italy over the period 2021-2023. (2024). Pacella, Claudia ; delle Monache, Davide. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_873_24. Full description at Econpapers || Download paper | |
| 2025 | Energy price shocks and their effects on the main macroeconomic variables: a Bayesian SVAR analysis. (2025). Lilla, Francesca ; Infante, Luigi ; Pasetto, Michela E. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_926_25. Full description at Econpapers || Download paper | |
| 2024 | Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24. Full description at Econpapers || Download paper | |
| 2025 | The macroeconomic effects of a greener technology mix. (2025). Gazzani, Andrea Giovanni ; Natoli, Filippo ; Ferriani, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1482_25. Full description at Econpapers || Download paper | |
| 2025 | A high-dimensional GDP-at-risk and Inflation-at-risk for the euro area. (2025). Santi, Matteo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1484_25. Full description at Econpapers || Download paper | |
| 2025 | The international transmission of Chinese monetary policy and the commodity channel. (2025). Gazzani, Andrea Giovanni ; Ferriani, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1510_25. Full description at Econpapers || Download paper | |
| 2025 | New evidence on state-dependent fiscal multipliers. (2025). Renzi, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1512_25. Full description at Econpapers || Download paper | |
| 2026 | Deposit funding, market power and monetary policy transmission. (2026). Conti, Antonio ; Auer, Simone ; Farroni, Paolo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1533_26. Full description at Econpapers || Download paper | |
| 2026 | Asymmetric monetary policy transmission across euro-area manufacturing industries. (2026). Ropele, Tiziano ; Flaccadoro, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1535_26. Full description at Econpapers || Download paper | |
| 2026 | Heat, cold and the macroeconomy: temperature shocks are not all alike. (2026). Natoli, Filippo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1541_26. Full description at Econpapers || Download paper | |
| 2025 | Imperfect Banking Competition and the Propagation of Uncertainty Shocks. (2025). Gasparini, Tommaso. In: Working papers. RePEc:bfr:banfra:997. Full description at Econpapers || Download paper | |
| 2025 | Monetary policy decision making and communication under heightened uncertainty in Brazil. (2025). Ferreira, Leonardo Nogueira ; Guillen, Diogo Abry. In: BIS Papers chapters. RePEc:bis:bisbpc:163-04. Full description at Econpapers || Download paper | |
| 2025 | Economic activity, inflation, and monetary policy after extreme weather events: ENSO and its economic impact on the Peruvian economy. (2025). Pérez Forero, Fernando ; Ledesma, Alan ; Aguirre, John ; Rojas, Youel. In: BIS Working Papers. RePEc:bis:biswps:1276. Full description at Econpapers || Download paper | |
| 2026 | How do interest rate levels affect credit loss rates? A rule of thumb approach. (2026). Schmieder, Christian ; Gersl, Adam ; Gerl, Adam ; Fiera, Boris ; Fandl, Maximilian. In: BIS Working Papers. RePEc:bis:biswps:1346. Full description at Econpapers || Download paper | |
| 2024 | How does economic policy uncertainty respond to permanent and transitory shocks?. (2024). Funashima, Yoshito. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:1:p:267-282. Full description at Econpapers || Download paper | |
| 2025 | Sentiment shocks, productivity, and long‐run growth. (2025). Turgut, Mehmet Burak. In: Economic Inquiry. RePEc:bla:ecinqu:v:63:y:2025:i:4:p:1090-1109. Full description at Econpapers || Download paper | |
| 2024 | Calibrating 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 | |
| 2026 | Linkage Between Electoral Cycle and the Discouragement of African Firms in the Credit Market. (2026). Asongu, Simplice ; Abdramane, Cherif. In: International Finance. RePEc:bla:intfin:v:29:y:2026:i:1:p:57-78. Full description at Econpapers || Download paper | |
| 2025 | Inflation Uncertainty, Macroprudential Regulations, and Bank Stability: Some Evidence From Emerging Economies. (2025). Chen, Minghua ; Wu, JI ; Yao, Yao ; Qin, Xueming. In: International Review of Finance. RePEc:bla:irvfin:v:25:y:2025:i:4:n:e70051. Full description at Econpapers || Download paper | |
