Details about Stefano Neri

Access statistics for papers by Stefano Neri.

Last updated 2024-11-09. Update your information in the RePEc Author Service.

Short-id: pne173

Working Papers

2024

1. Credit strikes back: the macroeconomic impact of the 2022-23 ECB monetary tightening and the role of lending rates
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area
2. There has been an awakening. The rise (and fall) of inflation in the euro area
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area

2023

3. Energy price shocks and inflation in the euro area
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (5)

2022

4. On the anchoring of inflation expectations in the euro area
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (2)

2021

5. De-anchored long-term inflation expectations in a low growth, low rate environment
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (1)

2020

6. Monetary policy strategies in the New Normal: a model-based analysis for the euro area
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (9)
   See also Journal Article Monetary policy strategies in the New Normal: A model-based analysis for the euro area, Journal of Macroeconomics, Elsevier (2021) View citations (11) (2021)

2019

7. Anchored or de-anchored? That is the question
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (24)
   See also Journal Article Anchored or de-anchored? That is the question, European Journal of Political Economy, Elsevier (2021) View citations (24) (2021)
8. Disinflationary shocks and inflation target uncertainty
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (6)
   See also Journal Article Disinflationary shocks and inflation target uncertainty, Economics Letters, Elsevier (2019) View citations (6) (2019)
9. 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 (10)

2017

10. Low inflation and monetary policy in the euro area
    Working Paper Series, European Central Bank View citations (27)
11. 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 (10)
12. Natural rates across the Atlantic
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (22)
    See also Journal Article Natural rates across the Atlantic, Journal of Macroeconomics, Elsevier (2019) View citations (30) (2019)
13. On secular stagnation and low interest rates: demography matters
    Working Paper Series, European Central Bank View citations (21)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2017) View citations (21)
    See also Journal Article On secular stagnation and low interest rates: Demography matters, International Finance, Wiley Blackwell (2019) View citations (23) (2019)

2016

14. 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

15. 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 (19)
    See also Journal Article Inflation surprises and inflation expectations in the Euro area, Applied Economics, Taylor & Francis Journals (2019) View citations (11) (2019)
16. 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)
17. 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 (24)
18. 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 (29)

2014

19. 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

20. 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 (44)
    See also Journal Article The Impact of the Sovereign Debt Crisis on Bank Lending Rates in the Euro Area, Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo (2014) View citations (5) (2014)
21. The sovereign debt crisis and the euro area
    Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area View citations (45)

2012

22. Monetary and macroprudential policies
    Working Paper Series, European Central Bank View citations (87)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2011) View citations (82)

2011

23. 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 (125)
    Also in Working Paper Series, European Central Bank (2010) View citations (6)
    See also Journal Article Housing, consumption and monetary policy: How different are the US and the euro area?, Journal of Banking & Finance, Elsevier (2011) View citations (127) (2011)
24. 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 (6)
    See also Journal Article Imperfect Information, Real‐Time Data and Monetary Policy in the Euro Area, Economic Journal, Royal Economic Society (2012) View citations (12) (2012)
25. 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 (37)

2010

26. 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 (952)
    See also Journal Article Credit and Banking in a DSGE Model of the Euro Area, Journal of Money, Credit and Banking, Blackwell Publishing (2010) View citations (990) (2010)
27. 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 (32)

2009

28. Credit and Banking in a DSGE model
    2009 Meeting Papers, Society for Economic Dynamics View citations (32)
29. Housing Market Spillovers: Evidence from an Estimated DSGE Model
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (51)
    Also in Working Paper Research, National Bank of Belgium (2008) View citations (68)
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2008) View citations (68)
    See also Journal Article Housing Market Spillovers: Evidence from an Estimated DSGE Model, American Economic Journal: Macroeconomics, American Economic Association (2010) View citations (961) (2010)

2008

30. 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 (6)
31. 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 (15)
    See also Journal Article The effects of fiscal policy in Italy: Evidence from a VAR model, European Journal of Political Economy, Elsevier (2007) View citations (186) (2007)

2007

32. The Role of Housing Collateral in an Estimated Two-Sector Model of the US Economy
    2007 Meeting Papers, Society for Economic Dynamics View citations (13)

2006

33. Nominal Rigidities in an Estimated Two Country
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (5)
34. 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 (18)
35. What does a technology shock do? A VAR analysis with model-based sign restrictions
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (43)
    Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (29)
    Working Paper Series, European Central Bank (2006) View citations (11)
    See also Journal Article What does a technology shock do? A VAR analysis with model-based sign restrictions, Journal of Monetary Economics, Elsevier (2007) View citations (185) (2007)

