Giovanni Veronese

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

15

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Top 34,905

in Total Papers Downloads

1,415

SSRN CITATIONS
Rank 1,434

SSRN RANKINGS

Top 1,434

in Total Papers Citations

86

CROSSREF CITATIONS

702

Scholarly Papers (15)

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 371 (86,897)
Citation 1

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Pricesetting, consumer price, frequency of price change

2.

Consumer Price Behaviour in Italy: Evidence from Micro CPI Data

Number of pages: 48 Posted: 06 May 2005
Bank of Italy, Bank of Italy, Bank of Italy - Research Department and Bank of Italy
Downloads 236 (141,073)

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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 128 (240,752)
Citation 24

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monetary policy surprises, unconventional monetary policy

4.

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 112 (265,569)
Citation 1

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firms’ internationalization, export promotion

5.
Downloads 103 (281,570)
Citation 237

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 85 (321,232)
Citation 23

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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 (597,002)
Citation 14
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Coincident index, band-pass filter, large dataset factor models, generalized principal components

6.

Global Financial Markets and Oil Price Shocks in Real Time

Number of pages: 69 Posted: 08 May 2020
Fabrizio Venditti and Giovanni Veronese
European Central Bank (ECB) and Bank of Italy
Downloads 86 (316,112)

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Oil prices, VAR, Proxy-SVAR, Sign Restrictions

7.
Downloads 68 (361,790)
Citation 3

Nowcasting Indonesia

Asian Development Bank Economics Working Paper Series No. 471
Number of pages: 28 Posted: 30 Dec 2015
Board of Governors of the Federal Reserve System, Asian Development Bank, Asian Development Bank - Economic Research and Bank of Italy
Downloads 40 (468,409)
Citation 7

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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
Board of Governors of the Federal Reserve System, Asian Development Bank, Asian Development Bank - Economic Research and Bank of Italy
Downloads 28 (530,133)

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Dynamic Factor Models, Emerging Market Economies, Nowcasting

8.

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 62 (379,515)
Citation 69

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

9.

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 57 (395,457)
Citation 18

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

10.

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 (450,319)
Citation 18

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core inflation, optimal monetary policy rules, Eurosystem

11.

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 38 (467,242)
Citation 1

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

12.

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 37 (471,663)
Citation 6

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hedonic regressions, matched-models, CPI, downward bias

13.

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

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 (490,111)
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Business cycle, dynamic factor model

14.

A Core Inflation Index for the Euro Area

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 (532,868)
Citation 2
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Core inflation, dynamic factor model, inflation forecast, monetary policy

15.

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 17 (582,955)
Citation 1

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