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Details about Stefano Siviero

E-mail:
Phone:+39-06-4792-4166
Postal address:Banca d'Italia Servizio Studi Via Nazionale, 91 00184 Roma
Workplace:Banca d'Italia (Bank of Italy), (more information at EDIRC)

Access statistics for papers by Stefano Siviero.

Last updated 2014-10-26. Update your information in the RePEc Author Service.

Short-id: psi40


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Working Papers

2010

  1. A non-parametric model-based approach to uncertainty and risk analysis of macroeconomic forecast
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (3)
  2. The transmission of the global financial crisis to the Italian economy. A counterfactual analysis, 2008-2010
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (3)

2007

  1. A policy-sensible core-inflation measure for the euro area
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads
    Also in EcoMod2004, EcoMod Downloads

2005

  1. The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area
    MPRA Paper, University Library of Munich, Germany Downloads View citations (20)
    Also in Working Paper Series, European Central Bank (2005) Downloads View citations (25)

    See also Journal Article in International Journal of Central Banking (2005)

2002

  1. Dealing with forward-looking expectations and policy rules in quantifying the channels of transmission of monetary policy
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (3)
  2. Monetary Policy Rules for the Euro Area: What Role for National Information?
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (20)
  3. The economic consequences of euro area modelling shortcuts
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (11)

2001

  1. IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES
    Computing in Economics and Finance 2001, Society for Computational Economics
  2. Macroeconomic forecasting: Debunking a few old wives' tales
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (5)
    See also Journal Article in Journal of Business Cycle Measurement and Analysis (2007)

2000

  1. An Investment-Function-Based Measure of Capacity Utilisation. Potential Output and Utilised Capacity in the Bank of Italy's Quarterly Model
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (4)
    Also in Working Papers, Banca Italia - Servizio di Studi (2000)

    See also Journal Article in Economic Modelling (2001)

1999

  1. Are Model-Based Inflation Forecasts Used in Monetary Policymaking? A Case Study
    Working Papers, Banca Italia - Servizio di Studi View citations (3)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (1999) Downloads View citations (1)
  2. How Deep Are the Deep Parameters?
    Working Papers, Banca Italia - Servizio di Studi View citations (1)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (1999) Downloads View citations (6)

    See also Journal Article in Annales d'Economie et de Statistique (2002)

1992

  1. Implementing Stochastic optimal Control of Nonlinear Models: A Comparison with Alternative Solution Methods
    Working Papers, Banca Italia - Servizio di Studi

Undated

  1. Aggregate Vs. Disaggregate Euro-Area Macro-Modelling
    EcoMod2003, EcoMod Downloads View citations (1)

Journal Articles

2011

  1. A policy-sensible benchmark core inflation measure
    Oxford Economic Papers, 2011, 63, (4), 648-672 Downloads View citations (2)
  2. The Transmission of the Global Financial Crisis to the Italian Economy
    Giornale degli Economisti, 2011, 70, (3), 1-32

2010

  1. The Reaction of Fiscal Policy to the Crisis in Italy and Germany: Are they really polar Cases in the European Context?
    Revista de Economía y Estadística, 2010, XLVIII, (2), 103–133 Downloads View citations (1)
  2. The economic consequences of euro-area macro-modelling shortcuts
    Applied Economics, 2010, 42, (19), 2399-2415 Downloads View citations (1)

2008

  1. Monetary Policy in a Monetary Union: What Role for Regional Information?
    International Journal of Central Banking, 2008, 4, (3), 1-28 Downloads View citations (1)

2007

  1. Macroeconomic Forecasting: Debunking a Few Old Wives' Tales
    Journal of Business Cycle Measurement and Analysis, 2007, 2007, (3), 287-316 Downloads View citations (1)
    See also Working Paper (2001)

2005

  1. The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area
    International Journal of Central Banking, 2005, 1, (1) Downloads View citations (19)
    See also Working Paper (2005)

2002

  1. How Deep are the Deep Parameters?
    Annales d'Economie et de Statistique, 2002, (67-68), 207-226 Downloads
    See also Working Paper (1999)

2001

  1. An investment-function-based measure of capacity utilisation.: Potential output and utilised capacity in the Bank of Italy's quarterly model
    Economic Modelling, 2001, 18, (4), 525-550 Downloads View citations (3)
    See also Working Paper (2000)

2000

  1. La previsione macroeconomica: alcuni luoghi comuni da sfatare
    Rivista italiana degli economisti, 2000, (2), 291-322 Downloads

1997

  1. Bilancio pubblico e attività economica negli anni novanta: una valutazione con il modello econometrico trimestrale della Banca d'Italia
    Politica economica, 1997, (3), 409-442 Downloads
 
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