Giovanni Ricco

University of Warwick - Department of Economics

Assistant Professor

Coventry CV4 7AL

United Kingdom

http://www.giovanni-ricco.com/

SciencesPo - OFCE

Chercheur Associé

69 Quai d'Orsay

Paris 75004

France

http://www.giovanni-ricco.com/

SCHOLARLY PAPERS

12

DOWNLOADS

999

SSRN CITATIONS
Rank 4,124

SSRN RANKINGS

Top 4,124

in Total Papers Citations

317

CROSSREF CITATIONS

73

Scholarly Papers (12)

1.
Downloads 291 (174,506)
Citation 145

The Transmission of Monetary Policy Shocks

Bank of England Working Paper No. 657
Number of pages: 67 Posted: 25 Apr 2017
Silvia Miranda-Agrippino and Giovanni Ricco
Bank of England and University of Warwick - Department of Economics
Downloads 291 (173,484)
Citation 72

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Monetary Policy, Local Projections, VARs, Expectations, Information Rigidity, Survey Forecasts

The Transmission of Monetary Policy Shocks

CEPR Discussion Paper No. DP13396
Number of pages: 67 Posted: 17 Dec 2018
Silvia Miranda-Agrippino and Giovanni Ricco
Bank of England and University of Warwick - Department of Economics
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Expectations, External Instruments, Information Rigidity, local projections, monetary policy, Survey Forecasts, VARs

Financial Variables as Predictors of Real Growth Vulnerability

Deutsche Bundesbank Discussion Paper No. 05/2020
Number of pages: 43 Posted: 18 Mar 2020
Lucrezia Reichlin, Giovanni Ricco and Thomas Hasenzagl
London Business School, University of Warwick - Department of Economics and Now-Casting Economics
Downloads 206 (243,856)
Citation 16

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financial cycle, business cycle, credit, financial crises, downside risk, entropy, quantile regressions.

Financial Variables as Predictors of Real Growth Vulnerability

CEPR Discussion Paper No. DP14322
Number of pages: 43 Posted: 29 Jan 2020
Thomas Hasenzagl, Lucrezia Reichlin and Giovanni Ricco
Now-Casting Economics, London Business School and University of Warwick - Department of Economics
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Business cycle, credit, Downside risk, entropy, financial crises, financial cycle, quantile regressions

3.

Bayesian Vector Autoregressions

Bank of England Working Paper No. 756
Number of pages: 66 Posted: 22 Sep 2018
Silvia Miranda-Agrippino and Giovanni Ricco
Bank of England and University of Warwick - Department of Economics
Downloads 135 (350,079)
Citation 5

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Monetary policy, local projections, VARs, expectations, information rigidity, survey forecasts, external instruments

4.

A New Identification of Fiscal Shocks Based on the Information Flow

ECB Working Paper No. 1813
Number of pages: 56 Posted: 23 Jun 2015
Giovanni Ricco
University of Warwick - Department of Economics
Downloads 124 (373,138)
Citation 1

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fiscal foresight; fiscal shocks; government spending; government spending news; large Bayesian VARs; structural VARs; survey of professional forecasters

5.

Government Purchases Reloaded: Informational Insufficiency and Heterogeneity in Fiscal VARs

Journal of Monetary Economics, 2017, 90 (October), 13-27
Number of pages: 36 Posted: 12 Oct 2012 Last Revised: 07 Jul 2017
Atif Ellahie and Giovanni Ricco
University of Utah - David Eccles School of Business and University of Warwick - Department of Economics
Downloads 107 (415,316)
Citation 13

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fiscal shocks; government purchases; fiscal foresight; Large Bayesian VARs

6.

Identification with External Instruments in Structural Vars

Bank of England Working Paper No. 973, 2022
Number of pages: 44 Posted: 13 May 2022
Silvia Miranda-Agrippino and Giovanni Ricco
Bank of England and University of Warwick - Department of Economics
Downloads 74 (523,657)

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Identification with external instruments, structural VAR, invertibility, monetary policy shocks

7.

Signals from the Government: Policy Disagreement and the Transmission of Fiscal Shocks

ECB Working Paper No. 1964
Number of pages: 47 Posted: 20 Sep 2016
Giovanni Callegari, Jacopo Cimadomo and Giovanni Ricco
International Monetary Fund, European Central Bank and University of Warwick - Department of Economics
Downloads 56 (604,041)
Citation 12

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Disagreement, Government spending shock, Fiscal transmission mechanism

8.

Identification with External Instruments in Structural Vars Under Partial Invertibility

CEPR Discussion Paper No. DP13853
Number of pages: 52 Posted: 30 Jul 2019
Silvia Miranda-Agrippino and Giovanni Ricco
Bank of England and University of Warwick - Department of Economics
Downloads 3 (1,003,660)
Citation 7
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Identification with External Instruments, Invertibility, monetary policy shocks, structural VAR

9.

A Model of the Fed's View on Inflation

CEPR Discussion Paper No. DP12564
Number of pages: 31 Posted: 08 Jan 2018
Now-Casting Economics, London School of Economics & Political Science (LSE), London Business School and University of Warwick - Department of Economics
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Citation 2
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Expectations, inflation, oil prices, Phillips curve

10.

Monetary-Fiscal Crosswinds in the European Monetary Union

CEPR Discussion Paper No. DP16138
Number of pages: 57 Posted: 14 May 2021
Lucrezia Reichlin, Giovanni Ricco and Matthieu Tarbé
London Business School, University of Warwick - Department of Economics and London Business School
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Citation 2
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11.

The Global Transmission of U.S. Monetary Policy

CEPR Discussion Paper No. DP14533
Number of pages: 90 Posted: 08 May 2020
Riccardo Degasperi, Seokki Hong and Giovanni Ricco
affiliation not provided to SSRN, Korea Institute for International Economic Policy and University of Warwick - Department of Economics
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Citation 10
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Exchange Rates, Foreign Spillovers, monetary policy, trilemma

12.

Financial and Fiscal Interaction in the Euro Area Crisis: This Time Was Different

CEPR Discussion Paper No. DP13016
Number of pages: 39 Posted: 03 Jul 2018
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)Confindustria, Centro Studi, London Business School and University of Warwick - Department of Economics
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Citation 1
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Euro Area, Government Debt, Recessions