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A non-parametric model-based approach to uncertainty and risk analysis of macroeconomic forecast
Miani, Claudia; Siviero, Stefano - Banca d'Italia - 2010
degree of uncertainty and the prevailing direction of risks. Several alternative approaches have been proposed in the …
Persistent link: https://www.econbiz.de/10008509919
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Macroeconomic uncertainty and banks' lending decisions: The case of Italy
Quagliariello, Mario - Banca d'Italia - 2007
This paper discusses the role that macroeconomic uncertainty plays in banks� decisions on the optimal asset … between loans and risk-free assets when uncertainty on macroeconomic conditions increases. The econometric results confirm … that macroeconomic uncertainty is a significant determinant of banks� investment decisions, also after controlling for …
Persistent link: https://www.econbiz.de/10005609339
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Investment and Growth in Europe and in the United States in the Nineties
Caselli, Paola; Pagano, Patrizio; Schivardi, Fabiano - Banca d'Italia - 2000
uncertainty in the nineties compared with the previous period. …
Persistent link: https://www.econbiz.de/10005196846
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Identifying and managing risk : J. P. Morgan, Global Markets Corporate Finance Conference, Venice, 28 October 1993
Dini, Lamberto - 1993
Persistent link: https://www.econbiz.de/10000873773
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Money and uncertainty : inflation, interest, indexation ; Banca d'Italia, Roma, 6 novembre 1992
Drèze, Jacques H. - 1993
Persistent link: https://www.econbiz.de/10000877254
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Financial stability report
Banca d'Italia - Roma - 1.2010 - 6.2013; 2014 -
Persistent link: https://www.econbiz.de/10009663370
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Financial stability report
Banca d'Italia - Roma : [Verlag nicht ermittelbar] - 1.2010 - 6.2013; 2014 -
Persistent link: https://www.econbiz.de/10009663371
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Imperfect information, real-time data and monetary policy in the euro area
Neri, Stefano; Ropele, Tiziano - Banca d'Italia - 2011
decisions in real time under conditions of great uncertainty about the underlying state of the economy. We address this concern …
Persistent link: https://www.econbiz.de/10008917790
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Monetary and macroprudential policies
Angelini, Paolo; Neri, Stefano; Panetta, Fabio - Banca d'Italia - 2011
We use a dynamic general equilibrium model featuring a banking sector to assess the interaction between macroprudential policy and monetary policy. We find that in "normal" times (when the economic cycle is driven by supply shocks) macroprudential policy generates only modest benefits for...
Persistent link: https://www.econbiz.de/10008917793
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The monetary transmission mechanism in the euro area: has it changed and why?
Cecioni, Martina; Neri, Stefano - Banca d'Italia - 2011
Based on a structural VAR and a dynamic general equilibrium model, we provide evidence of the changes in the monetary transmission mechanism (MTM) in the European Monetary Union after the adoption of the common currency in 1999. The estimation of a Bayesian VAR over the periods before and after...
Persistent link: https://www.econbiz.de/10009020152