EconPapers    
Economics at your fingertips  
 

Details about Fabrizio Venditti

E-mail:
Homepage:https://sites.google.com/site/fabriziovendittiecon/
Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Fabrizio Venditti.

Last updated 2020-06-05. Update your information in the RePEc Author Service.

Short-id: pve306


Jump to Journal Articles Chapters

Working Papers

2020

  1. Price dividend ratio and long-run stock returns: a score driven state space model
    Working Paper Series, European Central Bank Downloads
    Also in EMF Research Papers, Economic Modelling and Forecasting Group (2019) Downloads
  2. Strategic interactions and price dynamics in the global oil market
    Working Paper Series, European Central Bank Downloads
  3. The fundamentals of safe assets
    Working Paper Series, European Central Bank Downloads

2019

  1. An indicator of macro-financial stress for Italy
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads
  2. The benefits and costs of adjusting bank capitalisation: evidence from euro area countries
    Working Paper Series, European Central Bank Downloads
    Also in Working Papers, Banco de España (2019) Downloads
  3. The global capital flows cycle: structural drivers and transmission channels
    Working Paper Series, European Central Bank Downloads View citations (1)

2018

  1. A risk dashboard for the Italian economy
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (2)

2017

  1. Large time-varying parameter VARs: a non-parametric approach
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (2)

    See also Journal Article in Journal of Applied Econometrics (2019)
  2. The financial stability dark side of monetary policy
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (4)
    Also in BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics (2016) Downloads View citations (2)

2016

  1. A daily indicator of economic growth for the euro area
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (1)
    See also Journal Article in International Journal of Computational Economics and Econometrics (2017)
  2. Adaptive state space models with applications to the business cycle and financial stress
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)

2015

  1. Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics Downloads View citations (9)
    See also Chapter (2016)
  2. Short term inflation forecasting: the M.E.T.A. approach
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (2)
    See also Journal Article in International Journal of Forecasting (2017)
  3. The time varying effect of oil price shocks on euro-area exports
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (17)
    See also Journal Article in Journal of Economic Dynamics and Control (2015)
  4. Wages and prices in Italy during the crisis: the firms� perspective
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (1)

2014

  1. Surprise! Euro area inflation has fallen
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (18)
  2. The effects of the crisis on production potential and household spending in Italy
    Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area Downloads

2013

  1. Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2013) Downloads View citations (21)

    See also Journal Article in Journal of Business & Economic Statistics (2016)

2012

  1. Do food commodity prices have asymmetric effects on Euro-Area inflation?
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (7)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2014)
  2. Forecasting economic activity with higher frequency targeted predictors
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (15)

2010

  1. Down the non-linear road from oil to consumer energy prices: no much asymmetry along the way
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (4)
  2. Energy markets and the euro area macroeconomy
    Occasional Paper Series, European Central Bank Downloads View citations (1)

2008

  1. Forecasting inflation and tracking monetary policy in the euro area: does national information help?
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (3)
    Also in Working Paper Series, European Central Bank (2008) Downloads View citations (1)

    See also Journal Article in Empirical Economics (2013)

2006

  1. Inflation convergence and divergence within the European Monetary Union
    Working Paper Series, European Central Bank Downloads View citations (55)
    See also Journal Article in International Journal of Central Banking (2007)

Journal Articles

2019

  1. Large time‐varying parameter VARs: A nonparametric approach
    Journal of Applied Econometrics, 2019, 34, (7), 1027-1049 Downloads View citations (3)
    See also Working Paper (2017)

2018

  1. The global financial cycle: implications for the global economy and the euro area
    Economic Bulletin Articles, 2018, 6 Downloads View citations (2)

2017

  1. A daily indicator of economic growth for the euro area
    International Journal of Computational Economics and Econometrics, 2017, 7, (1/2), 43-63 Downloads
    See also Working Paper (2016)
  2. Short-term inflation forecasting: The M.E.T.A. approach
    International Journal of Forecasting, 2017, 33, (4), 1065-1081 Downloads View citations (2)
    See also Working Paper (2015)

2016

  1. Macroprudential effects of systemic bank stress
    Macroprudential Bulletin, 2016, 2 Downloads
  2. Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility
    Journal of Business & Economic Statistics, 2016, 34, (1), 118-127 Downloads View citations (15)
    See also Working Paper (2013)

2015

  1. Failing to Forecast Low Inflation and Phillips Curve Instability: A Euro-Area Perspective
    International Finance, 2015, 18, (1), 47-68 Downloads View citations (24)
  2. Forecasting economic activity with targeted predictors
    International Journal of Forecasting, 2015, 31, (1), 188-206 Downloads View citations (17)
  3. The time varying effect of oil price shocks on euro-area exports
    Journal of Economic Dynamics and Control, 2015, 59, (C), 75-94 Downloads View citations (17)
    See also Working Paper (2015)

2014

  1. Do food commodity prices have asymmetric effects on euro-area inflation?
    Studies in Nonlinear Dynamics & Econometrics, 2014, 18, (4), 25 Downloads
    See also Working Paper (2012)

2013

  1. Forecasting inflation and tracking monetary policy in the euro area: does national information help?
    Empirical Economics, 2013, 44, (3), 1065-1086 Downloads View citations (3)
    See also Working Paper (2008)
  2. From oil to consumer energy prices: How much asymmetry along the way?
    Energy Economics, 2013, 40, (C), 468-473 Downloads View citations (28)

2007

  1. Inflation Convergence and Divergence within the European Monetary Union
    International Journal of Central Banking, 2007, 3, (2), 95-121 Downloads View citations (82)
    See also Working Paper (2006)

Chapters

2016

  1. Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation
    A chapter in Dynamic Factor Models, 2016, vol. 35, pp 539-565 Downloads View citations (7)
    See also Working Paper (2015)
 
Page updated 2020-10-21