Stefano Neri

Bank of Italy

Via Nazionale 91

00184 Roma

Italy

SCHOLARLY PAPERS

29

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5,339

CITATIONS
Rank 335

SSRN RANKINGS

Top 335

in Total Papers Citations

1,396

Scholarly Papers (29)

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 1,060 (19,715)
Citation 57

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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 518 (51,998)
Citation 46

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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 415 (68,549)
Citation 79

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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 404 (71,495)
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 313 (95,666)
Citation 15

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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 305 (98,353)
Citation 65

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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 288 (104,726)
Citation 31

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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 193 (156,016)

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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 181 (165,326)
Citation 12

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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 174 (171,292)
Citation 32

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monetary policy, transmission mechanism, Bayesian methods

10.

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 167 (177,508)
Citation 3

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Fiscal policy, Government spending, Net revenues, Vector Autoregression

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 (237,178)

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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 (448,302)
Citation 6
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Technology shocks, DSGE models, Bayesian VAR methods, impulse responses

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 142 (203,187)
Citation 57

Abstract:

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VAR, Monetary Policy, International transmission

13.

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 124 (227,450)

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

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, International Monetary Fund (IMF) and Bank of Italy
Downloads 64 (347,782)

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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, International Monetary Fund (IMF) and Bank of Italy
Downloads 45 (411,039)
Citation 18

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

15.

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 107 (251,603)
Citation 1

Abstract:

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exchange rates, sovereign spreads, vector autoregression

16.

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 96 (270,654)
Citation 22

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

17.

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 87 (288,249)
Citation 18

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

18.

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 82 (299,010)
Citation 181

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Residential investment, House prices, Credit, Monetary Policy

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 79 (305,657)
Citation 1

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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 71 (324,875)
Citation 5

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inflation, inflation expectations, inflation swap contracts

21.

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 65 (340,625)
Citation 6

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

22.

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 61 (351,800)
Citation 18

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

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 44 (407,031)
Citation 29

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residential investment, house prices, credit, monetary policy

24.

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 41 (418,191)
Citation 45

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

25.

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 34 (446,587)
Citation 80

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monetary policy, imperfect information, real-time data

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 (554,193)
Citation 3
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Kalman Filter, monetary policy, inflation, output gap

27.

The Non-Standard Monetary Policy Measures of the ECB: Motivations, Effectiveness and Risks

Bank of Italy Occasional Paper No. 486, March 2019
Number of pages: 51 Posted: 07 Aug 2019
Stefano Neri and Stefano Siviero
Bank of Italy and Bank of Italy
Downloads 9 (585,136)

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monetary policy, global financial crisis, sovereign debt crisis, deflation, asset purchases

28.

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 (635,893)
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29.

Disinflationary Shocks and Inflation Target Uncertainty

Bank of Italy Temi di Discussione (Working Paper) No. 1230, July 2019
Number of pages: 34 Posted: 10 Aug 2019
Stefano Neri and Tiziano Ropele
Bank of Italy and Bank of Italy
Downloads 1 (648,481)

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inflation target, imperfect information, monetary policy