| 2025 | Fiscal Rules in the European Union: Less Is More. (2025). Pappas, Anastasios ; Capraru, Bogdan ; Sprincean, Nicu ; Cpraru, Bogdan. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:63:y:2025:i:1:p:320-334. Full description at Econpapers || Download paper | |
| 2026 | The Monetary Policy–Commodities Nexus: A Survey. (2026). Siklos, Pierre L ; Humann, Niklas ; Bohl, Martin T. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:40:y:2026:i:2:p:1050-1082. Full description at Econpapers || Download paper | |
| 2024 | Sequencing the COVID‐19 Recession in the USA: What Were the Macroeconomic Drivers?. (2024). Scharler, Johann ; Grndler, Daniel ; Geiger, Martin ; Breitenlechner, Max. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:119-136. Full description at Econpapers || Download paper | |
| 2024 | A computable general equilibrium model of the monetary policy implications for financial stability in South Africa. (2024). Beyers, Conrad ; Esselmensah, Kojo A ; Tsomocos, Dimitrios P. In: South African Journal of Economics. RePEc:bla:sajeco:v:92:y:2024:i:4:p:415-443. Full description at Econpapers || Download paper | |
| 2025 | Agreed and Disagreed Uncertainty. (2025). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca. In: Working Papers. RePEc:bny:wpaper:0137. Full description at Econpapers || Download paper | |
| 2024 | Growth-at-risk for macroprudential policy stance assessment: a survey. (2024). Škrinjarić, Tihana. In: Bank of England working papers. RePEc:boe:boeewp:1075. Full description at Econpapers || Download paper | |
| 2025 | Geopolitical risk shocks: when size matters. (2025). Ricci, Martino ; Gambetti, Luca ; Brignone, Davide. In: Bank of England working papers. RePEc:boe:boeewp:1118. Full description at Econpapers || Download paper | |
| 2024 | Challenges 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 | |
| 2026 | Oil, Gas, Pandemics, and War: The Drivers of Inflation. (2026). Corrado, Luisa ; Ravazzolo, F ; Paolillo, A ; Grassi, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2629. Full description at Econpapers || Download paper | |
| 2025 | Prime vs. Subprime: Asymmetric Information and Equilibrium Securitization in a Business Cycle Model. (2025). Ravenna, Federico. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:751. Full description at Econpapers || Download paper | |
| 2026 | Securitization, Bank Regulation, and the Macroeconomy. (2026). Torres, Jose ; Luintel, Kul B. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2026/2. Full description at Econpapers || Download paper | |
| 2024 | Volatile Temperatures and Their Effects on Equity Returns and Firm Performance. (2024). Taschini, Luca ; Dey, Atreya ; Bortolan, Leonardo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11438. Full description at Econpapers || Download paper | |
| 2025 | The Inflation Uncertainty Amplifier. (2025). Srkjr, Laust L ; Pellegrino, Giovanni ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11853. Full description at Econpapers || Download paper | |
| 2025 | Energy and Fiscal Shocks: Reassessing Industrial Competitiveness. (2025). Grjebine, Thomas ; Morvillier, Florian ; Grekou, Carl. In: Working Papers. RePEc:cii:cepidt:2025-19. Full description at Econpapers || Download paper | |
| 2026 | What if? Revisiting the Macroeconomic Impact of the Energy Crisis with Peak-load Electricity. (2026). Zheng, YU ; Fontagn, Lionel ; de Vaulchier, Balthazar. In: Working Papers. RePEc:cii:cepidt:2026-03. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements. (2024). Ngo, Ngoc Anh ; Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2024/8. Full description at Econpapers || Download paper | |
| 2024 | Economic Policy Uncertainty in Europe: Spillovers and Common Shocks. (2024). Šestořád, Tomáš ; Baxa, Jaromir ; Sestorad, Tomas. In: Working Papers. RePEc:cnb:wpaper:2024/9. Full description at Econpapers || Download paper | |
| 2026 | FINANCIAL STRESS AND MACROECONOMIC DYNAMICS: A SIGN RESTRICTED SVAR ANALYSIS ON TÜRKİYE. (2026). Tunay, Necla. In: Eurasian Business & Economics Journal. RePEc:eas:buseco:v:44:y:2026:i:44:p:35-57. Full description at Econpapers || Download paper | |
