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Details about Michele Caivano

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

Access statistics for papers by Michele Caivano.

Last updated 2019-03-05. Update your information in the RePEc Author Service.

Short-id: pca1270


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Working Papers

2017

  1. Low frequency drivers of the real interest rate: a band spectrum regression approach
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (5)
  2. The Bank of Italy econometric model: an update of the main equations and model elasticities
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (8)

2015

  1. On the conditional distribution of euro area inflation forecast
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (9)

2014

  1. Time series models with an EGB2 conditional distribution
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (6)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2013) Downloads View citations (1)

    See also Journal Article in Journal of Time Series Analysis (2014)
  2. Two EGARCH models and one fat tail
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (2)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2013) Downloads View citations (1)

2013

  1. Modelling italian potential output and the output gap
    Working Papers, Department of the Treasury, Ministry of the Economy and of Finance Downloads
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2010) Downloads View citations (13)
  2. The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads

2011

  1. Assessing the sensitivity of inflation to economic activity
    Working Paper Series, European Central Bank Downloads View citations (5)

2010

  1. 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 (16)

Journal Articles

2016

  1. Robust time series models with trend and seasonal components
    SERIEs: Journal of the Spanish Economic Association, 2016, 7, (1), 99-120 Downloads View citations (6)
  2. The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area
    Empirical Economics, 2016, 50, (4), 1565-1587 Downloads View citations (4)

2014

  1. Time-series models with an EGB2 conditional distribution
    Journal of Time Series Analysis, 2014, 35, (6), 558-571 Downloads View citations (6)
    See also Working Paper (2014)

2011

  1. The Transmission of the Global Financial Crisis to the Italian Economy
    Giornale degli Economisti, 2011, 70, (3), 1-32 View citations (3)
 
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