Valentina Michelangeli
Personal Details
First Name: | Valentina |
Middle Name: | |
Last Name: | Michelangeli |
Suffix: | |
RePEc Short-ID: | pmi305 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/valentinamichelangeli/home | |
Terminal Degree: | Department of Economics; Boston University (from RePEc Genealogy) |
Affiliation
Banca d'Italia
Roma, Italyhttp://www.bancaditalia.it/
RePEc:edi:bdigvit (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Maria Alessia Aiello & Cristina Angelico & Pietro Cova & Valentina Michelangeli, 2024. "Climate-related risks for Italy: an analysis based on the latest NGFS scenarios," Questioni di Economia e Finanza (Occasional Papers) 847, Bank of Italy, Economic Research and International Relations Area.
- Guido de Blasio & Roberta Fiori & Luciano Lavecchia & Michele Loberto & Valentina Michelangeli & Elena Padovani & Elena Pisano & Maria Lisa Rodano & Giacomo Roma & Tiziana Rosolin & Pietro Tommasino, 2024. "Improving the energy efficiency of homes in Italy: the state of the art and some considerations for public intervention," Questioni di Economia e Finanza (Occasional Papers) 845, Bank of Italy, Economic Research and International Relations Area.
- Luigi Abate & Valeria Lionetti & Valentina Michelangeli, 2024. "Is the Italian green mortgage market ready to take off?," Questioni di Economia e Finanza (Occasional Papers) 868, Bank of Italy, Economic Research and International Relations Area.
- Andrea Colabella & Luciano Lavecchia & Valentina Michelangeli & Raffaella Pico, 2023. "To eat or to heat: are energy bills squeezing people's spending?," Questioni di Economia e Finanza (Occasional Papers) 800, Bank of Italy, Economic Research and International Relations Area.
- Valentina Michelangeli & Fabio Massimo Piersanti, 2023.
"Interdependence between assets and liabilities in the banking system: changes in the last two decades,"
Questioni di Economia e Finanza (Occasional Papers)
752, Bank of Italy, Economic Research and International Relations Area.
- Michelangeli, Valentina & Piersanti, Fabio Massimo, 2023. "Interdependence between assets and liabilities in the banking system: Changes in the last two decades," Finance Research Letters, Elsevier, vol. 58(PA).
- Davide Arnaudo & Michele Cascarano & Rosalia Greco & Valentina Michelangeli & Litterio Mirenda & Davide Revelli, 2022. "Regional divides in firms’ take-up of bank debt moratoria and public guarantee schemes during the pandemic in Italy," Questioni di Economia e Finanza (Occasional Papers) 736, Bank of Italy, Economic Research and International Relations Area.
- Agnese Carella & Valentina Michelangeli, 2021. "Information or persuasion in the mortgage market: the role of brand names," Temi di discussione (Economic working papers) 1340, Bank of Italy, Economic Research and International Relations Area.
- Ivan Faiella & Luciano Lavecchia & Alessandro Mistretta & Valentina Michelangeli, 2021.
"A micro-founded climate stress test on the financial vulnerability of Italian households and firms,"
Questioni di Economia e Finanza (Occasional Papers)
639, Bank of Italy, Economic Research and International Relations Area.
- Faiella, Ivan & Lavecchia, Luciano & Michelangeli, Valentina & Mistretta, Alessandro, 2022. "A climate stress test on the financial vulnerability of Italian households and firms," Journal of Policy Modeling, Elsevier, vol. 44(2), pages 396-417.
- Jonathan Huntley & Valentina Michelangeli & Felix Reichling, 2021. "What drives investors to chase returns?," Temi di discussione (Economic working papers) 1334, Bank of Italy, Economic Research and International Relations Area.
- Valentina Michelangeli & José-Luis Peydró & Enrico Sette, 2021.
"Borrower versus Ban Channels in Lending: Experimental- and Administrative-Based Evidence,"
Working Papers
1307, Barcelona School of Economics.
- Valentina Michelangeli & José-Luis Peydró & Enrico Sette, 2021. "Borrower versus bank channels in lending: Experimental- and administrative-based evidence," Economics Working Papers 1809, Department of Economics and Business, Universitat Pompeu Fabra.
- 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.
- Valentina Michelangeli & Eliana Viviano, 2021.
"Can internet banking affect households' participation in financial markets and financial awareness?,"
Temi di discussione (Economic working papers)
1329, Bank of Italy, Economic Research and International Relations Area.
- Valentina Michelangeli & Eliana Viviano, 2024. "Can Internet Banking Affect Households' Participation in Financial Markets and Financial Awareness?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(4), pages 705-739, June.
- Valentina Michelangeli & José-Luis Peydró & Enrico Sette, 2020.
"Credit Demand versus Supply Channels: Experimental- and Administrative-Based Evidence,"
Working Papers
1192, Barcelona School of Economics.
- Michelangeli, Valentina & Peydró, José-Luis & Sette, Enrico, 2021. "Credit demand versus supply channels: Experimental- and administrative-based evidence," EconStor Preprints 242124, ZBW - Leibniz Information Centre for Economics.
- Agnese Carella & Federica Ciocchetta & Valentina Michelangeli & Federico Maria Signoretti, 2020. "What can we learn about mortgage supply from online data?," Questioni di Economia e Finanza (Occasional Papers) 583, Bank of Italy, Economic Research and International Relations Area.
- Peydró, José-Luis & Sette, Enrico & Michelangeli, Valentina, 2020.
"Credit demand vs. supply channels: Experimental- and administrative-based evidence,"
CEPR Discussion Papers
15276, C.E.P.R. Discussion Papers.
- Michelangeli, Valentina & Sette, Enrico & Peydró, José-Luis, 2020. "Credit demand vs. supply channels: Experimental- and administrative-based evidence," EconStor Preprints 222282, ZBW - Leibniz Information Centre for Economics.
- Carmela Aurora Attin� & Francesco Franceschi & Valentina Michelangeli, 2019. "Modelling households� financial vulnerability with consumer credit and mortgage renegotiations," Questioni di Economia e Finanza (Occasional Papers) 531, Bank of Italy, Economic Research and International Relations Area.
- Silvia Magri & Valentina Michelangeli & Sabrina Pastorelli & Raffaella Pico, 2019. "The expansion of consumer credit in Italy and in the Euro Area: what are the drivers and the risks?," Questioni di Economia e Finanza (Occasional Papers) 500, Bank of Italy, Economic Research and International Relations Area.
- Valentina Michelangeli & Cristiana Rampazzi, 2016. "Indicators of financial vulnerability: a household level study," Questioni di Economia e Finanza (Occasional Papers) 369, Bank of Italy, Economic Research and International Relations Area.
- Valentina Michelangeli & Enrico Sette, 2016.
"How does bank capital affect the supply of mortgages? Evidence from a randomized experiment,"
Temi di discussione (Economic working papers)
1051, Bank of Italy, Economic Research and International Relations Area.
- Valentina Michelangeli & Enrico Sette, 2016. "How does bank capital affect the supply of mortgages? Evidence from a randomized experiment," BIS Working Papers 557, Bank for International Settlements.
- Andonio De Socio & Valentina Michelangeli, 2015. "Modelling Italian firms� financial vulnerability," Questioni di Economia e Finanza (Occasional Papers) 293, Bank of Italy, Economic Research and International Relations Area.
- Valentina Michelangeli & Mario Pietrunti, 2014.
"A microsimulation model to evaluate Italian households� financial vulnerability,"
Questioni di Economia e Finanza (Occasional Papers)
225, Bank of Italy, Economic Research and International Relations Area.
- Valentina Michelangeli & Mario Pietrunti, 2014. "A Microsimulation Model to evaluate Italian Households Financial Vulnerability," International Journal of Microsimulation, International Microsimulation Association, vol. 7(3), pages 53-79.
- Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek & Valentina Michelangeli & Che-Lin Su, 2013.
"Nonlinear Programming Method for Dynamic Programming,"
NBER Working Papers
19034, National Bureau of Economic Research, Inc.
- Cai, Yongyang & Judd, Kenneth L. & Lontzek, Thomas S. & Michelangeli, Valentina & Su, Che-Lin, 2017. "A Nonlinear Programming Method For Dynamic Programming," Macroeconomic Dynamics, Cambridge University Press, vol. 21(2), pages 336-361, March.
- Jonathan Huntley & Valentina Michelangeli, 2011. "Can Tax Rebates Stimulate Consumption Spending in a Life-Cycle Model? (Working Paper 2011-02)," Working Papers 41581, Congressional Budget Office.
Articles
- Valentina Michelangeli & Eliana Viviano, 2024.
"Can Internet Banking Affect Households' Participation in Financial Markets and Financial Awareness?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(4), pages 705-739, June.
- Valentina Michelangeli & Eliana Viviano, 2021. "Can internet banking affect households' participation in financial markets and financial awareness?," Temi di discussione (Economic working papers) 1329, Bank of Italy, Economic Research and International Relations Area.
- Michelangeli, Valentina & Piersanti, Fabio Massimo, 2023.
"Interdependence between assets and liabilities in the banking system: Changes in the last two decades,"
Finance Research Letters, Elsevier, vol. 58(PA).
- Valentina Michelangeli & Fabio Massimo Piersanti, 2023. "Interdependence between assets and liabilities in the banking system: changes in the last two decades," Questioni di Economia e Finanza (Occasional Papers) 752, Bank of Italy, Economic Research and International Relations Area.
- Magri, Silvia & Michelangeli, Valentina & Pastorelli, Sabrina & Pico, Raffaella, 2022. "The Expansion of Consumer Credit in Italy and the Main Euro Area Countries," European Review, Cambridge University Press, vol. 30(3), pages 322-352, June.
- Faiella, Ivan & Lavecchia, Luciano & Michelangeli, Valentina & Mistretta, Alessandro, 2022.
"A climate stress test on the financial vulnerability of Italian households and firms,"
Journal of Policy Modeling, Elsevier, vol. 44(2), pages 396-417.
- Ivan Faiella & Luciano Lavecchia & Alessandro Mistretta & Valentina Michelangeli, 2021. "A micro-founded climate stress test on the financial vulnerability of Italian households and firms," Questioni di Economia e Finanza (Occasional Papers) 639, Bank of Italy, Economic Research and International Relations Area.
- Carmela Aurora Attinà & Francesco Franceschi & Valentina Michelangeli, 2020. "Modelling households’ financial vulnerability with consumer credit and mortgage renegotiations," International Journal of Microsimulation, International Microsimulation Association, vol. 13(1), pages 67-91.
- Cai, Yongyang & Judd, Kenneth L. & Lontzek, Thomas S. & Michelangeli, Valentina & Su, Che-Lin, 2017.
"A Nonlinear Programming Method For Dynamic Programming,"
Macroeconomic Dynamics, Cambridge University Press, vol. 21(2), pages 336-361, March.
- Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek & Valentina Michelangeli & Che-Lin Su, 2013. "Nonlinear Programming Method for Dynamic Programming," NBER Working Papers 19034, National Bureau of Economic Research, Inc.
- De Socio, Antonio & Michelangeli, Valentina, 2017. "A model to assess the financial vulnerability of Italian firms," Journal of Policy Modeling, Elsevier, vol. 39(1), pages 147-168.
- Valentina Michelangeli & Mario Pietrunti, 2014.
"A Microsimulation Model to evaluate Italian Households Financial Vulnerability,"
International Journal of Microsimulation, International Microsimulation Association, vol. 7(3), pages 53-79.
- Valentina Michelangeli & Mario Pietrunti, 2014. "A microsimulation model to evaluate Italian households� financial vulnerability," Questioni di Economia e Finanza (Occasional Papers) 225, Bank of Italy, Economic Research and International Relations Area.
- Jonathan Huntley & Valentina Michelangeli, 2014. "Can Tax Rebates Stimulate Consumption Spending in a Life-Cycle Model?," American Economic Journal: Macroeconomics, American Economic Association, vol. 6(1), pages 162-189, January.
- Michelangeli Valentina & Santoro Marika, 2013. "Households’ uncertainty about Medicare policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 151-186, January.
- Michelangeli, Valentina, 2012. "Should you pay off your mortgage or invest?," Economics Letters, Elsevier, vol. 115(2), pages 322-324.
Chapters
- Valentina Michelangeli & Mario Pietrunti, 2015. "Assessing the financial vulnerability of Italian households: a microsimulation approach," 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.
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.Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Jonathan Huntley & Valentina Michelangeli, 2014.
"Can Tax Rebates Stimulate Consumption Spending in a Life-Cycle Model?,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 6(1), pages 162-189, January.
Mentioned in:
- Can Tax Rebates Stimulate Consumption Spending in a Life-Cycle Model? (AEJ:MA 2014) in ReplicationWiki ()
Working papers
- Andrea Colabella & Luciano Lavecchia & Valentina Michelangeli & Raffaella Pico, 2023.
"To eat or to heat: are energy bills squeezing people's spending?,"
Questioni di Economia e Finanza (Occasional Papers)
800, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Bardazzi, Rossella & Gastaldi, Francesca & Iafrate, Francesca & Pansini, Rosaria Vega & Pazienza, Maria Grazia & Pollastri, Corrado, 2024. "Inflation and distributional impacts: Have mitigation policies been successful for vulnerable and energy poor households?," Energy Policy, Elsevier, vol. 188(C).
- Davide Arnaudo & Michele Cascarano & Rosalia Greco & Valentina Michelangeli & Litterio Mirenda & Davide Revelli, 2022.
"Regional divides in firms’ take-up of bank debt moratoria and public guarantee schemes during the pandemic in Italy,"
Questioni di Economia e Finanza (Occasional Papers)
736, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Marco Castelluccio & Lucia Rizzica, 2023. "Mafia infiltrations in times of crisis: Evidence from the Covid-19 shock," IFS Working Papers W23/28, Institute for Fiscal Studies.
- Agnese Carella & Valentina Michelangeli, 2021.
"Information or persuasion in the mortgage market: the role of brand names,"
Temi di discussione (Economic working papers)
1340, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Ferrari, Alessandro & Loseto, Marco, 2023. "Liquidity constraints and demand for maturity the case of mortgages," Working Paper Series 2859, European Central Bank.
- 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.
- Ivan Faiella & Luciano Lavecchia & Alessandro Mistretta & Valentina Michelangeli, 2021.
"A micro-founded climate stress test on the financial vulnerability of Italian households and firms,"
Questioni di Economia e Finanza (Occasional Papers)
639, Bank of Italy, Economic Research and International Relations Area.
- Faiella, Ivan & Lavecchia, Luciano & Michelangeli, Valentina & Mistretta, Alessandro, 2022. "A climate stress test on the financial vulnerability of Italian households and firms," Journal of Policy Modeling, Elsevier, vol. 44(2), pages 396-417.
Cited by:
- Francesco Caloia & David-Jan Jansen & Remco van der Molen & Lu Zhang & Helga Koo, 2022. "Real estate and climate transition risk: A financial stability perspective," Occasional Studies 1904, DNB.
- Aiello, Maria Alessia & Angelico, Cristina, 2023.
"Climate change and credit risk: The effect of carbon tax on Italian banks' business loan default rates,"
Journal of Policy Modeling, Elsevier, vol. 45(1), pages 187-201.
