Via Nazionale 91
Rome, 00184
Italy
Bank of Italy
Sovereign Risk, Machine Learning, forecasting, euro area, Google Trends, Text Mining, XGBOOST, Support Vector Machines, Neural Networks, Random Forests.
payment instruments, cash, payment habits, consumers’ payment behaviour
inflation-linked bonds, government yields, break-even inflation rate, expected inflation, inflation risk premium, term structure model
payment habits, consumer choice, payment preferences, cash, payment cards, survey data, diary data
fair value accounting, level 2 instruments, level 3 instruments, non-performing loans, prudential regulation, panel data models