Details about Filippo Natoli

Access statistics for papers by Filippo Natoli.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: pna612

Working Papers

2023

1. The macroeconomic effects of temperature surprise shocks
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (9)

2022

2. Entry, exit and market structure in a changing climate
   MPRA Paper, University Library of Munich, Germany View citations (2)
3. Temperature surprise shocks
   MPRA Paper, University Library of Munich, Germany View citations (7)

2021

4. Central banks, climate risks and sustainable finance
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (5)
5. Questioning the puzzle: fiscal policy, real exchange rate and inflation
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (18)
   See also Journal Article Questioning the puzzle: Fiscal policy, real exchange rate and inflation, Journal of International Economics, Elsevier (2021) View citations (18) (2021)

2020

6. Forecasting US recessions: the role of economic uncertainty
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (8)
   See also Journal Article Forecasting US recessions: The role of economic uncertainty, Economics Letters, Elsevier (2020) View citations (8) (2020)
7. Monetary policy gradualism and the nonlinear effects of monetary shocks
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area
8. Questioning the puzzle: Fiscal policy, exchange rate and inflation
   Working papers, Banque de France View citations (2)

2019

9. Risk premium in the era of shale oil
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (3)
10. The international transmission of US tax shocks: a proxy-SVAR approach
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (2)
    See also Journal Article The International Transmission of US Tax Shocks: A Proxy-SVAR Approach, IMF Economic Review, Palgrave Macmillan (2021) View citations (3) (2021)
11. The risk-taking channel of international financial flows
    GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
    See also Journal Article The risk-taking channel of international financial flows, Journal of International Money and Finance, Elsevier (2020) (2020)

2018

12. Analyzing the structural transformation of commodity markets: financialization revisited
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area
13. Consumption volatility risk and the inversion of the yield curve
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (1)
    Also in Working Paper Series, European Central Bank (2018) View citations (1)
14. Futures risk premia in the era of shale oil
    MPRA Paper, University Library of Munich, Germany View citations (1)
15. Natural catastrophes and bank lending: the case of flood risk in Italy
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (24)
16. The international transmission of US fiscal shocks
    MPRA Paper, University Library of Munich, Germany View citations (5)

2017

17. A new indicator of inflation expectations anchoring
    Working Paper Series, European Central Bank View citations (11)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2017) View citations (16)
18. International financial flows and the risk-taking channel
    GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2017) View citations (1)
19. Tail co-movement in inflation expectations as an indicator of anchoring
    Working Paper Series, European Central Bank View citations (11)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2015) View citations (21)
    See also Journal Article Tail Co-movement in Inflation Expectations as an Indicator of Anchoring, International Journal of Central Banking, International Journal of Central Banking (2018) View citations (22) (2018)

Journal Articles

2021

1. ESG risks in times of Covid-19
   Applied Economics Letters, 2021, 28, (18), 1537-1541 View citations (26)
2. FINANCIALIZATION OF COMMODITIES BEFORE AND AFTER THE GREAT FINANCIAL CRISIS
   Journal of Economic Surveys, 2021, 35, (2), 488-511 View citations (20)
3. Questioning the puzzle: Fiscal policy, real exchange rate and inflation
   Journal of International Economics, 2021, 133, (C) View citations (18)
   See also Working Paper Questioning the puzzle: fiscal policy, real exchange rate and inflation, CAMA Working Papers (2021) View citations (18) (2021)
4. The International Transmission of US Tax Shocks: A Proxy-SVAR Approach
   IMF Economic Review, 2021, 69, (2), 325-356 View citations (3)
   See also Working Paper The international transmission of US tax shocks: a proxy-SVAR approach, Temi di discussione (Economic working papers) (2019) View citations (2) (2019)

2020

5. Forecasting US recessions: The role of economic uncertainty
   Economics Letters, 2020, 193, (C) View citations (8)
   See also Working Paper Forecasting US recessions: the role of economic uncertainty, Temi di discussione (Economic working papers) (2020) View citations (8) (2020)
6. The risk-taking channel of international financial flows
   Journal of International Money and Finance, 2020, 102, (C)
   See also Working Paper The risk-taking channel of international financial flows, GRU Working Paper Series (2019) (2019)

2018

7. Tail Co-movement in Inflation Expectations as an Indicator of Anchoring
   International Journal of Central Banking, 2018, 14, (1), 35-71 View citations (22)
   See also Working Paper Tail co-movement in inflation expectations as an indicator of anchoring, Working Paper Series (2017) View citations (11) (2017)

2017

8. The effect of a Chinese slowdown on inflation in the euro area and the United States
   Economic Modelling, 2017, 62, (C), 16-22 View citations (9)