- Maria Alessia Aiello & Cristina Angelico, 2022. "Climate change and credit risk: the effect of carbon taxes on Italian banks' business loan default rates," Questioni di Economia e Finanza (Occasional Papers) 688, Bank of Italy, Economic Research and International Relations Area.
- Andrea Colabella & Luciano Lavecchia & Valentina Michelangeli & Raffaella Pico, 2023. "To eat or to heat: are energy bills squeezing people's spending?," Questioni di Economia e Finanza (Occasional Papers) 800, Bank of Italy, Economic Research and International Relations Area.
- Maria Alessia Aiello, 2024. "Climate supervisory shocks and bank lending: empirical evidence from microdata," Temi di discussione (Economic working papers) 1465, Bank of Italy, Economic Research and International Relations Area.
- Jozef Kalman & Jan Klacso & Roman Vasil & Juraj Zeman, 2023. "What's the Cost of "Saving the Planet" for Banks? Assessing the Indirect Impact of Climate Transition Risks on Slovak Banks' Loan Portfolios," Working and Discussion Papers WP 7/2023, Research Department, National Bank of Slovakia.
- Emambakhsh, Tina & Fuchs, Maximilian & Kördel, Simon & Kouratzoglou, Charalampos & Lelli, Chiara & Pizzeghello, Riccardo & Salleo, Carmelo & Spaggiari, Martina, 2023. "The Road to Paris: stress testing the transition towards a net-zero economy," Occasional Paper Series 328, European Central Bank.
- Francesco Caloia & David-Jan Jansen, 2021. "Flood risk and financial stability: Evidence from a stress test for the Netherlands," Working Papers 730, DNB.
- Stefano Di Virgilio & Ivan Faiella & Alessandro Mistretta & Simone Narizzano, 2023.
"Assessing credit risk sensitivity to climate and energy shocks,"
Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems)
41, Bank of Italy, Directorate General for Markets and Payment System.
- Di Virgilio, Stefano & Faiella, Ivan & Mistretta, Alessandro & Narizzano, Simone, 2024. "Assessing credit risk sensitivity to climate and energy shocks: Towards a common minimum standards in line with the ECB climate agenda," Journal of Policy Modeling, Elsevier, vol. 46(3), pages 552-568.
- François Koulischer & Pauline Perray & Thi Thu Huyen Tran, 2022. "COVID-19 and the Mortgage Market in Luxembourg," JRFM, MDPI, vol. 15(3), pages 1-24, March.
- 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.
Cited by:
- Gennaro Catapano, 2023. "Borrower based measures analysis via a new agent based model of the Italian real estate sector," Questioni di Economia e Finanza (Occasional Papers) 822, Bank of Italy, Economic Research and International Relations Area.
- Marco Bardoscia & Adrian Carro & Marc Hinterschweiger & Mauro Napoletano & Lilit Popoyan & Andrea Roventini & Arzu Uluc, 2024.
"The impact of prudential regulations on the UK housing market and economy: Insights from an agent-based model,"
Working Papers
118, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
- Bardoscia, Marco & Carro, Adrian & Hinterschweiger, Marc & Napoletano, Mauro & Popoyan, Lilit & Roventini, Andrea & Uluc, Arzu, 2024. "The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model," Bank of England working papers 1066, Bank of England.
- Carro, Adrian, 2023. "Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
- Tarne, Ruben & Bezemer, Dirk & Theobald, Thomas, 2022. "The effect of borrower-specific loan-to-value policies on household debt, wealth inequality and consumption volatility: An agent-based analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Valentina Michelangeli & Eliana Viviano, 2021.
"Can internet banking affect households' participation in financial markets and financial awareness?,"
Temi di discussione (Economic working papers)
1329, Bank of Italy, Economic Research and International Relations Area.
- Valentina Michelangeli & Eliana Viviano, 2024. "Can Internet Banking Affect Households' Participation in Financial Markets and Financial Awareness?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(4), pages 705-739, June.
Cited by:
- Sara Lamboglia & Fabio Travaglino, 2022. "Statistical sources for assessing financial literacy," Questioni di Economia e Finanza (Occasional Papers) 725, Bank of Italy, Economic Research and International Relations Area.
- Nicola Branzoli & Edoardo Rainone & Ilaria Supino, 2023.
"The role of banks' technology adoption in credit markets during the pandemic,"
Temi di discussione (Economic working papers)
1406, Bank of Italy, Economic Research and International Relations Area.
- Branzoli, Nicola & Rainone, Edoardo & Supino, Ilaria, 2024. "The role of banks’ technology adoption in credit markets during the pandemic," Journal of Financial Stability, Elsevier, vol. 71(C).
- Magda Bianco & Daniela Marconi & Angela Romagnoli & Massimiliano Stacchini, 2022. "Challenges for financial inclusion: the role for financial education and new directions," Questioni di Economia e Finanza (Occasional Papers) 723, Bank of Italy, Economic Research and International Relations Area.
- Daniela Marconi & Marco Marinucci & Giovanna Paladino, 2022. "Digitalization, financial knowledge and financial decisions," Questioni di Economia e Finanza (Occasional Papers) 741, Bank of Italy, Economic Research and International Relations Area.
- Agnese Carella & Federica Ciocchetta & Valentina Michelangeli & Federico Maria Signoretti, 2020.
"What can we learn about mortgage supply from online data?,"
Questioni di Economia e Finanza (Occasional Papers)
583, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Ferrari, Alessandro & Loseto, Marco, 2023. "Liquidity constraints and demand for maturity the case of mortgages," Working Paper Series 2859, European Central Bank.
- Luigi Abate & Valeria Lionetti & Valentina Michelangeli, 2024. "Is the Italian green mortgage market ready to take off?," Questioni di Economia e Finanza (Occasional Papers) 868, Bank of Italy, Economic Research and International Relations Area.
- Agnese Carella & Valentina Michelangeli, 2021. "Information or persuasion in the mortgage market: the role of brand names," Temi di discussione (Economic working papers) 1340, Bank of Italy, Economic Research and International Relations Area.
- Carmela Aurora Attin� & Francesco Franceschi & Valentina Michelangeli, 2019.
"Modelling households� financial vulnerability with consumer credit and mortgage renegotiations,"
Questioni di Economia e Finanza (Occasional Papers)
531, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Antonietta di Salvatore & Mirko Moscatelli, 2024. "Improving survey information on household debt using granular credit databases," Questioni di Economia e Finanza (Occasional Papers) 839, Bank of Italy, Economic Research and International Relations Area.
- Silvia Magri & Valentina Michelangeli & Sabrina Pastorelli & Raffaella Pico, 2019.
"The expansion of consumer credit in Italy and in the Euro Area: what are the drivers and the risks?,"
Questioni di Economia e Finanza (Occasional Papers)
500, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Barbara Cavalletti & Corrado Lagazio & Elena Lagomarsino & Daniela Vandone, 2020. "Consumer Debt and Financial Fragility: Evidence from Italy," Journal of Consumer Policy, Springer, vol. 43(4), pages 747-765, December.
- Carmela Aurora Attin� & Francesco Franceschi & Valentina Michelangeli, 2019. "Modelling households� financial vulnerability with consumer credit and mortgage renegotiations," Questioni di Economia e Finanza (Occasional Papers) 531, Bank of Italy, Economic Research and International Relations Area.
- Valentina Michelangeli & Cristiana Rampazzi, 2016.
"Indicators of financial vulnerability: a household level study,"
Questioni di Economia e Finanza (Occasional Papers)
369, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Faiella, Ivan & Lavecchia, Luciano & Michelangeli, Valentina & Mistretta, Alessandro, 2022.
"A climate stress test on the financial vulnerability of Italian households and firms,"
Journal of Policy Modeling, Elsevier, vol. 44(2), pages 396-417.
