Francesco Simone Lucidi

University of Naples Federico II

Via Cintia, 21, Monte S. Angelo

Napoli, 80126

Italy

http://francescosimonelucidi.com

Sapienza University of Rome

Piazzale Aldo Moro, 5

Rome, 00185

Italy

SCHOLARLY PAPERS

5

DOWNLOADS

775

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

The Effects of Temperature Shocks on Energy Prices and Inflation in the Euro Area

Number of pages: 30 Posted: 18 May 2022 Last Revised: 13 Oct 2023
Francesco Simone Lucidi, Marta Maria Pisa and Massimiliano Tancioni
University of Naples Federico II, Sapienza University of Rome and Sapienza University of Rome - Department of Economics and Law
Downloads 489 (101,385)
Citation 1

Abstract:

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Climate change, Macroeconomics, Time series, Energy market, 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
Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS) and University of Naples Federico II
Downloads 173 (296,328)
Citation 1

Abstract:

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Low interest rates, Leveraged bubbles, Unleveraged bubbles

3.

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
University of Naples Federico II and The New School - Department of Economics
Downloads 87 (494,629)
Citation 2

Abstract:

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

4.

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

Number of pages: 38 Posted: 25 Mar 2020
Francesco Simone Lucidi
University of Naples Federico II
Downloads 26 (830,598)

Abstract:

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Credit Boom, Euro Area, Early Warning, Multivariate Logit

5.

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
University of Naples Federico II and The New School - Department of Economics

Abstract:

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