Diego Moccero

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

8

DOWNLOADS

455

SSRN CITATIONS
Rank 33,347

SSRN RANKINGS

Top 33,347

in Total Papers Citations

7

CROSSREF CITATIONS

16

Scholarly Papers (8)

1.

The Retail Bank Interest Rate Pass-Through: The Case of the Euro Area During the Financial and Sovereign Debt Crisis

ECB Occasional Paper No. 155
Number of pages: 47 Posted: 20 Sep 2014
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 214 (161,149)

Abstract:

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bank lending rates, pass-through models, DSGE models, financial fragmentation, monetary policy

2.

Financial Conditions Index and Credit Supply Shocks for the Euro Area

ECB Working Paper No. 1644
Number of pages: 45 Posted: 15 Mar 2014
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
Downloads 92 (314,785)
Citation 4

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euro area, financial conditions index, credit supply shocks, large dataset, factor models, structural VAR, sign restrictions

3.

Macroprudential Stress Test of the Euro Area Banking System

ECB Occasional Paper No. 226 (2019); ISBN 978-92-899-3691-0
Number of pages: 62 Posted: 03 Jul 2019
European Central Bank (ECB) - Directorate Financial Stability and Supervision, Henley Business School - ICMA Centre, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute, Bank of Lithuania, European Central Bank (ECB), European Central Bank (ECB), Bank of Latvia, Bank of Slovenia, Financial Stability, European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 42 (467,438)

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macro stress test, macroprudential policy, banking sector deleveraging, real-financial feedback mechanism

4.

Estimating the Impact of Shocks to Bank Capital in the Euro Area

ECB Working Paper No. 2077
Number of pages: 36 Posted: 20 Jun 2017
Universitat Pompeu Fabra - Department of Economics and Business, Joint Vienna Insitute, European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
Downloads 39 (480,515)
Citation 3

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Euro Area, Bank Balance Sheet Adjustment, Capital Ratio, Bayesian VAR, Macroprudential Policy, Sign Restrictions

5.

Do Non-Performing Loans Matter for Bank Lending and the Business Cycle in Euro Area Countries?

ECB Working Paper No. 20202411
Number of pages: 38 Posted: 15 May 2020
Croatian National Bank, Joint Vienna Insitute, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 31 (518,840)

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euro area countries, hierarchical priors, non-performing loans, panel Bayesian VAR

6.

The Cost-Efficiency and Productivity Growth of Euro Area Banks

ECB Working Paper No. 2305
Number of pages: 31 Posted: 01 Aug 2019
Ivan Huljak, Reiner Martin and Diego Moccero
Croatian National Bank, Joint Vienna Insitute and European Central Bank (ECB)
Downloads 30 (524,112)

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banking sector, bank productivity, cost-efficiency frontier, euro area, financial stability, panel data, permanent inefficiency, time-varying inefficiency, total factor productivity

7.

Fire Sales by Euro Area Banks and Funds: What is Their Asset Price Impact?

ECB Working Paper No. 20202491
Number of pages: 46 Posted: 23 Nov 2020
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 7 (675,815)

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8.

The Risk Management Approach to Monetary Policy, Nonlinearity and Aggressiveness: The Case of the US Fed

ECB Working Paper No. 1792
Posted: 23 Jun 2015
Diego Moccero and Jean-Yves Gnabo
European Central Bank (ECB) and Facultés Universitaires Notre-Dame de la Paix (FUNDP)

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aggressiveness; monetary policy; risk management; smooth-transition regression model; US Fed