Piergiorgio Alessandri

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

13

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368

CROSSREF CITATIONS

166

Scholarly Papers (13)

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1.

Non-Performing Loans and the Supply of Bank Credit: Evidence from Italy

Bank of Italy Occasional Paper No. 374
Number of pages: 41 Posted: 19 Apr 2017
Matteo Accornero, Piergiorgio Alessandri, Luisa Carpinelli and Alberto Maria Sorrentino
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 744 (48,328)
Citation 22

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credit register, credit risk, credit supply, non-performing loans

2.

Shadow Banks and Macroeconomic Instability

Downloads 586 ( 65,809)
Citation 81

Shadow Banks and Macroeconomic Instability

Bank of Italy Temi di Discussione (Working Paper) No. 939
Number of pages: 71 Posted: 07 Mar 2014
Roland Meeks, Benjamin Nelson and Piergiorgio Alessandri
University of Essex, Bank of England and Bank of Italy
Downloads 346 (121,869)
Citation 78

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shadow banks, securitization, financial accelerator

Shadow Banks and Macroeconomic Instability

Bank of England Working Paper No. 487
Number of pages: 66 Posted: 05 Apr 2014
Roland Meeks, Benjamin Nelson and Piergiorgio Alessandri
University of Essex, Bank of England and Bank of Italy
Downloads 150 (270,960)
Citation 5

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Business fluctuations, shadow banks, credit, securitisation

Shadow Banks and Macroeconomic Instability

Number of pages: 61 Posted: 16 Dec 2013
Roland Meeks, Benjamin Nelson and Piergiorgio Alessandri
University of Essex, Bank of England and Bank of Italy
Downloads 90 (390,930)
Citation 13

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3.

The Macroeconomic Cost of Climate Volatility

Number of pages: 33 Posted: 02 Aug 2021
Haroon Mumtaz and Piergiorgio Alessandri
Queen Mary, University of London and Bank of Italy
Downloads 139 (286,950)

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volatility; economic growth; panel VAR

4.

Bank Lending in Uncertain Times

Bank of Italy Temi di Discussione (Working Paper) No. 1109
Number of pages: 59 Posted: 08 May 2017
Piergiorgio Alessandri and Margherita Bottero
Bank of Italy and Bank of Italy
Downloads 117 (325,941)
Citation 73

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uncertainty, credit supply, bank lending channel, loan applications

5.

The Financial Stability Dark Side of Monetary Policy

Downloads 110 (340,357)
Citation 22

The Financial Stability Dark Side of Monetary Policy

Number of pages: 64 Posted: 23 May 2016 Last Revised: 26 May 2016
Piergiorgio Alessandri, Antonio Maria Conti and Fabrizio Venditti
Bank of Italy, Banca d'Italia and Bank of Italy
Downloads 81 (416,799)

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risk premia; asymmetry; monetary policy; financial stability; local projections

The Financial Stability Dark Side of Monetary Policy

Bank of Italy Temi di Discussione (Working Paper) No. 1121
Number of pages: 50 Posted: 28 Aug 2017
Piergiorgio Alessandri, Antonio Maria Conti and Fabrizio Venditti
Bank of Italy, Banca d'Italia and Bank of Italy
Downloads 29 (653,622)
Citation 22

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monetary policy, financial stability, risk premia, macro news, local projections

6.

Simple Banking: Profitability and the Yield Curve

Bank of Italy Temi di Discussione (Working Paper) No. 945
Number of pages: 44 Posted: 25 Mar 2014
Piergiorgio Alessandri and Benjamin Nelson
Bank of Italy and Bank of England
Downloads 109 (342,378)
Citation 48

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banking profitability, net interest margin, interest rates

7.

A Note on the Implementation of the Countercyclical Capital Buffer in Italy

Bank of Italy Occasional Paper No. 278
Number of pages: 38 Posted: 25 Aug 2015
Piergiorgio Alessandri, Pierluigi Bologna, Roberta Fiori and Enrico Sette
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 81 (412,535)
Citation 13

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countercyclical capital buffer, financial cycle, credit cycle, macroprudential policy, capital requirements, banks, banking crises

8.

Financial Crises, Macroprudential Policy and the Reliability of Credit-to-GDP Gaps

Downloads 61 (479,642)

Financial Crises, Macroprudential Policy and the Reliability of Credit-to-GDP Gaps

ESRB: Working Paper Series 2021/114
Number of pages: 47 Posted: 05 Mar 2021
Piergiorgio Alessandri, Pierluigi Bologna and Maddalena Galardo
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 34 (620,316)

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Financial Crises, Macroprudential Policy and the Reliability of Credit-to-GDP Gaps

Bank of Italy Occasional Paper No. 567
Number of pages: 50 Posted: 27 Jul 2020
Piergiorgio Alessandri, Pierluigi Bologna and Maddalena Galardo
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 27 (668,192)

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Hodrick-Prescott filter, credit cycle, macroprudential policy

9.

Tracking Banks' Systemic Importance Before and after the Crisis

Bank of Italy Occasional Paper No. 259
Number of pages: 34 Posted: 18 Apr 2015
Piergiorgio Alessandri, Sergio Masciantonio and Andrea Zaghini
Bank of Italy, European Union - European Commission and Bank of Italy
Downloads 53 (511,615)
Citation 1

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systemic risk, too big to fail

10.

Financial Indicators and Density Forecasts for US Output and Inflation

Bank of Italy Temi di Discussione (Working Paper) No. 977
Number of pages: 66 Posted: 17 Jan 2015
Piergiorgio Alessandri and Haroon Mumtaz
Bank of Italy and Queen Mary, University of London
Downloads 43 (557,574)
Citation 97

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financial frictions, predictive densities, Great Recession, threshold VAR

11.

Uncertainty Matters: Evidence from a High-frequency Identification Strategy

Bank of Italy Temi di Discussione (Working Paper) No. 1284
Number of pages: 54 Posted: 24 Jul 2020
Piergiorgio Alessandri, Andrea Giovanni Gazzani and Alejandro Vicondoa
Bank of Italy, Bank of Italy and Pontificia Universidad Catolica de Chile
Downloads 36 (594,312)
Citation 8

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uncertainty shocks, high-frequency identification, SVAR, business cycle

12.

Prudential Policy at Times of Stagnation: A View from the Trenches

Bank of Italy Occasional Paper No. 300
Number of pages: 26 Posted: 08 Mar 2016
Piergiorgio Alessandri and Fabio Panetta
Bank of Italy and Bank of Italy
Downloads 28 (643,136)
Citation 12

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banking supervision, coordination, policy uncertainty, euro area

13.

Financial Conditions and 'Growth at Risk' in Italy

Posted: 04 Sep 2019
Piergiorgio Alessandri, Leonardo Del Vecchio and Arianna Miglietta
Bank of Italy, Bank of Italy and Bank of Italy

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financial conditions, quantile regression, growth risk