IDEAS home Printed from https://ideas.repec.org/f/pri394.html
   My authors  Follow this author

Martino Nicola Ricci

Personal Details

First Name:Martino
Middle Name:Nicola
Last Name:Ricci
Suffix:
RePEc Short-ID:pri394
[This author has chosen not to make the email address public]

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Brignone, Davide & Gambetti, Luca & Ricci, Martino, 2024. "Geopolitical risk shocks: when the size matters," Working Paper Series 2972, European Central Bank.
  2. Al-Haschimi, Alexander & Apostolou, Apostolos & Azqueta-Gavaldon, Andres & Ricci, Martino, 2023. "Using machine learning to measure financial risk in China," Working Paper Series 2767, European Central Bank.
  3. Bobasu, Alina & Geis, André & Quaglietti, Lucia & Ricci, Martino, 2021. "Tracking global economic uncertainty: implications for the euro area," Working Paper Series 2541, European Central Bank.
  4. Georgiadis, Georgios & Hildebrand, Sebastian & Ricci, Martino & Schumann, Ben & van Roye, Björn, 2021. "ECB-Global 2.0: a global macroeconomic model with dominant-currency pricing, tariffs and trade diversion," Working Paper Series 2530, European Central Bank.
  5. Bonciani, Dario & Ricci, Martino, 2020. "The global effects of global risk and uncertainty," Bank of England working papers 863, Bank of England.
  6. Martino N. Ricci & Patrizio Tirelli, 2017. "Subprime mortgages and banking in a DSGE model," Discussion Papers in Economics economics:201709, Griffith University, Department of Accounting, Finance and Economics.
  7. Dieppe, Alistair & Georgiadis, Georgios & Ricci, Martino & Van Robays, Ine & van Roye, Björn, 2017. "ECB-Global: introducing ECB's global macroeconomic model for spillover analysis," Working Paper Series 2045, European Central Bank.

Articles

  1. Alina Bobasu & Lucia Quaglietti & Martino Ricci, 2024. "Tracking Global Economic Uncertainty: Implications for the Euro Area," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(2), pages 820-857, June.
  2. Apostolou, Apostolos & Al-Haschimi, Alexander & Ricci, Martino, 2022. "Financial risks in China’s corporate sector: real estate and beyond," Economic Bulletin Articles, European Central Bank, vol. 2.
  3. Al-Haschimi, Alexander & Apostolou, Apostolos & Ricci, Martino, 2020. "China’s path to normalisation in the aftermath of the COVID-19 pandemic," Economic Bulletin Articles, European Central Bank, vol. 6.
  4. Bobasu, Alina & Geis, André & Quaglietti, Lucia & Ricci, Martino, 2020. "Tracking global economic uncertainty: implications for global investment and trade," Economic Bulletin Boxes, European Central Bank, vol. 1.
  5. Bonciani, Dario & Ricci, Martino, 2020. "The international effects of global financial uncertainty shocks," Journal of International Money and Finance, Elsevier, vol. 109(C).
  6. Dieppe, Alistair & Georgiadis, Georgios & Ricci, Martino & Van Robays, Ine & van Roye, Björn, 2018. "ECB-Global: Introducing the ECB's global macroeconomic model for spillover analysis," Economic Modelling, Elsevier, vol. 72(C), pages 78-98.

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. Al-Haschimi, Alexander & Apostolou, Apostolos & Azqueta-Gavaldon, Andres & Ricci, Martino, 2023. "Using machine learning to measure financial risk in China," Working Paper Series 2767, European Central Bank.

    Cited by:

    1. Jean-Charles Bricongne & Baptiste Meunier & Raquel Caldeira, 2024. "Should Central Banks Care About Text Mining? A Literature Review," Working papers 950, Banque de France.

  2. Bobasu, Alina & Geis, André & Quaglietti, Lucia & Ricci, Martino, 2021. "Tracking global economic uncertainty: implications for the euro area," Working Paper Series 2541, European Central Bank.

