Alessio Volpicella
Personal Details
First Name: | Alessio |
Middle Name: | |
Last Name: | Volpicella |
Suffix: | |
RePEc Short-ID: | pvo322 |
| |
https://alessiovolpicella.wixsite.com/home | |
Affiliation
School of Economics
University of Surrey
Guildford, United Kingdomhttp://www.surrey.ac.uk/school-economics
RePEc:edi:desuruk (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Francesco Fusari & Joe Marlow & Alessio Volpicella, 2024. "Estimation and Inference of the Forecast Error Variance Decomposition for Set-Identified SVARs," School of Economics Discussion Papers 0424, School of Economics, University of Surrey.
- Paul Levine & Joseph Pearlman & Alessio Volpicella & Bo Yang, 2022. "The Use and Mis-Use of SVARs for Validating DSGE Models," School of Economics Discussion Papers 0522, School of Economics, University of Surrey.
- Andrea Carriero & Alessio Volpicella, 2022. "Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty," School of Economics Discussion Papers 0322, School of Economics, University of Surrey.
- Alessio Volpicella, 2019.
"SVARs Identification through Bounds on the Forecast Error Variance,"
Working Papers
890, Queen Mary University of London, School of Economics and Finance.
- Alessio Volpicella, 2022. "SVARs Identification Through Bounds on the Forecast Error Variance," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1291-1301, June.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017.
"Uncertain identification,"
CeMMAP working papers
18/17, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2022. "Uncertain identification," Quantitative Economics, Econometric Society, vol. 13(1), pages 95-123, January.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017. "Uncertain identification," CeMMAP working papers CWP18/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2020. "Uncertain Identification," CeMMAP working papers CWP33/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
Articles
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2022.
"Uncertain identification,"
Quantitative Economics, Econometric Society, vol. 13(1), pages 95-123, January.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017. "Uncertain identification," CeMMAP working papers CWP18/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2020. "Uncertain Identification," CeMMAP working papers CWP33/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017. "Uncertain identification," CeMMAP working papers 18/17, Institute for Fiscal Studies.
- Alessio Volpicella, 2022.
"SVARs Identification Through Bounds on the Forecast Error Variance,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1291-1301, June.
- Alessio Volpicella, 2019. "SVARs Identification through Bounds on the Forecast Error Variance," Working Papers 890, Queen Mary University of London, School of Economics and Finance.
- Donato Masciandaro & Alessio Volpicella, 2016. "Designing Financial Supervision: The Puzzling Case of the FIUs against Money Laundering," Journal of Financial Regulation, Oxford University Press, vol. 2(1), pages 79-113.
- Masciandaro, Donato & Volpicella, Alessio, 2016. "Macro prudential governance and central banks: Facts and drivers," Journal of International Money and Finance, Elsevier, vol. 61(C), pages 101-119.
Chapters
- Donato Masciandaro & Alessio Volpicella, 2014. "Central Banking, Macroprudential Supervision and Insurance," Palgrave Macmillan Books, in: Jan Monkiewicz & Marian Małecki (ed.), Macroprudential Supervision in Insurance, chapter 9, pages 167-208, Palgrave Macmillan.
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
- Andrea Carriero & Alessio Volpicella, 2022.
"Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty,"
School of Economics Discussion Papers
0322, School of Economics, University of Surrey.
Cited by:
- Ciccarelli, Matteo & Marotta, Fulvia, 2024. "Demand or Supply? An empirical exploration of the effects of climate change on the macroeconomy," Energy Economics, Elsevier, vol. 129(C).
- Alessio Volpicella, 2019.
"SVARs Identification through Bounds on the Forecast Error Variance,"
Working Papers
890, Queen Mary University of London, School of Economics and Finance.
- Alessio Volpicella, 2022. "SVARs Identification Through Bounds on the Forecast Error Variance," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1291-1301, June.
Cited by:
- Neri, Stefano, 2023. "Long-term inflation expectations and monetary policy in the euro area before the pandemic," European Economic Review, Elsevier, vol. 154(C).
- Bouteska, Ahmed & Sharif, Taimur & Hajek, Petr & Abedin, Mohammad Zoynul, 2024. "Aversion and ambiguity: On the robustness of the macroeconomic uncertainty measure framework," Technological Forecasting and Social Change, Elsevier, vol. 203(C).
- Francesco Fusari, 2023. "Identifying Monetary Policy Shocks Through External Variable Constraints," School of Economics Discussion Papers 0123, School of Economics, University of Surrey.