- Ivan Faiella & Luciano Lavecchia & Alessandro Mistretta & Valentina Michelangeli, 2021. "A micro-founded climate stress test on the financial vulnerability of Italian households and firms," Questioni di Economia e Finanza (Occasional Papers) 639, Bank of Italy, Economic Research and International Relations Area.
- Michele Cantarella & Andrea Neri & Maria Giovanna Ranalli, 2021.
"Mind the wealth gap: a new allocation method to match micro and macro statistics for household wealth,"
Papers
2101.01085, arXiv.org, revised Jan 2021.
- Michele Cantarella & Andrea Neri & Giovanna Ranalli, 2021. "Mind the wealth gap: a new allocation method to match micro and macro statistics on household wealth," Questioni di Economia e Finanza (Occasional Papers) 646, Bank of Italy, Economic Research and International Relations Area.
- Ján Buleca & Nikola Šubová & Lenka Malièká, 2022. "The Relationship between Household Wealth and Financial Vulnerability in the Post-communist Countries of the Euro Area," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, vol. 70(7-8), pages 569-588, July.
- Faiella, Ivan & Lavecchia, Luciano & Michelangeli, Valentina & Mistretta, Alessandro, 2022.
"A climate stress test on the financial vulnerability of Italian households and firms,"
Journal of Policy Modeling, Elsevier, vol. 44(2), pages 396-417.
- Valentina Michelangeli & Enrico Sette, 2016.
"How does bank capital affect the supply of mortgages? Evidence from a randomized experiment,"
Temi di discussione (Economic working papers)
1051, Bank of Italy, Economic Research and International Relations Area.
- Valentina Michelangeli & Enrico Sette, 2016. "How does bank capital affect the supply of mortgages? Evidence from a randomized experiment," BIS Working Papers 557, Bank for International Settlements.
Cited by:
- Nikos Vettas & Ioannis Giotopoulos & Evangelia Valavanioti & Svetoslav Danchev, 2016. "The determinants of new firms’ export performance," Economic Bulletin, Bank of Greece, issue 43, pages 7-17, July.
- Eckley, Peter & Benetton, Matteo & Latsi, Georgia & Garbarino, Nicola & Kirwin, Liam, 2017.
"Specialisation in mortgage risk under Basel II,"
Bank of England working papers
639, Bank of England.
- Benetton, Matteo & Eckley, Peter & Garbarino, Nicola & Kirwin, Liam & Latsi, Georgia, 2021. "Capital requirements and mortgage pricing: Evidence from Basel II," Journal of Financial Intermediation, Elsevier, vol. 48(C).
- 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.
- Leonardo Gambacorta & Giacomo Ricotti & Suresh Sundaresan & Zhenyu Wang, 2017.
"The effects of tax on bank liability structure,"
Temi di discussione (Economic working papers)
1101, Bank of Italy, Economic Research and International Relations Area.
- Gambacorta, Leonardo & Sundaresan, Suresh & Ricotti, Giacomo & Wang, Zhenyu, 2017. "The effects of tax on bank liability structure," CEPR Discussion Papers 11893, C.E.P.R. Discussion Papers.
- Leonardo Gambacorta & Giacomo Ricotti & Suresh Sundaresan & Zhenyu Wang, 2017. "The effects of tax on bank liability structure," BIS Working Papers 611, Bank for International Settlements.
- Filippo De Marco & Tomasz Wieladek, 2016.
"The Real Effects of Capital Requirements and Monetary Policy: Evidence from the United Kingdom,"
BAFFI CAREFIN Working Papers
1640, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Wieladek, Tomasz & De Marco, Filippo, 2016. "The Real Effects of Capital Requirements and Monetary Policy: Evidence from the United Kingdom," CEPR Discussion Papers 11265, C.E.P.R. Discussion Papers.
- De Marco, Filippo & Kneer, Christiane & Wieladek, Tomasz, 2021. "The real effects of capital requirements and monetary policy: Evidence from the United Kingdom," Journal of Banking & Finance, Elsevier, vol. 133(C).
- De Marco, Filippo & Wieladek, Tomasz, 2015. "The real effects of capital requirements and monetary policy: evidence from the United Kingdom," Bank of England working papers 573, Bank of England.
- David Loschiavo, 2021.
"Household debt and income inequality: Evidence from Italian survey data,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 67(1), pages 61-103, March.
- David Loschiavo, 2016. "Household debt and income inequality: evidence from Italian survey data," Temi di discussione (Economic working papers) 1095, Bank of Italy, Economic Research and International Relations Area.
- Styliani Belli & Constantina Backinezos, 2016. "The transition to the new methodology for the compilation of balance of payments statistics – BPM6," Economic Bulletin, Bank of Greece, issue 43, pages 19-29, July.
- Azanaw Mengistu & Hector Perez-Saiz, 2018. "Financial Inclusion and Bank Competition in Sub-Saharan Africa," IMF Working Papers 2018/256, International Monetary Fund.
- Nicoletti, Giulio & Rariga, Judit & Rodriguez d’Acri, Costanza, 2024. "Spare tyres with a hole: investment funds under stress and credit to firms," Working Paper Series 2917, European Central Bank.
- Gambacorta, Leonardo & Shin, Hyun Song, 2018.
"Why bank capital matters for monetary policy,"
Journal of Financial Intermediation, Elsevier, vol. 35(PB), pages 17-29.
- Leonardo Gambacorta & Hyun Song Shin, 2016. "Why bank capital matters for monetary policy," BIS Working Papers 558, Bank for International Settlements.
- Claudio Borio & Boris Hofmann, 2017.
"Is monetary policy less effective when interest rates are persistently low?,"
BIS Working Papers
628, Bank for International Settlements.
- 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.
- Matteo Benetton, 2021. "Leverage Regulation and Market Structure: A Structural Model of the U.K. Mortgage Market," Journal of Finance, American Finance Association, vol. 76(6), pages 2997-3053, December.
- Christoph Basten & Steven Ongena, 2019.
"The Geography of Mortgage Lending in Times of FinTech,"
Swiss Finance Institute Research Paper Series
19-39, Swiss Finance Institute.
- Ongena, Steven & Basten, Christoph, 2020. "The Geography of Mortgage Lending in Times of FinTech," CEPR Discussion Papers 14918, C.E.P.R. Discussion Papers.
- 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.
- Bredl, Sebastian, 2018. "The role of non-performing loans for bank lending rates," Discussion Papers 52/2018, Deutsche Bundesbank.
- Agnese Carella & Federica Ciocchetta & Valentina Michelangeli & Federico Maria Signoretti, 2020. "What can we learn about mortgage supply from online data?," Questioni di Economia e Finanza (Occasional Papers) 583, Bank of Italy, Economic Research and International Relations Area.
- 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).
- Reghezza, Alessio & Altunbas, Yener & Marques-Ibanez, David & Rodriguez d’Acri, Costanza & Spaggiari, Martina, 2022.
"Do banks fuel climate change?,"
Journal of Financial Stability, Elsevier, vol. 62(C).
- Reghezza, Alessio & Altunbas, Yener & Marqués-Ibáñez, David & Rodriguez d’Acri, Costanza & Spaggiari, Martina, 2021. "Do banks fuel climate change?," Working Paper Series 2550, European Central Bank.
- Sophia Lazaretou, 2016. "The Greek brain drain: the new pattern of Greek emigration during the recent crisis," Economic Bulletin, Bank of Greece, issue 43, pages 31-53, July.
- Ana Isabel Sá, 2020.
"To change or not to change: the impact of the law on mortgage origination,"
Working Papers
w202019, Banco de Portugal, Economics and Research Department.
