Giulio Nicoletti

European Central Bank

Kaiserstrasse 29

Frankfurt am Main, Hessen 60311

Germany

SCHOLARLY PAPERS

11

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495

CITATIONS
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40

Scholarly Papers (11)

Global Corporate Bond Issuance: What Role for US Quantitative Easing?

ECB Working Paper No. 1649
Number of pages: 39 Posted: 18 Mar 2014
Marco Lo Duca, Giulio Nicoletti and Ariadna Martinez
European Central Bank (ECB), European Central Bank and European Central Bank (ECB)
Downloads 132 (216,131)

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monetary policy, quantitative easing, spill-overs, bond issuance, Federal Reserve, United States, crisis management, emerging markets

Global Corporate Bond Issuance: What Role for US Quantitative Easing?

Number of pages: 37 Posted: 12 Oct 2013 Last Revised: 08 Mar 2014
Marco Lo Duca, Giulio Nicoletti and Ariadna Martinez
European Central Bank (ECB), European Central Bank and European Central Bank (ECB)
Downloads 89 (286,283)

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monetary policy, quantitative easing, spill-overs, bond issuance, Federal Reserve, United States, crisis management, emerging markets

2.

Estimating DSGE Models with Long Memory Dynamics

Number of pages: 23 Posted: 28 May 2008
Gianluca Moretti and Giulio Nicoletti
Bank of Italy and European Central Bank
Downloads 66 (337,803)

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DSGE models, long memory

3.

Measuring Financial Conditions in Major Non-Euro Area Economies

ECB Working Paper No. 1743
Number of pages: 47 Posted: 03 Dec 2014
Konstantin M. Wacker, David Lodge and Giulio Nicoletti
University of Groningen - Faculty of Economics and Business, European Central Bank (ECB) and European Central Bank
Downloads 43 (410,524)

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financial conditions index, FCI, principal component analysis, forecasting

4.

Banks’ Balance Sheets and the Macroeconomy in the Bank of Italy Quarterly Model

Bank of Italy Occasional Paper No. 135
Number of pages: 34 Posted: 17 Nov 2012
Bank of Italy, European Central Bank, Bank of Italy and Bank of Italy
Downloads 38 (429,916)

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bank regulatory capital, loan interest rates, Italian economy

5.

Estimating DSGE Models with Unknown Data Persistence

Bank of Italy Temi di Discussione (Working Paper) No. 750
Number of pages: 46 Posted: 01 Sep 2010
Gianluca Moretti and Giulio Nicoletti
Bank of Italy and European Central Bank
Downloads 36 (438,023)
Citation 20

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DSGE Models, Long Memory, Kalman Filter

6.

Sometimes it Helps: The Evolving Predictive Power of Spreads on GDP Dynamics

ECB Working Paper No. 1447
Number of pages: 36 Posted: 27 Jul 2012
Giulio Nicoletti and Raffaele Passaro
European Central Bank and European Central Bank (ECB)
Downloads 32 (455,141)

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GDP forecasting, Bayesian econometrics, model averaging

7.

Bayesian Prior Elicitation in DSGE Models: Macro- vs. Micro-Priors

ECB Working Paper No. 1289
Number of pages: 49 Posted: 16 Jan 2011
Marco J. Lombardi and Giulio Nicoletti
Bank for International Settlements (BIS) - Monetary and Economic Department and European Central Bank
Downloads 26 (484,765)

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DSGE Models, Bayesian Estimation, Prior Distribution, Impulse Response Function

The Benefits and Costs of Adjusting Bank Capitalisation: Evidence From Euro Area Countries

ECB Working Paper No. 2261
Number of pages: 65 Posted: 15 Apr 2019
European Central Bank (ECB) - Directorate Financial Stability and Supervision, Bank of Italy, European Central Bank (ECB), Louvain School of Management (UCL), National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), Catholic University of Leuven (KUL) - Department of Economics, Banco de España, De Nederlandsche Bank, Suomen Panki, Banque de France, affiliation not provided to SSRN, Bank of Portugal, Banco de España, Central Bank of Cyprus, Bank of Lithuania, European Central Bank, Central Bank of Ireland, Bank of Slovenia, Bank of Portugal, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Central Bank of Cyprus, Bank of Italy and Central Bank of Ireland
Downloads 15 (568,913)

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FAVAR, capital regulation, cost-benefit analysis, banking system resilience

The Benefits and Costs of Adjusting Bank Capitalisation: Evidence from Euro Area Countries

Banco de Espana Working Paper No. 1923 (2019)
Number of pages: 65 Posted: 15 Jul 2019
European Central Bank (ECB) - Directorate Financial Stability and Supervision, Bank of Italy, European Central Bank (ECB), Louvain School of Management (UCL), National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), National Bank of Belgium, Banco de España, De Nederlandsche Bank, Suomen Panki, Banque de France, Suomen Panki, Bank of Portugal, Banco de España, Central Bank of Cyprus, Bank of Lithuania, European Central Bank, Central Bank of Ireland, Bank of Slovenia, Bank of Portugal, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Bank of Italy, Central Bank of Cyprus and Central Bank of Ireland
Downloads 4 (645,792)
Citation 2

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FAVAR, capital regulation, cost-benefit analysis, banking system resilience

9.

Bayesian Prior Elicitation in DSGE Models: Macro- vs Micro-Priors

Journal of Economic Dynamics and Control, Vol. 36, No. 2, 2012
Number of pages: 49 Posted: 20 Jun 2013
Marco J. Lombardi and Giulio Nicoletti
Bank for International Settlements (BIS) - Monetary and Economic Department and European Central Bank
Downloads 8 (591,065)

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DSGE models, Bayesian estimation, Prior distribution, Impulse response function

10.

Macroprudential Stress Test of the Euro Area Banking System

ECB Occasional Paper No. 226 (2019); ISBN 978-92-899-3691-0
Number of pages: 62 Posted: 03 Jul 2019
European Central Bank (ECB) - Directorate Financial Stability and Supervision, Henley Business School - ICMA Centre, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute, Bank of Lithuania, European Central Bank (ECB), European Central Bank (ECB), Bank of Latvia, Bank of Slovenia, Financial Stability, European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 6 (604,068)

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macro stress test, macroprudential policy, banking sector deleveraging, real-financial feedback mechanism

11.

The Transmission Channels of Monetary, Macro- and Microprudential Policies and Their Interrelations

ECB Occasional Paper No. 191
Posted: 13 Jun 2017
European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)

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Central bank policies, non-standard measures, banking, financial regulation, DSGE models