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Andrea Nobili

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Ardizzi Guerino & Alessandro Gambini & Andrea Nobili & Emanuele Pimpini & Giorgia Rocco, 2021. "L'impatto della pandemia sull'uso degli strumenti di pagamento in Italia," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 8, Bank of Italy, Directorate General for Markets and Payment System.

    Cited by:

    1. Davide Arnaudo & Silvia Del Prete & Cristina Demma & Marco Manile & Andrea Orame & Marcello Pagnini & Carlotta Rossi & Paola Rossi & Giovanni Soggia, 2022. "The Digital Trasformation in the Italian Banking Sector," Questioni di Economia e Finanza (Occasional Papers) 682, Bank of Italy, Economic Research and International Relations Area.

  2. Luca Baldo & Elisa Bonifacio & Marco Brandi & Michelina Lo Russo & Gianluca Maddaloni & Andrea Nobili & Giorgia Rocco & Gabriele Sene & Massimo Valentini, 2021. "Inside the black box: tools for understanding cash circulation," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 7, Bank of Italy, Directorate General for Markets and Payment System.

    Cited by:

    1. Franz Seitz & Lucas Devigne & Raymond de Pastor, 2022. "Different Motives for Holding Cash in France: an Analysis of the Net Cash Issues of the Banque de France," Working papers 888, Banque de France.
    2. Edoardo Rainone, 2022. "Currency demand at negative policy rates," Temi di discussione (Economic working papers) 1359, Bank of Italy, Economic Research and International Relations Area.
    3. Batiz-Lazo, Bernardo & Bautista-González, Manuel A & González-Correa, Ignacio, 2021. "La transformación en el uso de efectivo y pagos digitales durante la pandemia de Covid-19 [Thye transformation in the use of cash and digital payments during the Covid-19 pandemioc]," MPRA Paper 109943, University Library of Munich, Germany.
    4. Tamele, Barbora & Zamora-Pérez, Alejandro & Litardi, Chiara & Howes, John & Steinmann, Eike & Todt, Daniel, 2021. "Catch me (if you can): assessing the risk of SARS-CoV-2 transmission via euro cash," Occasional Paper Series 259, European Central Bank.

  3. Guerino Ardizzi & Andrea Nobili & Giorgia Rocco, 2020. "A game changer in payment habits: evidence from daily data during a pandemic," Questioni di Economia e Finanza (Occasional Papers) 591, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Elisa Guglielminetti & Concetta Rondinelli, 2024. "Macro and Micro Consumption Drivers in the Wake of the COVID-19 Pandemic," International Journal of Central Banking, International Journal of Central Banking, vol. 20(1), pages 181-237, February.
    2. Luca Baldo & Elisa Bonifacio & Marco Brandi & Michelina Lo Russo & Gianluca Maddaloni & Andrea Nobili & Giorgia Rocco & Gabriele Sene & Massimo Valentini, 2021. "Inside the black box: tools for understanding cash circulation," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 7, Bank of Italy, Directorate General for Markets and Payment System.
    3. Guerino Ardizzi & Massimiliano Cologgi, 2022. "Business models and pricing strategies in the market for ATM withdrawals," Temi di discussione (Economic working papers) 23, Bank of Italy, Economic Research and International Relations Area.
    4. Seitz, Franz & Rösl, Gerhard, 2022. "On the Stabilizing Role of Cash for Societies," MPRA Paper 113784, University Library of Munich, Germany.
    5. Francesco Berardini & Fabrizio Renzi, 2022. "Mind the Gap! The (unexpected) impact of COVID-19 pandemic on VAT revenue in Italy," Questioni di Economia e Finanza (Occasional Papers) 669, Bank of Italy, Economic Research and International Relations Area.
    6. Tatjana Dahlhaus & Angelika Welte, 2021. "Payment Habits During COVID-19: Evidence from High-Frequency Transaction Data," Staff Working Papers 21-43, Bank of Canada.
    7. Rajas Saroy & Sakshi Awasthy & Naveen K. Singh & Sonali M. Adki & Sarat Dhal, 2022. "The Impact Of Covid-19 On Digital Payment Habits Of Indian Households," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 25(Special I), pages 19-42, March.
    8. Brown, Martin & Fengler, Matthias & Huwyler, Jonas & Koeniger, Winfried & Lalive, Rafael & Rohrkemper, Robert, 2023. "Monitoring Consumption Switzerland: Data, Background, and Use Cases," Economics Working Paper Series 2301, University of St. Gallen, School of Economics and Political Science.
    9. Bruna Bruno & Marisa Faggini, 2022. "The cashless man: do preferences matter?," Journal of Evolutionary Economics, Springer, vol. 32(5), pages 1525-1544, November.
    10. Rösl, Gerhard & Seitz, Franz, 2021. "Cash and crises: No surprises by the virus," IMFS Working Paper Series 150, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    11. Tomasz Piotr Wisniewski & Michal Polasik & Radoslaw Kotkowski & Andrea Moro, 2021. "Switching from cash to cashless payments during the COVID-19 pandemic and beyond," NBP Working Papers 337, Narodowy Bank Polski.
    12. Coletti Gabriele & Alberto Di Iorio & Emanuele Pimpini & Giorgia Rocco, 2022. "Report On The Payment Attitudes Of Consumers In Italy: Results From Ecb Surveys," Temi di discussione (Economic working papers) 21, Bank of Italy, Economic Research and International Relations Area.
    13. Kotkowski, Radoslaw & Polasik, Michal, 2021. "COVID-19 pandemic increases the divide between cash and cashless payment users in Europe," Economics Letters, Elsevier, vol. 209(C).
    14. Anna Iwańczuk-Kaliska & Mirosława Kaczmarek & Grzegorz Kotliński, 2023. "Non-cash retail payments in selected banks during the COVID-19 pandemic – the case of Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 54(3), pages 309-334.
    15. Raphael Auer & Giulio Cornelli & Jon Frost & Raphael A. Auer, 2023. "The Pandemic, Cash and Retail Payment Behaviour: Insights from the Future of Payments Database," CESifo Working Paper Series 10258, CESifo.
    16. Simone Emiliozzi & Concetta Rondinelli & Stefania Villa, 2023. "Consumption during the Covid-19 pandemic: evidence from Italian credit cards," Questioni di Economia e Finanza (Occasional Papers) 769, Bank of Italy, Economic Research and International Relations Area.
    17. Gerhard Fenz & Helmut Stix, 2021. "Monitoring the economy in real time with the weekly OeNB GDP indicator: background, experience and outlook," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/20-Q1/, pages 17-40.
    18. Valentina Aprigliano & Guerino Ardizzi & Alessia Cassetta & Alessandro Cavallero & Simone Emiliozzi & Alessandro Gambini & Nazzareno Renzi & Roberta Zizza, 2021. "Exploiting payments to track Italian economic activity: the experience at Banca d’Italia," Questioni di Economia e Finanza (Occasional Papers) 609, Bank of Italy, Economic Research and International Relations Area.
    19. Christopher Henry & Matthew Shimoda & Julia Zhu, 2022. "2021 Methods-of-Payment Survey Report," Discussion Papers 2022-23, Bank of Canada.

  4. Antonio M. Conti & Andrea Nobili, 2019. "Wages and prices in the euro area: exploring the nexus," Questioni di Economia e Finanza (Occasional Papers) 518, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Žymantas Budrys & Mario Porqueddu & Andrej Sokol, 2024. "Striking a Bargain: Narrative Identification of Wage Bargaining Shocks," Bank of Lithuania Working Paper Series 121, Bank of Lithuania.
    2. Eser, Fabian & Karadi, Peter & Lane, Philip R. & Moretti, Laura & Osbat, Chiara, 2020. "The Phillips Curve at the ECB," Working Paper Series 2400, European Central Bank.
    3. Santoro, Sergio & Viviano, Eliana, 2022. "Optimal trend inflation, misallocation and the pass-through of labour costs to prices," Working Paper Series 2761, European Central Bank.
    4. Nicoletta Batini & Alessandro Cantelmo & Giovanni Melina & Stefania Villa, 2020. "How Loose, how tight? A measure of monetary and fiscal stance for the euro area," Temi di discussione (Economic working papers) 1295, Bank of Italy, Economic Research and International Relations Area.
    5. Brand, Claus & Obstbaum, Meri & Coenen, Günter & Sondermann, David & Lydon, Reamonn & Ajevskis, Viktors & Hammermann, Felix & Angino, Siria & Hernborg, Nils & Basso, Henrique & Hertweck, Matthias & Bi, 2021. "Employment and the conduct of monetary policy in the euro area," Occasional Paper Series 275, European Central Bank.
    6. Conti, Antonio M., 2021. "Resurrecting the Phillips Curve in Low-Inflation Times," Economic Modelling, Elsevier, vol. 96(C), pages 172-195.
    7. Koester, Gerrit & Lis, Eliza & Nickel, Christiane & Osbat, Chiara & Smets, Frank, 2021. "Understanding low inflation in the euro area from 2013 to 2019: cyclical and structural drivers," Occasional Paper Series 280, European Central Bank.

  5. Giuseppe Ferrero & Andrea Nobili & Gabriele Sene, 2019. "Credit risk-taking and maturity mismatch: the role of the yield curve," Temi di discussione (Economic working papers) 1220, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Faccia, Donata & Maruhn, Franziska & Köhler-Ulbrich, Petra, 2024. "What drives banks’ credit standards? An analysis based on a large bank-firm panel," Working Paper Series 2902, European Central Bank.
    2. Margherita Bottero & Stefano schiaffi, 2022. "Firm liquidity and the transmission of monetary policy," Temi di discussione (Economic working papers) 1378, Bank of Italy, Economic Research and International Relations Area.
    3. Qiu, Muqing & Bai, Yunxia & Chen, Taoqin, 2024. "The impact of asset-liability maturity mismatch on stock returns: Evidence from China during 1998–2021," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
    4. Salvatore Cardillo & Raffaele Gallo & Francesco Guarino, 2021. "Main challenges and prospects for the European banking sector: a critical review of the ongoing debate," Questioni di Economia e Finanza (Occasional Papers) 634, Bank of Italy, Economic Research and International Relations Area.

  6. Antonio M. Conti & Andrea Nobili & Federico M. Signoretti, 2018. "Bank capital constraints, lending supply and economic activity," Temi di discussione (Economic working papers) 1199, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Finaldi Russo, Paolo & Nigro, Valentina & Pastorelli, Sabrina, 2024. "Bank lending to small firms: Metamorphosis of a financing model," International Review of Economics & Finance, Elsevier, vol. 90(C), pages 13-31.
    2. Borsuk, Marcin & Przeworska, Joanna & Saunders, Anthony & Serwa, Dobromił, 2024. "The macroeconomic costs of the bank tax," Journal of Financial Stability, Elsevier, vol. 72(C).
    3. Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020. "Are bank capital requirements optimally set? Evidence from researchers' views," Bank of Finland Research Discussion Papers 10/2020, Bank of Finland.
    4. Bednarek, Peter & Briukhova, Olga & Ongena, Steven & von Westernhagen, Natalja, 2023. "Effects of bank capital requirements on lending by banks and non-bank financial institutions," Discussion Papers 26/2023, Deutsche Bundesbank.
    5. Roberto Savona, 2022. "Bank business models, negative policy rates, and prudential regulation," Annals of Finance, Springer, vol. 18(3), pages 355-392, September.
    6. Petrella, Ivan & Antolin-Diaz, Juan & Rubio-Ramírez, Juan Francisco, 2018. "Structural Scenario Analysis with SVARs," CEPR Discussion Papers 12579, C.E.P.R. Discussion Papers.
    7. Kim, Soyoung & Mehrotra, Aaron, 2022. "Examining macroprudential policy and its macroeconomic effects – Some new evidence," Journal of International Money and Finance, Elsevier, vol. 128(C).
    8. Ginette Eramo & Roberto Felici & Paolo Finaldi Russo & Federico Signoretti, 2018. "How slow is the recovery of loans to firms in Italy?," Questioni di Economia e Finanza (Occasional Papers) 469, Bank of Italy, Economic Research and International Relations Area.
    9. Salvatore Cardillo & Raffaele Gallo & Francesco Guarino, 2021. "Main challenges and prospects for the European banking sector: a critical review of the ongoing debate," Questioni di Economia e Finanza (Occasional Papers) 634, Bank of Italy, Economic Research and International Relations Area.