- Sá, Ana Isabel, 2020. "To change or not to change: the impact of the law on mortgage origination," MPRA Paper 104818, University Library of Munich, Germany.
- Basten, Christoph & Ongena, Steven, 2024. "Mortgage lending through a fintech web platform. The roles of competition, diversification, and automation," Journal of Banking & Finance, Elsevier, vol. 163(C).
- Massimiliano Affinito & Raffaele Santioni & Luca Tomassetti, 2023. "Inside household debt: disentangling mortgages and consumer credit, and household and bank factors. Evidence from Italy," Questioni di Economia e Finanza (Occasional Papers) 788, Bank of Italy, Economic Research and International Relations Area.
- Luigi Abate & Valeria Lionetti & Valentina Michelangeli, 2024. "Is the Italian green mortgage market ready to take off?," Questioni di Economia e Finanza (Occasional Papers) 868, Bank of Italy, Economic Research and International Relations Area.
- Liu, Guangling & Molise, Thabang, 2019. "Housing and credit market shocks: Exploring the role of rule-based Basel III counter-cyclical capital requirements," Economic Modelling, Elsevier, vol. 82(C), pages 264-279.
- Matteo Benetton, 2017. "Lenders' Competition and Macro-prudential Regulation: A Model of the UK Mortgage Supermarket," 2017 Meeting Papers 1001, Society for Economic Dynamics.
- Roberto Savona, 2022. "Bank business models, negative policy rates, and prudential regulation," Annals of Finance, Springer, vol. 18(3), pages 355-392, September.
- Faidon Kalfaoglou, 2016. "Bank recapitalisation: a necessary but not sufficient condition for resuming lending," Economic Bulletin, Bank of Greece, issue 43, pages 55-75, July.
- Gambacorta, Leonardo & Ricotti, Giacomo & Sundaresan, Suresh & Wang, Zhenyu, 2021. "Tax effects on bank liability structure," European Economic Review, Elsevier, vol. 138(C).
- Caio Ferreira & Nigel Jenkinson & Christopher Wilson, 2019. "From Basel I to Basel III: Sequencing Implementation in Developing Economies," IMF Working Papers 2019/127, International Monetary Fund.
- Guangling Liu & Thabang Molise, 2018. "Is Basel III counter-cyclical: The case of South Africa?," Working Papers 10/2018, Stellenbosch University, Department of Economics.
- Andonio De Socio & Valentina Michelangeli, 2015.
"Modelling Italian firms� financial vulnerability,"
Questioni di Economia e Finanza (Occasional Papers)
293, Bank of Italy, Economic Research and International Relations Area.
Cited by:
- Giordano, Claire & Marinucci, Marco & Silvestrini, Andrea, 2019.
"The macro determinants of firms' and households' investment: Evidence from Italy,"
Economic Modelling, Elsevier, vol. 78(C), pages 118-133.
- 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.
- Bank for International Settlements, 2016. "Experiences with the ex ante appraisal of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 56, december.
- De Socio, Antonio & Michelangeli, Valentina, 2017. "A model to assess the financial vulnerability of Italian firms," Journal of Policy Modeling, Elsevier, vol. 39(1), pages 147-168.
- Giordano, Claire & Marinucci, Marco & Silvestrini, Andrea, 2019.
"The macro determinants of firms' and households' investment: Evidence from Italy,"
Economic Modelling, Elsevier, vol. 78(C), pages 118-133.
- Valentina Michelangeli & Mario Pietrunti, 2014.
"A microsimulation model to evaluate Italian households� financial vulnerability,"
Questioni di Economia e Finanza (Occasional Papers)
225, Bank of Italy, Economic Research and International Relations Area.
- Valentina Michelangeli & Mario Pietrunti, 2014. "A Microsimulation Model to evaluate Italian Households Financial Vulnerability," International Journal of Microsimulation, International Microsimulation Association, vol. 7(3), pages 53-79.
Cited by:
- Erik Gogola, 0000. "The Impact of Economic Shocks on Financially Vulnerable Slovak Households: A Socio-Economic and Demographic Analysis," Proceedings of Economics and Finance Conferences 14316324, International Institute of Social and Economic Sciences.
- Liaqat Ali & Muhammad Kamran Naqi Khan & Habib Ahmad, 2020. "Financial Fragility of Pakistani Household," Journal of Family and Economic Issues, Springer, vol. 41(3), pages 572-590, September.
- Allen, Jason & Grieder, Timothy & Peterson, Brian & Roberts, Tom, 2020.
"The impact of macroprudential housing finance tools in canada,"
Journal of Financial Intermediation, Elsevier, vol. 42(C).
- Jason Allen & Timothy Grieder & Tom Roberts & Brian Peterson, 2017. "The impact of macroprudential housing finance tools in Canada," BIS Working Papers 632, Bank for International Settlements.
- Nataliya Barasinska & Philipp Haenle & Anne Koban & Alexander Schmidt, 2023. "No Reason to Worry About German Mortgages? An Analysis of Macroeconomic and Individual Drivers of Credit Risk," Journal of Financial Services Research, Springer;Western Finance Association, vol. 64(3), pages 369-399, December.
- Gaston Giordana & Michael Ziegelmeyer, 2018.
"Stress testing household balance sheets in Luxembourg,"
BCL working papers
121, Central Bank of Luxembourg.
- Giordana, Gaston & Ziegelmeyer, Michael, 2019. "Stress testing household balance sheets in Luxembourg," Working Paper Series 2254, European Central Bank.
- Giordana, Gastón & Ziegelmeyer, Michael, 2020. "Stress testing household balance sheets in Luxembourg," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 115-138.
- Zaimah Ramli & Henry Borromeo Anak Nyirop & Sarmila Md Sum & Abd Hair Awang, 2022. "The Impact of Financial Shock, Behavior, and Knowledge on the Financial Fragility of Single Youth," Sustainability, MDPI, vol. 14(8), pages 1-13, April.
- Bank for International Settlements, 2016. "Experiences with the ex ante appraisal of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 56, december.
- Andrea Colabella & Luciano Lavecchia & Valentina Michelangeli & Raffaella Pico, 2023. "To eat or to heat: are energy bills squeezing people's spending?," Questioni di Economia e Finanza (Occasional Papers) 800, Bank of Italy, Economic Research and International Relations Area.
- Xingqi Wang & Zhenhua Mao, 2023. "Research on the Impact of Digital Inclusive Finance on the Financial Vulnerability of Aging Families," Risks, MDPI, vol. 11(12), pages 1-24, November.
- Gross, Marco & Población, Javier, 2017. "Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households," Economic Modelling, Elsevier, vol. 61(C), pages 510-528.
- Denisova, Irina & Varioshkin, Nikita, 2022. "The impact of foreign trade shocks on well-being of Russian households: Microsimulation approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 68, pages 73-92.
- Carmela Aurora Attin� & Francesco Franceschi & Valentina Michelangeli, 2019. "Modelling households� financial vulnerability with consumer credit and mortgage renegotiations," Questioni di Economia e Finanza (Occasional Papers) 531, Bank of Italy, Economic Research and International Relations Area.
- Ampudia, Miguel & van Vlokhoven, Has & Żochowski, Dawid, 2016.
"Financial fragility of euro area households,"
Journal of Financial Stability, Elsevier, vol. 27(C), pages 250-262.
- Żochowski, Dawid & Ampudia, Miguel & van Vlokhoven, Has, 2014. "Financial fragility of euro area households," Working Paper Series 1737, European Central Bank.
- Liaqat Ali & Muhammad Kamran Naqi Khan & Habib Ahmad, 2020. "Education of the Head and Financial Vulnerability of Households: Evidence from a Household’s Survey Data in Pakistan," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 147(2), pages 439-463, January.
