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Michele Andreani

Central Bank of Malta

SCHOLARLY PAPERS

5

DOWNLOADS

275

TOTAL CITATIONS

0

Scholarly Papers (5)

1.

Identifying the Effects of Financial and Housing Shocks on Economic Activity: A Medium-Run SVAR Perspective

Number of pages: 21 Posted: 03 Jan 2024
Michele Andreani, Federico Giri and Riccardo Lucchetti
Central Bank of Malta, Polytechnic University of Marche and Polytechnic University of Marche
Downloads 105 (669,616)

Abstract:

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Business cycle, Financial cycle, structural VAR, Sign Restrictions, medium-run

2.

Mortgages, House Prices, and Business Cycle Dynamic: A Medium-Run Exploration Using the Continuous Wavelet Transform

Number of pages: 17 Posted: 24 Jan 2024
Michele Andreani and Federico Giri
Central Bank of Malta and Polytechnic University of Marche
Downloads 49 (1,086,013)

Abstract:

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Business cycle, mortgage cycle, house prices, continuous wavelet transform, medium-run

3.

Not a Short-Run Noise! The Low-Frequency Volatility of Energy Inflation

Number of pages: 7 Posted: 01 Aug 2022
Federico Giri and Michele Andreani
Polytechnic University of Marche and Central Bank of Malta
Downloads 47 (1,109,210)

Abstract:

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monetary policy, Energy inflation, Wavelet power spectrum

4.

A Credit Risk-Based Clustering Approach for Banks in Malta 

Central Bank of Malta Working Paper 7/2025
Number of pages: 32 Posted: 06 Nov 2025
William Gatt and Michele Andreani
Central Bank of Malta and Central Bank of Malta
Downloads 43 (1,157,785)

Abstract:

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5.

A Forecasting Framework for Core Domestic Banks in Malta

Central Bank of Malta Working Paper  05/2024
Number of pages: 34 Posted: 19 Sep 2024
Michele Andreani
Central Bank of Malta
Downloads 31 (1,304,549)

Abstract:

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