Lorenzo Bencivelli

Personal Details

First Name:	Lorenzo
Middle Name:
Last Name:	Bencivelli
Suffix:
RePEc Short-ID:	pbe1173
	[This author has chosen not to make the email address public]

Affiliation

Banca d'Italia

Roma, Italy
http://www.bancaditalia.it/
RePEc:edi:bdigvit (more details at EDIRC)

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. Ioannou, Demosthenes & Pérez, Javier J. & Almeida, Ana M. & Balteanu, Irina & Kataryniuk, Ivan & Geeroms, Hans & Vansteenkiste, Isabel & Weber, Pierre-François & Attinasi, Maria Grazia & Buysse, Krist, 2023. "The EU’s Open Strategic Autonomy from a central banking perspective - Challenges to the monetary policy landscape from a changing geopolitical environment," Occasional Paper Series 311, European Central Bank.

   Cited by:

   1. Alessandro Borin & Gianmarco Cariola & Elena Gentili & Andrea Linarello & Michele Mancini & Tullia Padellini & Ludovic Panon & Enrico Sette, 2023. "Inputs in geopolitical distress: a risk assessment based on micro data," Questioni di Economia e Finanza (Occasional Papers) 819, Bank of Italy, Economic Research and International Relations Area.
   2. Fernando López Vicente & Marta Rodríguez Vives & Juan Rojas, 2024. "Public spending on defence, public order and safety in Spain and the European Union," Economic Bulletin, Banco de España, issue 2024/Q3.
   3. Eichenauer, Vera & Wang, Feicheng, 2024. "Mild deglobalization: Foreign investment screening and cross-border investment," Kiel Working Papers 2265, Kiel Institute for the World Economy (IfW Kiel).
   4. Clancy, Daragh & Smith, Donal & Valenta, Vilém, 2024. "The macroeconomic effects of global supply chain reorientation," Working Paper Series 2903, European Central Bank.
      • Daragh Clancy & Donal Smith & Vilém Valenta, 2024. "The Macroeconomic Effects of Global Supply Chain Reorientation," International Journal of Central Banking, International Journal of Central Banking, vol. 20(2), pages 151-191, April.
      • Clancy, Daragh & Valenta, Vilém & Smith, Donal, 2023. "The macroeconomic effects of global supply chain reorientation," Research Technical Papers 5/RT/23, Central Bank of Ireland.
   5. Westermeier, Carola, 2024. "The Digital Euro: A Materialization of (In)Security," SocArXiv x45eg, Center for Open Science.
   6. Zeng, Hongjun & Abedin, Mohammad Zoynul & Zhou, Xiangjing & Lu, Ran, 2024. "Measuring the extreme linkages and time-frequency co-movements among artificial intelligence and clean energy indices," International Review of Financial Analysis, Elsevier, vol. 92(C).
   7. Rodolfo Campos & Jacopo Timini, 2023. "Latin America and the Caribbean: trade relations in the face of global geopolitical fragmentation risks," Economic Bulletin, Banco de España, issue 2023/Q1.

2. Lorenzo Bencivelli & Beniamino Pisicoli, 2021. "Foreign investors and target firms’ financial structure: cavalry or locusts?," Temi di discussione (Economic working papers) 1327, Bank of Italy, Economic Research and International Relations Area.

   Cited by:

