Simone Emiliozzi

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

6

DOWNLOADS

302

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

The Power of Text-based Indicators in Forecasting the Italian Economic Activity

Bank of Italy Temi di Discussione (Working Paper) No. 1321
Number of pages: 57 Posted: 25 May 2021
Bank of Italy, Bank of Italy, University of Warwick - Department of Economics, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 99 (382,605)

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Forecasting, Text Mining, Sentiment, Economic Policy Uncertainty, Big data, BMA

2.

Medium-Term Forecasting of Euro-Area Macroeconomic Variables with DSGE and BVARX Models

Bank of Italy Occasional Paper No. 257
Number of pages: 21 Posted: 18 Apr 2015
European Central Bank (ECB), Bank of Italy, Bank of Italy and Bank of Italy
Downloads 67 (480,201)

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forecasting, DSGE, BVARX, euro area

3.

Forecasting Italian GDP Growth with Epidemiological Data

Bank of Italy Occasional Paper No. 664
Number of pages: 28 Posted: 24 Jan 2022
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 51 (546,324)

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foreign direct investment, capital controls, national security

4.

Exploiting Payments to Track Italian Economic Activity: The Experience at Banca D’Italia

Bank of Italy Occasional Paper No. 609
Number of pages: 33 Posted: 24 May 2021
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 49 (555,723)

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short term forecasting, high-frequency data, payment systems, TARGET2, money laundering, COVID-19

5.

Forecasting House Prices in Italy

Bank of Italy Occasional Paper No. 463
Number of pages: 33 Posted: 01 Aug 2019
Simone Emiliozzi, Elisa Guglielminetti and Michele Loberto
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 36 (624,499)
Citation 1

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house prices, forecasting, structural model, BVAR

6.

Tracking economic growth in real time during the pandemic: a rationale for a revision of €-coin

Bank of Italy Occasional Paper No. 703
Number of pages: 30
Valentina Aprigliano, Simone Emiliozzi and Marco Lippi
Bank of Italy, Bank of Italy and Einaudi Institute for Economics and Finance (EIEF)
Downloads 0

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measurement of economic activity, business cycle, Covid-19, frequency domain, dynamic factor model