Piergiorgio Alessandri

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

13

DOWNLOADS
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in Total Papers Downloads

1,786

SSRN CITATIONS
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SSRN RANKINGS

Top 2,526

in Total Papers Citations

369

CROSSREF CITATIONS

163

Scholarly Papers (13)

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
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 627 (53,851)
Citation 20

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

2.
Downloads 543 ( 64,470)
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 308 (123,917)
Citation 78

Abstract:

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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 145 (252,145)
Citation 5

Abstract:

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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 (354,988)
Citation 13

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3.

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 111 (306,816)
Citation 73

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uncertainty, credit supply, bank lending channel, loan applications

4.
Downloads 107 (314,764)
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 79 (384,730)

Abstract:

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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 28 (604,463)
Citation 22

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

5.

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 91 (349,615)
Citation 48

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banking profitability, net interest margin, interest rates

6.

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 67 (417,129)
Citation 12

Abstract:

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

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 31 (585,073)

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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 24 (632,825)

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Hodrick-Prescott filter, credit cycle, macroprudential policy

8.

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 (467,173)
Citation 1

Abstract:

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systemic risk, too big to fail

9.

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 47 (491,813)

Abstract:

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volatility; economic growth; panel VAR

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 40 (523,612)
Citation 97

Abstract:

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financial frictions, predictive densities, Great Recession, threshold VAR

11.

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 26 (600,887)
Citation 12

Abstract:

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banking supervision, coordination, policy uncertainty, euro area

12.

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 19 (649,284)
Citation 8

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

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