  7. Neri, Stefano & Nobili, Andrea & Conti, Antonio M., 2017. "Low inflation and monetary policy in the euro area," Working Paper Series 2005, European Central Bank.

    Cited by:

    1. Cristina Conflitti and Matteo Luciani, 2019. "Oil Price Pass-through into Core Inflation," The Energy Journal, International Association for Energy Economics, vol. 0(Number 6).
    2. David Finck & Peter Tillmann, 2022. "The Role of Global and Domestic Shocks for Inflation Dynamics: Evidence from Asia," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(5), pages 1181-1208, October.
    3. Jose A. Zabala & Maria A. Prats, 2020. "The unconventional monetary policy of the European Central Bank: Effectiveness and transmission analysis," The World Economy, Wiley Blackwell, vol. 43(3), pages 794-809, March.
    4. Gert Peersman, 2018. "International Food Commodity Prices and Missing (Dis)Inflation in the Euro Area," CESifo Working Paper Series 7338, CESifo.
    5. Karol Szafranek & Aleksandra Hałka, 2019. "Determinants of Low Inflation in an Emerging, Small Open Economy through the Lens of Aggregated and Disaggregated Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(13), pages 3094-3111, October.
    6. Lenarčič, Črt, 2019. "Complementaries and Tensions between Monetary and Macroprudential Policies in an Estimated DSGE Model (Application to Slovenia)," MPRA Paper 104486, University Library of Munich, Germany.
    7. Karlsson, Sune & Österholm, Pär, 2018. "A Note on the Stability of the Swedish Philips Curve," Working Papers 2018:6, Örebro University, School of Business.
    8. Andersson, Fredrik N.G. & Jonung, Lars, 2020. "Lessons from the Swedish Experience with Negative Central Bank Rates," Working Papers 2020:15, Lund University, Department of Economics.
    9. Matteo Barigozzi & Antonio Conti, 2013. "On the Stability of Euro Area Money Demand and its Implications for Monetary Policy," LEM Papers Series 2013/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    10. William John Tayler & Roy Zilberman, 2019. "Unconventional Policies in State-Contingent Liquidity Traps," Working Papers 257107351, Lancaster University Management School, Economics Department.
    11. David Finck & Peter Tillmann, 2019. "The Role of Global and Domestic Shocks for In flation Dynamics: Evidence from Asia," MAGKS Papers on Economics 201904, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    12. Christiane Baumeister & James D. Hamilton, 2020. "Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions," NBER Working Papers 26606, National Bureau of Economic Research, Inc.
    13. Arnoud Stevens & Joris Wauters, 2021. "Is euro area lowflation here to stay? Insights from a time‐varying parameter model with survey data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 566-586, August.
    14. Chon, Sora, 2020. "International Inflation Synchronization and Implications," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 42(2), pages 57-84.
    15. Eva Ortega & Chiara Osbat, 2020. "Exchange rate pass-through in the euro area and EU countries," Occasional Papers 2016, Banco de España.
    16. Prinz Aloys & Beck Hanno, 2018. "Geldpolitischer Aktionismus, Ersparnisbildung und Kapitalallokation – Einige ökonomische Überlegungen," Zeitschrift für Wirtschaftspolitik, De Gruyter, vol. 67(1), pages 101-124, May.
    17. William John Tayler & Roy Zilberman, 2017. "Taxation, Credit Spreads and Liquidity Traps," Working Papers 173174116, Lancaster University Management School, Economics Department.
    18. Stefano Neri & Giuseppe Ferrero, 2017. "Monetary policy in a low interest rate environment," Questioni di Economia e Finanza (Occasional Papers) 392, Bank of Italy, Economic Research and International Relations Area.
    19. Andrea Giorgio Tosato, 2022. "Considerations on the Monetary Policy Framework of the European Central Bank," CBM Working Papers WP/01/2022, Central Bank of Malta.
    20. Abdul Jalil, 2021. "Drivers of Inflation: From Roots to Regressions," PIDE Knowledge Brief 2021:38, Pakistan Institute of Development Economics.
    21. Gent Bajraj & Guillermo Carlomagno & Juan M. Wlasiuk, 2023. "Where is the Inflation? The Diverging Patterns of Prices of Goods and Services," Working Papers Central Bank of Chile 969, Central Bank of Chile.
    22. Baumeister, Christiane & Hamilton, James D., 2021. "Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions," Journal of International Money and Finance, Elsevier, vol. 114(C).
    23. Dallari, Pietro & Ribba, Antonio, 2020. "The dynamic effects of monetary policy and government spending shocks on unemployment in the peripheral Euro area countries," Economic Modelling, Elsevier, vol. 85(C), pages 218-232.
    24. Ciccarelli, Matteo & Osbat, Chiara, 2017. "Low inflation in the euro area: Causes and consequences," Occasional Paper Series 181, European Central Bank.
    25. William Gatt & Germano Ruisi, 2022. "The spillover of euro area shocks to the Maltese economy," CBM Working Papers WP/03/2022, Central Bank of Malta.

  8. Ugo Albertazzi & Andrea Nobili & Federico M. Signoretti, 2016. "The bank lending channel of conventional and unconventional monetary policy," Temi di discussione (Economic working papers) 1094, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Laine, Olli-Matti, 2022. "Evidence about the transmission of monetary policy," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number e53, July.
    2. Bredl Sebastian, 2022. "The Role of Non-performing Loans for Bank Lending Rates," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 242(2), pages 223-276, April.
    3. Olli-Matti Juhani Laine, 2020. "The effect of the ECB’s conventional monetary policy on the real economy: FAVAR-approach," Empirical Economics, Springer, vol. 59(6), pages 2899-2924, December.
    4. Maria Cantero-Saiz & Begona Torre-Olmo & Sergio Sanfilippo-Azofra, 2023. "Sustainable Banking, Financial Strength and the Bank Lending Channel of Monetary Policy," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, vol. 26(1), pages 165-185, March.
    5. Francesco Bripi & David Loschiavo & Davide Revelli, 2020. "Services trade and credit frictions: Evidence with matched bank–firm data," The World Economy, Wiley Blackwell, vol. 43(5), pages 1216-1252, May.
    6. Roberto Savona, 2022. "Bank business models, negative policy rates, and prudential regulation," Annals of Finance, Springer, vol. 18(3), pages 355-392, September.
    7. Cawley, Cormac & Finnegan, Marie, 2019. "Transmission channels of central bank asset purchases in the Irish economy," MPRA Paper 96547, University Library of Munich, Germany.
    8. Albertazzi, Ugo & Barbiero, Francesca & Marqués-Ibáñez, David & Popov, Alexander & Rodriguez d’Acri, Costanza & Vlassopoulos, Thomas, 2020. "Monetary policy and bank stability: the analytical toolbox reviewed," Working Paper Series 2377, European Central Bank.
    9. Antonio M. Conti & Andrea Nobili & Federico M. Signoretti, 2018. "Bank capital constraints, lending supply and economic activity," Temi di discussione (Economic working papers) 1199, Bank of Italy, Economic Research and International Relations Area.
    10. Li, Xiao-Lin & Xie, Pinyi & Ding, Hui & Si, Deng-Kui, 2023. "Central bank lending facility and investment efficiency of non-SOEs: evidence from China," Economic Modelling, Elsevier, vol. 126(C).
    11. Cormac Cawley & Marie Finnegan, 2019. "Transmission Channels of Central Bank Asset Purchases in the Irish Economy," Economies, MDPI, vol. 7(4), pages 1-25, September.
    12. Mujtaba Zia & Jennifer Logan, 2021. "Bank Revolving Credit as a Channel of Monetary Policy," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 13(2), pages 147-160, December.
    13. Claudio Borio & Boris Hofmann, 2017. "Is Monetary Policy Less Effective When Interest Rates Are Persistently Low?," RBA Annual Conference Volume (Discontinued), in: Jonathan Hambur & John Simon (ed.),Monetary Policy and Financial Stability in a World of Low Interest Rates, Reserve Bank of Australia.
    14. Fungáécová, Zuzana & Kerola, Eeva & Laine, Olli-Matti, 2023. "Monetary policy transmission below zero," Bank of Finland Research Discussion Papers 11/2023, Bank of Finland.
    15. Conti, Antonio M. & Nobili, Andrea & Signoretti, Federico M., 2023. "Bank capital requirement shocks: A narrative perspective," European Economic Review, Elsevier, vol. 151(C).
    16. Francesco Bripi & David Loschiavo & Davide Revelli, 2017. "Services trade and credit frictions: evidence from matched bank-firm data," Temi di discussione (Economic working papers) 1110, Bank of Italy, Economic Research and International Relations Area.
    17. Xiong, Wanting & Wang, Yougui, 2022. "A reformulation of the bank lending channel under multiple prudential regulations," Economic Modelling, Elsevier, vol. 114(C).
    18. Blaes, Barno A. & Kraaz, Björn & Offermanns, Christian J., 2019. "The effects of the eurosystem's APP on euro area bank lending: Letting different data speak," Discussion Papers 26/2019, Deutsche Bundesbank.
    19. Amzallag, Adrien & Calza, Alessandro & Georgarakos, Dimitris & Sousa, João, 2019. "Monetary policy transmission to mortgages in a negative interest rate environment," Working Paper Series 2243, European Central Bank.
    20. Altavilla, Carlo & Andreeva, Desislava & Boucinha, Miguel & Holton, Sarah, 2019. "Monetary policy, credit institutions and the bank lending channel in the euro area," Occasional Paper Series 222, European Central Bank.
    21. Selva Demiralp & Jens Eisenschmidt & Thomas Vlassopoulos, 2021. "Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area," Koç University-TUSIAD Economic Research Forum Working Papers 1910, Koc University-TUSIAD Economic Research Forum.
    22. Alessio Ciarlone & Andrea Colabella, 2018. "Asset price volatility in EU-6 economies: how large is the role played by the ECB?," Temi di discussione (Economic working papers) 1175, Bank of Italy, Economic Research and International Relations Area.
    23. Vincenzo D'Apice & Franco Fiordelisi & Giovanni W. Puopolo, 2020. "Judicial Efficiency and Lending Quality," CSEF Working Papers 588, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    24. Martin Guth, 2018. "Heterogeneous Effects of Unconventional Monetary Policy on Loan Demand and Supply. Insights from the Bank Lending Survey," Papers 1807.04161, arXiv.org.
    25. Philipp Roderweis & Jamel Saadaoui & Francisco Serranito, 2023. "The Unintended Consequences of ECB’s Asset Purchases. How Excess Reserves Shape Bank Lending," Working Papers of BETA 2023-34, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.

  9. Lorenzo Burlon & Davide Fantino & Andrea Nobili & Gabriele Sene, 2016. "The quantity of corporate credit rationing with matched bank-firm data," Temi di discussione (Economic working papers) 1058, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Bredl Sebastian, 2022. "The Role of Non-performing Loans for Bank Lending Rates," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 242(2), pages 223-276, April.
    2. Fabio Berton & Sauro Mocetti & Andrea F. Presbitero & Matteo Richiardi, 2018. "Banks, Firms, and Jobs," The Review of Financial Studies, Society for Financial Studies, vol. 31(6), pages 2113-2156.
    3. Carmen Gallucci & Vincenzo Formisano & Michele Modina & Rosalia Santulli, 2017. "Beyond Banks¡¯ Capitalization: What Affects the Credit Lines?," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 8(4), pages 71-79, October.
    4. Vincenzo D'Apice & Franco Fiordelisi & Giovanni W. Puopolo, 2020. "Judicial Efficiency and Lending Quality," CSEF Working Papers 588, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.