| 2024 | Advancements in stress-testing methodologies for financial stability applications. (2024). Marques, Aurea ; Konietschke, Paul ; Figueres, Juan ; Budnik, Katarzyna ; Legrand, Catherine ; Giglio, Carla ; Georgescu, Oana-Maria ; Sydow, Matthias ; Ortl, Aljosa ; Grassi, Alberto ; Metzler, Julian ; Durrani, Agha ; Gross, Johannes ; Trachana, Zoe ; Poblacion, Francisco Javier ; Chalf, Yasmine ; Shaw, Frances ; Franch, Fabio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348. Full description at Econpapers || Download paper | |
| 2025 | A strategic view on the economic and inflation environment in the euro area. (2025). Wauters, Joris ; Valderrama, Maria ; Röhe, Oke ; Pönkä, Harri ; Paredes, Joan ; Parker, Miles ; Meunier, Baptiste ; Meyler, Aidan ; Manu, Ana-Simona ; Mazelis, Falk ; Kataryniuk, Iván ; Gulan, Adam ; Grimaud, Alex ; De Backer, Bruno ; Checherita Westphal, Cristina ; Benatti, Nicola ; Banbura, Marta ; Venditti, Fabrizio ; Kase, Hanno ; Aguilar, Pablo ; Gareis, Johannes ; Pnk, Harri ; Roma, Moreno ; Luketina, Marko ; Cova, Pietro ; Battistini, Niccol ; Kobayashi, Alicja ; Gallegos, Jose Elias ; Reedik, Reet ; Brand, Claus ; Lawton, Neil ; Hoeberichts, Marco ; Albertazzi, Ugo ; Sigwalt, Antoine ; Lydon, Reamonn ; Dorrucci, Ettore ; Ciccarelli, Matteo ; Muggenthaler-Gerathewohl, Philip ; Goy, Gavin ; Tth, MT ; Bobeica, Elena ; Kornprobst, Antoine ; Angelini, Elena ; Hutchinson, John ; Esposito, Claudia ; Schupp, Fabian ; Martorana, Giulia ; Dedola, Luca ; Kilponen, Juha ; Manzoni, Claudio ; Georgarakos, Dimitris ; Szrfi, Bla ; Dossche, Maarten ; Lisack, Nomie ; Botelho, Vasco ; Hynck, Christian ; Attinasi, Maria Grazia ; Wieland, Elisabeth ; Zimic, Sreko ; Hernndez, Catalina Martnez ; Schmller, Michaela Elfsbacka ; Gross, Johannes ; Bates, Colm ; Burriel, Pablo ; McGregor, Thomas ; Bitter, Lea ; Karakitsios, Alexandros ; Bessonovs, Andrejs ; Speck, Christian ; Modery, Wolfgang ; Falath, Juraj ; Nickel, Christiane ; Martnez-Martin, Jaime ; Bakowska, Katarzyna ; Galati, Gabriele ; Ioannou, Demosthenes ; Beck, Jeanne ; Kazakova, Daria ; Babura, Marta ; Papetti, Andrea ; Durero, Filippo ; Montes-Galdn, Carlos ; Emter, Lorenz ; Moral-Benito, Enrique ; Hahn, Elke ; Zimmer, Hlne ; Lodge, David ; Kasimati, Evangelia ; Bonam, Dennis ; Ili, Ivan ; D'Agostino, Mario ; Christoffel, Kai ; Momferatou, Daphne ; Enders, Almira ; Ilieva, Boryana ; Westermann, Thomas ; Frhling, Annette ; Lenza, Michele ; Kenny, Geoff ; Checherita-Westphal, Cristina ; Ribeiro, Pedro ; Rigato, Rodolfo Dinis ; Osbat, Chiara ; Koester, Gerrit ; Juvonen, Petteri ; Zorko, Robert ; Fritzer, Friedrich ; Pierluigi, Beatrice ; Nuo, Galo ; Lebastard, Laura ; Borgy, Vladimir ; Reichenbachas, Tomas ; Ploj, Gasper ; Landau, Bettina ; Jorra, Markus ; Zizza, Roberta ; Sanchez, Pablo Garcia ; Ortega, Eva ; Priftis, Romanos ; Kuik, Friderike ; Corbisiero, Giuseppe ; Consolo, Agostino ; Ilkova, Ivelina ; Franceschi, Emanuele ; Page, Adrian ; Holton, Sarah ; Kocharkov, Georgi ; Akkaya, Yildiz ; Gumiel, Jos Emilio ; Warmedinger, Thomas ; Prat, Blanca ; Chahad, Mohammed ; Lopez-Garcia, Paloma ; Debono, Nathaniel ; Carvalho, Alexandre ; Krief, Elias ; Foroni, Claudia ; Sagot, Juliette. In: Occasional Paper Series. RePEc:ecb:ecbops:2025371. Full description at Econpapers || Download paper | |
| 2026 | Monetary policy transmission and structural changes. (2026). Grimaud, Alex ; Bijnens, Gert ; Audzei, Volha ; Ascari, Guido ; Zlobins, Andrejs ; Valderrama, Maria Teresa ; Elfsbacka-Schmller, Michaela ; Dhyne, Emmanuel ; Colciago, Andrea ; Bobasu, Alina. In: Occasional Paper Series. RePEc:ecb:ecbops:2026393. Full description at Econpapers || Download paper | |
| 2024 | Gas price shocks and euro area inflation. (2024). Ferrari Minesso, Massimo ; Adolfsen, Jakob ; Mork, Jente Esther ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20242905. Full description at Econpapers || Download paper | |
| 2024 | Determinants of bank performance: evidence from replicating portfolios. (2024). Burlon, Lorenzo ; Altavilla, Carlo ; Begenau, Juliane ; Hunnekes, Franziska. In: Working Paper Series. RePEc:ecb:ecbwps:20242937. Full description at Econpapers || Download paper | |
| 2024 | The pass-through to inflation of gas price shocks. (2024). Silgado-Gómez, Edgar ; Parraga, Susana ; Lopez, Lucia ; Odendahl, Florens ; Silgado-Gomez, Edgar. In: Working Paper Series. RePEc:ecb:ecbwps:20242968. Full description at Econpapers || Download paper | |
| 2025 | When margins call: liquidity preparedness of non-bank financial institutions. (2025). Cappiello, Lorenzo ; Macchiati, Valentina ; Ianiro, Annalaura ; Giuzio, Margherita ; Lillo, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20253074. Full description at Econpapers || Download paper | |