- Matthew Read, 2022. "The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions," RBA Research Discussion Papers rdp2022-04, Reserve Bank of Australia.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017.
"Uncertain identification,"
CeMMAP working papers
18/17, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2022. "Uncertain identification," Quantitative Economics, Econometric Society, vol. 13(1), pages 95-123, January.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017. "Uncertain identification," CeMMAP working papers CWP18/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2020. "Uncertain Identification," CeMMAP working papers CWP33/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
Cited by:
- Wu, Ping & Koop, Gary, 2023. "Estimating the ordering of variables in a VAR using a Plackett–Luce prior," Economics Letters, Elsevier, vol. 230(C).
Articles
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2022.
"Uncertain identification,"
Quantitative Economics, Econometric Society, vol. 13(1), pages 95-123, January.
See citations under working paper version above.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017. "Uncertain identification," CeMMAP working papers CWP18/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2020. "Uncertain Identification," CeMMAP working papers CWP33/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017. "Uncertain identification," CeMMAP working papers 18/17, Institute for Fiscal Studies.
- Alessio Volpicella, 2022.
"SVARs Identification Through Bounds on the Forecast Error Variance,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1291-1301, June.
See citations under working paper version above.
- Alessio Volpicella, 2019. "SVARs Identification through Bounds on the Forecast Error Variance," Working Papers 890, Queen Mary University of London, School of Economics and Finance.
- Donato Masciandaro & Alessio Volpicella, 2016.
"Designing Financial Supervision: The Puzzling Case of the FIUs against Money Laundering,"
Journal of Financial Regulation, Oxford University Press, vol. 2(1), pages 79-113.
Cited by:
- Bartolozzi, D. & Gara, M. & Marchetti, D.J. & Masciandaro, D., 2022. "Designing the anti-money laundering supervisor: The governance of the financial intelligence units," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 1093-1109.
- D. Bartolozzi & M. Gara & D.J. Marchetti & D. Masciandaro, 2019. "Designing The Anti-Money Laundering Supervisor: Theory, Institutions And Empirics," BAFFI CAREFIN Working Papers 19126, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Masciandaro, Donato & Volpicella, Alessio, 2016.
"Macro prudential governance and central banks: Facts and drivers,"
Journal of International Money and Finance, Elsevier, vol. 61(C), pages 101-119.
Cited by:
- Juan M. Londono & Stijn Claessens & Ricardo Correa, 2024.
"Financial Stability Governance and Central Bank Communications,"
International Journal of Central Banking, International Journal of Central Banking, vol. 20(4), pages 175-220, October.
- Stijn Claessens & Ricardo Correa & Juan M. Londono, 2021. "Financial Stability Governance and Central Bank Communications," International Finance Discussion Papers 1328, Board of Governors of the Federal Reserve System (U.S.).
- Hassan Dargahi & Mehdi Hadian, 2022. "Oil shocks, financial stability and implementing macroeconomics and macro‐prudential policies in an oil‐exporting economy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2481-2496, April.
- Vasco Gabriel, 2021.
"Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach,"
Working Papers
w202106, Banco de Portugal, Economics and Research Department.
- Vasco J. Gabriel & Ioannis Lazopoulos & Diana Lima, 2023. "Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(1), pages 43-76, February.
- D’Orazio, Paola & Popoyan, Lilit, 2023. "Do monetary policy mandates and financial stability governance structures matter for the adoption of climate-related financial policies?," International Economics, Elsevier, vol. 173(C), pages 284-295.
- Ellis, Scott & Sharma, Satish & Brzeszczyński, Janusz, 2022. "Systemic risk measures and regulatory challenges," Journal of Financial Stability, Elsevier, vol. 61(C).
- Paola D'Orazio & Lilit Popoyan, 2020. "Taking up the climate change challenge: a new perspective on central banking," LEM Papers Series 2020/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- D. Masciandaro, 2019. "What Bird Is That? Central Banking And Monetary Policy In The Last Forty Years," BAFFI CAREFIN Working Papers 19127, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Teixeira, André, 2022. "The real effects of macroprudential policy: Evidence from micro data," Journal of Policy Modeling, Elsevier, vol. 44(6), pages 1165-1178.
- Donato Masciandaro & Riccardo Russo, 2022. "Central Banks and Climate Policy: Unpleasant Trade–Offs? A Principal–Agent Approach," BAFFI CAREFIN Working Papers 22181, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Hodula, Martin & Ngo, Ngoc Anh, 2024. "Does macroprudential policy leak? Evidence from shadow bank lending in EU countries," Economic Modelling, Elsevier, vol. 132(C).
