Francesco Simone Lucidi

Sapienza University of Rome

Piazzale Aldo Moro, 5

Rome, 00185

Italy

SCHOLARLY PAPERS

3

DOWNLOADS

30

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Nonlinear Credit Dynamics, Regime Switches in the Output Gap and Supervisory Shocks

Number of pages: 42 Posted: 16 Aug 2019 Last Revised: 04 Sep 2019
Francesco Simone Lucidi and Willi Semmler
Sapienza University of Rome and The New School - Department of Economics
Downloads 19 (552,460)
Citation 1

Abstract:

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Nonlinear quadratic model, regime switching, local projection, credit cycle

2.

Supervisory Shocks to Banks’ Credit Standards and Their Macro Impact

Number of pages: 31 Posted: 20 Feb 2020
Francesco Simone Lucidi and Willi Semmler
Sapienza University of Rome and The New School - Department of Economics
Downloads 9 (617,069)

Abstract:

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

3.

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 2 (669,056)

Abstract:

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Credit Boom, Euro Area, Early Warning, Multivariate Logit