    Cited by:

    1. Max Breitenlechner & Georgios Georgiadis & Ben Schumann, 2021. "What goes around comes around: How large are spillbacks from US monetary policy?," GRU Working Paper Series GRU_2021_003, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    2. Eksi, Ozan & Onur Tas, Bedri Kamil, 2022. "Time-varying effect of uncertainty shocks on unemployment," Economic Modelling, Elsevier, vol. 110(C).
    3. Fisera, Boris, 2024. "Exchange rates and the speed of economic recovery: The role of financial development," Economic Systems, Elsevier, vol. 48(1).
    4. Georgiadis, Georgios & Müller, Gernot J. & Schumann, Ben, 2021. "Global risk and the dollar," Working Paper Series 2628, European Central Bank.
    5. Durante, Elena & McGeever, Niall, 2022. "SME Credit Conditions in the Pandemic Recovery," Financial Stability Notes 2/FS/22, Central Bank of Ireland.
    6. Ponomareva, Natalia & Sheen, Jeffrey & Wang, Ben Zhe, 2024. "Metal and energy price uncertainties and the global economy," Journal of International Money and Finance, Elsevier, vol. 143(C).
    7. Müller, Gernot & Georgiadis, Georgios & Schumann, Ben, 2023. "Dollar Trinity and the Global Financial Cycle," CEPR Discussion Papers 18427, C.E.P.R. Discussion Papers.

  3. Georgiadis, Georgios & Hildebrand, Sebastian & Ricci, Martino & Schumann, Ben & van Roye, Björn, 2021. "ECB-Global 2.0: a global macroeconomic model with dominant-currency pricing, tariffs and trade diversion," Working Paper Series 2530, European Central Bank.

    Cited by:

    1. Audzei, Volha & Brůha, Jan, 2022. "A model of the Euro area, China, and the United States: Trade links and trade wars," Economic Modelling, Elsevier, vol. 111(C).
    2. Saba Ndayezhin Danladi, 2022. "Spillover Effects of US Monetary Policy and Macreconomic Conditions in Nigeria: Evidence from Time-Varying Parameter Structural Vector Autoregression (TVP-SVAR)," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 101-120.

  4. Bonciani, Dario & Ricci, Martino, 2020. "The global effects of global risk and uncertainty," Bank of England working papers 863, Bank of England.

    Cited by:

    1. Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L., 2020. "Revising the Impact of Financial and Non-Financial Global Stock Market Volatility Shocks," MPRA Paper 103019, University Library of Munich, Germany.
    2. Ademmer, Martin & Gern, Klaus-Jürgen & Hauber, Philipp & Jannsen, Nils & Kooths, Stefan & Mösle, Saskia & Stolzenburg, Ulrich, 2019. "Weltkonjunktur im Sommer 2019 - Weltwirtschaft ohne Schwung [World Economy Summer 2019 - Global growth remains sluggish]," Kieler Konjunkturberichte 55, Kiel Institute for the World Economy (IfW Kiel).
    3. Rivolta, Giulia & Trecroci, Carmine, 2020. "Measuring the effects of U.S. uncertainty and monetary conditions on EMEs' macroeconomic dynamics," MPRA Paper 99403, University Library of Munich, Germany.
    4. Efrem Castelnuovo, 2019. "Domestic and Global Uncertainty: A Survey and Some New Results," CESifo Working Paper Series 7900, CESifo.
    5. Tosapol Apaitan & Pongsak Luangaram & Pym Manopimoke, 2022. "Uncertainty in an emerging market economy: evidence from Thailand," Empirical Economics, Springer, vol. 62(3), pages 933-989, March.
    6. Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2018. "Financial and non-financial global stock market volatility shocks," Working Papers 2018-07, University of Tasmania, Tasmanian School of Business and Economics.
    7. Emter, Lorenz, 2020. "Leverage Cycles, Growth Shocks, and Sudden Stops in Capital Inflows," Research Technical Papers 06/RT/20, Central Bank of Ireland.

  5. Dieppe, Alistair & Georgiadis, Georgios & Ricci, Martino & Van Robays, Ine & van Roye, Björn, 2017. "ECB-Global: introducing ECB's global macroeconomic model for spillover analysis," Working Paper Series 2045, European Central Bank.

