Stefano Neri

Bank of Italy

Via Nazionale 91

00184 Roma

Italy

SCHOLARLY PAPERS

27

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CITATIONS
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237

Scholarly Papers (27)

1.

Monetary and Macroprudential Policies

Bank of Italy Temi di Discussione (Working Paper) No. 801
Number of pages: 47 Posted: 13 May 2011
Paolo Angelini, Stefano Neri and Fabio Panetta
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 960 (20,688)
Citation 8

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macroprudential policy, monetary policy, capital requirements

Housing Market Spillovers: Evidence from an Estimated DSGE Model

Bank of Italy Temi di Discussione (Working Paper) No. 659
Number of pages: 70 Posted: 16 Mar 2008
Stefano Neri and Matteo M. Iacoviello
Bank of Italy and Federal Reserve Board - Trade and Financial Studies
Downloads 505 (49,023)
Citation 64

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House prices, Collateral Constraints, Bayesian methods, Two-sector Models

Housing Market Spillovers: Evidence from an Estimated DSGE Model

National Bank of Belgium Working Paper No. 145
Number of pages: 58 Posted: 01 Oct 2010
Matteo M. Iacoviello and Stefano Neri
Federal Reserve Board - Trade and Financial Studies and Bank of Italy
Downloads 411 (63,349)
Citation 64

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Housing, Wealth E¤ects, Bayesian Estimation, Two-sector Models

3.

The Effects of Fiscal Policy in Italy: Evidence from a VAR Model

Bank of Italy Temi di Discussione (Working Paper) No. 656
Number of pages: 51 Posted: 16 Mar 2008
Bank of Italy, Bank of Italy, Bank of Italy and Bocconi University - Department of Economics
Downloads 382 (69,790)
Citation 26

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Fiscal policy, Government spending, Fiscal multipliers, VAR

4.

Pro-Cyclicality of Capital Regulation: Is it a Problem? How to Fix it?

Bank of Italy Occasional Paper No. 74
Number of pages: 45 Posted: 08 Dec 2010
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and European Banking Authority
Downloads 302 (91,275)
Citation 9

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Basel Accord, pro-Cyclicality

5.

Credit and Banking in a DSGE Model of the Euro Area

Bank of Italy Temi di Discussione (Working Paper) No. 740
Number of pages: 62 Posted: 12 May 2010
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 278 (99,950)
Citation 44

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collateral constraints, banks, banking capital, sticky interest rates

6.

The Macroeconomic Effects of the Sovereign Debt Crisis in the Euro Area

Bank of Italy Temi di Discussione (Working Paper) No. 1007
Number of pages: 53 Posted: 02 May 2015
Stefano Neri and Tiziano Ropele
Bank of Italy and Bank of Italy
Downloads 246 (113,487)

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sovereign debt crisis, FAVAR models, Bayesian methods, monetary policy

7.

Monetary and Macroprudential Policies

ECB Working Paper No. 1449
Number of pages: 36 Posted: 27 Jul 2012
Paolo Angelini, Stefano Neri and Fabio Panetta
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 181 (152,370)
Citation 8

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Macroprudential policy, monetary policy, capital requirements

8.

The Impact of the Sovereign Debt Crisis on Bank Lending Rates in the Euro Area

Bank of Italy Occasional Paper No. 170
Number of pages: 33 Posted: 25 Jun 2013
Stefano Neri
Bank of Italy
Downloads 170 (161,038)

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sovereign debt crisis, bank lending rates, seemingly unrelated regression

9.

The Monetary Transmission Mechanism in the Euro Area: Has it Changed and Why?

Bank of Italy Temi di Discussione (Working Paper) No. 808
Number of pages: 49 Posted: 23 May 2011
Martina Cecioni and Stefano Neri
Bank of Italy and Bank of Italy
Downloads 166 (164,440)

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monetary policy, transmission mechanism, Bayesian methods

What Does a Technology Shock Do? A VAR Analysis with Model-Based Sign Restrictions

ECB Working Paper No. 705, Bank of Italy Economic Research Paper No. 607
Number of pages: 57 Posted: 28 Dec 2006
Luca Dedola and Stefano Neri
Bank of Italy and Bank of Italy
Downloads 117 (219,136)
Citation 47

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Technology shocks, DSGE models, Bayesian VAR methods, Identification

What Does a Technology Shock Do? A VAR Analysis with Model-Based Sign Restrictions

CEPR Discussion Paper No. 4537
Number of pages: 63 Posted: 30 Sep 2004
Luca Dedola and Stefano Neri
Bank of Italy and Bank of Italy
Downloads 36 (415,702)
Citation 47
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Technology shocks, DSGE models, Bayesian VAR methods, impulse responses

11.

The Effects of Fiscal Policy in Italy: Estimates with a Svar Model

Number of pages: 42 Posted: 25 Mar 2012
Bank of Italy, Bank of Italy, Bank of Italy and Bocconi University - Department of Economics
Downloads 149 (180,276)
Citation 2

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Fiscal policy, Government spending, Net revenues, Vector Autoregression

12.

The Transmission of Monetary Policy Shocks from the Us to the Euro Area

Bank of Italy Economic Research Paper No. 606
Number of pages: 47 Posted: 04 Jan 2007
Andrea Nobili and Stefano Neri
Bank of Italy and Bank of Italy
Downloads 136 (194,194)
Citation 3

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VAR, Monetary Policy, International transmission

13.

Determinants of the Movements in the Euro-Dollar Exchange Rate During the Sovereign Debt Crisis

Bank of Italy Occasional Paper No. 305
Number of pages: 21 Posted: 08 Apr 2016
Alessio Anzuini, Martina Cecioni and Stefano Neri
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 98 (247,231)

Abstract:

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exchange rates, sovereign spreads, vector autoregression

14.

