Alberto Locarno

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

18

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CITATIONS
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45

Scholarly Papers (18)

Basel III: Long-Term Impact on Economic Performance and Fluctuations

Number of pages: 27 Posted: 16 Mar 2011
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFIN, Federal Reserve Board and International Monetary Fund (IMF)
Downloads 1,952 (6,659)
Citation 5

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Basel III, countercyclical capital buffers, financial (in)stability, procyclicality, macroprudential policy

Basel III: Long-Term Impact on Economic Performance and Fluctuations

Bank of Italy Occasional Paper No. 87
Number of pages: 38 Posted: 23 May 2011
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFIN, Federal Reserve Board and International Monetary Fund (IMF)
Downloads 800 (27,036)
Citation 5

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Basel III, countercyclical capital buffers, financial (in)stability, procyclicality, macroprudential

Basel III: Long-Term Impact on Economic Performance and Fluctuations

FRB of New York Staff Report No. 485
Number of pages: 24 Posted: 04 Mar 2011
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFIN, Federal Reserve Board and International Monetary Fund (IMF)
Downloads 498 (50,834)
Citation 5

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Basel III, macroprudential

Basel III: Long-Term Impact on Economic Performance and Fluctuations

BIS Working Paper No. 338
Number of pages: 27 Posted: 06 Jun 2011
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFIN, Federal Reserve Board and International Monetary Fund (IMF)
Downloads 481 (53,135)
Citation 5

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Basel III, countercyclical capital buffers, financial (in)stability, procyclicality, macroprudential

Basel III: Long‐Term Impact on Economic Performance and Fluctuations

The Manchester School, Vol. 83, Issue 2, pp. 217-251, 2015
Number of pages: 35 Posted: 22 Jan 2015
Bank of Italy, Banque de France, Federal Reserve Banks - Federal Reserve Bank of New York, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFIN, Federal Reserve Board and International Monetary Fund (IMF)
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Citation 5
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2.

The Macroeconomic Impact of Basel III on the Italian Economy

Bank of Italy Occasional Paper No. 88
Number of pages: 30 Posted: 23 May 2011
Alberto Locarno
Bank of Italy
Downloads 326 (85,284)

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Basel III, Modigliani-Miller theorem, flow/stock costs of equity finance, capital/liquidity requirements

3.

Monetary Policy Transmission in the Euro Area: What Do Aggregate and National Structural Models Tell Us?

ECB Working Paper No. 94
Number of pages: 76 Posted: 07 Feb 2003
De Nederlandsche Bank, Bank of Italy, European Central Bank (ECB) and Banque de France
Downloads 201 (140,519)
Citation 19

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Monetary policy transmission mechanism, macroeconomic models

4.

Cross-Country Differences in Monetary Policy Transmission

ECB Working Paper No. 400
Number of pages: 65 Posted: 13 Dec 2004
De Nederlandsche Bank - Monetary and Economic Policy Department, Bank of Italy, European Central Bank (ECB) and Government of the Kingdom of Spain - Economic Bureau of the President
Downloads 168 (165,392)
Citation 3

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monetary transmission, macroeconometric models, euro area differences

5.

The Sources of Unemployment Fluctuations: An Empirical Application to the Italian Case

ECB Working Paper No. 29
Number of pages: 53 Posted: 24 Jul 2003
Bank of Italy, Bank of Italy, Istituto Nazionale di Statistica and Bank of Italy
Downloads 84 (276,711)
Citation 7

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Unemployment, SVAR, Wage and Price Setting, Temporary and Permanent Shocks

Modelling Italian Potential Output and the Output Gap

Bank of Italy Temi di Discussione (Working Paper) No. 771
Number of pages: 58 Posted: 23 Mar 2011
Antonio Bassanetti, Michele Caivano and Alberto Locarno
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 46 (382,764)

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potential output, business cycle, Phillips curve, output gap

Modelling Italian Potential Output and the Output Gap

Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 7
Number of pages: 51 Posted: 22 Aug 2013
Antonio Bassanetti, Michele Caivano and Alberto Locarno
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 27 (464,042)

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E37, C52

7.

