Francesco Simone Lucidi

Sapienza University of Rome

Piazzale Aldo Moro, 5

Rome, 00185

Italy

  • Sapienza University of Rome

SCHOLARLY PAPERS

4

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78

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Scholarly Papers (4)

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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 27 (549,211)
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Nonlinear quadratic model, regime switching, local projection, credit cycle

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 26 (555,173)

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Low interest rates, Leveraged bubbles, Unleveraged bubbles

3.

Supervisory Shocks to Banks’ Credit Standards and Their Macro Impact

Number of pages: 33 Posted: 20 Feb 2020 Last Revised: 14 Dec 2020
Francesco Simone Lucidi and Willi Semmler
Sapienza University of Rome and The New School - Department of Economics
Downloads 18 (607,090)

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

4.

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 7 (685,217)

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Credit Boom, Euro Area, Early Warning, Multivariate Logit