  10. Andrea Nobili & Andrea Orame, 2015. "Estimating the effects of a credit supply restriction: is there a bias in the Bank Lending Survey?," Questioni di Economia e Finanza (Occasional Papers) 266, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Ricci, Lorenzo & Soggia, Giovanni & Trimarchi, Lorenzo, 2023. "The impact of bank lending standards on credit to firms," Journal of Banking & Finance, Elsevier, vol. 152(C).
    2. Andrea Orame, 2020. "The role of bank supply in the Italian credit market: evidence from a new regional survey," Temi di discussione (Economic working papers) 1279, Bank of Italy, Economic Research and International Relations Area.
    3. Köhler-Ulbrich, Petra & Hempell, Hannah S. & Scopel, Silvia, 2016. "The euro area bank lending survey," Occasional Paper Series 179, European Central Bank.
    4. Andrea Orame, 2023. "Bank Lending and the European Debt Crisis: Evidence from a New Survey," International Journal of Central Banking, International Journal of Central Banking, vol. 19(1), pages 243-300, March.

  11. Antonio M. Conti & Stefano Neri & Andrea Nobili, 2015. "Why is inflation so low in the euro area?," Temi di discussione (Economic working papers) 1019, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Dr. Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2020. "Financial shocks and inflation dynamics," Working Papers 2020-13, Swiss National Bank.
    2. N. Berardi. & E. Gautier., 2016. "Adjustments in consumer prices in France in periods of low inflation," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 41, pages 51-65, spring.
    3. Andrea Colabella, 2019. "Do the ECB’s monetary policies benefit emerging market economies? A GVAR analysis on the crisis and post-crisis period," Temi di discussione (Economic working papers) 1207, Bank of Italy, Economic Research and International Relations Area.
    4. Ha,Jongrim & Kose,Ayhan & Ohnsorge,Franziska Lieselotte, 2019. "Understanding Inflation in Emerging and Developing Economies," Policy Research Working Paper Series 8761, The World Bank.
    5. Corsello, Francesco & Neri, Stefano & Tagliabracci, Alex, 2021. "Anchored or de-anchored? That is the question," European Journal of Political Economy, Elsevier, vol. 69(C).
    6. Galati, Gabriele & Gorgi, Zion & Moessner, Richhild & Zhou, Chen, 2018. "Deflation risk in the euro area and central bank credibility," Economics Letters, Elsevier, vol. 167(C), pages 124-126.
    7. S. Avouyi-Dovi. & R. Lecat. & C. O’Donnell. & B. Bureau. & J.-P. Villetelle., 2016. "Corporate loans at particularly low rates in France," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 41, pages 27-39, spring.
    8. Karlsson, Sune & Österholm, Pär, 2018. "A Note on the Stability of the Swedish Philips Curve," Working Papers 2018:6, Örebro University, School of Business.
    9. Jarociński, Marek & Bobeica, Elena, 2017. "Missing disinflation and missing inflation: the puzzles that aren't," Working Paper Series 2000, European Central Bank.
    10. Antonio M. Conti & Elisa Guglielminetti & Marianna Riggi, 2019. "Labour productivity and the wageless recovery," Temi di discussione (Economic working papers) 1257, Bank of Italy, Economic Research and International Relations Area.
    11. COMUNALE Mariarosaria & STRIAUKAS Jonas, 2017. "Unconventional monetary olicy: interest rates and low inflation. A review of literature and methods," LIDAM Discussion Papers CORE 2017026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    12. R. Cezar & A. Duguet & G. Gaulier & V. Vicard, 2017. "Competition for global value added: domestic and export market shares," Rue de la Banque, Banque de France, issue 36, january..
    13. Max Hanisch, 2017. "US Monetary Policy and the Euro Area," Discussion Papers of DIW Berlin 1701, DIW Berlin, German Institute for Economic Research.
    14. Conti, Antonio M., 2021. "Resurrecting the Phillips Curve in Low-Inflation Times," Economic Modelling, Elsevier, vol. 96(C), pages 172-195.
    15. Hanisch, Max, 2019. "US monetary policy and the euro area," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 77-96.
    16. Andrea Colabella, 2021. "Do ECB's Monetary Policies Benefit EMEs? A GVAR Analysis on the Global Financial and Sovereign Debt Crises and Postcrises Period," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(2), pages 472-494, April.
    17. S. Humbertclaude. & R. Lecat. & F. Monteil., 2016. "France’s national economic wealth declined by 1.8% in 2014," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 41, pages 41-49, spring.
    18. RUGEA Felicia Elisabeta, 2017. "Towards Sustainable Development: Real Convergence And Growth In Romania," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 69(4), pages 137-147, November.
    19. Antonio M. Conti & Andrea Nobili, 2019. "Wages and prices in the euro area: exploring the nexus," Questioni di Economia e Finanza (Occasional Papers) 518, Bank of Italy, Economic Research and International Relations Area.
    20. Antonio M. Conti & Concetta Gigante, 2018. "Weakness in Italy�s core inflation and the Phillips curve: the role of labour and financial indicators," Questioni di Economia e Finanza (Occasional Papers) 466, Bank of Italy, Economic Research and International Relations Area.
    21. Stefano Neri & Stefano Siviero, 2019. "The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks," Questioni di Economia e Finanza (Occasional Papers) 486, Bank of Italy, Economic Research and International Relations Area.
    22. Harashima, Taiji, 2018. "Why Are Inflation and Real Interest Rates So Low? A Mechanism of Low and Floating Real Interest and Inflation Rates," MPRA Paper 84311, University Library of Munich, Germany.
    23. S. Castor. & H. Caradant. & V. Chauvin. & T. Mosquera Yon., 2016. "France’s international trade in services," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 41, pages 17-26, spring.
    24. Mazumder, Sandeep, 2018. "Inflation in Europe after the Great Recession," Economic Modelling, Elsevier, vol. 71(C), pages 202-213.
    25. Lei Lv & Zhixin Liu & Yingying Xu, 2019. "Technological progress, globalization and low-inflation: Evidence from the United States," PLOS ONE, Public Library of Science, vol. 14(4), pages 1-19, April.

  12. Paolo Del Giovane & Andrea Nobili & Federico Maria Signoretti, 2013. "Supply tightening or lack of demand? An analysis of credit developments during the Lehman Brothers and the sovereign debt crises," Temi di discussione (Economic working papers) 942, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Ugo Albertazzi & Andrea Nobili & Federico M. Signoretti, 2016. "The bank lending channel of conventional and unconventional monetary policy," Temi di discussione (Economic working papers) 1094, Bank of Italy, Economic Research and International Relations Area.
    2. Andrea Orame, 2020. "The role of bank supply in the Italian credit market: evidence from a new regional survey," Temi di discussione (Economic working papers) 1279, Bank of Italy, Economic Research and International Relations Area.
    3. S. Avouyi-Dovi & G. Horny & Patrick Sevestre, 2017. "The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises," Post-Print hal-01657075, HAL.
    4. Deryugina, Elena & Kovalenko, Olga & Pantina, Irina & Ponomarenko, Alexey, 2015. "Disentangling loan demand and supply shocks in Russia," BOFIT Discussion Papers 8/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
    5. Amanda Carmignani & Guido de Blasio & Cristina Demma & Alessio D'Ignazio, 2021. "Urbanization and firm access to credit," Journal of Regional Science, Wiley Blackwell, vol. 61(3), pages 597-622, June.
    6. Antonio M. Conti & Andrea Nobili & Federico M. Signoretti, 2018. "Bank capital constraints, lending supply and economic activity," Temi di discussione (Economic working papers) 1199, Bank of Italy, Economic Research and International Relations Area.
    7. Claire Giordano & Marco Marinucci & Andrea Silvestrini, 2018. "Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors," Temi di discussione (Economic working papers) 1167, Bank of Italy, Economic Research and International Relations Area.
    8. Pierpaolo Benigno & Paolo Canofari & Giovanni Di Bartolomeo & Marcello Messori, 2021. "The ECB's Asset Purchase Programme: Theory, effects, and risks," Working Papers in Public Economics 201, Department of Economics and Law, Sapienza University of Roma.
    9. Guido Traficante & Guglielmo Forges Davanzati, 2018. "La restrizione del credito in uno schema di teoria monetaria della produzione: il caso italiano," Moneta e Credito, Economia civile, vol. 71(283), pages 211-233.
    10. Agnes Kovacs & Concetta Rondinelli & Serena Trucchi, 2018. "Permanent versus Transitory Income Shocks over the Business Cycle," Working Papers 2018:23, Department of Economics, University of Venice "Ca' Foscari".
    11. Cyril Couaillier & Thomas Ferrière & Valerio Scalone, 2019. "ALIENOR, a Macrofinancial Model for Macroprudential Policy," Working papers 724, Banque de France.
    12. Ugo Albertazzi & Tiziano Ropele & Gabriele Sene & Federico M. Signoretti, 2012. "The impact of the sovereign debt crisis on the activity of Italian banks," Questioni di Economia e Finanza (Occasional Papers) 133, Bank of Italy, Economic Research and International Relations Area.
    13. Francesco Bripi & David Loschiavo & Davide Revelli, 2017. "Services trade and credit frictions: evidence from matched bank-firm data," Temi di discussione (Economic working papers) 1110, Bank of Italy, Economic Research and International Relations Area.
    14. Edwige Burdeau, 2015. "Assessing dynamics of credit supply and demand for French SMEs, an estimation based on the Bank Lending Survey," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.
    15. Luisa Carpinelli & Matteo Crosignani, 2017. "The Effect of Central Bank Liquidity Injections on Bank Credit Supply," Finance and Economics Discussion Series 2017-038, Board of Governors of the Federal Reserve System (U.S.).
    16. Stefano Neri & Tiziano Ropele, 2015. "The macroeconomic effects of the sovereign debt crisis in the euro area," Temi di discussione (Economic working papers) 1007, Bank of Italy, Economic Research and International Relations Area.
    17. Andrea Linarello & Andrea Petrella & Enrico Sette, 2019. "Allocative Efficiency and Finance," Questioni di Economia e Finanza (Occasional Papers) 487, Bank of Italy, Economic Research and International Relations Area.
    18. Ginette Eramo & Roberto Felici & Paolo Finaldi Russo & Federico Signoretti, 2018. "How slow is the recovery of loans to firms in Italy?," Questioni di Economia e Finanza (Occasional Papers) 469, Bank of Italy, Economic Research and International Relations Area.
    19. Amanda Carmignani & Guido de Blasio & Cristina Demma & Alessio D'Ignazio, 2019. "Urban agglomerations and firm access to credit," Temi di discussione (Economic working papers) 1222, Bank of Italy, Economic Research and International Relations Area.
    20. Francesco Bripi, 2023. "The impact of credit substitution between banks on investment," Temi di discussione (Economic working papers) 1408, Bank of Italy, Economic Research and International Relations Area.
    21. Köhler-Ulbrich, Petra & Hempell, Hannah S. & Scopel, Silvia, 2016. "The euro area bank lending survey," Occasional Paper Series 179, European Central Bank.
    22. Michele Loberto & Francesco Zollino, 2016. "Housing and credit markets in Italy in times of crisis," Temi di discussione (Economic working papers) 1087, Bank of Italy, Economic Research and International Relations Area.
    23. Margherita Bottero & Antonio M. Conti, 2023. "In the thick of it: an interim assessment of monetary policy transmission to credit conditions," Questioni di Economia e Finanza (Occasional Papers) 810, Bank of Italy, Economic Research and International Relations Area.
    24. Stefano Neri & Stefano Siviero, 2019. "The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks," Questioni di Economia e Finanza (Occasional Papers) 486, Bank of Italy, Economic Research and International Relations Area.
    25. Lorenzo Burlon & Davide Fantino & Andrea Nobili & Gabriele Sene, 2016. "The quantity of corporate credit rationing with matched bank-firm data," Temi di discussione (Economic working papers) 1058, Bank of Italy, Economic Research and International Relations Area.
    26. Andrea Orame, 2023. "Bank Lending and the European Debt Crisis: Evidence from a New Survey," International Journal of Central Banking, International Journal of Central Banking, vol. 19(1), pages 243-300, March.

