Details about Stefano Siviero

Access statistics for papers by Stefano Siviero.

Last updated 2024-11-07. Update your information in the RePEc Author Service.

Short-id: psi40

Working Papers

2023

1. Disinflation milestones
   BIS Bulletins, Bank for International Settlements

2019

2. 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)

2016

3. An inquiry into the determinants of the profitability of Italian banks
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (15)

2014

4. Optimal monetary policy rules and house prices: the role of financial frictions
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area
   See also Journal Article Optimal Monetary Policy Rules and House Prices: The Role of Financial Frictions, Journal of Money, Credit and Banking, Blackwell Publishing (2015) View citations (26) (2015)

2013

5. The sovereign debt crisis and the euro area
   Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area View citations (45)

2010

6. A Policy-Sensible Core-Inflation Measure for the Euro Area
   EcoMod2004, EcoMod
   Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2007) View citations (3)
7. 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 (7)
8. Aggregate Vs. Disaggregate Euro-Area Macro-Modelling
   EcoMod2003, EcoMod View citations (5)
9. 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 (17)

2005

10. The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area
    MPRA Paper, University Library of Munich, Germany View citations (46)
    Also in Working Paper Series, European Central Bank (2005) View citations (50)
    See also Journal Article The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area, International Journal of Central Banking, International Journal of Central Banking (2005) View citations (43) (2005)

2002

11. 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 (2)
12. 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 (29)
13. 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 (14)

2001

14. 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
15. 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 (5)
    See also Journal Article Macroeconomic Forecasting: Debunking a Few Old Wives' Tales, Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys (2008) View citations (3) (2008)

2000

16. An Investment-Function-Based Measure of Capacity Utilisation. Potential Output and Utilised Capacity in the Bank of Italy's Quarterly Model
    Working Papers, Banca Italia - Servizio di Studi View citations (4)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2000) View citations (5)
    See also Journal Article An investment-function-based measure of capacity utilisation.: Potential output and utilised capacity in the Bank of Italy's quarterly model, Economic Modelling, Elsevier (2001) View citations (10) (2001)

1999

17. 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 (2)
18. How Deep Are the Deep Parameters?
    Working Papers, Banca Italia - Servizio di Studi View citations (1)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (1999) View citations (9)
    See also Journal Article How Deep are the Deep Parameters?, Annals of Economics and Statistics, GENES (2002) View citations (6) (2002)

1992

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

Journal Articles

2015

1. Optimal Monetary Policy Rules and House Prices: The Role of Financial Frictions
   Journal of Money, Credit and Banking, 2015, 47, (S1), 383-410 View citations (26)
   See also Working Paper Optimal monetary policy rules and house prices: the role of financial frictions, Temi di discussione (Economic working papers) (2014) (2014)

2011

2. A policy-sensible benchmark core inflation measure
   Oxford Economic Papers, 2011, 63, (4), 648-672 View citations (2)
3. The Transmission of the Global Financial Crisis to the Italian Economy
   Giornale degli Economisti, 2011, 70, (3), 1-32 View citations (8)

2010

4. The Reaction of Fiscal Policy to the Crisis in Italy and Germany: Are they really polar Cases in the European Context?
   Revista de Economía y Estadística, 2010, 48, (2), 103–133 View citations (4)
5. The economic consequences of euro-area macro-modelling shortcuts
   Applied Economics, 2010, 42, (19), 2399-2415 View citations (2)

2008

6. Macroeconomic Forecasting: Debunking a Few Old Wives' Tales
   Journal of Business Cycle Measurement and Analysis, 2008, 2007, (3), 287-316 View citations (3)
   See also Working Paper Macroeconomic forecasting: Debunking a few old wives' tales, Temi di discussione (Economic working papers) (2001) View citations (5) (2001)
7. Monetary Policy in a Monetary Union: What Role for Regional Information?
   International Journal of Central Banking, 2008, 4, (3), 1-28 View citations (4)

2005

8. The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area
   International Journal of Central Banking, 2005, 1, (1) View citations (43)
   See also Working Paper The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area, MPRA Paper (2005) View citations (46) (2005)

2002

9. How Deep are the Deep Parameters?
   Annals of Economics and Statistics, 2002, (67-68), 207-226 View citations (6)
   See also Working Paper How Deep Are the Deep Parameters?, Working Papers (1999) View citations (1) (1999)

2001

10. 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 View citations (10)
    See also Working Paper An Investment-Function-Based Measure of Capacity Utilisation. Potential Output and Utilised Capacity in the Bank of Italy's Quarterly Model, Working Papers (2000) View citations (4) (2000)

2000

11. La previsione macroeconomica: alcuni luoghi comuni da sfatare
    Rivista italiana degli economisti, 2000, (2), 291-322

1997

12. Bilancio pubblico e attività economica negli anni novanta: una valutazione con il modello econometrico trimestrale della Banca d'Italia
    Politica economica, 1997, (3), 409-442

Chapters

2006

1. On Robust Monetary Policy
   Chapter 6 in Long-run Growth and Short-run Stabilization, 2006