Francesco Simone Lucidi

Sapienza University of Rome

Piazzale Aldo Moro, 5

Rome, 00185

Italy

SCHOLARLY PAPERS

6

DOWNLOADS

344

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

The macroeconomic effects of temperature shocks in Europe

Number of pages: 24 Posted: 18 May 2022
Marta Maria Pisa, Francesco Simone Lucidi and Massimiliano Tancioni
University of Rome I, Sapienza University of Rome and Sapienza University of Rome - Department of Economics and Law
Downloads 119 (326,770)

Abstract:

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Climate change, Macroeconomics, Bayesian Vector AutoRegressive model, Energy, Euro Area

2.

Asset Price Bubbles with Low Interest Rates: Not All Bubbles are Likely to Emerge

Number of pages: 34 Posted: 09 Dec 2020
Jacopo Bonchi and Francesco Simone Lucidi
Luiss Guido Carli University and Sapienza University of Rome
Downloads 100 (359,179)
Citation 1

Abstract:

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Low interest rates, Leveraged bubbles, Unleveraged bubbles

3.

The Misalignment of Fiscal Multipliers in Italian Regions

Number of pages: 34 Posted: 18 Nov 2021 Last Revised: 07 Dec 2021
Francesco Simone Lucidi
Sapienza University of Rome
Downloads 63 (467,690)

Abstract:

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Regional fiscal multipliers, Public investment, Panel VAR, Sign restrictions

4.

Long-run scarring effects of meltdowns in a small-scale nonlinear quadratic model

Number of pages: 26 Posted: 16 Aug 2019 Last Revised: 22 Feb 2022
Francesco Simone Lucidi and Willi Semmler
Sapienza University of Rome and The New School - Department of Economics
Downloads 46 (537,836)
Citation 1

Abstract:

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credit cycles, credit spread, inflation targeting, nonlinear Phillips curve, unconventional monetary policy

5.

Real-Time Signals Anticipating Credit Booms in Euro-Area Countries

Number of pages: 38 Posted: 25 Mar 2020
Francesco Simone Lucidi
Sapienza University of Rome
Downloads 16 (726,220)

Abstract:

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Credit Boom, Euro Area, Early Warning, Multivariate Logit

6.

Supervisory Shocks to Banks’ Credit Standards and Their Macro Impact

Posted: 20 Feb 2020 Last Revised: 07 Dec 2021
Francesco Simone Lucidi and Willi Semmler
Sapienza University of Rome and The New School - Department of Economics

Abstract:

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credit standards, credit shocks, banks management, IV-local projection