Valentina Michelangeli : Citation Profile

Banca d'Italia

6

H index

4

i10 index

170

Citations

RESEARCH PRODUCTION:

11

Articles

28

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (2011 - 2024). See details.
   Cites by year: 13
   Journals where Valentina Michelangeli has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 10 (5.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi305
   Updated: 2026-02-07    RAS profile: 2024-12-08    
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Relations with other researchers

Works with:

Peydro, Jose-Luis (7)

Sette, Enrico (7)

Lavecchia, Luciano (4)

Pico, Raffaella (2)

Viviano, Eliana (2)

Mistretta, Alessandro (2)

FAIELLA, IVAN (2)

Loberto, Michele (2)

Piersanti, Fabio Massimo (2)

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

Is cited by:

Gambacorta, Leonardo (7)

Carro, Adrian (5)

Aiello, Maria Alessia (5)

Angelico, Cristina (5)

Giarda, Elena (5)

Neri, Andrea (4)

Ercolani, Valerio (4)

Uluc, Arzu (3)

Kaplan, Greg (3)

Zizza, Roberta (3)

Rondinelli, Concetta (3)

Cites to:

Peydro, Jose-Luis (24)

Campbell, John (23)

Jimenez, Gabriel (20)

Ongena, Steven (20)

Guiso, Luigi (14)

Ranciere, Romain (12)

Kumhof, Michael (12)

Bernanke, Ben (12)

Souleles, Nicholas (11)

Mistrulli, Paolo Emilio (11)

Saurina, Jesús (10)

Main data

Where Valentina Michelangeli has published?

Journals with more than one article published# docs
International Journal of Microsimulation2
Journal of Policy Modeling2

Working Papers Series with more than one paper published# docs
Questioni di Economia e Finanza (Occasional Papers) / Bank of Italy, Economic Research and International Relations Area13
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area5
Working Papers / Barcelona School of Economics2
EconStor Preprints / ZBW - Leibniz Information Centre for Economics2

Recent works citing Valentina Michelangeli (2025 and 2024)

YearTitle of citing document
2024Improving survey information on household debt using granular credit databases. (2024). Moscatelli, Mirko ; di Salvatore, Antonietta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_839_24.

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2024The role of the Superbonus in the growth of Italian construction costs. (2024). Ercolani, Valerio ; Corsello, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_903_24.

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2025Forecasting corporate default probabilities: a local logit approach for scenario analysis. (2025). Quaglia, Ivan ; Ciocchetta, Federica ; Pietrosanti, Stefano ; Cascarino, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_909_25.

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2025Greening the present to decarbonise the future: an analysis of Italian banks decarbonisation strategies. (2025). Ridi, Ludovico ; Lionetti, Valeria ; Angelico, Cristina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_939_25.

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2025Unveiling natural gas consumption sectoral price elasticities. (2025). Favero, Filippo ; Emiliozzi, Simone. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_941_25.

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2024Climate supervisory shocks and bank lending: empirical evidence from microdata. (2024). Aiello, Maria Alessia ; Ricco, Giovanni ; Hong, Seokki Simon ; Degasperi, Riccardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1465_24.

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2025Asset revaluations and credit conditions. (2025). Cascarano, Michele ; Mirenda, Litterio ; Demma, Cristina. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1486_25.

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2024Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716.

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2024Consumer financial vulnerability: Review, synthesis, and future research agenda. (2024). Castrogonzlez, Sandra ; Reyares, Luca ; Lvarezespio, Marcos ; Fernndezlpez, Sara. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1045-1084.

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2024The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model. (2024). Uluc, Arzu ; Roventini, Andrea ; Hinterschweiger, Marc ; Bardoscia, Marco ; Popoyan, Lilit ; Carro, Adrian ; Napoletano, Mauro. In: Bank of England working papers. RePEc:boe:boeewp:1066.

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2024The impact of prudential regulations on the UK housing market and economy: Insights from an agent-based model. (2024). Uluc, Arzu ; Roventini, Andrea ; Napoletano, Mauro ; Hinterschweiger, Marc ; Bardoscia, Marco ; Popoyan, Lilit ; Carro, Adrian. In: Working Papers. RePEc:cgs:wpaper:118.

