Details about Stefano Siviero

Access statistics for papers by Stefano Siviero.

Last updated 2011-10-25. Update your information in the RePEc Author Service.

Short-id: psi40

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 View citations (1)
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 View citations (2)

2007

3. 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

2005

4. The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area
   MPRA Paper, University Library of Munich, Germany View citations (19)
   Also in Working Paper Series, European Central Bank (2005) View citations (24)
   See also Journal Article in International Journal of Central Banking (2005)

2002

5. 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 View citations (3)
6. 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 View citations (18)
7. The economic consequences of euro area modelling shortcuts
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (9)

2001

8. 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
9. Macroeconomic forecasting: Debunking a few old wives' tales
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (4)
   See also Journal Article in Journal of Business Cycle Measurement and Analysis (2007)

2000

10. 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 View citations (2)
    Also in Working Papers, Banca Italia - Servizio di Studi (2000)
    See also Journal Article in Economic Modelling (2001)

1999

11. 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) View citations (1)
12. How Deep Are the Deep Parameters?
    Working Papers, Banca Italia - Servizio di Studi
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (1999) View citations (6)

1992

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

Journal Articles

2011

1. A policy-sensible benchmark core inflation measure
   Oxford Economic Papers, 2011, 63, (4), 648-672 View citations (1)

2010

2. The economic consequences of euro-area macro-modelling shortcuts
   Applied Economics, 2010, 42, (19), 2399-2415 View citations (1)

2008

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

2007

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

2005

5. The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area
   International Journal of Central Banking, 2005, 1, (1) View citations (18)
   See also Working Paper (2005)

2001

6. 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
   See also Working Paper (2000)

2000

7. La previsione macroeconomica: alcuni luoghi comuni da sfatare
   Rivista Italiana degli Economisti, 2000, 5, (2), 291-322