| 2026 | Pandemic-era inflation dynamics in the euro area: the role of policy and non-policy demand and energy and non-energy supply factors. (2026). Brand, Claus ; Minh, Anh Dinh ; Grikeviien, Kristina Barauskait. In: Working Paper Series. RePEc:ecb:ecbwps:20263201. Full description at Econpapers || Download paper | |
| 2026 | Housing wealth and monetary policy transmission: cross-country evidence. (2026). Grothe, Magdalena ; di Casola, Paola. In: Working Paper Series. RePEc:ecb:ecbwps:20263204. Full description at Econpapers || Download paper | |
| 2026 | Severe weather and financial (in)stability. (2026). Lorusso, Marco ; Marcellino, Massimiliano ; Gelain, Paolo ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20263211. Full description at Econpapers || Download paper | |
| 2026 | Gas market shocks: tracing the effect on euro area inflation expectations. (2026). Manu, Ana-Simona ; Lappe, Marie-Sophie ; Schupp, Fabian ; Rssler, Denise ; Adolfsen, Jakob Feveile ; Stalla-Bourdillon, Arthur. In: Working Paper Series. RePEc:ecb:ecbwps:20263227. Full description at Econpapers || Download paper | |
| 2026 | Supply chain uncertainty, energy prices, and inflation. (2026). Monacelli, Tommaso ; Merendino, Alfonso. In: Working Paper Series. RePEc:ecb:ecbwps:20263230. Full description at Econpapers || Download paper | |
| 2025 | Financial uncertainty shocks and systemic risk: Revealing the risk spillover from the oil market to the stock market. (2025). Yi, Heling ; Lyu, Yongjian ; Qin, Zhilong ; Li, Ding ; Zou, Yihan ; Yang, MO. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s0306261925000418. Full description at Econpapers || Download paper | |
| 2024 | Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Li, Junye ; Zinna, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x. Full description at Econpapers || Download paper | |
| 2025 | SVAR identification with nowcasted macroeconomic data. (2025). Longo, Luigi ; Corsi, Fulvio ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:179:y:2025:i:c:s0165188925001423. Full description at Econpapers || Download paper | |
| 2026 | The pass-through to inflation of gas price shocks. (2026). Rodrguez, Susana Prraga ; Lpez, Lucia ; Odendahl, Florens ; Silgado-Gmez, Edgar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:182:y:2026:i:c:s0165188925001848. Full description at Econpapers || Download paper | |
| 2025 | Marginal impact of European gas shocks on EU inflation variations: Evidence from a TVP-SVAR-SV approach. (2025). Chen, Yufeng ; Miao, Jiafeng ; Wang, Chuwen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:88:y:2025:i:c:p:1525-1543. Full description at Econpapers || Download paper | |
| 2024 | Securitization, shadow banking system and macroprudential regulation: A DSGE approach. (2024). Lubello, Federico ; Rouabah, Abdelaziz. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004157. Full description at Econpapers || Download paper | |
| 2024 | Debt 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 | |
| 2024 | Exchange rates, uncertainty, and price-setting: Evidence from CPI microdata. (2024). Lopez-Martin, Bernabe ; Canales, Mario. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001184. Full description at Econpapers || Download paper | |
| 2024 | Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615. Full description at Econpapers || Download paper | |
| 2025 | Common and country-specific uncertainty shocks in europe: Why their nature matters for policy. (2025). Šestořád, Tomáš ; Baxa, Jaromir ; Estod, Tom. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001051. Full description at Econpapers || Download paper | |
| 2025 | Do better capitalized and bigger banks recover faster from a pandemic-led shock? Evidence from US Banks’ lending behavior. (2025). Boungou, W ; Gupta, P ; Augeraud-Vron, E. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001749. Full description at Econpapers || Download paper | |
| 2025 | Does economic policy uncertainty impact global value chain participation of Indian firms? The role of financial constraints. (2025). Sasidharan, Subash ; Thangavelu, Shandre Mugan ; Reddy, Ketan. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s026499932500238x. Full description at Econpapers || Download paper | |