   1. Alessandro Moro, 2021. "Can capital controls promote green investments in developing countries?," Temi di discussione (Economic working papers) 1348, Bank of Italy, Economic Research and International Relations Area.
   2. Gennaro Catapano & Francesco Franceschi & Valentina Michelangeli & Michele Loberto, 2021. "Macroprudential Policy Analysis via an Agent Based Model of the Real Estate Sector," Temi di discussione (Economic working papers) 1338, Bank of Italy, Economic Research and International Relations Area.
   3. Adriana Grasso & Guido Traficante, 2021. "Optimal robust monetary policy with parameters and output gap uncertainty," Temi di discussione (Economic working papers) 1339, Bank of Italy, Economic Research and International Relations Area.
   4. Alfonso Rosolia, 2021. "Does information about current inflation affect expectations and decisions? Another look at Italian firms," Temi di discussione (Economic working papers) 1353, Bank of Italy, Economic Research and International Relations Area.
   5. Alessandro Mistretta, 2021. "Business cycle synchronization or business cycle transmission? The effect of the German slowdown on the Italian economy," Temi di discussione (Economic working papers) 1346, Bank of Italy, Economic Research and International Relations Area.
   6. Francesca Lilla, 2021. "Volatility Bursts: A discrete-time option model with multiple volatility components," Temi di discussione (Economic working papers) 1336, Bank of Italy, Economic Research and International Relations Area.
   7. Luca Rossi, 2021. "Revisiting the Case for a Fiscal Union: the Federal Fiscal Channel of Downside-Risk Sharing in the United States," Temi di discussione (Economic working papers) 1351, Bank of Italy, Economic Research and International Relations Area.
   8. Eleonora Santos, 2023. "FDI and Firm Productivity: A Comprehensive Review of Macroeconomic and Microeconomic Models," Economies, MDPI, vol. 11(6), pages 1-15, June.

3. Daniela Marconi & Lorenzo Bencivelli & Anna Marra & Alessandro Schiavone & Raffaele Tartaglia-Polcini, 2016. "Offshore RMB markets in Europe: prospects for greater financial integration between Europe and China," Questioni di Economia e Finanza (Occasional Papers) 334, Bank of Italy, Economic Research and International Relations Area.

   Cited by:

   1. Marconi, Daniela, 2017. "Currency co-movements in Asia-Pacific: The regional role of the Renminbi," BOFIT Discussion Papers 10/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
      • Daniela Marconi, "undated". "Currency Co-Movements In Asia-Pacific: The Regional Role Of The Renminbi," GRU Working Paper Series GRU_2016_023, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
      • Daniela Marconi, 2016. "Currency co-movements in Asia-Pacific: the regional role of the renminbi," Questioni di Economia e Finanza (Occasional Papers) 341, Bank of Italy, Economic Research and International Relations Area.

4. Valentina Aprigliano & Lorenzo Bencivelli, 2013. "Ita-coin: a new coincident indicator for the Italian economy," Temi di discussione (Economic working papers) 935, Bank of Italy, Economic Research and International Relations Area.

   Cited by:

   1. Piergiorgio Alessandri & Leonardo Del Vecchio & Arianna Miglietta, 2019. "Financial Conditions and 'Growth at Risk' in Italy," Temi di discussione (Economic working papers) 1242, Bank of Italy, Economic Research and International Relations Area.
   2. Rueben Ellul, 2016. "A real-time measure of business conditions in Malta," CBM Working Papers WP/04/2016, Central Bank of Malta.
      • Ellul, Reuben, 2016. "A real-time measure of business conditions in Malta," MPRA Paper 75057, University Library of Munich, Germany.
   3. 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.
   4. Corona Francisco & González-Farías Graciela & López-Pérez Jesús, 2022. "Timely Estimates of the Monthly Mexican Economic Activity," Journal of Official Statistics, Sciendo, vol. 38(3), pages 733-765, September.
   5. Francisco Corona & Graciela Gonz'alez-Far'ias & Jes'us L'opez-P'erez, 2021. "A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19," Papers 2101.10383, arXiv.org.

5. Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti, 2012. "Selecting predictors by using Bayesian model averaging in bridge models," Temi di discussione (Economic working papers) 872, Bank of Italy, Economic Research and International Relations Area.

   Cited by:

   1. Nuttanan Wichitaksorn, 2020. "Analyzing and Forecasting Thai Macroeconomic Data using Mixed-Frequency Approach," PIER Discussion Papers 146, Puey Ungphakorn Institute for Economic Research.
   2. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012. "Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility," Working Papers (Old Series) 1227, Federal Reserve Bank of Cleveland.
      • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015. "Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(4), pages 837-862, October.
      • Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2013. "Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility," CEPR Discussion Papers 9312, C.E.P.R. Discussion Papers.
   3. A. Girardi & R. Golinelli & C. Pappalardo, 2014. "The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time," Working Papers wp919, Dipartimento Scienze Economiche, Universita' di Bologna.
      • Alessandro Girardi & Roberto Golinelli & Carmine Pappalardo, 2017. "The role of indicator selection in nowcasting euro-area GDP in pseudo-real time," Empirical Economics, Springer, vol. 53(1), pages 79-99, August.
   4. Claudia Foroni & Massimiliano Marcellino, 2013. "A survey of econometric methods for mixed-frequency data," Working Paper 2013/06, Norges Bank.
      • Claudia Foroni & Massimiliano Marcellino, 2013. "A survey of econometric methods for mixed-frequency data," Economics Working Papers ECO2013/02, European University Institute.
   5. Guido Bulligan & Fabio Busetti & Michele Caivano & Pietro Cova & Davide Fantino & Alberto Locarno & Lisa Rodano, 2017. "The Bank of Italy econometric model: an update of the main equations and model elasticities," Temi di discussione (Economic working papers) 1130, Bank of Italy, Economic Research and International Relations Area.
   6. David Kohns & Arnab Bhattacharjee, 2019. "Interpreting Big Data in the Macro Economy: A Bayesian Mixed Frequency Estimator," CEERP Working Paper Series 010, Centre for Energy Economics Research and Policy, Heriot-Watt University.
   7. C. Marsilli, 2014. "Variable Selection in Predictive MIDAS Models," Working papers 520, Banque de France.
   8. Wichitaksorn, Nuttanan, 2022. "Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach," Journal of Asian Economics, Elsevier, vol. 78(C).

6. Zaghini, Andrea & Bencivelli, Lorenzo, 2012. "Financial innovation, macroeconomic volatility and the great moderation," MPRA Paper 41263, University Library of Munich, Germany.

   Cited by:

   1. Andrea Silvestrini & Andrea Zaghini, 2015. "Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature," Questioni di Economia e Finanza (Occasional Papers) 255, Bank of Italy, Economic Research and International Relations Area.
   2. M. Sigova V. & I. Klyuchnikov K. & М. Сигова В. & И. Ключников К., 2016. "Теория Финансовых Инноваций. Критический Обзор Основных Подходов // The Theory Of Financial Innovations. A Critical Review Of Principal Approaches," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 20(6), pages 85-95.
   3. Yuan, Shenguo & Wu, Zhouheng & Liu, Lanfeng, 2022. "The effects of financial openness and financial efficiency on Chinese macroeconomic volatilities," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
   4. M. K. Khabekova, 2019. "Review and Systemizing of Financial Innovation Theoretical Approaches: Forming and Development Process," Administrative Consulting, Russian Presidential Academy of National Economy and Public Administration. North-West Institute of Management., issue 2.

Articles

1. Lorenzo Bencivelli & Beniamino Pisicoli, 2022. "Foreign investors and target firms’ financial structure," International Economics, CEPII research center, issue 169, pages 230-251.
   • Bencivelli, Lorenzo & Pisicoli, Beniamino, 2022. "Foreign investors and target firms’ financial structure," International Economics, Elsevier, vol. 169(C), pages 230-251.

   Cited by:

   1. Alessandro Moro, 2021. "Can capital controls promote green investments in developing countries?," Temi di discussione (Economic working papers) 1348, Bank of Italy, Economic Research and International Relations Area.
   2. Gennaro Catapano & Francesco Franceschi & Valentina Michelangeli & Michele Loberto, 2021. "Macroprudential Policy Analysis via an Agent Based Model of the Real Estate Sector," Temi di discussione (Economic working papers) 1338, Bank of Italy, Economic Research and International Relations Area.
   3. Adriana Grasso & Guido Traficante, 2021. "Optimal robust monetary policy with parameters and output gap uncertainty," Temi di discussione (Economic working papers) 1339, Bank of Italy, Economic Research and International Relations Area.
   4. Alfonso Rosolia, 2021. "Does information about current inflation affect expectations and decisions? Another look at Italian firms," Temi di discussione (Economic working papers) 1353, Bank of Italy, Economic Research and International Relations Area.
   5. Alessandro Mistretta, 2021. "Business cycle synchronization or business cycle transmission? The effect of the German slowdown on the Italian economy," Temi di discussione (Economic working papers) 1346, Bank of Italy, Economic Research and International Relations Area.
   6. Francesca Lilla, 2021. "Volatility Bursts: A discrete-time option model with multiple volatility components," Temi di discussione (Economic working papers) 1336, Bank of Italy, Economic Research and International Relations Area.
   7. Luca Rossi, 2021. "Revisiting the Case for a Fiscal Union: the Federal Fiscal Channel of Downside-Risk Sharing in the United States," Temi di discussione (Economic working papers) 1351, Bank of Italy, Economic Research and International Relations Area.

2. Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti, 2017. "Forecasting economic activity by Bayesian bridge model averaging," Empirical Economics, Springer, vol. 53(1), pages 21-40, August.

   Cited by:

   1. Andrea Carriero & Todd E. Clark & Marcellino Massimiliano, 2020. "Nowcasting Tail Risks to Economic Activity with Many Indicators," Working Papers 20-13R2, Federal Reserve Bank of Cleveland, revised 22 Sep 2020.
   2. Donato Ceci & Andrea Silvestrini, 2023. "Nowcasting the state of the Italian economy: The role of financial markets," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(7), pages 1569-1593, November.
      • Donato Ceci & Andrea Silvestrini, 2022. "Nowcasting the state of the Italian economy: the role of financial markets," Temi di discussione (Economic working papers) 1362, Bank of Italy, Economic Research and International Relations Area.
   3. Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
      • Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 81568, University Library of Munich, Germany.
      • Mark F. J. Steel, 2020. "Model Averaging and Its Use in Economics," Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
   4. Aprigliano, Valentina & Emiliozzi, Simone & Guaitoli, Gabriele & Luciani, Andrea & Marcucci, Juri & Monteforte, Libero, 2023. "The power of text-based indicators in forecasting Italian economic activity," International Journal of Forecasting, Elsevier, vol. 39(2), pages 791-808.
      • Valentina Aprigliano & Simone Emiliozzi & Gabriele Guaitoli & Andrea Luciani & Juri Marcucci & Libero Monteforte, 2021. "The power of text-based indicators in forecasting the Italian economic activity," Temi di discussione (Economic working papers) 1321, Bank of Italy, Economic Research and International Relations Area.
   5. José A. Tenreiro Machado & Maria Eugénia Mata & António M. Lopes, 2020. "Fractional Dynamics and Pseudo-Phase Space of Country Economic Processes," Mathematics, MDPI, vol. 8(1), pages 1-17, January.
   6. Stolbov, Mikhail & Shchepeleva, Maria, 2020. "What predicts the legal status of cryptocurrencies?," Economic Analysis and Policy, Elsevier, vol. 67(C), pages 273-291.

Books

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More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-MAC: Macroeconomics (3) 2012-09-22 2013-11-29 2023-04-17
2. NEP-TRA: Transition Economics (3) 2016-07-30 2019-12-02 2023-04-17
3. NEP-CIS: Confederation of Independent States (2) 2014-10-13 2023-04-17
4. NEP-EEC: European Economics (2) 2013-11-29 2023-04-17
5. NEP-INT: International Trade (2) 2019-12-02 2023-04-17
6. NEP-MON: Monetary Economics (2) 2012-09-22 2023-04-17
7. NEP-BAN: Banking (1) 2023-04-17
8. NEP-CBA: Central Banking (1) 2023-04-17
9. NEP-CFN: Corporate Finance (1) 2021-04-26
10. NEP-CNA: China (1) 2016-07-30
11. NEP-CSE: Economics of Strategic Management (1) 2014-10-13
12. NEP-CWA: Central and Western Asia (1) 2021-04-26
13. NEP-DES: Economic Design (1) 2023-04-17
14. NEP-DGE: Dynamic General Equilibrium (1) 2012-09-22
15. NEP-ECM: Econometrics (1) 2012-07-23
16. NEP-EUR: Microeconomic European Issues (1) 2021-04-26
17. NEP-FDG: Financial Development and Growth (1) 2021-04-26
18. NEP-FOR: Forecasting (1) 2012-07-23
19. NEP-PPM: Project, Program and Portfolio Management (1) 2014-10-13
20. NEP-SBM: Small Business Management (1) 2021-04-26
21. NEP-SEA: South East Asia (1) 2014-10-13
22. NEP-TRE: Transport Economics (1) 2014-10-13

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