  13. Lucia Esposito & Andrea Nobili & Tiziano Ropele, 2013. "The management of interest rate risk during the crisis: evidence from Italian banks," Temi di discussione (Economic working papers) 933, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Laura Parisi & Igor Gianfrancesco & Camillo Gilberto & Paolo Giudici, 2015. "Monetary transmission models for bank interest rates," DEM Working Papers Series 101, University of Pavia, Department of Economics and Management.
    2. Molyneux, Philip & Pancotto, Livia & Reghezza, Alessio & Rodriguez d'Acri, Costanza, 2022. "Interest rate risk and monetary policy normalisation in the euro area," Journal of International Money and Finance, Elsevier, vol. 124(C).
    3. Lara Coulier & Alessio Reghezza, 2024. "Are low interest rates firing back? Interest rate risk in the banking book and bank lending in a rising interest rate environment," BIS Working Papers 1202, Bank for International Settlements.
    4. Anna Laura Mancini & Chiara Monfardini & Silvia Pasqua, 2014. "The intergenerational transmission of reading: is a good example the best sermon?," Temi di discussione (Economic working papers) 958, Bank of Italy, Economic Research and International Relations Area.
    5. Lannoo, Karel & Thomadakis, Apostolos, 2020. "Derivatives in Sustainable Finance," ECMI Papers 29791, Centre for European Policy Studies.
    6. Luigi Infante & Stefano Piermattei & Raffaele Santioni & Bianca Sorvillo, 2020. "Diversifying away risks through derivatives: an analysis of the Italian banking system," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 37(2), pages 621-657, July.
    7. Christoph Basten & Benjamin Guin & Cathérine Tahmee Koch, 2017. "How Do Banks and Households Manage Interest Rate Risk? Evidence from the Swiss Mortgage Market," CESifo Working Paper Series 6649, CESifo.
    8. Chattha, Jamshaid Anwar & Alhabshi, Syed Musa, 2020. "Benchmark rate risk, duration gap and stress testing in dual banking systems," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
    9. Pierluigi Bologna, 2017. "Banks’ maturity transformation: risk, reward, and policy," Temi di discussione (Economic working papers) 1159, Bank of Italy, Economic Research and International Relations Area.
    10. Luigi Infante & Stefano Piermattei & Raffaele Santioni & Bianca Sorvillo, 2018. "Why do banks use derivatives? An analysis of the Italian banking system," Questioni di Economia e Finanza (Occasional Papers) 441, Bank of Italy, Economic Research and International Relations Area.
    11. Alessandri, Piergiorgio & Nelson, Benjamin, 2012. "Simple banking: profitability and the yield curve," Bank of England working papers 452, Bank of England.
    12. Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli & Andrea Pozzi & Anton Tsoy, 2019. "The Cost of Steering in Financial Markets: Evidence from the Mortgage Market," Temi di discussione (Economic working papers) 1252, Bank of Italy, Economic Research and International Relations Area.
    13. Serhat Yuksel & Sinemis Zengin, 2016. "Identifying the Determinants of Interest Rate Risk of the Banks," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 5(6), pages 12-28, October.
    14. Hao, Xiangchao & Sun, Qinru & Xie, Fang, 2022. "International evidence for the substitution effect of FX derivatives usage on bank capital buffer," Research in International Business and Finance, Elsevier, vol. 62(C).
    15. Chaudron, Raymond F.D.D., 2018. "Bank's interest rate risk and profitability in a prolonged environment of low interest rates," Journal of Banking & Finance, Elsevier, vol. 89(C), pages 94-104.
    16. Claudio Borio & Leonardo Gambacorta & Boris Hofmann, 2017. "The influence of monetary policy on bank profitability," International Finance, Wiley Blackwell, vol. 20(1), pages 48-63, March.
    17. Foos, Daniel & Lütkebohmert, Eva & Markovych, Mariia & Pliszka, Kamil, 2017. "Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve," Discussion Papers 24/2017, Deutsche Bundesbank.
    18. Shao, Lili & Shao, Jun & Sun, Zheng & Xu, Huaxin, 2019. "Hedging, speculation, and risk management effect of commodity futures: Evidence from firm voluntary disclosures," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
    19. Ugo Albertazzi & Alessandro Notarpietro & Stefano Siviero, 2016. "An inquiry into the determinants of the profitability of Italian banks," Questioni di Economia e Finanza (Occasional Papers) 364, Bank of Italy, Economic Research and International Relations Area.
    20. Michele Leonardo Bianchi, 2014. "Are the log-returns of Italian open-end mutual funds normally distributed? A risk assessment perspective," Temi di discussione (Economic working papers) 957, Bank of Italy, Economic Research and International Relations Area.
    21. Sebastian Lang & Reto Signer & Klaus Spremann, 2018. "The Choice of Interest Rate Models and Its Effect on Bank Capital Requirements Regulation and Financial Stability," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(1), pages 74-92, January.
    22. Cerrone, Rosaria & Cocozza, Rosa & Curcio, Domenico & Gianfrancesco, Igor, 2017. "Does prudential regulation contribute to effective measurement and management of interest rate risk? Evidence from Italian banks," Journal of Financial Stability, Elsevier, vol. 30(C), pages 126-138.
    23. Paolo Giudici & Laura Parisi, 2015. "Dynamic models for monetary transmission," DEM Working Papers Series 106, University of Pavia, Department of Economics and Management.
    24. Leonardo Gambacorta & Luigi Guiso & Paolo Mistrulli & Andrea Pozzi & Anton Tsoy, 2017. "The Cost of Distorted Financial Advice - Evidence from the Mortgage Market," EIEF Working Papers Series 1713, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2017.

  14. Andrea Nobili & Francesco Zollino, 2012. "A structural model for the housing and credit markets in Italy," Temi di discussione (Economic working papers) 887, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Lenarčič, Črt & Zorko, Robert & Herman, Uroš & Savšek, Simon, 2016. "A Primer on Slovene House Prices Forecast," MPRA Paper 103552, University Library of Munich, Germany.
    2. Antonio Bassanetti & Matteo Bugamelli & Sandro Momigliano & Roberto Sabbatini & Francesco Zollino, 2013. "The policy response to macroeconomic and fiscal imbalances in Italy in the last fifteen years," Questioni di Economia e Finanza (Occasional Papers) 211, Bank of Italy, Economic Research and International Relations Area.
    3. Bank for International Settlements, 2016. "Experiences with the ex ante appraisal of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 56.
    4. Federica Ciocchetta & Elisa Guglielminetti & Alessandro Mistretta, 2024. "What Drives House Prices in Europe?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(5), pages 1089-1121, October.
    5. P. Arestis & A.R. Gonz�lez, 2014. "Modelling the housing market in OECD countries," International Review of Applied Economics, Taylor & Francis Journals, vol. 28(2), pages 131-153, March.
    6. Federico Cingano & Francesco Manaresi & Enrico Sette, 2013. "Does credit crunch investments down? New evidence on the real effects of the bank-lending channel," Mo.Fi.R. Working Papers 91, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    7. Kajuth, Florian, 2021. "Land leverage and the housing market: Evidence from Germany1," Journal of Housing Economics, Elsevier, vol. 51(C).
    8. Federica Ciocchetta & Wanda Cornacchia & Roberto Felici & Michele Loberto, 2016. "Assessing financial stability risks from the real estate market in Italy," Questioni di Economia e Finanza (Occasional Papers) 323, Bank of Italy, Economic Research and International Relations Area.
    9. Nobili, Andrea & Zollino, Francesco, 2017. "A structural model for the housing and credit market in Italy," Journal of Housing Economics, Elsevier, vol. 36(C), pages 73-87.
    10. Irfan Ahmed & Claudio Socci & Ali Medabesh & Francesca Severini & Jacopo Zotti, 2021. "Economic impact of monetary policy: Focus on real estate sector in Italy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1256-1269, January.
    11. Sariye Belgin Akcay, 2023. "Current Account Imbalances, House Prices, and Institutions," International Real Estate Review, Global Social Science Institute, vol. 26(3), pages 343-392.
    12. Paloma Taltavull de La Paz & Laura Gabrielli, 2015. "Housing Supply and Price Reactions: A Comparison Approach to Spanish and Italian Markets," Housing Studies, Taylor & Francis Journals, vol. 30(7), pages 1036-1063, October.
    13. Umberto Filotto & Claudio Giannotti & Gianluca Mattarocci & Xenia Scimone, 2021. "The Influence of Macro factors On Residential Mortgage In Italy," International Journal of Business Research and Management (IJBRM), Computer Science Journals (CSC Journals), vol. 12(3), pages 103-115, June.
    14. Antonio M. Conti & Andrea Nobili & Federico M. Signoretti, 2018. "Bank capital constraints, lending supply and economic activity," Temi di discussione (Economic working papers) 1199, Bank of Italy, Economic Research and International Relations Area.
    15. Massimiliano Affinito & Fabiana Sabatini & Massimiliano Stacchini, 2021. "Collateral in bank lending during the financial crises:a borrower and a lender story," Temi di discussione (Economic working papers) 1352, Bank of Italy, Economic Research and International Relations Area.
    16. Costanza Consolandi & Giampaolo Gabbi & Massimo Matthias & Pietro Vozzella, 2013. "The Italian Financial System," FESSUD studies fstudy12, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
    17. Tatiana Cesaroni, 2022. "Average time to sell a property and credit conditions: Evidence from the Italian housing market survey," Bulletin of Economic Research, Wiley Blackwell, vol. 74(1), pages 49-68, January.
    18. Claire Giordano & Marco Marinucci & Andrea Silvestrini, 2018. "Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors," Temi di discussione (Economic working papers) 1167, Bank of Italy, Economic Research and International Relations Area.
    19. Niall McInerney, 2016. "A Structural Model of Macroprudential Policy: the Case of Ireland," EcoMod2016 9643, EcoMod.
    20. McInerney, Niall, 2019. "Macroprudential Policy, Banking and the Real Estate Sector," MPRA Paper 91777, University Library of Munich, Germany.
    21. Sara Ferreira Filipe, 2018. "Housing prices and mortgage credit in Luxembourg," BCL working papers 117, Central Bank of Luxembourg.
    22. Hana Hejlová & Michal Hlaváček & Luboš Komárek, 2017. "A Comprehensive Method for House Price Sustainability Assessment in the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, vol. 2017(3), pages 269-285.
    23. International Monetary Fund, 2013. "Italy: Technical Note on the Financial Situation of Italian Households and Non-Financial Corporations and Risks to the Banking System," IMF Staff Country Reports 2013/348, International Monetary Fund.
    24. Liberati, Danilo & Loberto, Michele, 2019. "Taxation and housing markets with search frictions," Journal of Housing Economics, Elsevier, vol. 46(C).
    25. Vinci, Sabato & Bartolacci, Francesca & Salvia, Rosanna & Salvati, Luca, 2022. "Housing markets, the great crisis, and metropolitan gradients: Insights from Greece, 2000–2014," Socio-Economic Planning Sciences, Elsevier, vol. 80(C).
    26. Pierluigi Bologna & Wanda Cornacchia & Maddalena Galardo, 2020. "Prudential policies, credit supply and house prices: evidence from Italy," Temi di discussione (Economic working papers) 1294, Bank of Italy, Economic Research and International Relations Area.
    27. Bergin, Adele & Conroy, Niall & Garcia Rodriguez, Abian & Holland, Dawn & McInerney, Niall & Morgenroth, Edgar & Smith, Donal, 2017. "COSMO: A new COre Structural MOdel for Ireland," Papers WP553, Economic and Social Research Institute (ESRI).
    28. Irfan Ahmed & Claudio Socci & Francesca Severini & Rosita Pretaroli & Hassan Kasady Al Mahdi, 2020. "Unconventional monetary policy and real estate sector: a financial dynamic computable general equilibrium model for Italy," Economic Systems Research, Taylor & Francis Journals, vol. 32(2), pages 221-238, April.
    29. Kajuth, Florian, 2020. "The German housing market cycle: Answers to FAQs," Discussion Papers 20/2020, Deutsche Bundesbank.
    30. S. Avouyi-Dovi & C. Labonne & R. Lecat & S. Ray, 2017. "Insight from a Time-Varying VAR Model with Stochastic Volatility of the French Housing and Credit Markets," Working papers 620, Banque de France.
    31. Philip Arestis & Ana Rosa Gonzalez, 2013. "Endogenous Bank Credit and Its Link to Housing in OECD Countries," Economics Working Paper Archive wp_750, Levy Economics Institute.

