Alberto Di Iorio

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

4

DOWNLOADS

292

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (4)

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1.

Forecasting Sovereign Risk in the Euro Area via Machine Learning

Number of pages: 46 Posted: 30 Nov 2021 Last Revised: 28 Nov 2022
Guillaume Belly, Boeckelmann Lukas, Carlos Mateo Caicedo Graciano, Alberto Di Iorio, Klodiana Istrefi, Vasileios Siakoulis and Arthur Stalla-Bourdillon
Banque de France, Banque de France, Banque de France, Bank of Italy, Banque de France, Bank of Greece and Banque de France
Downloads 111 (375,090)
Citation 1

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Sovereign Risk, Machine Learning, forecasting, euro area, Google Trends, Text Mining, XGBOOST, Support Vector Machines, Neural Networks, Random Forests.

2.

Break-even Inflation Rates: The Italian Case

Bank of Italy Occasional Paper No. 578
Number of pages: 41 Posted: 13 Oct 2020
Marco Fanari and Alberto Di Iorio
Bank of Italy and Bank of Italy
Downloads 84 (449,810)

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inflation-linked bonds, government yields, break-even inflation rate, expected inflation, inflation risk premium, term structure model

3.

The Impact of Complex Financial Instruments on Banks’ Vulnerability: Empirical Evidence on SSM Banks

Bank of Italy Occasional Paper No. 633
Number of pages: 29 Posted: 30 Jul 2021
Perez Tommaso, Francesco Potente, Andrea Carboni, Alberto Di Iorio and Jacopo Raponi
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 51 (581,161)

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fair value accounting, level 2 instruments, level 3 instruments, non-performing loans, prudential regulation, panel data models

4.

Report on the Payment Attitudes of Consumers in Italy: Results From ECB Surveys

Downloads 46 (606,811)

Report on the Payment Attitudes of Consumers in Italy: Results From ECB Surveys

Bank of Italy Markets, Infrastructures, Payment Systems Working Paper No. 21
Number of pages: 106 Posted: 29 Apr 2022
Gabriele Coletti, Alberto Di Iorio, Emanuele Pimpini and Giorgia Rocco
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 43 (637,282)

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payment instruments, cash, payment habits, consumers’ payment behaviour

Report on the Payment Attitudes of Consumers in Italy: Results from ECB Surveys

Bank of Italy Markets, Infrastructures, Payment Systems Working Paper No. 21, 2022
Number of pages: 106 Posted: 24 Mar 2023
Gabriele Coletti, Alberto Di Iorio, Emanuele Pimpini and Giorgia Rocco
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 3 (965,441)

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payment instruments, cash, payment habits, consumers’ payment behaviour