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2024Spare tyres with a hole: investment funds under stress and credit to firms. (2024). Rariga, Judit ; Nicoletti, Giulio ; Dacri, Costanza Rodriguez. In: Working Paper Series. RePEc:ecb:ecbwps:20242917.

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2025Bank lending rates and the riskiness of euro area household loans. (2025). Palligkinis, Spyros. In: Working Paper Series. RePEc:ecb:ecbwps:20253053.

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2025Unveiling consumption patterns during COVID-19: Insights from credit cards. (2025). Villa, Stefania ; Emiliozzi, Simone ; Rondinelli, Concetta. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000665.

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2024Dynamic spillovers of green, brown, and financial industries under the low-carbon transition: Evidence from China. (2024). Sun, Xiaolei ; Yi, Ronghua ; He, Wenjing ; Yao, Xiaoyang ; Le, Wei. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006091.

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2025Spillover effects between energy uncertainty and financial risk in the Eurozone banking sector. (2025). di Tommaso, Caterina ; Pacelli, Vincenzo ; Povia, Maria Melania ; Foglia, Matteo. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007916.

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2024Inflation and distributional impacts: Have mitigation policies been successful for vulnerable and energy poor households?. (2024). pazienza, maria grazia ; Bardazzi, Rossella ; Pansini, Rosaria Vega ; Iafrate, Francesca ; Gastaldi, Francesca ; Pollastri, Corrado. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524001022.

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2024The role of banks’ technology adoption in credit markets during the pandemic. (2024). Rainone, Edoardo ; Branzoli, Nicola ; Supino, Ilaria. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000159.

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2024Mortgage lending through a fintech web platform. The roles of competition, diversification, and automation. (2024). Ongena, Steven ; Basten, Christoph. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624001110.

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2025Micro-assessment of macroprudential borrower-based measures. (2025). Karmelaviius, Jaunius ; Dirma, Mantas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000755.

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2025The impact of prudential regulation on the UK housing market and economy: Insights from an agent-based model. (2025). Roventini, Andrea ; Hinterschweiger, Marc ; Bardoscia, Marco ; Uluc, Arzu ; Popoyan, Lilit ; Napoletano, Mauro ; Carro, Adrian. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004530.

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2025The ‘Green buildings’ directive: A quantification of its costs and benefits in two Italian regions. (2025). Panarello, Demetrio ; Giarda, Elena ; Giovanardi, Francesco ; Fortuna, Filippo ; Forni, Lorenzo. In: Journal of Housing Economics. RePEc:eee:jhouse:v:68:y:2025:i:c:s1051137725000166.

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2024How do carbon prices spill over along global supply chains? The impact on Europe and Germany. (2024). Frankovic, Ivan. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:46:y:2024:i:5:p:887-907.

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2025Energy price increases and mitigation policies: Redistributive effects on Italian households. (2025). Giarda, Elena ; Bonfatti, Andrea. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:47:y:2025:i:2:p:251-275.

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2024Hedging the climate change risks of Chinas brown assets: Green assets or precious metals?. (2024). Yao, Xiaoyang ; Le, Wei ; Li, Jianfeng ; Wang, Hui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004180.

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2024Dynamic Optimization with Timing Risk. (2024). Caliendo, Frank ; Hunt, Erin Cottle. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:17:p:2654-:d:1464856.

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2025The Italian Actuarial Climate Index: A National Implementation Within the Emerging European Framework. (2025). Demartis, Stefano ; Garrido, Jos ; Rogo, Barbara. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:10:p:192-:d:1764393.

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2025Household Financial Fragility, Debt and Income in a Dynamic Model. (2025). Favaretto, Federico ; Calcagnini, Giorgio ; Giombini, Germana ; Tramontana, Fabio. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-024-10698-y.

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2025Inside Household Debt: Disentangling Mortgages and Consumer Credit, and Household and Bank Factors. Evidence from Italy. (2025). Affinito, Massimiliano ; Santioni, Raffaele ; Tomassetti, Luca. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:11:y:2025:i:2:d:10.1007_s40797-025-00319-4.

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2024The Impact of Transitory Climate Risk on Firm Valuation and Financial Institutions: A Stress Test Approach. (2024). Schult, Alexander ; Mller, Sebastian ; Friedl, Gunther ; Spagnoli, Alberto. In: Schmalenbach Journal of Business Research. RePEc:spr:sjobre:v:76:y:2024:i:1:d:10.1007_s41471-023-00166-y.

