Details about Stefano Neri

Access statistics for papers by Stefano Neri.

Last updated 2019-12-13. Update your information in the RePEc Author Service.

Short-id: pne173

Working Papers

2019

1. Anchored or de-anchored? That is the question
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area
2. Disinflationary shocks and inflation target uncertainty
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (2)
   See also Journal Article in Economics Letters (2019)
3. The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (1)
   See also Journal Article in Credit and Capital Markets (2018)

2017

4. Low inflation and monetary policy in the euro area
   Working Paper Series, European Central Bank View citations (11)
5. Monetary policy in a low interest rate environment
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (2)
6. Natural rates across the Atlantic
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (2)
7. On secular stagnation and low interest rates: demography matters
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (4)
   Also in Working Paper Series, European Central Bank (2017) View citations (4)
   See also Journal Article in International Finance (2019)

2016

8. Determinants of the movements in the euro-dollar exchange rate during the sovereign debt crisis
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (1)

2015

9. Inflation surprises and inflation expectations in the euro area
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (13)
   See also Journal Article in Applied Economics (2019)
10. The macroeconomic effects of low and falling inflation at the zero lower bound
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (5)
11. The macroeconomic effects of the sovereign debt crisis in the euro area
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (5)
12. Why is inflation so low in the euro area?
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (20)

2014

13. Inflation, debt and the zero lower bound
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (10)

2013

14. The impact of the sovereign debt crisis on bank lending rates in the euro area
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (14)
    See also Journal Article in Rivista Bancaria - Minerva Bancaria (2014)
15. The sovereign debt crisis and the euro area
    Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area View citations (3)

2012

16. Monetary and macroprudential policies
    Working Paper Series, European Central Bank View citations (20)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2011) View citations (21)

2011

17. Housing, consumption and monetary policy: how different are the U.S. and the euro area?
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (52)
    Also in Working Paper Series, European Central Bank (2010) View citations (2)
    See also Journal Article in Journal of Banking & Finance (2011)
18. Imperfect information, real-time data and monetary policy in the euro area
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (5)
    See also Journal Article in Economic Journal (2012)
19. The monetary transmission mechanism in the euro area: has it changed and why?
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (32)

2010

20. Credit and banking in a DSGE model of the euro area
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (515)
    See also Journal Article in Journal of Money, Credit and Banking (2010)
21. Pro-cyclicality of capital regulation: is it a problem? How to fix it?
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (24)

2009

22. Credit and Banking in a DSGE model
    2009 Meeting Papers, Society for Economic Dynamics View citations (8)
23. Housing Market Spillovers: Evidence from an Estimated DSGE Model
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (47)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2008) View citations (37)
    Working Paper Research, National Bank of Belgium (2008) View citations (21)
    See also Journal Article in American Economic Journal: Macroeconomics (2010)

2008

24. Real exchange rate volatility and disconnect: an empirical investigation
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (3)
25. The effetcs of fiscal policy in Italy: Evidence from a VAR model
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (4)
    See also Journal Article in European Journal of Political Economy (2007)

2007

26. The Role of Housing Collateral in an Estimated Two-Sector Model of the US Economy
    2007 Meeting Papers, Society for Economic Dynamics View citations (4)

2006

27. Nominal Rigidities in an Estimated Two Country
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (4)
28. The transmission of monetary policy shocks from the US to the euro area
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (14)
29. What does a technology shock do? A VAR analysis with model-based sign restrictions
    Working Paper Series, European Central Bank View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (16)
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2006) View citations (40)
    See also Journal Article in Journal of Monetary Economics (2007)

2004

30. Are technology shocks contractionary? A Bayesian VAR analysis with priors on impulses responses
    2004 Meeting Papers, Society for Economic Dynamics View citations (1)
    See also Journal Article in Journal of Monetary Economics (2007)
31. Information variables for monetary policy in a small structural model
    DNB Staff Reports (discontinued), Netherlands Central Bank View citations (1)
32. Information variables for monetary policy in a small structural model of the euro area
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (5)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) View citations (12)
33. Monetary policy and stock prices: theory and evidence
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (21)

2001

34. Assessing the effects of monetary and fiscal policy
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (21)

Journal Articles

2019

1. Collateral constraints, the zero lower bound, and the debt–deflation mechanism
   Economics Letters, 2019, 174, (C), 144-148
2. Disinflationary shocks and inflation target uncertainty
   Economics Letters, 2019, 181, (C), 77-80 View citations (2)
   See also Working Paper (2019)
3. Inflation surprises and inflation expectations in the Euro area
   Applied Economics, 2019, 51, (6), 651-662
   See also Working Paper (2015)
4. On secular stagnation and low interest rates: Demography matters
   International Finance, 2019, 22, (3), 262-278
   See also Working Paper (2017)

2018

5. The Non-Standard Monetary Policy Measures of the ECB: Motivations, Effectiveness and Risks
   Credit and Capital Markets, 2018, 51, (4), 513-560 View citations (2)
   See also Working Paper (2019)

2014

6. The Impact of the Sovereign Debt Crisis on Bank Lending Rates in the Euro Area
   Rivista Bancaria - Minerva Bancaria, 2014, (5-6) View citations (2)
   See also Working Paper (2013)
7. The Interaction between Capital Requirements and Monetary Policy
   Journal of Money, Credit and Banking, 2014, 46, (6), 1073-1112 View citations (128)

2012

8. Imperfect Information, Real‐Time Data and Monetary Policy in the Euro Area
   Economic Journal, 2012, 122, (561), 651-674 View citations (6)
   See also Working Paper (2011)

2011

9. Housing, consumption and monetary policy: How different are the US and the euro area?
   Journal of Banking & Finance, 2011, 35, (11), 3019-3041 View citations (64)
   See also Working Paper (2011)

2010

10. Comments on “The drivers of housing cycles in Spain” by Oriol Aspachs-Bracons and Pau Rabanal
    SERIEs: Journal of the Spanish Economic Association, 2010, 1, (1), 131-134 View citations (1)
11. Credit and Banking in a DSGE Model of the Euro Area
    Journal of Money, Credit and Banking, 2010, 42, (s1), 107-141 View citations (601)
    See also Working Paper (2010)
12. Housing Market Spillovers: Evidence from an Estimated DSGE Model
    American Economic Journal: Macroeconomics, 2010, 2, (2), 125-64 View citations (520)
    See also Working Paper (2009)
13. The Transmission of US Monetary Policy to the Euro Area
    International Finance, 2010, 13, (1), 55-78 View citations (12)

2007

14. Information variables for monetary policy in an estimated structural model of the euro area
    Journal of Monetary Economics, 2007, 54, (4), 1256-1270 View citations (29)
15. The effects of fiscal policy in Italy: Evidence from a VAR model
    European Journal of Political Economy, 2007, 23, (3), 707-733 View citations (127)
    See also Working Paper (2008)
16. What does a technology shock do? A VAR analysis with model-based sign restrictions
    Journal of Monetary Economics, 2007, 54, (2), 512-549 View citations (90)
    See also Working Paper (2006)
    Working Paper (2004)

Books

2012

1. The ESRB at 1
   SUERF Studies, SUERF - The European Money and Finance Forum