  15. Paolo Del Giovane & Ginette Eramo & Andrea Nobili, 2010. "Disentangling demand and supply in credit developments: a survey-based analysis for Italy," Temi di discussione (Economic working papers) 764, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Duchi, Fabio & Elbourne, Adam, 2016. "Credit supply shocks in the Netherlands," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 51-71.
    2. OGAWA Kazuo & TANAKA Takanori, 2012. "The Global Financial Crisis and Small- and Medium-sized Enterprises in Japan: How did they cope with the crisis?," Discussion papers 12012, Research Institute of Economy, Trade and Industry (RIETI).
    3. Hempell, Hannah S. & Kok, Christoffer, 2010. "The impact of supply constraints on bank lending in the euro area - crisis induced crunching?," Working Paper Series 1262, European Central Bank.
    4. Ricci, Lorenzo & Soggia, Giovanni & Trimarchi, Lorenzo, 2023. "The impact of bank lending standards on credit to firms," Journal of Banking & Finance, Elsevier, vol. 152(C).
    5. Pacicco, Fausto & Serati, Massimiliano & Venegoni, Andrea, 2022. "The Euro Area credit crunch conundrum: Was it demand or supply driven?," Economic Modelling, Elsevier, vol. 106(C).
    6. Simon Gilchrist & Benoît Mojon, 2014. "Credit Risk in the Euro Area," NBER Working Papers 20041, National Bureau of Economic Research, Inc.
    7. Emil Adamek & Jan Janku, 2022. "What Drives Small Business Crowdfunding? Impact of Macroeconomic and Financial Factors," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 72(2), pages 172-196, June.
    8. Malgorzata Olszak & Mateusz Pipien & Sylwia Roszkowska, 2016. "The Impact Of Capital Ratio On Lending Of Eu Banks – The Role Of Bank Specialization And Capitalization," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(1), pages 43-59, March.
    9. C. Labonne & G. Lamé, 2014. "Credit Growth and Capital Requirements: Binding or Not?," Documents de Travail de l'Insee - INSEE Working Papers g2014-07, Institut National de la Statistique et des Etudes Economiques.
    10. Emilia Bonaccorsi di Patti & Enrico Sette, 2012. "Bank balance sheets and the transmission of financial shocks to borrowers: evidence from the 2007-2008 crisis," Temi di discussione (Economic working papers) 848, Bank of Italy, Economic Research and International Relations Area.
    11. Tuuli, Saara, 2019. "Model-based regulation and firms' access to finance," Bank of Finland Research Discussion Papers 4/2019, Bank of Finland.
    12. Filipe Silva & Carlos Carreira, 2012. "Measuring Firms’ Financial Constraints: A Rough Guide," Notas Económicas, Faculty of Economics, University of Coimbra, issue 36, pages 23-46, December.
    13. Sangyup Choi, 2021. "Bank Lending Standards, Loan Demand, and the Macroeconomy: Evidence from the Korean Bank Loan Officer Survey," International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-45, December.
    14. Andrea Orame, 2020. "The role of bank supply in the Italian credit market: evidence from a new regional survey," Temi di discussione (Economic working papers) 1279, Bank of Italy, Economic Research and International Relations Area.
    15. Silvia Del Prete & Marcello Pagnini & Paola Rossi & Valerio Vacca, 2017. "Lending organization and credit supply during the 2008-09 crisis," Temi di discussione (Economic working papers) 1108, Bank of Italy, Economic Research and International Relations Area.
    16. International Monetary Fund, 2010. "Italy: 2010 Article IV Consultation: Staff Report; Public Information Notice on the Executive Board Discussion; Staff Statement; Statement by the Executive Director for Italy," IMF Staff Country Reports 2010/157, International Monetary Fund.
    17. Michele Caivano & Lisa Rodano & Stefano Siviero, 2010. "The transmission of the global financial crisis to the Italian economy. A counterfactual analysis, 2008-2010," Questioni di Economia e Finanza (Occasional Papers) 64, Bank of Italy, Economic Research and International Relations Area.
    18. Eric Wong & Andrew Tsang & Steven Kong, 2016. "How Does Loan-To-Value Policy Strengthen Resilience of Banks to Property Price Shocks - Evidence from Hong Kong," International Real Estate Review, Global Social Science Institute, vol. 19(1), pages 120-149.
    19. William F. Bassett & Mary Beth Chosak & John C. Driscoll & Egon Zakrajšek, 2012. "Changes in bank lending standards and the macroeconomy," Finance and Economics Discussion Series 2012-24, Board of Governors of the Federal Reserve System (U.S.).
    20. Grégory Levieuge, 2017. "Explaining and forecasting bank loans. Good times and crisis," Post-Print hal-03529226, HAL.
    21. Ugo Albertazzi & Domenico J. Marchetti, 2010. "Credit supply, flight to quality and evergreening: an analysis of bank-firm relationships after Lehman," Temi di discussione (Economic working papers) 756, Bank of Italy, Economic Research and International Relations Area.
    22. Cindy M. Vojtech & Benjamin S. Kay & John C. Driscoll, 2016. "The Real Consequences of Bank Mortgage Lending Standards," Working Papers 16-05, Office of Financial Research, US Department of the Treasury.
    23. Deryugina, Elena & Kovalenko, Olga & Pantina, Irina & Ponomarenko, Alexey, 2015. "Disentangling loan demand and supply shocks in Russia," BOFIT Discussion Papers 8/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
    24. Nobili, Andrea & Zollino, Francesco, 2017. "A structural model for the housing and credit market in Italy," Journal of Housing Economics, Elsevier, vol. 36(C), pages 73-87.
    25. Francesca Maria Cesaroni & Francesca Lotti & Paolo Emilio Mistrulli, 2013. "Female firms and banks� lending behaviour: what happened during the great recession?," Questioni di Economia e Finanza (Occasional Papers) 177, Bank of Italy, Economic Research and International Relations Area.
    26. Małgorzata Olszak & Iwona Kowalska & Patrycja Chodnicka-Jaworska & Filip Świtała, 2020. "Do cyclicality of loan-loss provisions and income smoothing matter for the capital crunch – the case of commercial banks in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 51(4), pages 383-436.
    27. Carmen M. Reinhart & Kenneth S. Rogoff, 2009. "The Aftermath of Financial Crises," American Economic Review, American Economic Association, vol. 99(2), pages 466-472, May.
    28. Reinhart, Carmen & Rogoff, Kenneth, 2008. "¿Es tan diferente la crisis financiera de sub-prime en EEUU? Una comparacion historica internacional [“Is The 2007 U.S. Subprime Crisis So Different? An International Historical Comparison,”]," MPRA Paper 13656, University Library of Munich, Germany.
    29. Filardo, Andrew J. & Siklos, Pierre L., 2020. "The cross-border credit channel and lending standards surveys," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 67(C).
    30. Carmen M. Reinhart & Kenneth S. Rogoff, 2009. "Is the 2007 US Sub-Prime Financial Crisis So Different?: An International Historical Comparison," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 56(3), pages 291-299.
    31. Liu, Yan & Zhao, Xueqing, 2023. "On the factors driving bank lending standards: Global evidence from bank lending surveys," Economics Letters, Elsevier, vol. 233(C).
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    63. Rehman, Mobeen Ur, 2019. "Energy shocks pricing model: A non-linear US sectoral based analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
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    66. Bell, Venetia & Pugh, Alice, 2014. "The Bank of England Credit Conditions Survey," Bank of England working papers 515, Bank of England.
    67. Laidroo, Laivi & Männasoo, Kadri, 2017. "Do credit commitments compromise credit quality?," Research in International Business and Finance, Elsevier, vol. 41(C), pages 303-317.
    68. Pigini, Claudia & Presbitero, Andrea F. & Zazzaro, Alberto, 2016. "State dependence in access to credit," Journal of Financial Stability, Elsevier, vol. 27(C), pages 17-34.
    69. Angela Maddaloni & Jose-Luis Peydro, 2011. "Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards," The Review of Financial Studies, Society for Financial Studies, vol. 24(6), pages 2121-2165.
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    71. Köhler-Ulbrich, Petra & Hempell, Hannah S. & Scopel, Silvia, 2016. "The euro area bank lending survey," Occasional Paper Series 179, European Central Bank.
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    73. Marcello Pagnini & Silvia Del Prete & Paola Rossi & Valerio Vacca, 2013. "Lending Organization and Credit Supply During the Crisis," ERSA conference papers ersa13p673, European Regional Science Association.
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    78. Miroslav Plasil & Stepan Radkovsky & Pavel Rezabek, 2013. "Modelling bank loans to non-financial corporations," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2012/2013, chapter 0, pages 128-136, Czech National Bank.
    79. Eric Wong & Andrew Tsang & Steven Kong, 2014. "How Does Loan-To-Value Policy Strengthen Banks' Resilience to Property Price Shocks - Evidence from Hong Kong," Working Papers 032014, Hong Kong Institute for Monetary Research.
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    83. Christian Beer & Walter Waschiczek, 2012. "Analyzing Corporate Loan Growth in Austria Using Bank Lending Survey Data," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 61-80.
    84. Barbara Casu & Laura Chiaramonte & Doriana Cucinelli, 2024. "The impact of liquidity on bank lending in South Africa," Working Papers 11063, South African Reserve Bank.
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  16. Andrea Nobili, 2009. "Composite indicators for monetary analysis," Temi di discussione (Economic working papers) 713, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Elena Deryugina & Alexey Ponomarenko, 2017. "Money-based underlying inflation measure for Russia: a structural dynamic factor model approach," Empirical Economics, Springer, vol. 53(2), pages 441-457, September.