Low Inflation and Monetary Policy in the Euro Area

ECB Working Paper No. 2005
Number of pages: 46 Posted: 03 Feb 2017
Banca d'Italia, Bank of Italy and Bank of Italy
Downloads 93 (255,791)

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inflation, VAR models, oil supply, monetary policy, Bayesian methods

15.

Real Exchange Rate Volatility and Disconnect: An Empirical Investigation

Bank of Italy Temi di Discussione Working Paper No. 660
Number of pages: 55 Posted: 20 Jun 2008
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 92 (257,585)
Citation 1

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International business cycle, Exchange rate volatility, Exchange rate pass-through, International transmission

On Secular Stagnation and Low Interest Rates: Demography Matters

ECB Working Paper No. 2088
Number of pages: 28 Posted: 31 Jul 2017
Giuseppe Ferrero, Marco Gross and Stefano Neri
Bank of Italy, European Central Bank (ECB) and Bank of Italy
Downloads 57 (341,753)

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secular stagnation; demographic developments; real interest rates; monetary policy

On Secular Stagnation and Low Interest Rates: Demography Matters

Bank of Italy Temi di Discussione (Working Paper) No. 1137
Number of pages: 36 Posted: 12 Oct 2017
Giuseppe Ferrero, Marco Gross and Stefano Neri
Bank of Italy, European Central Bank (ECB) and Bank of Italy
Downloads 34 (424,207)

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secular stagnation, demographic developments, real interest rates, monetary policy

17.

Housing, Consumption and Monetary Policy: How Different are the US and the Euro Area?

ECB Working Paper No. 1161
Number of pages: 47 Posted: 17 Jan 2012
Alberto Musso, Stefano Neri and Livio Stracca
European Central Bank (ECB), Bank of Italy and European Central Bank (ECB)
Downloads 81 (278,725)
Citation 3

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Residential investment, House prices, Credit, Monetary Policy

18.

Why is Inflation so Low in the Euro Area?

Bank of Italy Temi di Discussione (Working Paper) No. 1019
Number of pages: 45 Posted: 07 Nov 2015
Banca d'Italia, Bank of Italy and Bank of Italy
Downloads 75 (291,673)

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oil supply, monetary policy, inflation, VAR models, Bayesian methods

19.

Monetary Policy in a Low Interest Rate Environment

Bank of Italy Occasional Paper No. 392
Number of pages: 45 Posted: 21 Oct 2017
Giuseppe Ferrero and Stefano Neri
Bank of Italy and Bank of Italy
Downloads 64 (320,615)

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interest rates, natural rate, monetary policy, secular stagnation, financial cycle

20.

Inflation Surprises and Inflation Expectations in the Euro Area

Bank of Italy Occasional Paper No. 265
Number of pages: 19 Posted: 22 May 2015
Marcello Miccoli and Stefano Neri
Bank of Italy and Bank of Italy
Downloads 60 (328,593)

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inflation, inflation expectations, inflation swap contracts

21.

The Macroeconomic Effects of Low and Falling Inflation at the Zero Lower Bound

Bank of Italy Temi di Discussione (Working Paper) No. 1040
Number of pages: 49 Posted: 12 Feb 2016
Stefano Neri and Alessandro Notarpietro
Bank of Italy and Bank of Italy
Downloads 56 (339,700)

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DSGE models, zero lower bound, debt-deflation channel, downward nominal wage rigidities

22.

Inflation, Debt and the Zero Lower Bound

Bank of Italy Occasional Paper No. 242
Number of pages: 16 Posted: 25 Mar 2015
Stefano Neri and Alessandro Notarpietro
Bank of Italy and Bank of Italy
Downloads 54 (345,690)

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zero lower bound, monetary policy, disinflation, debt-deflation channel

23.

Housing, Consumption and Monetary Policy: How Different are the U.S. And the Euro Area?

Bank of Italy Temi di Discussione (Working Paper) No. 807
Number of pages: 57 Posted: 23 May 2011
Alberto Musso, Stefano Neri and Livio Stracca
European Central Bank (ECB), Bank of Italy and European Central Bank (ECB)
Downloads 40 (391,378)
Citation 2

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residential investment, house prices, credit, monetary policy

24.

Imperfect Information, Real-Time Data and Monetary Policy in the Euro Area

Bank of Italy Temi di Discussione (Working Paper) No. 802
Number of pages: 44 Posted: 14 May 2011
Stefano Neri and Tiziano Ropele
Bank of Italy and Bank of Italy
Downloads 33 (418,507)

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monetary policy, imperfect information, real-time data

25.

Natural Rates Across the Atlantic

Bank of Italy Temi di Discussione (Working Paper) No. 1140
Number of pages: 61 Posted: 12 Oct 2017
Andrea Gerali and Stefano Neri
Bank of Italy and Bank of Italy
Downloads 27 (445,180)

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natural rate of interest, monetary policy, DSGE model, Bayesian methods

26.

Information Variables for Monetary Policy in a Small Structural Model of the Euro Area

CEPR Discussion Paper No. 4125
Number of pages: 34 Posted: 03 Jan 2004
Francesco Lippi and Stefano Neri
Bank of Italy - Research Department and Bank of Italy
Downloads 14 (514,556)
Citation 20
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Kalman Filter, monetary policy, inflation, output gap

27.

Imperfect Information, Real‐Time Data and Monetary Policy in the Euro Area

The Economic Journal, Vol. 122, Issue 561, pp. 651-674, 2012
Number of pages: 24 Posted: 03 Jun 2012
Stefano Neri and Tiziano Ropele
Bank of Italy and Bank of Italy
Downloads 2 (582,107)
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