Giovanni Veronese

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

14

DOWNLOADS
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in Total Papers Downloads

1,252

CITATIONS
Rank 1,320

SSRN RANKINGS

Top 1,320

in Total Papers Citations

532

Scholarly Papers (14)

1.

Price Setting in the Euro Area: Some Stylized Facts from Individual Consumer Price Data

ECB Working Paper No. 524
Number of pages: 52 Posted: 21 Sep 2005
National Bank of Belgium, Banco de España, Banque de France - Centre de Recherche, Bank of Italy, Bank of Portugal, Deutsche Bundesbank - Economics Department, De Nederlandsche Bank (DNB), Banque Central du Luxembourg, Oesterreichische Nationalbank and Bank of Finland, Research Unit
Downloads 356 (82,833)
Citation 1

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Pricesetting, consumer price, frequency of price change

2.

Consumer Price Behaviour in Italy: Evidence from Micro CPI Data

ECB Working Paper No. 449
Number of pages: 48 Posted: 06 May 2005
Bank of Italy, Bank of Italy, Bank of Italy - Research Department and Bank of Italy
Downloads 227 (133,870)

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consumer prices, nominal rigidity, frequency of price change

3.

Monetary Policy Surprises Over Time

Bank of Italy Temi di Discussione (Working Paper) No. 1102
Number of pages: 55 Posted: 05 Apr 2017
Marcello Pericoli and Giovanni Veronese
Bank of Italy and Bank of Italy
Downloads 126 (223,489)
Citation 22

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monetary policy surprises, unconventional monetary policy

4.
Downloads 101 (261,963)
Citation 232

New Eurocoin: Tracking Economic Growth in Real Time

Bank of Italy Temi di Discussione (Working Paper) No. 631
Number of pages: 44 Posted: 13 Aug 2007
Bank of Italy, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Dipartimento di Scienze Economiche (DiSSE), Brevan Howard Asset Management LLP and Bank of Italy
Downloads 83 (299,574)
Citation 22

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coincident indicator, band-pass filter, large-dataset factor models, generalized principal components

New Eurocoin: Tracking Economic Growth in Real Time

CEPR Discussion Paper No. 5633
Number of pages: 37 Posted: 18 Jul 2006
Brevan Howard Asset Management LLP, Bank of Italy, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Dipartimento di Scienze Economiche (DiSSE) and Bank of Italy
Downloads 18 (550,095)
Citation 8
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Coincident index, band-pass filter, large dataset factor models, generalized principal components

5.

Il Sistema Paese a Supporto Dell’Internazionalizzazione (Italy's System for Supporting Internationalization)

Bank of Italy Occasional Paper No. 196
Number of pages: 37 Posted: 19 Dec 2013
Filippo Vergara Caffarelli and Giovanni Veronese
Bank of Italy and Bank of Italy
Downloads 97 (269,020)
Citation 1

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firms’ internationalization, export promotion

6.
Downloads 62 (349,134)

Nowcasting Indonesia

Asian Development Bank Economics Working Paper Series No. 471
Number of pages: 28 Posted: 30 Dec 2015
Federal Reserve Board, Asian Development Bank, Asian Development Bank - Economic Research and Bank of Italy
Downloads 37 (444,183)

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Dynamic Factor Models, emerging market economies, nowcasting

Nowcasting Indonesia

FEDS Working Paper No. 2015-100
Number of pages: 22 Posted: 10 Nov 2015
Federal Reserve Board, Asian Development Bank, Asian Development Bank - Economic Research and Bank of Italy
Downloads 25 (505,629)

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Dynamic Factor Models, Emerging Market Economies, Nowcasting

7.

Comparing Forecast Accuracy: A Monte Carlo Investigation

Bank of Italy Temi di Discussione (Working Paper) No. 723
Number of pages: 40 Posted: 15 Dec 2009
Fabio Busetti, Juri Marcucci and Giovanni Veronese
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 61 (351,980)
Citation 29

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Forecast encompassing, Model evaluation, Nested models, Non-nested models, Equal predictive ability

8.

Forecaster Heterogeneity, Surprises and Financial Markets

Bank of Italy Temi di Discussione (Working Paper) No. 1020
Number of pages: 44 Posted: 08 Nov 2015
Marcello Pericoli and Giovanni Veronese
Bank of Italy and Bank of Italy
Downloads 50 (386,328)
Citation 17

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surprises, forecaster heterogeneity, foreign exchange, long-term interest rates, unconventional monetary policy

9.

A Policy-Sensible Core-Inflation Measure for the Euro Area

Bank of Italy Economic Research Paper No. 617
Number of pages: 45 Posted: 20 Mar 2007
Stefano Siviero and Giovanni Veronese
Bank of Italy and Bank of Italy
Downloads 42 (414,644)
Citation 17

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core inflation, optimal monetary policy rules, Eurosystem

10.

Housing Rent Dynamics in Italy

Bank of Italy Occasional Paper No. 62
Number of pages: 39 Posted: 28 Oct 2010
Concetta Rondinelli and Giovanni Veronese
Bank of Italy and Bank of Italy
Downloads 36 (438,506)
Citation 2

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hedonic regressions, matched-models, CPI, downward bias

11.

Eurocoin: A Real Time Coincident Indicator of the Euro Area Business Cycle

CEPR Discussion Paper No. 3108
Number of pages: 49 Posted: 15 Jan 2002
Brevan Howard Asset Management LLP, Bank of Italy, Bank of Italy, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, ECARES, Universite Libre de Bruxelles, Dipartimento di Scienze Economiche (DiSSE), London Business School and Bank of Italy
Downloads 33 (451,141)
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Business cycle, dynamic factor model

12.

A Core Inflation Index for the Euro Area

CEPR Discussion Paper No. 3097
Number of pages: 40 Posted: 08 Jan 2002
Bank of Italy, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, London Business School and Bank of Italy
Downloads 25 (490,796)
Citation 1
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Core inflation, dynamic factor model, inflation forecast, monetary policy

13.

Risk Premium in the Era of Shale Oil

Bank of Italy Temi di Discussione (Working Paper) No. 1215, April 2019
Number of pages: 53 Posted: 06 Aug 2019
Bank of Italy, Bank of Italy, Bank of Italy and Imperial College London
Downloads 24 (496,363)

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shale oil, futures, risk premium, hedging, speculation, limits to arbitrage

14.

U.S. Shale Producers: A Case of Dynamic Risk Management?

Bank of Italy Temi di Discussione (Working Paper) No. 1211, March 2019
Number of pages: 48 Posted: 06 Aug 2019
Fabrizio Ferriani and Giovanni Veronese
Bank of Italy and Bank of Italy
Downloads 12 (566,781)

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dynamic risk management, hedging, derivatives, shale revolution, oil price collapse