2004

36. 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 (13)
37. 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 (39)

2001

38. 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 (24)

Journal Articles

2023

1. Long-term inflation expectations and monetary policy in the euro area before the pandemic
   European Economic Review, 2023, 154, (C) View citations (8)

2021

2. Anchored or de-anchored? That is the question
   European Journal of Political Economy, 2021, 69, (C) View citations (24)
   See also Working Paper Anchored or de-anchored? That is the question, Questioni di Economia e Finanza (Occasional Papers) (2019) View citations (24) (2019)
3. Monetary policy strategies in the New Normal: A model-based analysis for the euro area
   Journal of Macroeconomics, 2021, 70, (C) View citations (11)
   See also Working Paper Monetary policy strategies in the New Normal: a model-based analysis for the euro area, Temi di discussione (Economic working papers) (2020) View citations (9) (2020)

2019

4. Collateral constraints, the zero lower bound, and the debt–deflation mechanism
   Economics Letters, 2019, 174, (C), 144-148 View citations (2)
5. Disinflationary shocks and inflation target uncertainty
   Economics Letters, 2019, 181, (C), 77-80 View citations (6)
   See also Working Paper Disinflationary shocks and inflation target uncertainty, Temi di discussione (Economic working papers) (2019) View citations (6) (2019)
6. Inflation surprises and inflation expectations in the Euro area
   Applied Economics, 2019, 51, (6), 651-662 View citations (11)
   See also Working Paper Inflation surprises and inflation expectations in the euro area, Questioni di Economia e Finanza (Occasional Papers) (2015) View citations (19) (2015)
7. Natural rates across the Atlantic
   Journal of Macroeconomics, 2019, 62, (C) View citations (30)
   See also Working Paper Natural rates across the Atlantic, Temi di discussione (Economic working papers) (2017) View citations (22) (2017)
8. On secular stagnation and low interest rates: Demography matters
   International Finance, 2019, 22, (3), 262-278 View citations (23)
   See also Working Paper On secular stagnation and low interest rates: demography matters, Working Paper Series (2017) View citations (21) (2017)

2014

9. The Impact of the Sovereign Debt Crisis on Bank Lending Rates in the Euro Area
   Rivista Bancaria - Minerva Bancaria, 2014, (5-6) View citations (5)
   See also Working Paper The impact of the sovereign debt crisis on bank lending rates in the euro area, Questioni di Economia e Finanza (Occasional Papers) (2013) View citations (44) (2013)
10. The Interaction between Capital Requirements and Monetary Policy
    Journal of Money, Credit and Banking, 2014, 46, (6), 1073-1112 View citations (280)

2012

11. Imperfect Information, Real‐Time Data and Monetary Policy in the Euro Area
    Economic Journal, 2012, 122, (561), 651-674 View citations (12)
    See also Working Paper Imperfect information, real-time data and monetary policy in the euro area, Temi di discussione (Economic working papers) (2011) View citations (6) (2011)

2011

12. 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 (127)
    See also Working Paper Housing, consumption and monetary policy: how different are the U.S. and the euro area?, Temi di discussione (Economic working papers) (2011) View citations (125) (2011)

2010

13. 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)
14. Credit and Banking in a DSGE Model of the Euro Area
    Journal of Money, Credit and Banking, 2010, 42, (s1), 107-141 View citations (990)
    Also in Journal of Money, Credit and Banking, 2010, 42, (s1), 107-141 (2010) View citations (261)
    See also Working Paper Credit and banking in a DSGE model of the euro area, Temi di discussione (Economic working papers) (2010) View citations (952) (2010)
15. Housing Market Spillovers: Evidence from an Estimated DSGE Model
    American Economic Journal: Macroeconomics, 2010, 2, (2), 125-64 View citations (961)
    See also Working Paper Housing Market Spillovers: Evidence from an Estimated DSGE Model, Boston College Working Papers in Economics (2009) View citations (51) (2009)
16. The Transmission of US Monetary Policy to the Euro Area
    International Finance, 2010, 13, (1), 55-78 View citations (25)

2007

17. 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 (38)
18. The effects of fiscal policy in Italy: Evidence from a VAR model
    European Journal of Political Economy, 2007, 23, (3), 707-733 View citations (186)
    See also Working Paper The effetcs of fiscal policy in Italy: Evidence from a VAR model, Temi di discussione (Economic working papers) (2008) View citations (15) (2008)
19. 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 (185)
    See also Working Paper What does a technology shock do? A VAR analysis with model-based sign restrictions, Temi di discussione (Economic working papers) (2006) View citations (43) (2006)

Books

2012

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