Cristina Angelico

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

7

DOWNLOADS

1,413

TOTAL CITATIONS

4

Scholarly Papers (7)

1.

Can We Measure Inflation Expectations Using Twitter?

Bank of Italy Temi di Discussione (Working Paper) No. 1318
Number of pages: 113 Posted: 16 Apr 2021
Bank of Italy, Bank of Italy, International Monetary Fund (IMF) - Monetary and Capital Markets Department and Bank of Italy
Downloads 546 (105,478)

Abstract:

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inflation expectations, twitter data, text mining, big data, survey-based measures, market-based measures, forecasting

2.

Heterogeneous inflation expectations and forecast errors across the income distribution: the role of memory

Number of pages: 64 Posted: 08 May 2019 Last Revised: 27 Mar 2024
Cristina Angelico and Federica Di Giacomo
Bank of Italy and University of Rome Tor Vergata
Downloads 322 (193,967)
Citation 2

Abstract:

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Memory, Beliefs, Inflation expectations, Salience

3.

Climate Change and Credit Risk: The Effect of Carbon Taxes on Italian Banks’ Business Loan Default Rates

Bank of Italy Occasional Paper No. 688
Number of pages: 23 Posted: 16 May 2022
Cristina Angelico and Maria Alessia Aiello
Bank of Italy and Bank of Italy
Downloads 239 (263,480)

Abstract:

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climate change, carbon tax, climate stress test, banks’ credit risk

4.

Household Expectations and the Credit Cycle

Number of pages: 53 Posted: 09 Dec 2019
Cristina Angelico
Bank of Italy
Downloads 131 (447,401)
Citation 2

Abstract:

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Household debt, Beliefs, Behavioural economics, Credit cycle

5.

Climate-Related Risks for Italy: An Analysis Based on the Latest NGFS Scenarios

Bank of Italy Occasional Paper No. 847
Number of pages: 30 Posted: 03 Jun 2024
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 68 (683,762)

Abstract:

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NGFS scenarios, climate change, climate stress test, scenario analysis, environmental policy

6.

The Green Transition and Firms’ Expectations on Future Prices: Survey Evidence

Number of pages: 42 Posted: 13 Jul 2023 Last Revised: 07 Nov 2023
Cristina Angelico
Bank of Italy
Downloads 68 (683,762)

Abstract:

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Price expectations, Net-zero emissions, Energy transition, Fit-for-55, Green investments

7.

Carbon pledges of banks: amazing or a maze?

Number of pages: 65 Posted: 13 Dec 2024 Last Revised: 24 Dec 2024
Cristina Angelico and Enrico Bernardini
Bank of Italy and Bank of Italy
Downloads 39 (874,592)

Abstract:

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Carbon reduction targets, Net-zero commitments, Climate risk, Green lending, Sustainable finance