  17. Paolo Angelini & Andrea Nobili & Maria Cristina Picillo, 2009. "The interbank market after August 2007: what has changed, and why?," Temi di discussione (Economic working papers) 731, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Zaghini, Andrea, 2016. "Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?," CFS Working Paper Series 530, Center for Financial Studies (CFS).
    2. Adam Gersl & Jitka Lesanovska, 2013. "Explaining the Czech Interbank Market Risk Premium," Working Papers 2013/01, Czech National Bank.
    3. Affinito, Massimiliano, 2012. "Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3163-3184.
    4. Gabriel Montes Rojas, 2019. "Subgraph Network Random Effects Error Components Models: Specification and Testing," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2019-44, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
    5. Markus Engler & Vahidin Jeleskovic, 2016. "Intraday volatility, trading volume and trading intensity in the interbank market e-MID," MAGKS Papers on Economics 201648, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    6. Anastasios Evgenidis & Stephanos Papadamou, 2021. "The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5684-5703, October.
    7. Olessia Caillé & Louis Raffestin, 2018. "Cross-asset holdings and the resiliency of wholesale funding," Working Papers hal-01973120, HAL.
    8. Shekhar Hari Kumar & Aakriti Mathur, 2020. "A fistful of dollars: Transmission of global funding shocks to EMs," IHEID Working Papers 04-2020, Economics Section, The Graduate Institute of International Studies, revised 08 Feb 2021.
    9. Green, Christopher & Bai, Ye & Murinde, Victor & Ngoka, Kethi & Maana, Isaya & Tiriongo, Samuel, 2016. "Overnight interbank markets and the determination of the interbank rate: A selective survey," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 149-161.
    10. Chris Florakis & Gianluigi Giorgioni & Alexandros Kostakis & Costas Milas, 2012. "The Impact of Stock Market Illiquidity on Real UK GDP Growth," Working Paper series 65_12, Rimini Centre for Economic Analysis.
    11. Fecht, Falko & Peydró, José-Luis & Abbassi, Puriya & Bräuning, Falk, 2015. "Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis," CEPR Discussion Papers 10479, C.E.P.R. Discussion Papers.
    12. Silvia Gabrieli & Claire Labonne, 2018. "Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015," Working papers 687, Banque de France.
    13. Allen, Franklin & Hryckiewicz, Aneta & Kowalewski, Oskar & Tümer-Alkan, Günseli, 2014. "Transmission of financial shocks in loan and deposit markets: Role of interbank borrowing and market monitoring," Journal of Financial Stability, Elsevier, vol. 15(C), pages 112-126.
    14. Saroyan, Susanna, 2024. "Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market," Journal of Economic Dynamics and Control, Elsevier, vol. 160(C).
    15. Robert J. Powell & Duc H. Vo, 2020. "A Comprehensive Stability Indicator for Banks," Risks, MDPI, vol. 8(1), pages 1-15, February.
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    17. Philipp Hartman & Frank Smets, 2018. "The European Central Bank’s Monetary Policy during Its First 20 Years," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 1-146.
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    19. Margherita Bottero & Ms. Camelia Minoiu & José-Luis Peydró & Andrea Polo & Mr. Andrea F Presbitero & Enrico Sette, 2019. "Negative Monetary Policy Rates and Portfolio Rebalancing: Evidence from Credit Register Data," IMF Working Papers 2019/044, International Monetary Fund.
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    21. Edoardo Rainone, 2015. "Testing information diffusion in the decentralized unsecured market for euro funds," Temi di discussione (Economic working papers) 1022, Bank of Italy, Economic Research and International Relations Area.
    22. Falagiarda, Matteo & Reitz, Stefan, 2013. "Announcements of ECB unconventional programs: Implications for the sovereign risk of Italy," Kiel Working Papers 1866, Kiel Institute for the World Economy (IfW Kiel).
    23. Affinito, Massimiliano & Franco Pozzolo, Alberto, 2017. "The interbank network across the global financial crisis: Evidence from Italy," Journal of Banking & Finance, Elsevier, vol. 80(C), pages 90-107.
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    26. Castiglionesi, Fabio & Feriozzi, Fabio & Lóránth, Gyöngyi & Loriana Pelizzon, 2014. "Liquidity coinsurance and bank capital," SAFE Working Paper Series 45, Leibniz Institute for Financial Research SAFE.
    27. Falagiarda, Matteo & Reitz, Stefan, 2015. "Announcements of ECB unconventional programs: Implications for the sovereign spreads of stressed euro area countries," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 276-295.
    28. Co-Pierre Georg & Silvia Gabrieli, 2015. "A Network View on Interbank Market Freezes," Working Papers 488, Economic Research Southern Africa.
    29. Payal Jain & Sanjay Sehgal, 2019. "An examination of return and volatility spillovers between mature equity markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(1), pages 180-210, January.
    30. Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2013. "Tweets, Google Trends and Sovereign Spreads in the GIIPS," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 78, Hellenic Observatory, LSE.
    31. Manish K. Singh & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2024. "Quantifying sovereign risk in the euro area," IREA Working Papers 202403, University of Barcelona, Research Institute of Applied Economics, revised Feb 2024.
    32. Hartmann, Philipp & Smets, Frank, 2018. "The first twenty years of the European Central Bank: monetary policy," CEPR Discussion Papers 13411, C.E.P.R. Discussion Papers.
    33. Giulio Cimini & Matteo Serri, 2016. "Entangling Credit and Funding Shocks in Interbank Markets," PLOS ONE, Public Library of Science, vol. 11(8), pages 1-15, August.
    34. Massimiliano Affinito & Matteo Piazza, 2021. "Always Look on the Bright Side? Central Counterparties and Interbank Markets during the Financial Crisis," International Journal of Central Banking, International Journal of Central Banking, vol. 17(1), pages 231-283, March.
    35. Rainone, Edoardo, 2020. "The network nature of over-the-counter interest rates," Journal of Financial Markets, Elsevier, vol. 47(C).
    36. Andrea Zaghini, 2017. "A tale of fragmentation: corporate funding in the euro-area bond market," Temi di discussione (Economic working papers) 1104, Bank of Italy, Economic Research and International Relations Area.
    37. Alexander Bechtel & Angelo Ranaldo & Jan Wrampelmeyer, 2023. "Liquidity Risk and Funding Cost," Review of Finance, European Finance Association, vol. 27(2), pages 399-422.
    38. Gupta, Priyanshi & Sehgal, Sanjay & Deisting, Florent, 2015. "Time-Varying Bond Market Integration in EMU," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 30(4), pages 708-760.
    39. Kobayashi, Teruyoshi & Takaguchi, Taro, 2018. "Identifying relationship lending in the interbank market: A network approach," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 20-36.
    40. Alessandro Ferracci & Giulio Cimini, 2021. "Systemic risk in interbank networks: disentangling balance sheets and network effects," Papers 2109.14360, arXiv.org, revised Sep 2022.
    41. Silvia Del Prete & Stefano Federico, 2020. "Do links between banks matter for bilateral trade? Evidence from financial crises," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 156(4), pages 859-885, November.
    42. Sarmiento Paipilla, Miguel, 2024. "The Transmission of Non-Banking Liquidity Shocks to the Banking Sector," Discussion Paper 2024-011, Tilburg University, Center for Economic Research.
    43. Alexius, Annika & Birenstam, Helene & Eklund, Johanna, 2014. "The interbank market risk premium, central bank interventions, and measures of market liquidity," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 202-217.
    44. Woon K. Wong & Iris Biefang-Frisancho Mariscal & Wanru Yao & Peter Howells, 2016. "Liquidity and Credit Risks in the UK s Financial Crisis: How Quantitative Easing changed the relationship," Cardiff Economics Working Papers E2016/9, Cardiff University, Cardiff Business School, Economics Section.
    45. McQuade, Peter & Falagiarda, Matteo & Tirpák, Marcel, 2015. "Spillovers from the ECB's non-standard monetary policies on non-euro area EU countries: evidence from an event-study analysis," Working Paper Series 1869, European Central Bank.
    46. Diemo Dietrich & Achim Hauck, 2020. "Interbank borrowing and lending between financially constrained banks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 347-385, September.
    47. Olivier Brossard & Susanna Saroyan, 2016. "Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market," Post-Print hal-01293693, HAL.
    48. Anastasios Demertzidis & Vahidin Jeleskovic, 2021. "Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID," JRFM, MDPI, vol. 14(5), pages 1-23, May.
    49. Paolo Angelini & Andrea Nobili & Cristina Picillo, 2011. "The Interbank Market after August 2007: What Has Changed, and Why?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 923-958, August.
    50. Temizsoy, Asena & Iori, Giulia & Montes-Rojas, Gabriel, 2015. "The role of bank relationships in the interbank market," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 118-141.
    51. Sarmiento Paipilla, N.M. & Galán, Jorge E., 2015. "The Influence of Risk-taking on Bank Efficiency : Evidence from Colombia," Other publications TiSEM f7a73cdb-55a2-40d3-936f-7, Tilburg University, School of Economics and Management.
    52. Ranaldo, Angelo & Wrampelmeyer, Jan, 2016. "Unsecured and Secured Funding," Working Papers on Finance 1616, University of St. Gallen, School of Finance.
    53. Karolina Puławska, 2022. "Effects of the bank levy introduction on the interbank market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 844-864, January.
    54. Miguel Sarmiento & Jorge E. Galán, 2015. "The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia," Borradores de Economia 13254, Banco de la Republica.
    55. Eero Tölö & Esa Jokivuolle & Matti Viren, 2021. "Have Too-Big-to-Fail Expectations Diminished? Evidence from the European Overnight Interbank Market," Journal of Financial Services Research, Springer;Western Finance Association, vol. 60(1), pages 25-54, August.
    56. Azusa Takeyama & Naoshi Tsuchida, 2015. "The Interaction between Funding Liquidity and Market Liquidity: Evidence from Subprime and European Crises," IMES Discussion Paper Series 15-E-14, Institute for Monetary and Economic Studies, Bank of Japan.
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    2. Deren Unalmis & Ibrahim Unalmis & Ms. Filiz D Unsal, 2012. "On the Sources and Consequences of Oil Price Shocks: The Role of Storage," IMF Working Papers 2012/270, International Monetary Fund.
    3. Hilde C. Bjørnland & Leif Anders Thorsrud & Ragnar Torvik, 2018. "Dutch Disease Dynamics Reconsidered," Working Papers No 4/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    4. Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih, 2017. "Oil and macroeconomic (in)stability," CAMA Working Papers 2017-79, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    5. Cristina Conflitti and Matteo Luciani, 2019. "Oil Price Pass-through into Core Inflation," The Energy Journal, International Association for Energy Economics, vol. 0(Number 6).
    6. Lutz Kilian, 2019. "Facts and Fiction in Oil Market Modeling," CESifo Working Paper Series 7902, CESifo.
    7. Valérie Mignon & Yifei Cai & Jamel Saadaoui, 2022. "Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market," EconomiX Working Papers 2022-19, University of Paris Nanterre, EconomiX.
    8. Wang, Yilei & Cheng, Sheng & Cao, Yan, 2022. "How does economic policy uncertainty respond to the global oil price fluctuations? Evidence from BRICS countries," Resources Policy, Elsevier, vol. 79(C).
    9. Erten Bilge & Tuzcuoglu Kerem, 2018. "Output Effects of Global Food Commodity Shocks," Journal of Globalization and Development, De Gruyter, vol. 9(1), pages 1-18, June.
    10. Valérie Mignon & Jamel Saadaoui, 2023. "Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions," Post-Print hal-04435770, HAL.
    11. Jihoon Lee & Hong Chong Cho, 2021. "Impact of Structural Oil Price Shock Factors on the Gasoline Market and Macroeconomy in South Korea," Sustainability, MDPI, vol. 13(4), pages 1-23, February.
    12. Jamie L. Cross & Chenghan Hou & Bao H. Nguyen, 2018. "On the China factor in international oil markets: A regime switching approach," Working Papers No 11/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    13. Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2017. "Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production," Working Papers 2017-02, University of Tasmania, Tasmanian School of Business and Economics.
    14. Matteo Luciani, 2015. "Monetary Policy and the Housing Market: A Structural Factor Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(2), pages 199-218, March.
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    147. Degiannakis, Stavros & Filis, George & Floros, Christos, 2013. "Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment," MPRA Paper 80495, University Library of Munich, Germany.
    148. Chatziantoniou, Ioannis & Filis, George & Eeckels, Bruno & Apostolakis, Alexandros, 2013. "Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries," Tourism Management, Elsevier, vol. 36(C), pages 331-341.
    149. Rebelo, Sérgio & Krusell, Per & Bornstein, Gideon, 2017. "Lags, Costs and Shocks: An Equilibrium Model of the Oil Industry," CEPR Discussion Papers 12047, C.E.P.R. Discussion Papers.
    150. Sun, Xiaolei & Chen, Xiuwen & Wang, Jun & Li, Jianping, 2020. "Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    151. Valcarcel, Victor J. & Wohar, Mark E., 2013. "Changes in the oil price-inflation pass-through," Journal of Economics and Business, Elsevier, vol. 68(C), pages 24-42.
    152. Herwartz, Helmut & Plödt, Martin, 2016. "The macroeconomic effects of oil price shocks: Evidence from a statistical identification approach," Journal of International Money and Finance, Elsevier, vol. 61(C), pages 30-44.
    153. Gideon Bornstein & Per Krusell & Sergio Rebelo, 2017. "A World Equilibrium Model of the Oil Market," NBER Working Papers 23423, National Bureau of Economic Research, Inc.
    154. Bouazizi, Tarek & Abid, Ilyes & Guesmi, Khaled & Makrychoriti, Panagiota, 2024. "Evolving energies: Analyzing stability amidst recent challenges in the natural gas market," International Review of Financial Analysis, Elsevier, vol. 95(PA).
    155. Liu, Dandan & Wang, Qiaoyu & Yan, Karen Xueqing, 2022. "Oil supply news shock and Chinese economy," China Economic Review, Elsevier, vol. 73(C).
    156. Aastveit, Knut Are, 2014. "Oil price shocks in a data-rich environment," Energy Economics, Elsevier, vol. 45(C), pages 268-279.
    157. Netšunajev, Aleksei & Winkelmann, Lars, 2014. "Inflation expectations spillovers between the United States and euro area," SFB 649 Discussion Papers 2014-023, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