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2024Climate change and credit risk in rural financial institutions: A study based on transition risk. (2024). Wang, Chao ; Sheng, Tianxiang ; Ma, Qianting. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:45:y:2024:i:6:p:4208-4226.

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Works by Valentina Michelangeli:

YearTitleTypeCited
2014Can Tax Rebates Stimulate Consumption Spending in a Life-Cycle Model? In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article24
2014A microsimulation model to evaluate Italian households� financial vulnerability In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper31
2014A Microsimulation Model to evaluate Italian Households Financial Vulnerability.(2014) In: International Journal of Microsimulation.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		article
2015Modelling Italian firms� financial vulnerability In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper2
2016Indicators of financial vulnerability: a household level study In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper5
2019The expansion of consumer credit in Italy and in the Euro Area: what are the drivers and the risks? In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper1
2019Modelling households� financial vulnerability with consumer credit and mortgage renegotiations In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper2
2020What can we learn about mortgage supply from online data? In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper1
2021A micro-founded climate stress test on the financial vulnerability of Italian households and firms In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper18
2022A climate stress test on the financial vulnerability of Italian households and firms.(2022) In: Journal of Policy Modeling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2022Regional divides in firms€™ take-up of bank debt moratoria and public guarantee schemes during the pandemic in Italy In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper2
2023Interdependence between assets and liabilities in the banking system: changes in the last two decades In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper0
2023Interdependence between assets and liabilities in the banking system: Changes in the last two decades.(2023) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2023To eat or to heat: are energy bills squeezing peoples spending? In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper2
2024Improving the energy efficiency of homes in Italy: the state of the art and some considerations for public intervention In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper1
2024Climate-related risks for Italy: an analysis based on the latest NGFS scenarios In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper1
2024Is the Italian green mortgage market ready to take off? In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper2
2016How does bank capital affect the supply of mortgages? Evidence from a randomized experiment In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper41
2016How does bank capital affect the supply of mortgages? Evidence from a randomized experiment.(2016) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2021Can internet banking affect households participation in financial markets and financial awareness? In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper5
2024Can Internet Banking Affect Households Participation in Financial Markets and Financial Awareness?.(2024) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2021What drives investors to chase returns? In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper0
2021Macroprudential Policy Analysis via an Agent Based Model of the Real Estate Sector In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper8
2021Information or persuasion in the mortgage market: the role of brand names In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper2
2020Credit Demand versus Supply Channels: Experimental- and Administrative-Based Evidence In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Credit demand versus supply channels: Experimental- and administrative-based evidence.(2021) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2021Credit demand versus supply channels: Experimental- and administrative-based evidence.(2021) In: EconStor Preprints.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2021Borrower versus Ban Channels in Lending: Experimental- and Administrative-Based Evidence In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Borrower versus bank channels in lending: Experimental- and administrative-based evidence.(2021) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2015Assessing the financial vulnerability of Italian households: a microsimulation approach In: IFC Bulletins chapters.
[Full Text][Citation analysis]		chapter0
2013Households’ uncertainty about Medicare policy In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article3
2011Can Tax Rebates Stimulate Consumption Spending in a Life-Cycle Model? (Working Paper 2011-02) In: Working Papers.
[Full Text][Citation analysis]		paper1
2020Credit demand vs. supply channels: Experimental- and administrative-based evidence In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2020Credit demand vs. supply channels: Experimental- and administrative-based evidence.(2020) In: EconStor Preprints.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2022The Expansion of Consumer Credit in Italy and the Main Euro Area Countries In: European Review.
[Full Text][Citation analysis]		article2
2017A NONLINEAR PROGRAMMING METHOD FOR DYNAMIC PROGRAMMING In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article3
2013Nonlinear Programming Method for Dynamic Programming.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2012Should you pay off your mortgage or invest? In: Economics Letters.
[Full Text][Citation analysis]		article3
2017A model to assess the financial vulnerability of Italian firms In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article9
2020Modelling households’ financial vulnerability with consumer credit and mortgage renegotiations In: International Journal of Microsimulation.
[Full Text][Citation analysis]		article1

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