| 2025 | Transfers or subsidies? Comparing mitigation strategies for energy price shocks in a production network model. (2025). Strobel, Johannes ; Sthler, Nikolai ; Jger, Marius ; Hinterlang, Natascha. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002913. Full description at Econpapers || Download paper | |
| 2025 | Divergent effects of aggregate and local uncertainty shocks: Evidence from US metropolitan areas. (2025). Zhang, Fang ; Popp, Aaron. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002925. Full description at Econpapers || Download paper | |
| 2026 | The workforce paradox: Do extreme natural disasters accelerate or undermine labour productivity?. (2026). Ivey, Wendel ; McCloud, Nadine ; Taylor, Ajornie. In: Economic Modelling. RePEc:eee:ecmode:v:154:y:2026:i:c:s0264999325003566. Full description at Econpapers || Download paper | |
| 2026 | Global oil supply risk and macro-financial downside risk: Can monetary policy mitigate the risk transmission?. (2026). Liu, Zongming ; Shi, Wenhui. In: Economic Modelling. RePEc:eee:ecmode:v:154:y:2026:i:c:s0264999325003645. Full description at Econpapers || Download paper | |
| 2024 | Contagion 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 | |
| 2025 | The “effect modifier” of US interest rate in the economic policy uncertainties and economic conditions of fifty (50) US states: A semi-parametric smooth varying-coefficient approach. (2025). Salisu, Afees ; Isah, Kazeem ; Vo, Xuan Vinh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002043. Full description at Econpapers || Download paper | |
| 2025 | The diminishing marginal effect of the capital adequacy ratio on the control of bank risk-taking. (2025). Ma, Yuxian ; Miao, Wenlong ; Xu, Haoran. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001354. Full description at Econpapers || Download paper | |
| 2024 | Does the inflation pass-through of gasoline price shocks depend on the level of inflation?. (2024). Grundler, Daniel. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524004129. Full description at Econpapers || Download paper | |
| 2026 | Trade policy uncertainty and bank lending in the euro area. (2026). Pancaro, Cosimo ; Avril, Pauline ; Horan, Aoife. In: Economics Letters. RePEc:eee:ecolet:v:258:y:2026:i:c:s0165176525005270. Full description at Econpapers || Download paper | |
| 2024 | Conventional 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 | |
| 2024 | US uncertainty shocks on real and financial markets: A multi-country perspective. (2024). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000025. Full description at Econpapers || Download paper | |
| 2026 | Origins of post-COVID-19 inflation in Central European countries. (2026). Šestořád, Tomáš ; Dvokov, Natlie ; Estod, Tom. In: Economic Systems. RePEc:eee:ecosys:v:50:y:2026:i:1:s0939362525000470. Full description at Econpapers || Download paper | |
| 2024 | The 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 | |
| 2024 | Uncertainty 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 | |
| 2024 | The asymmetric effects of temperature shocks on inflation in the largest euro area countries. (2024). Ciccarelli, Matteo ; Kuik, Friderike ; Hernandez, Catalina Martinez. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s001429212400134x. Full description at Econpapers || Download paper | |
| 2025 | Monetary policy across inflation regimes. (2025). Matthes, Christian ; Gargiulo, Valeria ; Petrova, Katerina. In: European Economic Review. RePEc:eee:eecrev:v:178:y:2025:i:c:s001429212500159x. Full description at Econpapers || Download paper | |
| 2026 | The asymmetric effects of commodity price shocks in emerging economies. (2026). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni ; Herrera, Vicente. In: European Economic Review. RePEc:eee:eecrev:v:183:y:2026:i:c:s0014292125002697. Full description at Econpapers || Download paper | |
| 2024 | Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions. (2024). USMAN, OJONUGWA ; Duman, Gazi Murat ; Balcilar, Mehmet. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000815. Full description at Econpapers || Download paper | |
| 2024 | Untangling the finance-growth nexus: The dual role of financial development in the transmission of shocks. (2024). Ramos Francia, Manuel ; Ossandon Busch, Matias ; Montaez-Enrquez, Ricardo ; Ramos-Francia, Manuel. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124000876. Full description at Econpapers || Download paper | |
