Francesco Corsello

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

4

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143

SSRN CITATIONS
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Top 4,552

in Total Papers Citations

282

CROSSREF CITATIONS

19

Scholarly Papers (4)

Labor Market and Financial Shocks: A Time Varying Analysis

Bank of Italy Temi di Discussione (Working Paper) No. 1179
Number of pages: 57 Posted: 12 Jul 2018
Francesco Corsello and Valerio Nispi Landi
Bank of Italy and Bank of Italy
Downloads 44 (503,103)
Citation 101

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VAR, labor market conditions, financial markets

Labor Market and Financial Shocks: A Time-Varying Analysis

Number of pages: 46 Posted: 25 Jul 2017
Francesco Corsello and Valerio Nispi Landi
Bank of Italy and Bank of Italy
Downloads 8 (745,514)

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VAR, Labor Market Conditions, Financial Markets

2.
Downloads 45 (489,049)
Citation 22

The Global Component of Inflation Volatility

Bank of Italy Temi di Discussione (Working Paper) No. 1170
Number of pages: 72 Posted: 14 May 2018
Queen Mary, University of London, Bank of Italy and Bocconi University - Department of Economics
Downloads 45 (498,395)
Citation 23

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inflation, volatility, global factors, large datasets, multivariate autoregressive index models, reduced rank regressions, forecasting

The Global Component of Inflation Volatility

CEPR Discussion Paper No. DP13470
Number of pages: 71 Posted: 28 Jan 2019
Queen Mary, University of London, Bank of Italy and Bocconi University - Department of Economics
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Forecasting, Global factors, inflation, large datasets, Multivariate Autoregressive Index models, Reduced Rank Regressions, volatility

3.

The Economic Drivers of Volatility and Uncertainty

Bank of Italy Temi di Discussione (Working Paper) No. 1285
Number of pages: 73 Posted: 25 Aug 2020
Queen Mary, University of London, Bank of Italy and Bocconi University - Department of Economics
Downloads 42 (502,344)
Citation 13

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multivariate autoregressive index models, stochastic volatility, reduced rank regressions, Bayesian VARs, factor models, structural analysis

4.

De-anchored Long-term Inflation Expectations in a Low Growth, Low Rate Environment

Bank of Italy Occasional Paper No. 624
Number of pages: 28 Posted: 22 Jul 2021
Guido Bulligan, Francesco Corsello, Stefano Neri and Alex Tagliabracci
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 4 (747,543)

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survey data, panel data, professional forecasters, inflation expectations, monetary policy