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Anchoring the yield curve using survey expectations

Altavilla, Carlo; Giacomini, Raffaella; Ragusa, Giuseppe - 2013

Persistent link: https://www.econbiz.de/10010230091

Bank exposures and sovereign stress transmission

Altavilla, Carlo; Pagano, Marco; Simonelli, Saverio - 2016

Persistent link: https://www.econbiz.de/10011502471

Measuring euro area monetary policy

Altavilla, Carlo; Brugnolini, Luca; Gürkaynak, Refet S.; … - In: Journal of monetary economics 108 (2019), pp. 162-179

Persistent link: https://www.econbiz.de/10012267236

Measuring Euro Area Monetary Policy

Altavilla, Carlo - 2019

speeches. To carry out the analysis, we construct the Euro Area Monetary Policy Event-Study Database (EA-MPD). This database …, is a contribution on its own right and we expect it to be the standard in monetary policy research for the euro area …

Persistent link: https://www.econbiz.de/10012867012

The effectiveness of non-standard monetary policy measures : evidence from survey data

Altavilla, Carlo; Giannone, Domenico - 2014

Persistent link: https://www.econbiz.de/10010382068

Non-linearities in the relation between the exchange rate and its fundamentals

Altavilla, Carlo; De Grauwe, Paul - 2005

This paper investigates the relationship between the euro-dollar exchange rate and its underlying fundamentals. First …

Persistent link: https://www.econbiz.de/10010261347

Monetary policy analysis in real-time: Vintage combination from a real-time dataset

Altavilla, Carlo; Ciccarelli, Matteo - 2011

This paper provides a general strategy for analyzing monetary policy in real time which accounts for data uncertainty without explicitly modelling the revision process. The strategy makes use of all the data available from a real-time data matrix and averages model estimates across all data...

Persistent link: https://www.econbiz.de/10010274753