| 2025 | Uncertainty shocks and financial conditions in Latin-American countries. (2025). Pérez Forero, Fernando ; Prez-Forero, Fernando J ; Llosa, Luis Gonzalo ; Tuesta, Vicente. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000767. Full description at Econpapers || Download paper | |
| 2025 | How stressed are the banks? An inter-temporal network analysis. (2025). Swain, Pankaj ; Misra, Arun Kumar ; Poddar, Abhishek. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125001189. Full description at Econpapers || Download paper | |
| 2024 | Demand or Supply? An empirical exploration of the effects of climate change on the macroeconomy. (2024). Ciccarelli, Matteo ; Marotta, Fulvia. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006618. Full description at Econpapers || Download paper | |
| 2025 | Natural gas prices, inflation expectations, and the pass-through to euro area inflation. (2025). Zoerner, Thomas ; Boeck, Maximilian ; Zrner, Thomas O. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007709. Full description at Econpapers || Download paper | |
| 2025 | The economic implications of oil supply uncertainty. (2025). Arce-Alfaro, Gabriel. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s014098832500249x. Full description at Econpapers || Download paper | |
| 2025 | From exit to exposure: Gas import shocks and macroeconomic asymmetries in the wake of Europes coal phaseout. (2025). Nikou, Vasilis. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225038964. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Are the Effects of Uncertainty Shocks Big or Small? In: Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2023 | Are the effects of uncertainty shocks big or small?.(2023) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2023 | Are the Effects of Uncertainty Shocks Big or Small?.(2023) In: Documentos de Trabajo. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2021 | The real effects of financial uncertainty shocks: A daily identification approach In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2021 | The 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: 3 | paper | |
| 2022 | The macroeconomic cost of climate volatility In: Papers. [Full Text][Citation analysis] | paper | 19 |
| 2022 | The macroeconomic cost of climate volatility.(2022) In: BCAM Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2021 | The Macroeconomic Cost of Climate Volatility.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2014 | Financial regimes and uncertainty shocks In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 241 |
| 2019 | Financial regimes and uncertainty shocks.(2019) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 241 | article | |
| 2014 | Financial Regimes and Uncertainty Shocks.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 241 | paper | |
| 2016 | The Financial Stability Dark Side of Monetary Policy In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2017 | The 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 | |
| 2017 | Bank lending in uncertain times In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 75 |
| 2017 | Bank lending in uncertain times.(2017) In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | paper | |
| 2020 | Bank lending in uncertain times.(2020) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | article | |
| 2004 | Aggregate 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] | paper | 0 |
| 2015 | Tracking banks systemic importance before and after the crisis In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 6 |
| 2015 | Tracking 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 | |
| 2015 | A note on the implementation of the countercyclical capital buffer in Italy In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 20 |
| 2015 | Prudential policy at times of stagnation: a view from the trenches In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 10 |
| 2017 | Non-performing loans and the supply of bank credit: evidence from Italy In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 44 |
| 2020 | Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 5 |
| 2022 | Financial 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: 5 | article | |
| 2021 | Financial 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: 5 | paper | |
