Marcello Miccoli

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

7

DOWNLOADS

304

SSRN CITATIONS
Rank 15,407

SSRN RANKINGS

Top 15,407

in Total Papers Citations

20

CROSSREF CITATIONS

54

Scholarly Papers (7)

1.

Inflation Surprises and Inflation Expectations in the Euro Area

Bank of Italy Occasional Paper No. 265
Number of pages: 19 Posted: 22 May 2015
Marcello Miccoli and Stefano Neri
Bank of Italy and Bank of Italy
Downloads 81 (380,522)
Citation 8

Abstract:

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inflation, inflation expectations, inflation swap contracts

2.

Can We Measure Inflation Expectations Using Twitter?

Bank of Italy Temi di Discussione (Working Paper) No. 1318
Number of pages: 113 Posted: 16 Apr 2021
Bocconi University, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 67 (422,778)

Abstract:

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inflation expectations, twitter data, text mining, big data, survey-based measures, market-based measures, forecasting

3.

Risk-Adjusted Expectations of Inflation

Bank of Italy Occasional Paper No. 286
Number of pages: 25 Posted: 06 Feb 2016
Marco Casiraghi, Marco Casiraghi and Marcello Miccoli
Bank of ItalyInternational Monetary Fund (IMF) - International Capital Markets Department and Bank of Italy
Downloads 43 (516,155)
Citation 2

Abstract:

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Monetary Policy, Inflation swap, Inflation expectations, Risk premia

4.

The Collateral Channel of Unconventional Monetary Policy

Bank of Italy Temi di Discussione (Working Paper) No. 1119
Number of pages: 48 Posted: 28 Aug 2017
Giuseppe Ferrero, Michele Loberto and Marcello Miccoli
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 38 (540,329)
Citation 11

Abstract:

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unconventional monetary policy, secured interbank market, asset prices

5.

Informational Effects of Monetary Policy

Bank of Italy Temi di Discussione (Working Paper) No. 982
Number of pages: 40 Posted: 18 Feb 2015
Giuseppe Ferrero, Marcello Miccoli and Sergio Santoro
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 37 (545,343)
Citation 13

Abstract:

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imperfect information, endogenous information, learning, monetary policy

6.

Optimal Dynamic Public Communication

Bank of Italy Temi di Discussione (Working Paper) No. 856
Number of pages: 55 Posted: 30 Mar 2012
Marcello Miccoli
Bank of Italy
Downloads 20 (649,981)
Citation 25

Abstract:

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value of information, learning, pubblic communication

7.

A Composite Index of Inflation Tendencies in the Euro Area

Bank of Italy Occasional Paper No. 395
Number of pages: 19 Posted: 21 Oct 2017
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 18 (664,314)

Abstract:

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euro area, determinants of inflation, inflation, statistical aggregation