Fabrizio Venditti

Bank of Italy

Via Nazionale 91

00184 Roma

Italy

SCHOLARLY PAPERS

18

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1,267

CITATIONS
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Top 1,396

in Total Papers Citations

505

Scholarly Papers (18)

1.

Inflation Convergence and Divergence within the European Monetary Union

ECB Working Paper No. 574
Number of pages: 38 Posted: 17 Jan 2006
Fabio Busetti, Lorenzo Forni, Andrew Harvey and Fabrizio Venditti
Bank of Italy, International Monetary Fund (IMF), University of Cambridge - Department of Applied Economics and Bank of Italy
Downloads 452 (62,459)
Citation 1

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Absolute Convergence, Inflation Differentials, Stability, Unit Root Tests

2.

Energy Markets and the Euro Area Macroeconomy

ECB Occasional Paper No. 113
Number of pages: 132 Posted: 20 Jun 2010
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bocconi University, affiliation not provided to SSRN, European Central Bank (ECB), European Union - European Investment Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank for International Settlements (BIS) - Monetary and Economic Department, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB), European Central Bank (ECB), National Bank of Belgium, Deutsche Bundesbank, affiliation not provided to SSRN, Bank of Greece, European Central Bank (ECB), Banque de France - Centre de Recherche, Banque de France, Bank of Italy, affiliation not provided to SSRN, Bank of Italy, Dutch Central Bank (DNB), Oesterreichische Nationalbank (OeNB), affiliation not provided to SSRN, affiliation not provided to SSRN and Banco de España
Downloads 145 (199,872)

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3.
Downloads 100 (263,669)
Citation 21

The Financial Stability Dark Side of Monetary Policy

Number of pages: 64 Posted: 23 May 2016 Last Revised: 26 May 2016
Bank of Italy, Banca d'Italia and Bank of Italy
Downloads 77 (313,556)

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risk premia; asymmetry; monetary policy; financial stability; local projections

The Financial Stability Dark Side of Monetary Policy

Bank of Italy Temi di Discussione (Working Paper) No. 1121
Number of pages: 50 Posted: 28 Aug 2017
Bank of Italy, Banca d'Italia and Bank of Italy
Downloads 23 (517,835)
Citation 21

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monetary policy, financial stability, risk premia, macro news, local projections

Short-Term GDP Forecasting with a Mixed Frequency Dynamic Factor Model with Stochastic Volatility

Bank of Italy Temi di Discussione (Working Paper) No. 896
Number of pages: 61 Posted: 21 Feb 2013
European University Institute, Bank of Italy and Bank of Italy
Downloads 88 (288,658)
Citation 30

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forecasting, business cycle, mixed-frequency data, nonlinear models, nowcasting

Short-Term GDP Forecasting with a Mixed Frequency Dynamic Factor Model with Stochastic Volatility

CEPR Discussion Paper No. DP9334
Number of pages: 57 Posted: 12 Feb 2013
European University Institute, Bank of Italy and Bank of Italy
Downloads 3 (655,468)
Citation 31
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Business cycle, Forecasting, Mixed-frequency data, Nonlinear models, Nowcasting

5.

Forecasting Economic Activity with Higher Frequency Targeted Predictors

Bank of Italy Temi di Discussione (Working Paper) No. 847
Number of pages: 49 Posted: 29 Feb 2012
Bank of Italy, European University Institute and Bank of Italy
Downloads 61 (351,927)
Citation 29

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short-term GDP forecast, factor models, bridge models, General To Specific

6.

Forecasting Inflation and Tracking Monetary Policy in the Euro Area: Does National Information Help?

ECB Working Paper No. 900, Bank of Italy Temi di Discussione (Working Paper) No. 677
Number of pages: 40 Posted: 03 Jun 2008
Riccardo Cristadoro, Fabrizio Venditti and Giuseppe Saporito
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 52 (379,670)

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Forecasting, dynamic factor model, inflation, Taylor rule, monetary policy

Large Time-Varying Parameter Vars: A Non-Parametric Approach

Bank of Italy Temi di Discussione (Working Paper) No. 1122
Number of pages: 63 Posted: 28 Aug 2017
King's College, London, European University Institute and Bank of Italy
Downloads 50 (392,828)
Citation 20

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large VARs, time-varying parameters, non-parametric estimation, forecasting

Large Time-Varying Parameter VARs: A Non-Parametric Approach

CEPR Discussion Paper No. DP11560
Number of pages: 57 Posted: 10 Oct 2016
King's College, London, European University Institute and Bank of Italy
Downloads 1 (681,101)
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8.

Surprise! Euro Area Inflation Has Fallen

Bank of Italy Occasional Paper No. 237
Number of pages: 33 Posted: 10 Mar 2015
Marianna Riggi and Fabrizio Venditti
Bank of Italy and Bank of Italy
Downloads 45 (403,590)
Citation 4

Abstract:

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inflation, Phillips curve, structural break, strategic complementarities

9.

