Massimiliano Tancioni

Sapienza University of Rome - Department of Economics and Law

Professor

Via del Castro Laurenziano 9

Rome, Rome 00161

Italy

  • Sapienza University of Rome - Department of Economics and Law

SCHOLARLY PAPERS

14

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1,787

SSRN CITATIONS

8

CROSSREF CITATIONS

8

Scholarly Papers (14)

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1.

The Effects of Temperature Shocks on Energy Prices and Inflation in the Euro Area

Number of pages: 30 Posted: 18 May 2022 Last Revised: 28 May 2024
Francesco Simone Lucidi, Marta Maria Pisa and Massimiliano Tancioni
University of Naples Federico II, Sapienza University of Rome and Sapienza University of Rome - Department of Economics and Law
Downloads 655 (79,201)
Citation 3

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Climate change, Macroeconomics, Time series, Energy market, Euro Area

2.

Nominal v. Real Wage Rigidities in New Keynesian Models with Hiring Costs: A Bayesian Evaluation

Number of pages: 35 Posted: 25 Oct 2007 Last Revised: 30 Sep 2011
Marianna Riggi and Massimiliano Tancioni
Bank of Italy and Sapienza University of Rome - Department of Economics and Law
Downloads 383 (151,372)

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New Keynesian model, labor market frictions, unemployment, sticky prices, real wage rigidities, nominal wage rigidities, divine coincidence, technology shock, bayesian estimation

3.

Taylor Rule Under Rule-of-Thumb Consumers and External Habits: An International Comparison

Number of pages: 29 Posted: 27 Jul 2006
Giovanni Di Bartolomeo, Lorenza Rossi and Massimiliano Tancioni
Sapienza University of Rome, Department of Economics and Law, University of Rome Tor Vergata - Faculty of Economics and Sapienza University of Rome - Department of Economics and Law
Downloads 120 (447,636)
Citation 1

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Rule-of-thumb, habits, monetary policy transmission, determinacy, New Keynesian DSGE model, monetary policy, Monte Carlo Bayesian estimators

4.

Firm-Specific Capital, Productivity Shocks and Investment Dynamics

Number of pages: 30 Posted: 01 Apr 2009
Francesco Giuli and Massimiliano Tancioni
University of Rome III - Department of Economics and Sapienza University of Rome - Department of Economics and Law
Downloads 104 (497,459)
Citation 1

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firm-specific capital, NK-DSGE model, technology shocks, investment dynamics, Bayesian inference

5.

Secured and Unsecured Credit Cycles

Number of pages: 33 Posted: 21 Jul 2022
Costanza Giannantoni, Valeria Patella and Massimiliano Tancioni
Sapienza University of Rome - Department of Social Sciences and Economics, Sapienza University of Rome and Sapienza University of Rome - Department of Economics and Law
Downloads 98 (518,024)

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Secured and unsecured credit; Bayesian VARs; Business cycle; Monetary policy

6.

Monetary Policy Under Rule-of-Thumb Consumers and External Habits: An International Empirical Comparison

Number of pages: 46 Posted: 23 Feb 2006
Giovanni Di Bartolomeo, Lorenza Rossi and Massimiliano Tancioni
Sapienza University of Rome, Department of Economics and Law, University of Rome Tor Vergata - Faculty of Economics and Sapienza University of Rome - Department of Economics and Law
Downloads 88 (554,801)
Citation 6

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Rule-of-thumb, habits, monetary policy transmission, price puzzle, DSGE New Keynesian model, monetary policy, SVECM and Monte Carlo Bayesian estimators

7.

Contractionary Effects of Supply Shocks: Evidence and Theoretical Interpretation

Number of pages: 37 Posted: 06 Aug 2009
Francesco Giuli and Massimiliano Tancioni
University of Rome III - Department of Economics and Sapienza University of Rome - Department of Economics and Law
Downloads 82 (578,787)
Citation 2

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technology shocks, investment dynamics, vector error correction model, firm specific capital, Bayesian inference.

8.

Evaluating Labor Market Targeted Fiscal Policies in High Unemployment EZ Countries

Number of pages: 49 Posted: 15 Mar 2014
Elton Beqiraj and Massimiliano Tancioni
Sapienza University of Rome and Sapienza University of Rome - Department of Economics and Law
Downloads 79 (591,497)
Citation 1

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wage and hiring subsidies, search and matching, fiscal multiplier, zero lower bound, Bayesian

9.

Disentangling Factors behind Training Participation in Italy

Univ. of Rome, Dept. of Economics Working Paper No. 101
Number of pages: 25 Posted: 24 Mar 2009
Giuseppe Croce and Massimiliano Tancioni
Sapienza University of Rome and Sapienza University of Rome - Department of Economics and Law
Downloads 72 (622,788)
Citation 3

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Keywords: training choices, identification, bivariate probit

10.

Price-Setting, Monetary Policy and the Contractionary Effects of Productivity Improvements

Number of pages: 37 Posted: 30 Sep 2011
Massimiliano Tancioni and Francesco Giuli
Sapienza University of Rome - Department of Economics and Law and University of Rome III - Department of Economics
Downloads 55 (710,747)
Citation 1

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Technology shocks, inputs dynamics, Structural Vector Error Correction model, New- Keynesian DSGE model, Bayesian inference

11.

Sovereign Debt, Default Risk and Fiscal Consolidation in the EZ Periphery

Number of pages: 42 Posted: 13 Jul 2014
Elton Beqiraj and Massimiliano Tancioni
Sapienza University of Rome and Sapienza University of Rome - Department of Economics and Law
Downloads 51 (734,913)
Citation 1

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12.

Real Rigidities, Productivity Improvements and Investment Dynamics

Journal of Economic Dynamics and Control, Vol. 36, No. 1, 2012
Posted: 19 Dec 2012
Francesco Giuli and Massimiliano Tancioni
University of Rome III - Department of Economics and Sapienza University of Rome - Department of Economics and Law

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firm-specific capital, NK-DSGE model, technology shocks, investment dynamics, Bayesian inference

13.

Nominal vs Real Wage Rigidities in New Keynesian Models with Hiring Costs: A Bayesian Evaluation

Journal of Economic Dynamics and Control, Vol. 34, No. 7, 2010
Posted: 21 May 2010
Marianna Riggi and Massimiliano Tancioni
Bank of Italy and Sapienza University of Rome - Department of Economics and Law

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New-Keynesian Model, Labor Market Frictions, Wage Rigidities, Technology Shocks, Bayesian Inference

14.

Innovation and Idiosyncratic Risk: An Industry- and Firm-Level Analysis

Industrial and Corporate Change, Vol. 17, Issue 4, pp. 779-811, 2008
Posted: 04 Aug 2008
Mariana Mazzucato and Massimiliano Tancioni
The Open University and Sapienza University of Rome - Department of Economics and Law

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