Mario Pietrunti

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

8

DOWNLOADS

259

SSRN CITATIONS
Rank 9,459

SSRN RANKINGS

Top 9,459

in Total Papers Citations

86

CROSSREF CITATIONS

50

Scholarly Papers (8)

1.

A Microsimulation Model to Evaluate Italian Households’ Financial Vulnerability

Bank of Italy Occasional Paper No. 225
Number of pages: 34 Posted: 13 Feb 2015
Valentina Michelangeli and Mario Pietrunti
Bank of Italy and Bank of Italy
Downloads 86 (361,583)
Citation 8

Abstract:

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households’ vulnerability, debt, stress test

2.

The Impact of CCPs’ Margin Policies on Repo Markets

Bank of Italy Temi di Discussione (Working Paper) No. 1028
Number of pages: 46 Posted: 26 Jan 2016
Arianna Miglietta, Cristina Picillo and Mario Pietrunti
Bank of Italy, Bank for International Settlements (BIS) and Bank of Italy
Downloads 49 (482,736)
Citation 28

Abstract:

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repurchase agreements, central clearing counterparties, margin policies

3.

The Impact of CCPs' Margin Policies on Repo Markets

BIS Working Paper No. 515
Number of pages: 41 Posted: 08 Oct 2015
Arianna Miglietta, Cristina Picillo and Mario Pietrunti
Bank of Italy, Bank for International Settlements (BIS) and Bank of Italy
Downloads 41 (518,227)

Abstract:

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repurchase agreements, central clearing counterparties, margin policies

4.

Monetary Policy in Times of Debt

Bank of Italy Temi di Discussione (Working Paper) No. 1142
Number of pages: 39 Posted: 09 Nov 2017
Mario Pietrunti and Federico Maria Signoretti
Bank of Italy and Bank of Italy
Downloads 33 (558,839)
Citation 17

Abstract:

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Long-Term Mortgages, Monetary Policy, Income Channel

5.

Benefits of Gradualism or Costs of Inaction? Monetary Policy in Times of Uncertainty

Bank of Italy Temi di Discussione (Working Paper) No. 1205, February 2019
Number of pages: 38 Posted: 02 Aug 2019
Giuseppe Ferrero, Mario Pietrunti and Andrea Tiseno
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 29 (581,443)
Citation 5

Abstract:

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optimal monetary policy, parameter uncertainty, asymmetric information, natural rate of interest, Phillips curve

6.

Natural Expectations and Home Equity Extraction

Bank of Italy Temi di Discussione (Working Paper) No. 984
Number of pages: 53 Posted: 18 Feb 2015
Roberto Pancrazi and Mario Pietrunti
Independent and Bank of Italy
Downloads 15 (677,595)
Citation 56

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natural expectations, home equity extraction, consumption/saving decision, housing price

7.

Financial Frictions and the Real Economy

ESRB: Working Paper Series No. 2017/41
Number of pages: 41 Posted: 05 Nov 2020
Mario Pietrunti
Bank of Italy
Downloads 4 (763,726)

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financial frictions, likelihood-free estimation, non-linear DSGE Models

8.

Exchange Rate Dynamics and Unconventional Monetary Policies: It’s All in the Shadows

Bank of Italy Temi di Discussione (Working Paper) No. 1231, July 2019
Number of pages: 37 Posted: 10 Aug 2019
Andrea De Polis and Mario Pietrunti
University of Warwick - Warwick Business School and Bank of Italy
Downloads 2 (780,923)
Citation 1

Abstract:

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exchange rates, shadow rates, unconventional policies