Down the Non-Linear Road from Oil to Consumer Energy Prices: Not Much Asymmetry Along the Way

Bank of Italy Temi di Discussione (Working Paper) No. 751
Number of pages: 58 Posted: 01 Sep 2010
Fabrizio Venditti
Bank of Italy
Downloads 45 (403,590)
Citation 19

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Energy, Oil Prices, Asymmetry, Inflation

10.

Do Food Commodity Prices Have Asymmetric Effects on Euro-Area Inflation?

Bank of Italy Temi di Discussione (Working Paper) No. 878
Number of pages: 50 Posted: 24 Oct 2012
Mario Porqueddu and Fabrizio Venditti
Bank of Italy and Bank of Italy
Downloads 42 (414,577)
Citation 22

Abstract:

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food prices, asymmetry, inflation

11.

A Risk Dashboard for the Italian Economy

Bank of Italy Occasional Paper No. 425
Number of pages: 38 Posted: 17 Apr 2018
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 36 (438,416)

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early warning indicators, financial stability risks, heatmaps, macroprudential policy

12.

Short Term Inflation Forecasting: The M.E.T.A. Approach

Bank of Italy Temi di Discussione (Working Paper) No. 1016
Number of pages: 48 Posted: 19 Aug 2015
Giacomo Sbrana, Andrea Silvestrini and Fabrizio Venditti
Neoma Business School, Bank of Italy and Bank of Italy
Downloads 35 (442,590)
Citation 25

Abstract:

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inflation, forecasting, aggregation, state space models

13.

The Global Capital Flows Cycle: Structural Drivers and Transmission Channels

ECB Working Paper No. 2280 (2019); ISBN 978-92-899-3542-5
Number of pages: 54 Posted: 17 May 2019
Maurizio Michael Habib and Fabrizio Venditti
European Central Bank (ECB) and Bank of Italy
Downloads 34 (446,763)

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global financial cycle, capital flows, monetary policy, international spillover, global risk

14.

Wages and Prices in Italy During the Crisis: The Firms’ Perspective

Bank of Italy Occasional Paper No. 289
Number of pages: 55 Posted: 25 Feb 2016
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 26 (485,240)
Citation 1

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labour cost adjustment, pricing strategies

15.

The Time Varying Effect of Oil Price Shocks on Euro-Area Exports

Bank of Italy Temi di Discussione (Working Paper) No. 1035
Number of pages: 53 Posted: 12 Feb 2016
Marianna Riggi and Fabrizio Venditti
Bank of Italy and Bank of Italy
Downloads 24 (496,266)
Citation 26

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oil prices, VAR, time-varying parameters, exports

The Benefits and Costs of Adjusting Bank Capitalisation: Evidence From Euro Area Countries

ECB Working Paper No. 2261
Number of pages: 65 Posted: 15 Apr 2019
European Central Bank (ECB) - Directorate Financial Stability and Supervision, Bank of Italy, European Central Bank (ECB), Louvain School of Management (UCL), National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), Catholic University of Leuven (KUL) - Department of Economics, Banco de España, De Nederlandsche Bank, Suomen Panki, Banque de France, affiliation not provided to SSRN, Bank of Portugal, Banco de España, Central Bank of Cyprus, Bank of Lithuania, European Central Bank, Central Bank of Ireland, Bank of Slovenia, Bank of Portugal, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Central Bank of Cyprus, Bank of Italy and Central Bank of Ireland
Downloads 15 (569,486)

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FAVAR, capital regulation, cost-benefit analysis, banking system resilience

The Benefits and Costs of Adjusting Bank Capitalisation: Evidence from Euro Area Countries

Banco de Espana Working Paper No. 1923 (2019)
Number of pages: 65 Posted: 15 Jul 2019
European Central Bank (ECB) - Directorate Financial Stability and Supervision, Bank of Italy, European Central Bank (ECB), Louvain School of Management (UCL), National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), National Bank of Belgium, Banco de España, De Nederlandsche Bank, Suomen Panki, Banque de France, Suomen Panki, Bank of Portugal, Banco de España, Central Bank of Cyprus, Bank of Lithuania, European Central Bank, Central Bank of Ireland, Bank of Slovenia, Bank of Portugal, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Bank of Italy, Central Bank of Cyprus and Central Bank of Ireland
Downloads 4 (646,577)
Citation 2

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FAVAR, capital regulation, cost-benefit analysis, banking system resilience

17.

An Indicator of Macro-Financial Stress for Italy

Bank of Italy Occasional Paper No. 497, April 2019
Number of pages: 28 Posted: 07 Aug 2019
Arianna Miglietta and Fabrizio Venditti
Bank of Italy and Bank of Italy
Downloads 8 (591,733)

Abstract:

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financial stability, systemic risk, financial condition index

18.

Adaptive State Space Models with Applications to the Business Cycle and Financial Stress

CEPR Discussion Paper No. DP11599
Number of pages: 56 Posted: 07 Nov 2016
Davide Delle Monache, Ivan Petrella and Fabrizio Venditti
Bank of Italy, University of Warwick and Bank of Italy
Downloads 1 (648,804)
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Business cycle, financial stress., score-driven models, State space models, time-varying parameters