Martino Ricci

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

7

DOWNLOADS

947

SSRN CITATIONS
Rank 44,518

SSRN RANKINGS

Top 44,518

in Total Papers Citations

15

CROSSREF CITATIONS

5

Scholarly Papers (7)

1.

Using Machine Learning to Measure Financial Risk in China

ECB Working Paper No. 2023/2767
Number of pages: 38 Posted: 26 Jan 2023
European Central Bank (ECB), International Monetary Fund (IMF), Sensyne Health and European Central Bank (ECB)
Downloads 417 (132,431)

Abstract:

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China, financial risk, LDA, machine learning, textual analysis, topic modelling

2.

Subprime Mortgages and Banking in a DSGE Model

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 366
Number of pages: 40 Posted: 23 Jun 2017
Martino Ricci and Patrizio Tirelli
European Central Bank (ECB) and Department of Economics and Management
Downloads 142 (377,180)
Citation 1

Abstract:

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Housing, Mortgage Default, Subprime Risk, DSGE

3.

Tracking Global Economic Uncertainty: Implications for the Euro Area

ECB Working Paper No. 20212541
Number of pages: 43 Posted: 26 Apr 2021 Last Revised: 18 Nov 2021
European Central Bank (ECB), European Central Bank (ECB), World Bank and European Central Bank (ECB)
Downloads 106 (470,356)
Citation 11

Abstract:

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4.

The Global Effects of Global Risk and Uncertainty

ECB Working Paper No. 2179
Number of pages: 44 Posted: 10 Oct 2018
Dario Bonciani and Martino Ricci
European University Institute and European Central Bank (ECB)
Downloads 104 (476,979)
Citation 5

Abstract:

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Global Financial Cycle, Local Projection, Macroeconomic Transmission, Panel Data

5.

ECB-Global 2.0: A Global Macroeconomic Model with Dominant-Currency Pricing, Tariffs and Trade Diversion

ECB Working Paper No. 2021/2530
Number of pages: 50 Posted: 05 Mar 2021
European Central Bank (ECB), University of Bonn, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 95 (506,731)
Citation 1

Abstract:

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6.

ECB-Global: Introducing ECB's Global Macroeconomic Model for Spillover Analysis

ECB Working Paper No. 2045
Number of pages: 71 Posted: 21 Apr 2017
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank and European Central Bank (ECB)
Downloads 83 (551,107)
Citation 3

Abstract:

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Macro-Modelling, Multi-Country Models, Spillovers, Monetary Policy

7.

The Global Effects of Global Risk and Uncertainty

Bank of England Working Paper No. 863
Posted: 01 Jun 2020
Dario Bonciani and Martino Ricci
Bank of England and European Central Bank (ECB)

Abstract:

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Global uncertainty, global risk aversion, global financial cycle, small open economies