Martino Ricci

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

7

DOWNLOADS

513

SSRN CITATIONS

9

CROSSREF CITATIONS

3

Scholarly Papers (7)

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1.

Using Machine Learning to Measure Financial Risk in China

ECB Working Paper No. 2023/2767
Number of pages: 38 Posted: 26 Jan 2023
Alexander Al-Haschimi, Apostolos Apostolou, Andres Azqueta-Gavaldon and Martino Ricci
European Central Bank (ECB), International Monetary Fund (IMF), Sensyne Health and European Central Bank (ECB)
Downloads 118 (358,968)

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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 110 (377,270)
Citation 1

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Housing, Mortgage Default, Subprime Risk, DSGE

3.

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 77 (473,044)
Citation 5

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

4.

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
Alina Bobasu, André Geis, Lucia Quaglietti and Martino Ricci
European Central Bank (ECB), European Central Bank (ECB), World Bank and European Central Bank (ECB)
Downloads 72 (491,085)
Citation 1

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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
Georgios Georgiadis, Sebastian Hildebrand, Martino Ricci, Ben Schumann and Björn van Roye
European Central Bank (ECB), University of Bonn, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 71 (494,803)
Citation 1

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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
Alistair Dieppe, Georgios Georgiadis, Martino Ricci, Ine Van Robays and Björn van Roye
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank and European Central Bank (ECB)
Downloads 65 (518,279)
Citation 3

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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)

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