  19. Antonio Bassanetti & Martina Cecioni & Andrea Nobili & Giordano Zevi, 2009. "The main recessions in Italy: a retrospective comparison," Questioni di Economia e Finanza (Occasional Papers) 46, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Paolo Del Giovane & Ginette Eramo & Andrea Nobili, 2010. "Disentangling demand and supply in credit developments: a survey-based analysis for Italy," Temi di discussione (Economic working papers) 764, Bank of Italy, Economic Research and International Relations Area.
    2. Donato Masciandaro & Davide Romelli, 2018. "To Be or not to Be a Euro Country? The Behavioural Political Economics of Currency Unions," BAFFI CAREFIN Working Papers 1883, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    3. Riccardo De Bonis & Danilo Liberati & John Muellbauer & Concetta Rondinelli, 2020. "Consumption and wealth: new evidence from Italy," Temi di discussione (Economic working papers) 1304, Bank of Italy, Economic Research and International Relations Area.

  20. Lippi, Francesco & Nobili, Andrea, 2008. "Oil and the Macroeconomy: A Structural VAR Analysis with Sign Restrictions," CEPR Discussion Papers 6830, C.E.P.R. Discussion Papers.

    Cited by:

    1. Ercio Muñoz & Miguel Ricaurte & Mariel Siravegna, 2012. "Combinación de Proyecciones para el Precio del Petróleo: Aplicación y Evaluación de Metodologías," Working Papers Central Bank of Chile 660, Central Bank of Chile.
    2. Busch, Ulrike & Scharnagl, Michael & Scheithauer, Jan, 2010. "Loan supply in Germany during the financial crisis," Discussion Paper Series 1: Economic Studies 2010,05, Deutsche Bundesbank.
    3. Pažický Martin, 2021. "Oil price shock in the US and the euro area – evidence from the shadow rate and the term premium," Review of Economic Perspectives, Sciendo, vol. 21(3), pages 309-346, September.
    4. Farhan Ahmed & Muhammad Osama Daudpota & Muhammad Kashif, 2017. "Oil Price Shocks And Industry Level Production Using Vector Autoregression: Empirical Evidence From Pakistan," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 11(3), pages 13-25.
    5. Ziesemer, Thomas, 2009. "Growth with imported resources: On the sustainability of U.S. growth and foreign debt," MERIT Working Papers 2009-028, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    6. Rondina, Francesca, 2012. "The role of model uncertainty and learning in the US postwar policy response to oil prices," Journal of Economic Dynamics and Control, Elsevier, vol. 36(7), pages 1009-1041.
    7. Fabio Canova & Matthias Paustian, 2007. "Business cycle measurement with some theory," Economics Working Papers 1203, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2011.
    8. Y lmaz BAYAR & Cuneyt KILIC, 2014. "Effects of Oil and Natural Gas Prices on Industrial Production in the Eurozone Member Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 4(2), pages 238-247.

  21. Ferrero, Giuseppe & Nobili, Andrea, 2008. "Futures contract rates as monetary policy forecasts," Working Paper Series 979, European Central Bank.

    Cited by:

    1. Santiago García-Verdú & Manuel Ramos-Francia & Manuel Sánchez-Martínez, 2019. "TIIE-28 Swaps as Risk-Adjusted Forecasts of Monetary Policy in Mexico," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 9(02), pages 1-23, June.
    2. James D. Hamilton & Tatsuyoshi Okimoto, 2010. "Sources of Variation in Holding Returns for Fed Funds Futures Contracts," NBER Working Papers 15736, National Bureau of Economic Research, Inc.
    3. Rosa, Carlo, 2013. "Market efficiency broadcasted live: ECB code words and euro exchange rates," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 167-178.
    4. Maryam Movahedifar & Hossein Hassani & Masoud Yarmohammadi & Mahdi Kalantari & Rangan Gupta, 2021. "A robust approach for outlier imputation: Singular Spectrum Decomposition," Working Papers 202164, University of Pretoria, Department of Economics.
    5. Christiane Baumeister, 2021. "Measuring Market Expectations," Working Papers 202163, University of Pretoria, Department of Economics.
    6. Jean-Sébastien Fontaine, 2012. "Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy," Staff Working Papers 12-41, Bank of Canada.
    7. Bachmair, K., 2023. "The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets," Cambridge Working Papers in Economics 2303, Faculty of Economics, University of Cambridge.
    8. Lucas Marc Fuhrer & Basil Guggenheim & Matthias Jüttner, 2019. "A survey-based estimation of the Swiss franc forward term premium," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 155(1), pages 1-18, December.

  22. Giuseppe Ferrero & Andrea Nobili & Patrizia Passiglia, 2007. "The sectoral distribution of money supply in the Euro area," Temi di discussione (Economic working papers) 627, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2019. "Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 137-173, December.
    2. Lucas Papademos, 2007. "The Effects of Globalization on Inflation, Liquidity and Monetary Policy," NBER Chapters, in: International Dimensions of Monetary Policy, pages 593-608, National Bureau of Economic Research, Inc.
    3. Giuseppe Ferrero & Andrea Nobili & Patrizia Passiglia, 2011. "Assessing excess liquidity in the euro area: the role of sectoral distribution of money," Applied Economics, Taylor & Francis Journals, vol. 43(23), pages 3213-3230.
    4. Setzer, Ralph & Wolff, Guntram B., 2009. "Money demand in the euro area: new insights from disaggregated data," MPRA Paper 17483, University Library of Munich, Germany.
    5. Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2012. "Money, credit, monetary policy and the business cycle in the euro area," CEPR Discussion Papers 8944, C.E.P.R. Discussion Papers.
    6. Andrea Nobili, 2009. "Composite indicators for monetary analysis," Temi di discussione (Economic working papers) 713, Bank of Italy, Economic Research and International Relations Area.

  23. Andrea Nobili & Stefano Neri, 2006. "The transmission of monetary policy shocks from the US to the euro area," Temi di discussione (Economic working papers) 606, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Georgiadis, Georgios, 2015. "Determinants of global spillovers from US monetary policy," Working Paper Series 1854, European Central Bank.
    2. Georgiadis, Georgios, 2017. "To bi, or not to bi? Differences between spillover estimates from bilateral and multilateral multi-country models," Journal of International Economics, Elsevier, vol. 107(C), pages 1-18.
    3. Georgios Georgiadis, 2015. "To bi, or not to bi? differences in spillover estimates from bilateral and multilateral multi-country models," Globalization Institute Working Papers 256, Federal Reserve Bank of Dallas.
    4. Michaelides, Panayotis G. & Tsionas, Efthymios G. & Konstantakis, Konstantinos N., 2018. "Debt Crisis in Europe (2001-2015): A Network General Equilibrium GVAR approach," MPRA Paper 89998, University Library of Munich, Germany.
    5. Gerhard Fenz & Martin Schneider, 2008. "Transmission of business cycle shocks between the US and the euro area," Working Papers 145, Oesterreichische Nationalbank (Austrian Central Bank).
    6. Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization Institute Working Papers 314, Federal Reserve Bank of Dallas.
    7. Eickmeier, Sandra, 2009. "Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR," Working Papers 04/2009, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
    8. Georgios Georgiadis, 2016. "To bi, or not to bi? Differences in Spillover Estimates from Bilateral and Multilateral Multi-country Models," EcoMod2016 9145, EcoMod.
    9. Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2014. "Transmission of the debt crisis: From EU15 to USA or vice versa? A GVAR approach," Journal of Economics and Business, Elsevier, vol. 76(C), pages 115-132.
    10. Eickmeier Sandra, 2010. "Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR / A FAVAR-based Analysis of the Transmission of US Shocks to Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(5), pages 571-600, October.
    11. Zakipour-Saber, Shayan, 2019. "Forecasting in the euro area: The role of the US long rate," Economic Letters 5/EL/19, Central Bank of Ireland.
    12. Michaelides, Panayotis G. & Papageorgiou, Theofanis, 2012. "On the transmission of economic fluctuations from the USA to EU-15 (1960–2011)," Journal of Economics and Business, Elsevier, vol. 64(6), pages 427-438.
    13. Jason Jones & Nora Collins & Lauren Sribnick, 2012. "External Influences on Business Cycle Synchronization in the Euro Area," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 18(1), pages 28-39, February.

  24. Andrea Nobili, 2005. "Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful?," Temi di discussione (Economic working papers) 544, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Norman R. Swanson & Nii Ayi Armah, 2011. "Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators," Departmental Working Papers 201115, Rutgers University, Department of Economics.
    2. Fabio Rumler & Maria Teresa Valderrama, 2007. "Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation," EcoMod2007 23900080, EcoMod.
    3. Jean-Stephane Mesonnier, 2011. "The forecasting power of real interest rate gaps: an assessment for the Euro area," Applied Economics, Taylor & Francis Journals, vol. 43(2), pages 153-172.
    4. Jean-Stéphane MESONNIER, 2007. "The predictive content of the real interest rate gap for macroeconomic variables in the euro area," Money Macro and Finance (MMF) Research Group Conference 2006 102, Money Macro and Finance Research Group.
    5. Mésonnier, J-S., 2006. "The Reliability of Macroeconomic Forecasts based on Real Interest Rate Gap Estimates in Real Time: an Assessment for the Euro Area," Working papers 157, Banque de France.

  25. Antonio Bassanetti & Martina Cecioni, & Andrea Nobili & Giordano Zevi, "undated". "Le principali recessioni italiane: un confronto retrospettivo," Working Papers wp2010-9, Department of the Treasury, Ministry of the Economy and of Finance.