- Guoqin Zhao & Tsun Se Cheong & Brian Tung & Yam Wing Siu, 2023. "The Characteristics of the Financially Vulnerable Groups Impacted by COVID-19 and Other Factors," Sustainability, MDPI, vol. 15(10), pages 1-21, May.
- Hosung Jung & Hyun Hak Kim, 2020. "Default Probability by Employment Status in South Korea," Asian Economic Papers, MIT Press, vol. 19(3), pages 62-84, Fall.
- Erik Gogola, 0000. "Financial Vulnerability of Slovak Households: Evidence from household balance sheet stress tests using HFCS microdata," Proceedings of Economics and Finance Conferences 14316305, International Institute of Social and Economic Sciences.
- Alessandra Bettocchi & Elena Giarda & Cristiana Moriconi & Federica Orsini & Rita Romeo, 2018. "Assessing and predicting financial vulnerability of Italian households: a micro-macro approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(3), pages 587-605, August.
- Faiella, Ivan & Lavecchia, Luciano & Michelangeli, Valentina & Mistretta, Alessandro, 2022.
"A climate stress test on the financial vulnerability of Italian households and firms,"
Journal of Policy Modeling, Elsevier, vol. 44(2), pages 396-417.
- Ivan Faiella & Luciano Lavecchia & Alessandro Mistretta & Valentina Michelangeli, 2021. "A micro-founded climate stress test on the financial vulnerability of Italian households and firms," Questioni di Economia e Finanza (Occasional Papers) 639, Bank of Italy, Economic Research and International Relations Area.
- Valentina Michelangeli & Mario Pietrunti, 2015. "Assessing the financial vulnerability of Italian households: a microsimulation approach," 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.
- Philip Caju & Guillaume Périlleux & François Rycx & Ilan Tojerow, 2023.
"A bigger house at the cost of an empty stomach? The effect of households’ indebtedness on their consumption: micro-evidence using Belgian HFCS data,"
Review of Economics of the Household, Springer, vol. 21(1), pages 291-333, March.
- Philip Du Caju & Guillaume Perilleux & François Rycx & Ilan Tojerow, 2022. "A bigger house at the cost of an empty stomach? The effect of households’ indebtedness on their consumption: micro-evidence using Belgian HFCS data," ULB Institutional Repository 2013/353475, ULB -- Universite Libre de Bruxelles.
- Marco Brandolini & Federica Coroneo & Elena Giarda & Cristiana Moriconi & Sarah Grace See, 2022. "Differences in Perceptions of the Housing Cost Burden Among European Countries," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(4), pages 1-5.
- 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.
- Kirsten Abela & Ilias Georgakopoulus, 2022. "A stress testing framework for the Maltese household sector," CBM Working Papers WP/04/2022, Central Bank of Malta.
- Lemus, Antonio & Pulgar, Carlos, 2021. "Households’ Debt Thresholds: A Market Aspects Approach," MPRA Paper 106958, University Library of Munich, Germany.
- Antonietta di Salvatore & Mirko Moscatelli, 2024. "Improving survey information on household debt using granular credit databases," Questioni di Economia e Finanza (Occasional Papers) 839, Bank of Italy, Economic Research and International Relations Area.
- Grzegorz Wałęga & Agnieszka Wałęga, 2021. "Over-indebted Households in Poland: Classification Tree Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 153(2), pages 561-584, January.
- Aleksandra Riedl, 2021. "Are CESEE borrowers at risk? COVID-19 implications in a stress test analysis," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1/21, pages 37-53.
- Jaanika Meriküll & Tairi Rõõm, 2020. "Stress Tests of the Household Sector Using Microdata from Survey and Administrative Sources," International Journal of Central Banking, International Journal of Central Banking, vol. 16(2), pages 203-248, March.
- Yiing Jia Loke, 2017. "Financial Vulnerability of Working Adults in Malaysia," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 11(2), June.
- Barasinska, Nataliya & Ludwig, Johannes & Vogel, Edgar, 2021. "The impact of borrower-based instruments on household vulnerability in Germany," Discussion Papers 20/2021, Deutsche Bundesbank.
- Wu, Kai & Wan, Shijia, 2023. "Job stability and household financial vulnerability: Evidence from field surveys in China," Finance Research Letters, Elsevier, vol. 58(PC).
- Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek & Valentina Michelangeli & Che-Lin Su, 2013.
"Nonlinear Programming Method for Dynamic Programming,"
NBER Working Papers
19034, National Bureau of Economic Research, Inc.
- Cai, Yongyang & Judd, Kenneth L. & Lontzek, Thomas S. & Michelangeli, Valentina & Su, Che-Lin, 2017. "A Nonlinear Programming Method For Dynamic Programming," Macroeconomic Dynamics, Cambridge University Press, vol. 21(2), pages 336-361, March.
Cited by:
- Yongyang Cai & Kenneth L. Judd & Greg Thain & Stephen J. Wright, 2013.
"Solving Dynamic Programming Problems on a Computational Grid,"
NBER Working Papers
18714, National Bureau of Economic Research, Inc.
- Yongyang Cai & Kenneth Judd & Greg Thain & Stephen Wright, 2015. "Solving Dynamic Programming Problems on a Computational Grid," Computational Economics, Springer;Society for Computational Economics, vol. 45(2), pages 261-284, February.
- Ulmer, Marlin W. & Thomas, Barrett W., 2020. "Meso-parametric value function approximation for dynamic customer acceptances in delivery routing," European Journal of Operational Research, Elsevier, vol. 285(1), pages 183-195.
- Jonathan Huntley & Valentina Michelangeli, 2011.
"Can Tax Rebates Stimulate Consumption Spending in a Life-Cycle Model? (Working Paper 2011-02),"
Working Papers
41581, Congressional Budget Office.
Cited by:
- Alisdair McKay & Ricardo Reis, 2013.
"The Role of Automatic Stabilizers in the U.S. Business Cycle,"
NBER Working Papers
19000, National Bureau of Economic Research, Inc.
- McKay, Alisdair & Reis, Ricardo, 2016. "The role of automatic stabilizers in the U.S. business cycle," LSE Research Online Documents on Economics 64479, London School of Economics and Political Science, LSE Library.
- Alisdair McKay & Ricardo Reis, 2016. "The Role of Automatic Stabilizers in the U.S. Business Cycle," Econometrica, Econometric Society, vol. 84, pages 141-194, January.
- Alisdair McKay & Ricardo Reis, 2013. "The role of automatic stabilizers in the U.S. business cycle," Boston University - Department of Economics - Working Papers Series 2013-007, Boston University - Department of Economics.
- McKay, Alisdair, 2013. "The role of automatic stabilizers in the U.S. business cycle," CEPR Discussion Papers 9454, C.E.P.R. Discussion Papers.
- Alisdair McKay & Ricardo Reis, 2013.
"The Role of Automatic Stabilizers in the U.S. Business Cycle,"
NBER Working Papers
19000, National Bureau of Economic Research, Inc.
Articles
- Valentina Michelangeli & Eliana Viviano, 2024.
"Can Internet Banking Affect Households' Participation in Financial Markets and Financial Awareness?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(4), pages 705-739, June.
See citations under working paper version above.
- Valentina Michelangeli & Eliana Viviano, 2021. "Can internet banking affect households' participation in financial markets and financial awareness?," Temi di discussione (Economic working papers) 1329, Bank of Italy, Economic Research and International Relations Area.
- Magri, Silvia & Michelangeli, Valentina & Pastorelli, Sabrina & Pico, Raffaella, 2022.
"The Expansion of Consumer Credit in Italy and the Main Euro Area Countries,"
European Review, Cambridge University Press, vol. 30(3), pages 322-352, June.