- Domenico Lombardi & Pierre L. Siklos, 2016.
"Benchmarking macroprudential policies: An initial assessment,"
CAMA Working Papers
2016-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Lombardi, Domenico & Siklos, Pierre L., 2016. "Benchmarking macroprudential policies: An initial assessment," Journal of Financial Stability, Elsevier, vol. 27(C), pages 35-49.
- Armando Marozzi, 2021. "The ECB and the Cost of Independence. Unearthing a New Doom-Loop in the European Monetary Union," BAFFI CAREFIN Working Papers 21152, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Masciandaro, Donato, 2022. "Independence, conservatism, and beyond: Monetary policy, central bank governance and central banker preferences (1981–2021)," Journal of International Money and Finance, Elsevier, vol. 122(C).
- Martin Hodula & Ngoc Anh Ngo, 2022.
"Finance, growth and (macro)prudential policy: European evidence,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(2), pages 537-571, May.
- Martin Hodula & Ngoc Anh Ngo, 2020. "Finance, Growth and (Macro)Prudential Policy: European Evidence," Working Papers 2020/2, Czech National Bank.
- Donato Masciandaro, 2021. "Central Bank Governance in Monetary Policy Economics (1981-2020)," BAFFI CAREFIN Working Papers 21153, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Ghosh, Saibal, 2017. "Does central bank governors term in office matter for macroprudential policies? Evidence from MENA banks," Research in International Business and Finance, Elsevier, vol. 40(C), pages 34-51.
- Martin Hodula & Ngoc Anh Ngo, 2021. "Does Macroprudential Policy Leak? Evidence from Non-Bank Credit Intermediation in EU Countries," Working Papers 2021/5, Czech National Bank.
- Aziz N. Berdiev & James W. Saunoris, 2023. "The case for independence: Does central bank independence curb the spread of the underground economy?," Kyklos, Wiley Blackwell, vol. 76(3), pages 407-435, August.
- Manuela Moschella & Luca Pinto, 2022. "The multi‐agencies dilemma of delegation: Why do policymakers choose one or multiple agencies for financial regulation?," Regulation & Governance, John Wiley & Sons, vol. 16(4), pages 1250-1264, October.
- Bartolozzi, D. & Gara, M. & Marchetti, D.J. & Masciandaro, D., 2022. "Designing the anti-money laundering supervisor: The governance of the financial intelligence units," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 1093-1109.
- Donato Masciandaro, 2018. "Central Banks And Macroprudential Policies: Economics And Politics," BAFFI CAREFIN Working Papers 1878, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Rochelle M. Edge & J. Nellie Liang, 2019. "New Financial Stability Governance Structures and Central Banks," Finance and Economics Discussion Series 2019-019, Board of Governors of the Federal Reserve System (U.S.).
- Patricia C Mosser, 2017. "Discussion of New Financial Stability Governance and Central Banks," 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.
- Juan M. Londono & Stijn Claessens & Ricardo Correa, 2024.
"Financial Stability Governance and Central Bank Communications,"
International Journal of Central Banking, International Journal of Central Banking, vol. 20(4), pages 175-220, October.
Chapters
- Donato Masciandaro & Alessio Volpicella, 2014.
"Central Banking, Macroprudential Supervision and Insurance,"
Palgrave Macmillan Books, in: Jan Monkiewicz & Marian Małecki (ed.), Macroprudential Supervision in Insurance, chapter 9, pages 167-208,
Palgrave Macmillan.
Cited by:
- Masciandaro, Donato & Volpicella, Alessio, 2016. "Macro prudential governance and central banks: Facts and drivers," Journal of International Money and Finance, Elsevier, vol. 61(C), pages 101-119.
- Donato Masciandaro, 2018. "Central Banks And Macroprudential Policies: Economics And Politics," BAFFI CAREFIN Working Papers 1878, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
More information
Research fields, statistics, top rankings, if available.Statistics
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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 5 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-ECM: Econometrics (4) 2017-05-14 2019-08-12 2022-03-28 2022-06-27
- NEP-MAC: Macroeconomics (3) 2019-08-12 2022-03-28 2022-06-27
- NEP-ETS: Econometric Time Series (2) 2019-08-12 2021-07-19
- NEP-DCM: Discrete Choice Models (1) 2021-07-19
- NEP-DGE: Dynamic General Equilibrium (1) 2022-06-27
- NEP-FDG: Financial Development and Growth (1) 2022-03-28
- NEP-ORE: Operations Research (1) 2019-08-12
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