Filippo Natoli

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

17

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in Total Papers Downloads

1,393

SSRN CITATIONS
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SSRN RANKINGS

Top 3,213

in Total Papers Citations

314

CROSSREF CITATIONS

100

Scholarly Papers (17)

1.

Banche centrali, rischi climatici e finanza sostenibile [Central Banks, Climate Risks and Sustainable Finance]

Bank of Italy Occasional Paper No. 608
Number of pages: 74 Posted: 24 May 2021
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 282 (155,780)
Citation 1

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Bank of Italy, sustainable finance, climate risks, central banks

2.

Natural Catastrophes and Bank Lending: The Case of Flood Risk in Italy

Bank of Italy Occasional Paper No. 457
Number of pages: 28 Posted: 31 Jul 2019
Ivan Faiella and Filippo Natoli
Bank of Italy and Bank of Italy
Downloads 171 (246,674)
Citation 1

Abstract:

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catastrophe risk, climate change, rare disasters, bank lending, flooding, Italy

3.

The Macroeconomic Effects of Temperature Surprise Shocks

Number of pages: 42 Posted: 21 Jul 2022
Filippo Natoli
Bank of Italy
Downloads 157 (270,357)

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climate change, temperatures, surprise shocks, business cycle, monetary policy

4.

Risk Premium in the Era of Shale Oil

Bank of Italy Temi di Discussione (Working Paper) No. 1215, April 2019
Number of pages: 53 Posted: 06 Aug 2019
Bank of Italy, Bank of Italy, Bank of Italy and Imperial College London
Downloads 91 (391,442)
Citation 2

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shale oil, futures, risk premium, hedging, speculation, limits to arbitrage

5.

Questioning the Puzzle: Fiscal Policy, Exchange Rate and Inflation

Banque de France Working Paper, January 2020, WP #752
Number of pages: 31 Posted: 28 Jan 2020
SKEMA Business School, Bank of Italy, Bank of Italy and Banque de France
Downloads 88 (399,542)

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Fiscal Shocks, Real Exchange Rate, Inflation, Proxy SVAR, Narrative Shocks

6.

The Role of Financial and Macroeoconomic Conditions in Forecasting Recession

Number of pages: 10 Posted: 04 Aug 2022
Filippo Natoli and Fabrizio Venditti
Bank of Italy and Bank of Italy
Downloads 85 (408,048)

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recession, yield curve slope, financial conditions, monetary policy tightening, inflation, probit

7.

Questioning the Puzzle: Fiscal Policy, Real Exchange Rate and Inflation

CAMA Working Paper No. 38/2021
Number of pages: 40 Posted: 14 Apr 2021
SKEMA Business School, Bank of Italy, Bank of Italy and Banque de France
Downloads 80 (422,817)
Citation 1

Abstract:

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Fiscal shocks, real exchange rate, inflation, proxy-SVAR, narrative shocks

8.

Analyzing the Structural Transformation of Commodity Markets: Financialization Revisited

Bank of Italy Occasional Paper No. 419
Number of pages: 35 Posted: 23 Feb 2018
Filippo Natoli
Bank of Italy
Downloads 68 (461,997)

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commodity, oil, financialization, speculation, limits to arbitrage, informational frictions

Consumption Volatility Risk and the Inversion of the Yield Curve

Bank of Italy Temi di Discussione (Working Paper) No. 1169
Number of pages: 40 Posted: 17 Apr 2018
Adriana Grasso and Filippo Natoli
Bank of Italy and Bank of Italy
Downloads 36 (619,272)
Citation 7

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yield curve inversion, consumption volatility risk, real interest rates, macroeconomic uncertainty, habits

Consumption Volatility Risk and the Inversion of the Yield Curve

ECB Working Paper No. 2141, ISBN: 978-92-899-3246-2
Number of pages: 34 Posted: 18 Apr 2018
Adriana Grasso and Filippo Natoli
Bank of Italy and Bank of Italy
Downloads 28 (673,360)

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real rates, uncertainty, habits, inverted yield curve, volatility risk

10.

Tail Co-Movement in Inflation Expectations as an Indicator of Anchoring

ECB Working Paper No. 1997
Number of pages: 39 Posted: 03 Feb 2017
Filippo Natoli and Laura Sigalotti
Bank of Italy and Bank of Italy
Downloads 60 (491,952)
Citation 106

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inflation expectations; anchoring; inflation swaps; inflation options; optionimplied density; tail co-movement

11.

Tail Comovement in Option-Implied Inflation Expectations as an Indicator of Anchoring

Bank of Italy Temi di Discussione (Working Paper) No. 1025
Number of pages: 51 Posted: 26 Jan 2016
Sara Cecchetti, Filippo Natoli and Laura Sigalotti
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 55 (512,096)
Citation 84

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disanchoring, inflation swaps, inflation options, option-implied density, tail comovement

12.

An Indicator of Inflation Expectations Anchoring

Bank of Italy Temi di Discussione (Working Paper) No. 1103
Number of pages: 36 Posted: 05 Apr 2017
Filippo Natoli and Laura Sigalotti
Bank of Italy and Bank of Italy
Downloads 54 (516,353)
Citation 28

Abstract:

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inflation expectations, anchoring, inflation swaps, inflation options, tail comovement, odds ratio

13.

Monetary Policy Gradualism and the Nonlinear Effects of Monetary Shocks

Bank of Italy Temi di Discussione (Working Paper) No. 1275
Number of pages: 50 Posted: 28 May 2020
Luca Metelli, Filippo Natoli and Luca Rossi
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 39 (588,424)
Citation 20

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gradualism, inertia, monetary policy transmission, state dependence, local projections

14.

Forecasting US Recessions: The Role of Economic Uncertainty

Bank of Italy Temi di Discussione (Working Paper) No. 1299
Number of pages: 20 Posted: 13 Oct 2020
Valerio Ercolani and Filippo Natoli
Bank of Italy and Bank of Italy
Downloads 38 (593,818)
Citation 41

Abstract:

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macroeconomic and financial uncertainty, yield curve slope, recession, probit forecasting model

15.

International Financial Flows and the Risk-Taking Channel

Bank of Italy Temi di Discussione (Working Paper) No. 1152
Number of pages: 46 Posted: 08 Dec 2017
Pietro Cova and Filippo Natoli
Bank of Italy and Bank of Italy
Downloads 33 (622,838)
Citation 78

Abstract:

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saving glut, banking glut, capital flows, banking leverage, risk-taking channel

16.

The International Transmission of US Tax Shocks: A Proxy-Svar Approach

Bank of Italy Temi di Discussione (Working Paper) No. 1223, June 2019
Number of pages: 41 Posted: 10 Aug 2019
Luca Metelli and Filippo Natoli
Bank of Italy and Bank of Italy
Downloads 28 (655,211)
Citation 42

Abstract:

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international fiscal spillovers, proxy SVAR, GVAR

17.

A New Indicator of Inflation Expectations Anchoring

ECB Working Paper No. 1996
Posted: 03 Feb 2017
Filippo Natoli and Laura Sigalotti
Bank of Italy and Bank of Italy

Abstract:

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inflation expectations; anchoring; inflation swaps; inflation options; optionimplied density; tail co-movement