Details about Alessio Volpicella

Access statistics for papers by Alessio Volpicella.

Last updated 2025-03-11. Update your information in the RePEc Author Service.

Short-id: pvo322

Working Papers

2024

1. Estimation and Inference of the Forecast Error Variance Decomposition for Set-Identified SVARs
   School of Economics Discussion Papers, School of Economics, University of Surrey

2022

2. Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty
   School of Economics Discussion Papers, School of Economics, University of Surrey View citations (1)
3. The Use and Mis-Use of SVARs for Validating DSGE Models
   School of Economics Discussion Papers, School of Economics, University of Surrey

2020

4. Uncertain Identification
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
   CeMMAP working papers, Institute for Fiscal Studies (2017)
   See also Journal Article Uncertain identification, Quantitative Economics, Econometric Society (2022) View citations (1) (2022)

2019

5. SVARs Identification through Bounds on the Forecast Error Variance
   Working Papers, Queen Mary University of London, School of Economics and Finance
   See also Journal Article SVARs Identification Through Bounds on the Forecast Error Variance, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) View citations (5) (2022)

Journal Articles

2025

1. Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions
   Journal of Business & Economic Statistics, 2025, 43, (1), 1-13

2022

2. SVARs Identification Through Bounds on the Forecast Error Variance
   Journal of Business & Economic Statistics, 2022, 40, (3), 1291-1301 View citations (5)
   See also Working Paper SVARs Identification through Bounds on the Forecast Error Variance, Working Papers (2019) (2019)
3. Uncertain identification
   Quantitative Economics, 2022, 13, (1), 95-123 View citations (1)
   See also Working Paper Uncertain Identification, CeMMAP working papers (2020) (2020)

2016

4. Designing Financial Supervision: The Puzzling Case of the FIUs against Money Laundering
   Journal of Financial Regulation, 2016, 2, (1), 79-113 View citations (2)
5. Macro prudential governance and central banks: Facts and drivers
   Journal of International Money and Finance, 2016, 61, (C), 101-119 View citations (27)

Chapters

2014

1. Central Banking, Macroprudential Supervision and Insurance
   Palgrave Macmillan View citations (2)