Cited by:
- Giuseppe Pulina, 2023. "Consumer debt in Luxembourg and the euro area: Evidence from the Household Finance and Consumption Survey," BCL working papers 175, Central Bank of Luxembourg.
- Faiella, Ivan & Lavecchia, Luciano & Michelangeli, Valentina & Mistretta, Alessandro, 2022.
"A climate stress test on the financial vulnerability of Italian households and firms,"
Journal of Policy Modeling, Elsevier, vol. 44(2), pages 396-417.
See citations under working paper version above.
- Ivan Faiella & Luciano Lavecchia & Alessandro Mistretta & Valentina Michelangeli, 2021. "A micro-founded climate stress test on the financial vulnerability of Italian households and firms," Questioni di Economia e Finanza (Occasional Papers) 639, Bank of Italy, Economic Research and International Relations Area.
- Carmela Aurora Attinà & Francesco Franceschi & Valentina Michelangeli, 2020.
"Modelling households’ financial vulnerability with consumer credit and mortgage renegotiations,"
International Journal of Microsimulation, International Microsimulation Association, vol. 13(1), pages 67-91.
Cited by:
- Andrea Colabella & Luciano Lavecchia & Valentina Michelangeli & Raffaella Pico, 2023. "To eat or to heat: are energy bills squeezing people's spending?," Questioni di Economia e Finanza (Occasional Papers) 800, Bank of Italy, Economic Research and International Relations Area.
- 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.
- Faiella, Ivan & Lavecchia, Luciano & Michelangeli, Valentina & Mistretta, Alessandro, 2022.
"A climate stress test on the financial vulnerability of Italian households and firms,"
Journal of Policy Modeling, Elsevier, vol. 44(2), pages 396-417.
- Ivan Faiella & Luciano Lavecchia & Alessandro Mistretta & Valentina Michelangeli, 2021. "A micro-founded climate stress test on the financial vulnerability of Italian households and firms," Questioni di Economia e Finanza (Occasional Papers) 639, Bank of Italy, Economic Research and International Relations Area.
- Agnese Carella & Valentina Michelangeli, 2021. "Information or persuasion in the mortgage market: the role of brand names," Temi di discussione (Economic working papers) 1340, Bank of Italy, Economic Research and International Relations Area.
- Cai, Yongyang & Judd, Kenneth L. & Lontzek, Thomas S. & Michelangeli, Valentina & Su, Che-Lin, 2017.
"A Nonlinear Programming Method For Dynamic Programming,"
Macroeconomic Dynamics, Cambridge University Press, vol. 21(2), pages 336-361, March.
See citations under working paper version above.
- Yongyang Cai & Kenneth L. Judd & Thomas S. Lontzek & Valentina Michelangeli & Che-Lin Su, 2013. "Nonlinear Programming Method for Dynamic Programming," NBER Working Papers 19034, National Bureau of Economic Research, Inc.
- De Socio, Antonio & Michelangeli, Valentina, 2017.
"A model to assess the financial vulnerability of Italian firms,"
Journal of Policy Modeling, Elsevier, vol. 39(1), pages 147-168.
Cited by:
- Stefania De Mitri & Antonio De Socio & Valentina Nigro & Sabrina Pastorelli, 2021. "Financial support measures and credit to firms during the pandemic," Questioni di Economia e Finanza (Occasional Papers) 665, Bank of Italy, Economic Research and International Relations Area.
- Aiello, Maria Alessia & Angelico, Cristina, 2023.
"Climate change and credit risk: The effect of carbon tax on Italian banks' business loan default rates,"
Journal of Policy Modeling, Elsevier, vol. 45(1), pages 187-201.
- Maria Alessia Aiello & Cristina Angelico, 2022. "Climate change and credit risk: the effect of carbon taxes on Italian banks' business loan default rates," Questioni di Economia e Finanza (Occasional Papers) 688, Bank of Italy, Economic Research and International Relations Area.
- Rémi Stellian & Gabriel I. Penagos & Jenny P. Danna-Buitrago, 2021. "Firms in financial distress: evidence from inter-firm payment networks with volatility driven by ‘animal spirits’," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(1), pages 59-101, January.
- Faiella, Ivan & Lavecchia, Luciano & Michelangeli, Valentina & Mistretta, Alessandro, 2022.
"A climate stress test on the financial vulnerability of Italian households and firms,"
Journal of Policy Modeling, Elsevier, vol. 44(2), pages 396-417.
- Ivan Faiella & Luciano Lavecchia & Alessandro Mistretta & Valentina Michelangeli, 2021. "A micro-founded climate stress test on the financial vulnerability of Italian households and firms," Questioni di Economia e Finanza (Occasional Papers) 639, Bank of Italy, Economic Research and International Relations Area.
- Andresa Lopes & Vítor Oliveira & Ângelo Ramos & Fátima Silva, 2021. "Has the Crisis Introduced a New Paradigm in Banks' Credit Allocation? The Non‐financial Corporations' Perspective," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 30(2), pages 31-62, May.
- Rémi Stellian & Jenny P. Danna‐Buitrago, 2020. "Financial distress, free cash flow, and interfirm payment network: Evidence from an agent‐based model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 598-616, October.
- Valentina Michelangeli & Mario Pietrunti, 2014.
"A Microsimulation Model to evaluate Italian Households Financial Vulnerability,"
International Journal of Microsimulation, International Microsimulation Association, vol. 7(3), pages 53-79.
See citations under working paper version above.
- Valentina Michelangeli & Mario Pietrunti, 2014. "A microsimulation model to evaluate Italian households� financial vulnerability," Questioni di Economia e Finanza (Occasional Papers) 225, Bank of Italy, Economic Research and International Relations Area.
- Jonathan Huntley & Valentina Michelangeli, 2014.
"Can Tax Rebates Stimulate Consumption Spending in a Life-Cycle Model?,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 6(1), pages 162-189, January.
Cited by:
- Wang, Yang & Zhou, Yang & Yu, Xinxin & Liu, Xiao, 2021. "Is domestic consumption dragged down by real estate sector?—Evidence from Chinese household wealth," International Review of Financial Analysis, Elsevier, vol. 75(C).
- Arna Olafsson & Michaela Pagel, 2018. "The Liquid Hand-to-Mouth: Evidence from Personal Finance Management Software," The Review of Financial Studies, Society for Financial Studies, vol. 31(11), pages 4398-4446.
- Adamopoulou, Effrosyni & Zizza, Roberta, 2017.
"Regular versus Lump-Sum Payments in Union Contracts and Household Consumption,"
IZA Discussion Papers
10509, Institute of Labor Economics (IZA).
- Zizza, Roberta & Adamopoulou, Effrosyni, 2017. "Regular versus lump-sum payments in union contracts and household consumption," Working Paper Series 2013, European Central Bank.
- Andrea Neri & Concetta Rondinelli & Filippo Scoccianti, 2017. "Household spending out of a tax rebate: Italian ��80 tax bonus�," Questioni di Economia e Finanza (Occasional Papers) 379, Bank of Italy, Economic Research and International Relations Area.
- Effrosyni Adamopoulou & Roberta Zizza, 2015. "Accessorizing. The effect of union contract renewals on consumption," Temi di discussione (Economic working papers) 1024, Bank of Italy, Economic Research and International Relations Area.
- Neri, Andrea & Rondinelli, Concetta & Scoccianti, Filippo, 2017. "Household spending out of a tax rebate: Italian “€80 tax bonus”," Working Paper Series 2099, European Central Bank.
- 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.
- Kartik Athreya & Andrew Owens & Felipe Schwartzman, 2017.
"Does redistribution increase output? The centrality of labor supply,"
Quantitative Economics, Econometric Society, vol. 8(3), pages 761-808, November.