| 2019 | Financial Conditions and Growth at Risk in Italy In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 12 |
| 2020 | Uncertainty matters: evidence from a high-frequency identification strategy In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 6 |
| 2023 | Decomposing the monetary policy multiplier In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 12 |
| 2025 | Decomposing the monetary policy multiplier.(2025) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2023 | Natural gas and the macroeconomy: not all energy shocks are alike In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 34 |
| 2025 | Natural gas and the macroeconomy: Not all energy shocks are alike.(2025) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | article | |
| 2013 | Shadow banks and macroeconomic instability In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 78 |
| 2014 | Shadow banks and macroeconomic instability.(2014) In: Bank of England working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
| 2013 | Shadow Banks and Macroeconomic Instability.(2013) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
| 2017 | Shadow Banks and Macroeconomic Instability.(2017) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | article | |
| 2014 | Simple banking: profitability and the yield curve In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 151 |
| 2012 | Simple banking: profitability and the yield curve.(2012) In: Bank of England working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 151 | paper | |
| 2015 | Simple 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: 151 | article | |
| 2014 | Financial indicators and density forecasts for US output and inflation In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 8 |
| 2008 | Miller and Modigliani, Predictive Return Regressions and Cointegration* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2009 | Funding liquidity risk in a quantitative model of systemic stability In: Bank of England working papers. [Full Text][Citation analysis] | paper | 134 |
| 2011 | Funding 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: 134 | chapter | |
| 2009 | Funding 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: 134 | paper | |
| 2010 | An economic capital model integrating credit and interest rate risk in the banking book In: Bank of England working papers. [Full Text][Citation analysis] | paper | 47 |
| 2009 | An 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: 47 | paper | |
| 2010 | An 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: 47 | article | |
| 2013 | Financial conditions and density forecasts for US Output and inflation In: Joint Research Papers. [Citation analysis] | paper | 109 |
| 2014 | Financial 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: 109 | paper | |
| 2014 | Financial Conditions and Density Forecasts for US Output and Inflation.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 109 | paper | |
| 2017 | Financial 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: 109 | article | |
| 2000 | European and Euro-meditterranean Agreements: same simulation analysis on the effects of the EU trade policy In: KITeS Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2025 | The macroeconomic cost of temperature risk In: Journal of International Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Towards a Framework for Quantifying Systemic Stability In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 32 |
| 2006 | Bubbles and fads in the stock market: another look at the experience of the US In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 8 |
| 2014 | Financial Conditions and Density Forecasts for US Output and Inflation In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2014 | Financial Regimes and Uncertainty Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 41 |
| 2017 | Online Appendix to Financial conditions and density forecasts for US output and inflation In: Online Appendices. [Full Text][Citation analysis] | paper | 84 |
| 2017 | Financial 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: 84 | article | |
| 2011 | Banking on the State In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 6 |
| 2014 | Everything you always wanted to know about systemic importance (but were afraid to ask) In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 20 2026. Contact: CitEc Team