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Details about Piergiorgio Alessandri

Workplace:Banca d'Italia (Bank of Italy), (more information at EDIRC)

Access statistics for papers by Piergiorgio Alessandri.

Last updated 2017-06-26. Update your information in the RePEc Author Service.

Short-id: pal407


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Working Papers

2017

  1. Bank lending in uncertain times
    BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics Downloads
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2017) Downloads
  2. Non-performing loans and the supply of bank credit: evidence from Italy
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads
  3. Online Appendix to "Financial conditions and density forecasts for US output and inflation"
    Technical Appendices, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2017)
  4. The financial stability dark side of monetary policy
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads
    Also in BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics (2016) Downloads

2015

  1. A note on the implementation of the countercyclical capital buffer in Italy
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (4)
  2. Prudential policy at times of stagnation: a view from the trenches
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (3)
  3. Tracking banks' systemic importance before and after the crisis
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads
    See also Journal Article in International Finance (2015)

2014

  1. Everything you always wanted to know about systemic importance (but were afraid to ask)
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (1)
  2. Financial Conditions and Density Forecasts for US Output and Inflation
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (11)
    Also in CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL (2014) Downloads View citations (7)
    Joint Research Papers, Centre for Central Banking Studies, Bank of England (2013) Downloads View citations (1)

    See also Journal Article in Review of Economic Dynamics (2017)
  3. Financial Regimes and Uncertainty Shocks
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (13)
    Also in BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics (2014) Downloads View citations (13)
  4. Financial indicators and density forecasts for US output and inflation
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (1)
  5. Shadow banks and macroeconomic instability
    Bank of England working papers, Bank of England Downloads View citations (2)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2013) Downloads View citations (4)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) Downloads View citations (18)
  6. Simple banking: profitability and the yield curve
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (2)
    Also in Bank of England working papers, Bank of England (2012) Downloads View citations (8)

    See also Journal Article in Journal of Money, Credit and Banking (2015)

2010

  1. An economic capital model integrating credit and interest rate risk in the banking book
    Bank of England working papers, Bank of England Downloads View citations (21)
    Also in Working Paper Series, European Central Bank (2009) Downloads View citations (5)

    See also Journal Article in Journal of Banking & Finance (2010)

2009

  1. Funding Liquidity Risk in a Quantitative Model of Systemic Stability
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (82)
    Also in Bank of England working papers, Bank of England (2009) Downloads View citations (34)

    See also Chapter (2011)

2004

  1. Aggregate Consumption and the Stock Market: Should We Worry about Non-linear Wealth Effects?
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics Downloads

2000

  1. European and Euro-meditterranean Agreements: same simulation analysis on the effects of the EU trade policy
    KITeS Working Papers, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy Downloads View citations (3)

Journal Articles

2017

  1. Financial conditions and density forecasts for US output and inflation
    Review of Economic Dynamics, 2017, 24, 66-78 Downloads
    See also Working Paper (2014)
    Working Paper (2017)
    Software Item (2017)

2015

  1. Simple Banking: Profitability and the Yield Curve
    Journal of Money, Credit and Banking, 2015, 47, (1), 143-175 Downloads View citations (20)
    See also Working Paper (2014)
  2. Tracking Banks’ Systemic Importance Before and After the Crisis
    International Finance, 2015, 18, (2), 157-186 Downloads
    See also Working Paper (2015)

2010

  1. An economic capital model integrating credit and interest rate risk in the banking book
    Journal of Banking & Finance, 2010, 34, (4), 730-742 Downloads View citations (23)
    See also Working Paper (2010)

2009

  1. Towards a Framework for Quantifying Systemic Stability
    International Journal of Central Banking, 2009, 5, (3), 47-81 Downloads View citations (24)

2008

  1. Miller and Modigliani, Predictive Return Regressions and Cointegration
    Oxford Bulletin of Economics and Statistics, 2008, 70, (2), 181-207 Downloads View citations (1)

2006

  1. Bubbles and fads in the stock market: another look at the experience of the US
    International Journal of Finance & Economics, 2006, 11, (3), 195-203 Downloads View citations (4)

Chapters

2011

  1. Funding Liquidity Risk in a Quantitative Model of Systemic Stability
    Chapter 12 in Financial Stability, Monetary Policy, and Central Banking, 2011, vol. 15, pp 371-410 Downloads View citations (3)
    See also Working Paper (2009)

Software Items

2017

  1. Code and data files for "Financial conditions and density forecasts for US output and inflation"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2017)
 
Page updated 2017-08-16