Stefano Neri

Bank of Italy

Via Nazionale 91

00184 Roma

Italy

SCHOLARLY PAPERS

24

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CITATIONS
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234

Scholarly Papers (24)

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 466 (46,172)
Citation 61

Abstract:

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 399 (55,974)
Citation 61

Abstract:

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

2.

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 460 (25,078)
Citation 8

Abstract:

macroprudential policy, monetary policy, capital requirements

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 309 (63,207)
Citation 27

Abstract:

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 244 (87,293)
Citation 8

Abstract:

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 205 (102,677)
Citation 42

Abstract:

collateral constraints, banks, banking capital, sticky interest rates

6.

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 151 (142,975)
Citation 8

Abstract:

Macroprudential policy, monetary policy, capital requirements

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 114 (193,558)
Citation 47

Abstract:

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 (363,271)
Citation 47

Abstract:

Technology shocks, DSGE models, Bayesian VAR methods, impulse responses

8.

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 129 (151,717)

Abstract:

monetary policy, transmission mechanism, Bayesian methods

9.

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 105 (154,353)

Abstract:

sovereign debt crisis, bank lending rates, seemingly unrelated regression

10.

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 105 (183,094)
Citation 4

Abstract:

VAR, Monetary Policy, International transmission

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 82 (185,484)
Citation 2

Abstract:

Fiscal policy, Government spending, Net revenues, Vector Autoregression

12.

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 82 (233,525)
Citation 1

Abstract:

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

13.

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 78 (242,301)
Citation 3

Abstract:

Residential investment, House prices, Credit, Monetary Policy

14.

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 42 (131,597)

Abstract:

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

15.

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 37 (341,949)
Citation 2

Abstract:

residential investment, house prices, credit, monetary policy

16.

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 29 (369,961)

Abstract:

monetary policy, imperfect information, real-time data

17.

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 22 (329,437)

Abstract:

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

18.

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 (455,272)
Citation 21

Abstract:

Kalman Filter, monetary policy, inflation, output gap

19.

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 13 (345,156)

Abstract:

inflation, inflation expectations, inflation swap contracts

20.

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 1 (521,734)

Abstract:

21.

Low Inflation and Monetary Policy in the Euro Area

ECB Working Paper No. 2005
Number of pages: 46 Posted: 03 Feb 2017
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 0 (480,537)

Abstract:

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

22.

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 0 (276,950)

Abstract:

exchange rates, sovereign spreads, vector autoregression

23.

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 0 (312,055)

Abstract:

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

24.

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
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 0 (293,499)

Abstract:

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