    Cited by:

    1. Fabiani, Silvia & Porqueddu, Mario, 2017. "Changing prices... changing times: evidence for Italy," Working Paper Series 2002, European Central Bank.
    2. Cellini, Roberto & Di Caro, Paolo & Torrisi, Gianpiero, 2014. "Regional resilience in Italy: do employment and income tell the same story?," MPRA Paper 59660, University Library of Munich, Germany.
    3. International Monetary Fund, 2010. "Italy: 2010 Article IV Consultation: Staff Report; Public Information Notice on the Executive Board Discussion; Staff Statement; Statement by the Executive Director for Italy," IMF Staff Country Reports 2010/157, International Monetary Fund.
    4. Michele Caivano & Lisa Rodano & Stefano Siviero, 2010. "The transmission of the global financial crisis to the Italian economy. A counterfactual analysis, 2008-2010," Questioni di Economia e Finanza (Occasional Papers) 64, Bank of Italy, Economic Research and International Relations Area.
    5. Di Caro, Paolo, 2014. "Recessions, recoveries and regional resilience: Evidence on Italy," MPRA Paper 60297, University Library of Munich, Germany.
    6. Bartoli, Francesca & Ferri, Giovanni & Murro, Pierluigi & Rotondi, Zeno, 2013. "Bank–firm relations and the role of Mutual Guarantee Institutions at the peak of the crisis," Journal of Financial Stability, Elsevier, vol. 9(1), pages 90-104.
    7. Di Giulio, Daniele, 2009. "Bank lending to the production sector: credit crunch or extra-credit?," MPRA Paper 26824, University Library of Munich, Germany.
    8. Ms. Edda Zoli, 2013. "Italian Sovereign Spreads: Their Determinants and Pass-through to Bank Funding Costs and Lending Conditions," IMF Working Papers 2013/084, International Monetary Fund.
    9. Francesca Bartoli & Giovanni Ferri & Pierluigi Murro & Zeno Rotondi, 2011. "Soft information and loan supply crisis. Evidence from the credit files of a large bank," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 5-6, november.
    10. Matteo Bugamelli & Riccardo Cristadoro & Giordano Zevi, 2009. "The international crisis and the Italian productive system: a firm-level study," Questioni di Economia e Finanza (Occasional Papers) 58, Bank of Italy, Economic Research and International Relations Area.

Articles

  1. Conti, Antonio M. & Nobili, Andrea & Signoretti, Federico M., 2023. "Bank capital requirement shocks: A narrative perspective," European Economic Review, Elsevier, vol. 151(C).

    Cited by:

    1. Davidson, Sharada Nia & Moccero, Diego Nicolas, 2024. "The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries," Working Paper Series 2912, European Central Bank.
    2. Marco Bernardini & Antonio M. Conti, 2023. "Announcement and implementation effects of central bank asset purchases," Temi di discussione (Economic working papers) 1435, Bank of Italy, Economic Research and International Relations Area.
    3. Tommaso Gasparini & Vivien Lewis & Stéphane Moyen & Stefania Villa, 2024. "Risky Firms and Fragile Banks: Implications for Macroprudential Policy," Working papers 944, Banque de France.
    4. Margherita Bottero & Antonio M. Conti, 2023. "In the thick of it: an interim assessment of monetary policy transmission to credit conditions," Questioni di Economia e Finanza (Occasional Papers) 810, Bank of Italy, Economic Research and International Relations Area.
    5. Simone Auer & Antonio M. Conti, 2024. "Bank lending in an unprecedented monetary tightening cycle: evidence from the euro area," Questioni di Economia e Finanza (Occasional Papers) 856, Bank of Italy, Economic Research and International Relations Area.

  2. Marinelli, Giuseppe & Nobili, Andrea & Palazzo, Francesco, 2022. "The multiple dimensions of bank complexity: Effects on credit risk-taking," Journal of Banking & Finance, Elsevier, vol. 134(C).

    Cited by:

    1. Abraham Nyebar & Adefemi A. Obalade & Paul-Francois Muzindutsi, 2024. "The Effectiveness of Credit Risk Mitigation Strategies Adopted by Ghanaian Commercial Banks in Agricultural Finance," JRFM, MDPI, vol. 17(9), pages 1-14, August.
    2. Claudia M. Buch & Linda S. Goldberg, 2021. "Complexity and Riskiness of Banking Organizations: Evidence from the International Banking Research Network," Staff Reports 966, Federal Reserve Bank of New York.
    3. Salvatore Cardillo & Raffaele Gallo & Francesco Guarino, 2021. "Main challenges and prospects for the European banking sector: a critical review of the ongoing debate," Questioni di Economia e Finanza (Occasional Papers) 634, Bank of Italy, Economic Research and International Relations Area.

  3. Ugo Albertazzi & Andrea Nobili & Federico M. Signoretti, 2021. "The Bank Lending Channel of Conventional and Unconventional Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 261-299, March.
    See citations under working paper version above.
  4. Nobili, Andrea & Zollino, Francesco, 2017. "A structural model for the housing and credit market in Italy," Journal of Housing Economics, Elsevier, vol. 36(C), pages 73-87.
    See citations under working paper version above.
  5. Paolo Del Giovane & Andrea Nobili & Federico M. Signoretti, 2017. "Assessing the Sources of Credit Supply Tightening: Was the Sovereign Debt Crisis Different from Lehman?," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 197-234, June.
    See citations under working paper version above.
  6. Esposito, Lucia & Nobili, Andrea & Ropele, Tiziano, 2015. "The management of interest rate risk during the crisis: Evidence from Italian banks," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 486-504.
    See citations under working paper version above.
  7. Francesco Lippi & Andrea Nobili, 2012. "Oil And The Macroeconomy: A Quantitative Structural Analysis," Journal of the European Economic Association, European Economic Association, vol. 10(5), pages 1059-1083, October.
    See citations under working paper version above.
  8. Paolo Angelini & Andrea Nobili & Cristina Picillo, 2011. "The Interbank Market after August 2007: What Has Changed, and Why?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 923-958, August.
    See citations under working paper version above.
  9. Del Giovane, Paolo & Eramo, Ginette & Nobili, Andrea, 2011. "Disentangling demand and supply in credit developments: A survey-based analysis for Italy," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2719-2732, October.
    See citations under working paper version above.
  10. Giuseppe Ferrero & Andrea Nobili & Patrizia Passiglia, 2011. "Assessing excess liquidity in the euro area: the role of sectoral distribution of money," Applied Economics, Taylor & Francis Journals, vol. 43(23), pages 3213-3230.

    Cited by:

    1. Clemens Kool & Erik de Regt & Tom van Veen, 2013. "Money Overhang, Credit Overhang and Financial Imbalances in the Euro Area," CESifo Working Paper Series 4476, CESifo.
    2. Barbiellini Amidei, Federico & Gomellini, Matteo & Piselli, Paolo, 2019. "The price of demography," MPRA Paper 94435, University Library of Munich, Germany.

  11. Antonio Bassanetti & Martina Cecioni & Andrea Nobili & Giordano Zevi, 2011. "Le principali recessioni italiane: un confronto retrospettivo," Rivista di Politica Economica, SIPI Spa, issue 3, pages 281-318, JULY-SEPT.
    See citations under working paper version above.
  12. Stefano Neri & Andrea Nobili, 2010. "The Transmission of US Monetary Policy to the Euro Area," International Finance, Wiley Blackwell, vol. 13(1), pages 55-78, March.

    Cited by:

    1. Jorge Fornero & Markus Kirchner & Carlos Molina, 2021. "Estimating Shadow Policy Rates in a Small Open Economy and the Role of Foreign Factors," Working Papers Central Bank of Chile 915, Central Bank of Chile.
    2. Margaux MacDonald & Michal Ksawery Popiel, 2016. "Unconventional Monetary Policy In A Small Open Economy," Working Paper 1367, Economics Department, Queen's University.
    3. Mandler, Martin, 2010. "Explaining ECB and Fed interest rate correlation: Economic interdependence and optimal monetary policy," MPRA Paper 25929, University Library of Munich, Germany.
    4. Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang, 2011. "The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR," CEPR Discussion Papers 8341, C.E.P.R. Discussion Papers.
    5. Liu, De-Chih & Chang, Yu-Chien, 2022. "Systematic variations in exchange rate returns," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 569-583.
    6. Zubarev, Andrey & Kirillova, Maria, 2022. "Оценивание Влияния Внешних Шоков На Российскую Экономику С Помощью Модели Gvar [Estimating the impact of external shocks on Russian economy: GVAR approach]," MPRA Paper 113762, University Library of Munich, Germany, revised 01 Jul 2022.
    7. Hummaira Jabeen, 2022. "Monetary Policy Shock Transmission in Emerging Markets," Journal of Policy Research (JPR), Research Foundation for Humanity (RFH), vol. 8(4), pages 379-390, December.
    8. Anton, Roman, 2015. "Monetary Development and Transmission in the Eurosystem," MPRA Paper 67323, University Library of Munich, Germany, revised 08 Oct 2015.
    9. Hanisch, Max, 2019. "US monetary policy and the euro area," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 77-96.
    10. Anastasios Evgenidis & Costas Siriopoulos, 2015. "What are the International Channels Through Which a US Policy Shock is Transmitted to The World Economies? Evidence from a Time Varying FAVAR," Working Papers 190, Bank of Greece.
    11. Zubarev, Andrey & Kirillova, Maria, 2021. "Эконометрическая Оценка Влияния Шоков На Рынке Нефти На Макроэкономические Показатели Российской Федерации С Помощью Gvar Моделирования [The Impact of Oil Market Shocks on the Macroeconomic Indicat," MPRA Paper 110410, University Library of Munich, Germany, revised 01 Nov 2021.
    12. Comunale, Mariarosaria, 2014. "Euro-dollar polarization and heterogeneity in exchange rate pass-throughs within the euro zone," MPRA Paper 57704, University Library of Munich, Germany, revised Aug 2014.
    13. Irfan Akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2012. "The changing international transmission of US monetary policy shocks: is there evidence of contagion effect on OECD countries," EconomiX Working Papers 2012-27, University of Paris Nanterre, EconomiX.
    14. Fabrizio Carmignani, 2013. "Does the Long Arm of US Macroeconomic Policy Reach South Asia?," South Asian Journal of Macroeconomics and Public Finance, , vol. 2(2), pages 145-168, December.
    15. Giovanni Verga & Federica Trani & Nicoleta Vasilcovschi, 2018. "The Interaction between American and European IRS Interest Rates," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(1), pages 81-96, March.
    16. Carmignani, Fabrizio, 2015. "The international effect of US government expenditure," Economic Modelling, Elsevier, vol. 47(C), pages 63-73.
    17. Irfan Akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2012. "The changing international transmission of US monetary policy shocks: is there evidence of contagion effect on OECD countries," Working Papers hal-04141067, HAL.
    18. Anastasios Evgenidis & Dionisis Philippas & Costas Siriopoulos, 2019. "Heterogeneous effects in the international transmission of the US monetary policy: a factor-augmented VAR perspective," Empirical Economics, Springer, vol. 56(5), pages 1549-1579, May.

  13. Giuseppe Ferrero & Andrea Nobili, 2009. "Futures Contract Rates as Monetary Policy Forecasts," International Journal of Central Banking, International Journal of Central Banking, vol. 5(2), pages 109-145, June.
    See citations under working paper version above.
  14. Andrea Nobili, 2007. "Assessing the predictive power of financial spreads in the euro area: does parameters instability matter?," Empirical Economics, Springer, vol. 33(1), pages 177-195, July.

    Cited by:

    1. Yifeng Yan & Ju'e Guo, 2015. "The Sovereign Yield Curve and the Macroeconomy in China," Pacific Economic Review, Wiley Blackwell, vol. 20(3), pages 415-441, August.
    2. Sauro Mocetti, 2012. "Educational choices and the selection process: before and after compulsory schooling," Education Economics, Taylor & Francis Journals, vol. 20(2), pages 189-209, February.

Books

  1. Derry O'Brien & Thomas Westermann & Zbigniew Krysiak & Kazimierz Kirejczyk & Michael Lea & Florian Kajuth & Thomas A. Knetsch & Nicolas Pinkwart & Guenter Karl & Andrey Tumanov & Evgeniya Zhelezova & , 2013. "Papers presented during the Narodowy Bank Polski Workshop: Recent trends in the real estate market and its analysis, 2013," NBP Conference Publications, Narodowy Bank Polski, number 1 edited by Hanna Augustyniak & Jacek Łaszek & Krzysztof Olszewski.

    Cited by:

    1. Augustyniak, Hanna & Leszczyński, Robert & Łaszek, Jacek & Olszewski, Krzysztof & Waszczuk, Joanna, 2014. "On the dynamics of the primary housing market and the forecasting of house prices," MPRA Paper 61015, University Library of Munich, Germany.

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