    Cited by:

    1. Albonico, Alice & Calès, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo & Raciborski, Rafal & Rat, 2017. "The Global Multi-Country Model (GM): an Estimated DSGE Model for the Euro Area Countries," Working Papers 2017-10, Joint Research Centre, European Commission.
    2. CHAFIK, Omar, 2018. "Financial cycle and conduct of monetary policy: The amplifier/divider theory," MPRA Paper 89170, University Library of Munich, Germany.
    3. Albonico, Alice & Calés, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo Maria & Raciborski, Rafal, 2019. "Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model," Economic Modelling, Elsevier, vol. 81(C), pages 242-273.
    4. Dieppe, Alistair & Georgiadis, Georgios & Ricci, Martino & Van Robays, Ine & van Roye, Björn, 2018. "ECB-Global: Introducing the ECB's global macroeconomic model for spillover analysis," Economic Modelling, Elsevier, vol. 72(C), pages 78-98.
    5. Georgios Georgiadis & Saskia Mösle, 2020. "Introducing dominant‐currency pricing in the ECB's global macroeconomic model," International Finance, Wiley Blackwell, vol. 23(2), pages 234-256, August.
    6. Shahriyar Aliev & Evžen Kočenda, 2022. "ECB monetary policy and commodity prices," FFA Working Papers 4.008, Prague University of Economics and Business, revised 21 Jun 2022.
    7. Massimo Giovannini & Stefan Hohberger & Robert Kollmann & Lucas Vogel & Marco Ratto & Werner Roeger, 2018. "Euro Area and U.S. External Adjustment: The Role of Commodity Prices and Emerging Market Shocks," Working Papers ECARES 2018-21, ULB -- Universite Libre de Bruxelles.
    8. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2022. "Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination," International Economics and Economic Policy, Springer, vol. 19(1), pages 79-127, February.
    9. Naohisa Hirakata & Kazutoshi Kan & Akihiro Kanafuji & Yosuke Kido & Yui Kishaba & Tomonori Murakoshi & Takeshi Shinohara, 2019. "The Quarterly Japanese Economic Model (Q-JEM): 2019 version," Bank of Japan Working Paper Series 19-E-7, Bank of Japan.
    10. Omar Chafik, 2020. "The amplifier/divider mechanism of the financial cycle," International Economics and Economic Policy, Springer, vol. 17(2), pages 363-380, May.
    11. Mariam Camarero & Josep Lluís Carrión-i-Silvestre & Cecilio Tamarit, 2020. "External imbalances from a GVAR perspective," Working Papers 2005, Department of Applied Economics II, Universidad de Valencia.
    12. CHAFIK, Omar, 2018. "Financial cycle and conduct of monetary policy: theory and empirical evidence," MPRA Paper 88995, University Library of Munich, Germany.
    13. Ca' Zorzi, Michele & Dedola, Luca & Georgiadis, Georgios & Jarociński, Marek & Stracca, Livio & Strasser, Georg, 2020. "Monetary policy and its transmission in a globalised world," Working Paper Series 2407, European Central Bank.
    14. Georgiadis, Georgios & Hildebrand, Sebastian & Ricci, Martino & Schumann, Ben & van Roye, Björn, 2021. "ECB-Global 2.0: a global macroeconomic model with dominant-currency pricing, tariffs and trade diversion," Working Paper Series 2530, European Central Bank.
    15. Luigi Bonatti & Andrea Fracasso & Roberto Tamborini, 2021. "Monetary and Fiscal Spillovers Across the Atlantic: The Role of Financial Markets," DEM Working Papers 2021/09, Department of Economics and Management.

Articles

  1. Alina Bobasu & Lucia Quaglietti & Martino Ricci, 2024. "Tracking Global Economic Uncertainty: Implications for the Euro Area," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(2), pages 820-857, June.
    See citations under working paper version above.
  2. Apostolou, Apostolos & Al-Haschimi, Alexander & Ricci, Martino, 2022. "Financial risks in China’s corporate sector: real estate and beyond," Economic Bulletin Articles, European Central Bank, vol. 2.

    Cited by:

    1. Al-Haschimi, Alexander & Apostolou, Apostolos & Azqueta-Gavaldon, Andres & Ricci, Martino, 2023. "Using machine learning to measure financial risk in China," Working Paper Series 2767, European Central Bank.

  3. Bobasu, Alina & Geis, André & Quaglietti, Lucia & Ricci, Martino, 2020. "Tracking global economic uncertainty: implications for global investment and trade," Economic Bulletin Boxes, European Central Bank, vol. 1.

    Cited by:

    1. Max Breitenlechner & Georgios Georgiadis & Ben Schumann, 2021. "What goes around comes around: How large are spillbacks from US monetary policy?," GRU Working Paper Series GRU_2021_003, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    2. Gillmann, Niels & Kim, Alisa, 2021. "Quantification of Economic Uncertainty: a deep learning approach," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242421, Verein für Socialpolitik / German Economic Association.