- Kartik B. Athreya & Andrew Owens & Felipe Schwartzman, 2014. "Does Redistribution Increase Output? The Centrality of Labor Supply," Working Paper 14-4, Federal Reserve Bank of Richmond.
- Christian Broda & Jonathan A. Parker, 2014.
"The Economic Stimulus Payments of 2008 and the Aggregate Demand for Consumption,"
NBER Working Papers
20122, National Bureau of Economic Research, Inc.
- Broda, Christian & Parker, Jonathan A., 2014. "The Economic Stimulus Payments of 2008 and the aggregate demand for consumption," Journal of Monetary Economics, Elsevier, vol. 68(S), pages 20-36.
- Arna Vardardottir & Michaela Pagel, 2016. "The Liquid Hand-to-Mouth: Evidence from a Personal Finance Management Software," 2016 Meeting Papers 789, Society for Economic Dynamics.
- Greg Kaplan & Giovanni L. Violante & Justin Weidner, 2014.
"The Wealthy Hand-to-Mouth,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 45(1 (Spring), pages 77-153.
- Gianluca Violante & Greg Kaplan & Justin Weidner, 2014. "The Wealthy Hand-to-Mouth," 2014 Meeting Papers 192, Society for Economic Dynamics.
- Greg Kaplan & Giovanni L. Violante & Justin Weidner, 2014. "The Wealthy Hand-to-Mouth," NBER Working Papers 20073, National Bureau of Economic Research, Inc.
- Violante, Giovanni & Kaplan, Greg & Weidner, Justin, 2014. "The Wealthy Hand-to-Mouth," CEPR Discussion Papers 9954, C.E.P.R. Discussion Papers.
- António Antunes & Valerio Ercolani, 2020.
"Public debt expansions and the dynamics of the household borrowing constraint,"
Temi di discussione (Economic working papers)
1268, Bank of Italy, Economic Research and International Relations Area.
- António R. Antunes, 2016. "Public debt expansions and the dynamics of the household borrowing constraint," Working Papers w201618, Banco de Portugal, Economics and Research Department.
- Antonio Antunes & Valerio Ercolani, 2020. "Public debt expansions and the dynamics of the household borrowing constraint," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 1-32, July.
- Jonathan Huntley & Valentina Michelangeli & Felix Reichling, 2021. "What drives investors to chase returns?," Temi di discussione (Economic working papers) 1334, Bank of Italy, Economic Research and International Relations Area.
- Lo, Kuang-Ta & Chou, Ta-Sheng & Tsui, Stephanie, 2020. "The asymmetric behavior of household consumption under the business cycle," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Surico, Paolo & Misra, Kanishka, 2013.
"Consumption, Income Changes and Heterogeneity: Evidence from Two Fiscal Stimulus Programmes,"
CEPR Discussion Papers
9530, C.E.P.R. Discussion Papers.
- Kanishka Misra & Paolo Surico, 2014. "Consumption, Income Changes, and Heterogeneity: Evidence from Two Fiscal Stimulus Programs," American Economic Journal: Macroeconomics, American Economic Association, vol. 6(4), pages 84-106, October.
- Rowena Crawford & Cormac O'Dea, 2014. "Cash and Pensions: Have the elderly in England saved optimally for retirement?," IFS Working Papers W14/22, Institute for Fiscal Studies.
- Bouyon, Sylvain, 2014. "A Review of Policy Options for Monitoring Household Saving," ECRI Papers 9754, Centre for European Policy Studies.
- Michelangeli Valentina & Santoro Marika, 2013.
"Households’ uncertainty about Medicare policy,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 151-186, January.
Cited by:
- Erin Cottle Hunt & Frank N. Caliendo, 2024. "Dynamic Optimization with Timing Risk," Mathematics, MDPI, vol. 12(17), pages 1-18, August.
- Jaeger Nelson, 2020. "Welfare Implications of Uncertain Social Security Reform," Public Finance Review, , vol. 48(4), pages 425-466, July.
- Caliendo, Frank N. & Gorry, Aspen & Slavov, Sita, 2019.
"The cost of uncertainty about the timing of Social Security reform,"
European Economic Review, Elsevier, vol. 118(C), pages 101-125.
- Frank N. Caliendo & Aspen Gorry & Sita Slavov, 2015. "The Cost of Uncertainty about the Timing of Social Security Reform," NBER Working Papers 21585, National Bureau of Economic Research, Inc.
- Michelangeli, Valentina, 2012.
"Should you pay off your mortgage or invest?,"
Economics Letters, Elsevier, vol. 115(2), pages 322-324.
Cited by:
- Groot, Stefan P.T. & Lejour, Arjan, 2018.
"Financial incentives for mortgage prepayment behavior : Evidence from Dutch micro data,"
Other publications TiSEM
52aa364c-df5d-4628-a9c8-3, Tilburg University, School of Economics and Management.
- Groot, Stefan P.T. & Lejour, Arjan M., 2018. "Financial incentives for mortgage prepayment behavior: Evidence from Dutch micro data," Journal of Housing Economics, Elsevier, vol. 41(C), pages 237-250.
- Stefan Groot & Arjan Lejour, 2017. "Tax arbitrage incentives for mortgage prepayment behavior: Evidence from Dutch micro data," CPB Discussion Paper 350, CPB Netherlands Bureau for Economic Policy Analysis.
- Groot, Stefan P.T. & Lejour, Arjan, 2018.
"Financial incentives for mortgage prepayment behavior : Evidence from Dutch micro data,"
Other publications TiSEM
52aa364c-df5d-4628-a9c8-3, Tilburg University, School of Economics and Management.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 22 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.- NEP-BAN: Banking (10) 2016-03-29 2016-04-23 2019-11-25 2020-07-27 2021-04-26 2021-07-12 2021-09-27 2021-12-20 2023-01-16 2023-04-10. Author is listed
- NEP-URE: Urban and Real Estate Economics (10) 2016-03-29 2016-04-23 2019-11-25 2020-07-27 2020-12-21 2021-07-12 2021-07-12 2021-09-27 2021-12-20 2022-10-24. Author is listed
- NEP-EUR: Microeconomic European Issues (9) 2014-10-22 2015-12-08 2019-11-25 2020-07-27 2020-08-10 2021-07-12 2021-09-27 2021-11-01 2021-12-20. Author is listed
- NEP-MAC: Macroeconomics (4) 2019-12-02 2021-07-12 2021-09-27 2021-12-20
- NEP-EEC: European Economics (3) 2019-12-02 2021-07-12 2023-04-10
- NEP-CBA: Central Banking (2) 2021-07-12 2023-04-10
- NEP-CWA: Central and Western Asia (2) 2021-04-26 2021-05-03
- NEP-ENE: Energy Economics (2) 2021-11-01 2024-03-18
- NEP-ENV: Environmental Economics (2) 2021-11-01 2024-03-18
- NEP-EXP: Experimental Economics (2) 2016-03-29 2016-04-23
- NEP-FDG: Financial Development and Growth (2) 2021-09-27 2021-11-01
- NEP-PAY: Payment Systems and Financial Technology (2) 2021-04-26 2021-07-12
- NEP-BIG: Big Data (1) 2020-12-21
- NEP-CMP: Computational Economics (1) 2021-07-12
- NEP-DGE: Dynamic General Equilibrium (1) 2013-05-19
- NEP-FMK: Financial Markets (1) 2021-05-03
- NEP-HME: Heterodox Microeconomics (1) 2021-07-12
- NEP-ICT: Information and Communication Technologies (1) 2021-04-26
- NEP-IPR: Intellectual Property Rights (1) 2021-07-12
- NEP-ISF: Islamic Finance (1) 2021-09-27
- NEP-ORE: Operations Research (1) 2013-05-19
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