Tax Revenue and the Macroeconomic Framework in Italy

Bank of Italy Temi di Discussione (Working Paper) No. 694
Number of pages: 65 Posted: 11 Mar 2009
Alberto Locarno and Alessandra Staderini
Bank of Italy and Bank of Italy
Downloads 71 (305,255)

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tax receipts, discretionary measures, breakdown into structural components

8.

Assessing Macro-Financial Linkages: A Model Comparison Exercise

National Bank of Poland Working Paper No. 110
Number of pages: 44 Posted: 16 Apr 2012
affiliation not provided to SSRN, Sveriges Riksbank, Deutsche Bundesbank - Research Centre, National Bank of Poland, De Nederlandsche Bank, Bank of Italy, National Bank of Poland and European Central Bank (ECB)
Downloads 55 (347,645)
Citation 1

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financial frictions, credit constraints, financial accelerator, model comparison, Eurosystem Central Bank models

9.

The Bank of Italy Econometric Model: An Update of the Main Equations and Model Elasticities

Bank of Italy Temi di Discussione (Working Paper) No. 1130
Number of pages: 62 Posted: 22 Sep 2017
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 45 (379,316)

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macro-econometric models, Italy, forecasting, policy simulation

10.

Deflationary Shocks and De-Anchoring of Inflation Expectations

Bank of Italy Occasional Paper No. 252
Number of pages: 25 Posted: 05 Apr 2015
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 39 (400,537)

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expected inflation, incomplete information, learning

11.

Imperfect Knowledge, Adaptive Learning and the Bias Against Activist Monetary Policies

Bank of Italy Temi di Discussione (Working Paper) No. 590
Number of pages: 62 Posted: 14 Jul 2006
Alberto Locarno
Bank of Italy
Downloads 36 (412,378)
Citation 7

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Adaptive learning, optimal degree of monetary policy discretion, bias against activist policies

12.

Monetary Policy Uncertainty and the Stock Market

CEPR Discussion Paper No. 4828
Number of pages: 48 Posted: 13 Apr 2005
Massimo Massa and Alberto Locarno
INSEAD - Finance and Bank of Italy
Downloads 34 (420,321)
Citation 1
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Monetary policy uncertainty, asset pricing, learning risk, risk factors

13.

Sovereign Risk, Monetary Policy and Fiscal Multipliers: A Structural Model-Based Assessment

Bank of Italy Temi di Discussione (Working Paper) No. 943
Number of pages: 68 Posted: 15 Mar 2014
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 30 (437,293)
Citation 1

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fiscal multiplier, monetary policy, zero lower bound, sovereign risk

14.

Public Investment and Monetary Policy Stance in the Euro Area

Bank of Italy Temi di Discussione (Working Paper) No. 1150
Number of pages: 58 Posted: 08 Dec 2017
European Central Bank (ECB), Bank of Italy, Bank of Italy and Bank of Italy
Downloads 20 (488,791)

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public investment, fiscal policy, monetary policy, euro area

15.

Monetary Policy in a Model with Misspecified, Heterogeneous and Ever-Changing Expectations

Bank of Italy Temi di Discussione (Working Paper) No. 888
Number of pages: 62 Posted: 02 Dec 2012
Alberto Locarno
Bank of Italy
Downloads 19 (494,270)

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bounded rationality, generalised stochastic gradient learning, transparency

16.

Every Cloud Has a Silver Lining. The Sovereign Crisis and Italian Potential Output

Bank of Italy Temi di Discussione (Working Paper) No. 1010
Number of pages: 46 Posted: 19 Aug 2015
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 13 (527,229)

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sovereign risk, fiscal policy, potential output

17.

Assessing Macro-Financial Linkages: A Model Comparison Exercise

Bundesbank Discussion Paper No. 02/2012
Number of pages: 56 Posted: 21 Jun 2016
Deutsche Bundesbank, Sveriges Riksbank, Deutsche Bundesbank - Research Centre, National Bank of Poland, De Nederlandsche Bank, Bank of Italy, National Bank of Poland and European Central Bank (ECB)
Downloads 10 (543,858)
Citation 1

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Financial Frictions, Credit Constraints, Financial Accelerator, Model Comparison, Eurosystem central bank models

18.

Trust, But Verify. De-Anchoring of Inflation Expectations Under Learning and Heterogeneity

ECB Working Paper No. 1994
Posted: 03 Feb 2017
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy

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Learning, DSGE, Expectations de-anchoring, Inflation