  4. Bonciani, Dario & Ricci, Martino, 2020. "The international effects of global financial uncertainty shocks," Journal of International Money and Finance, Elsevier, vol. 109(C).

    Cited by:

    1. Juan M. Londono & Nancy R. Xu, 2021. "The Global Determinants of International Equity Risk Premiums," International Finance Discussion Papers 1318, Board of Governors of the Federal Reserve System (U.S.).
    2. Ojeda-Joya, Jair & Romero, José Vicente, 2023. "Global uncertainty shocks and exchange-rate expectations in Latin America," Economic Modelling, Elsevier, vol. 120(C).
    3. Wang, Xichen & Liu, Qingya, 2023. "Can the global financial cycle explain the episodes of exuberance in international housing markets?," Finance Research Letters, Elsevier, vol. 52(C).
    4. Şahin, Baki Cem & Danışoğlu, Seza, 2022. "Ambiguity and asset pricing: An empirical investigation for an emerging market," International Review of Financial Analysis, Elsevier, vol. 84(C).
    5. Yildirim, Zekeriya, 2022. "Global financial risk, the risk-taking channel, and monetary policy in emerging markets," Economic Modelling, Elsevier, vol. 116(C).
    6. Wishnu Mahraddika, 2021. "How effective is capital flow management? The Indonesian experience," Departmental Working Papers 2021-15, The Australian National University, Arndt-Corden Department of Economics.
    7. Giovanni Caggiano & Efrem Castelnuovo, 2023. "Global financial uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 432-449, April.
    8. Bobasu, Alina & Geis, André & Quaglietti, Lucia & Ricci, Martino, 2021. "Tracking global economic uncertainty: implications for the euro area," Working Paper Series 2541, European Central Bank.
    9. Emter, Lorenz, 2020. "Leverage Cycles, Growth Shocks, and Sudden Stops in Capital Inflows," Research Technical Papers 06/RT/20, Central Bank of Ireland.
    10. Miescu, Mirela S., 2023. "Uncertainty shocks in emerging economies: A global to local approach for identification," European Economic Review, Elsevier, vol. 154(C).
    11. Xin Tian & Jan Jacobs & Jakob de Haan, 2022. "Alternative Measures for the Global Financial Cycle: Do They Make a Difference?," CESifo Working Paper Series 9730, CESifo.
    12. Gnangnon, Sèna Kimm, 2022. "Effect of structural economic vulnerability on the participation in international trade," EconStor Preprints 262004, ZBW - Leibniz Information Centre for Economics.
    13. Andrikopoulos, Athanasios & Chen, Zhongfei & Chortareas, Georgios & Li, Kexin, 2023. "Global economic policy Uncertainty, gross capital Inflows, and the mitigating role of Macroprudential policies," Journal of International Money and Finance, Elsevier, vol. 131(C).

  5. Dieppe, Alistair & Georgiadis, Georgios & Ricci, Martino & Van Robays, Ine & van Roye, Björn, 2018. "ECB-Global: Introducing the ECB's global macroeconomic model for spillover analysis," Economic Modelling, Elsevier, vol. 72(C), pages 78-98.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 9 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 (6) 2017-05-07 2017-07-02 2018-01-22 2020-06-15 2021-03-08 2021-05-10. Author is listed
  2. NEP-RMG: Risk Management (5) 2017-07-02 2018-10-29 2020-06-15 2023-02-20 2024-09-02. Author is listed
  3. NEP-OPM: Open Economy Macroeconomics (4) 2018-10-29 2020-06-15 2021-03-08 2024-09-02. Author is listed
  4. NEP-FDG: Financial Development and Growth (3) 2018-10-29 2020-06-15 2023-02-20. Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (2) 2017-07-02 2018-01-22
  6. NEP-EEC: European Economics (2) 2021-03-08 2021-05-10
  7. NEP-URE: Urban and Real Estate Economics (2) 2017-07-02 2018-01-22
  8. NEP-BAN: Banking (1) 2017-07-02
  9. NEP-BIG: Big Data (1) 2023-02-20
  10. NEP-CBA: Central Banking (1) 2021-03-08
  11. NEP-CMP: Computational Economics (1) 2023-02-20
  12. NEP-CNA: China (1) 2023-02-20
  13. NEP-CWA: Central and Western Asia (1) 2021-05-10
  14. NEP-FMK: Financial Markets (1) 2023-02-20
  15. NEP-ORE: Operations Research (1) 2020-06-15

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Martino Nicola Ricci should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.