Alessio Volpicella : Citation Profile

Università degli Studi di Pavia

2

H index

1

i10 index

51

Citations

RESEARCH PRODUCTION:

7

Articles

7

Papers

1

Chapters

RESEARCH ACTIVITY:

   11 years (2014 - 2025). See details.
   Cites by year: 4
   Journals where Alessio Volpicella has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 2 (3.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvo322
   Updated: 2026-06-27    RAS profile: 2026-06-09    
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Relations with other researchers

Works with:

Levine, Paul (2)

Carriero, Andrea (2)

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

Is cited by:

masciandaro, donato (9)

Ngo, Ngoc Anh (3)

Hodula, Martin (3)

Correa, Ricardo (2)

Lazopoulos, Ioannis (2)

Gabriel, Vasco (2)

Lütkepohl, Helmut (2)

Claessens, Stijn (2)

Suhendra, Indra (1)

Edge, Rochelle (1)

Brzeszczynski, Janusz (1)

Cites to:

Uhlig, Harald (10)

Smets, Frank (9)

masciandaro, donato (8)

Pakes, Ariel (8)

Gilchrist, Simon (7)

Rubio-Ramirez, Juan F (7)

bloom, nicholas (6)

Schorfheide, Frank (6)

Morgan, Peter (6)

Wouters, Raf (6)

Kilian, Lutz (6)

Main data

Where Alessio Volpicella has published?

Journals with more than one article published# docs
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
School of Economics Discussion Papers / School of Economics, University of Surrey3
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies2

Recent works citing Alessio Volpicella (2026 and 2025)

YearTitle of citing document
2025Disentangling the Distributional Effects of Financial Shocks in the Euro Area. (2025). Gagliardi, Elena Scola ; Tancioni, Massimiliano ; Ciganovi, Milovs. In: Papers. RePEc:arx:papers:2510.11289.

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2026Review of Proxy Vector Autoregressive Analysis. (2026). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2155.

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2026Fiscal monitoring with VARs. (2026). Sokol, Andrej ; Monti, Francesca ; Lenza, Michele ; Giannone, Domenico ; Cimadomo, Jacopo. In: Working Paper Series. RePEc:ecb:ecbwps:20263186.

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2025Macroeconomic regime change and the size of supply chain disruption and energy supply shocks. (2025). Tornese, Tommaso ; de Santis, Roberto A. In: European Economic Review. RePEc:eee:eecrev:v:178:y:2025:i:c:s0014292125001278.

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2025Identifying monetary policy shocks through external constraints. (2025). Fusari, Francesco. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:85:y:2025:i:c:s0164070425000321.

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2025Bayesian inference in proxy SVARs with incomplete identification: Re-evaluating the validity of monetary policy instruments. (2025). Nguyen, Lam. In: Journal of Monetary Economics. RePEc:eee:moneco:v:155:y:2025:i:c:s0304393225000844.

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2025Imperfect Information and Slow Recoveries in the Labor Market. (2025). Mitra, Anushka. In: International Finance Discussion Papers. RePEc:fip:fedgif:1423.

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2025A Game-Theoretic Analysis of the Coexistence and Competition Between Hard and Fiat Money. (2025). Hausken, Kjell ; Wang, Guizhou. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:3:p:80-:d:1615732.

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2025Macroprudential Governance and Capacity to Remove the Punch Bowl. (2025). Lepers, Etienne. In: IMF Economic Review. RePEc:pal:imfecr:v:73:y:2025:i:4:d:10.1057_s41308-024-00258-7.

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2025Impact of monetary and macroprudential policy shocks on systemic risk: what role for the central bank governance ?. (2025). Jbir, Hamdi. In: MPRA Paper. RePEc:pra:mprapa:125437.

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2026Review of Proxy Vector and Autoregressive Analysis. (2026). Lautkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2026-01.

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2026Effect of Prudential Policies on Sovereign Bond Markets: Evidence From the ASEAN‐4 Countries. (2026). Jayasekera, Ranadeva ; Luo, Tianqi ; Uddin, Gazi Salah ; Aizenman, Joshua ; Park, Donghyun. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:31:y:2026:i:2:p:2455-2472.

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Works by Alessio Volpicella:

YearTitleTypeCited
2017Uncertain identification In: CeMMAP working papers.
[Full Text][Citation analysis]		paper2
2017Uncertain identification.(2017) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2020Uncertain Identification.(2020) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2022Uncertain identification.(2022) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2025Validating DSGE Models Through SVARs Under Imperfect Information In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2026Estimation and inference of the forecast error variance decomposition for set-identified SVARs In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2024Estimation and Inference of the Forecast Error Variance Decomposition for Set-Identified SVARs.(2024) In: School of Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2016Macro prudential governance and central banks: Facts and drivers In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article33
2016Designing Financial Supervision: The Puzzling Case of the FIUs against Money Laundering In: Journal of Financial Regulation.
[Full Text][Citation analysis]		article2
2014Central Banking, Macroprudential Supervision and Insurance In: Palgrave Macmillan Books.
[Citation analysis]		chapter1
2019SVARs Identification through Bounds on the Forecast Error Variance In: Working Papers.
[Full Text][Citation analysis]		paper7
2022SVARs Identification Through Bounds on the Forecast Error Variance.(2022) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2022Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty In: School of Economics Discussion Papers.
[Full Text][Citation analysis]		paper2
2022The Use and Mis-Use of SVARs for Validating DSGE Models In: School of Economics Discussion Papers.
[Full Text][Citation analysis]		paper0
2025Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article2

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