Via Nazionale 91
Bank of Italy
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Interbank markets, Spreads, Financial crisis
Business cycle, Oil prices, Structural VAR
VAR, Monetary Policy, International transmission
monetary policy expectations, excess returns, futures contracts, business cycle
futures rates, monetary policy, risk-premium
interest rate risk, derivatives, hedging, financial crisis
money holding sector, excess liquidity, money supply
house prices, credit, system of simultaneous equations
credit growth, supply tightening, financial crisis
monetary analysis, factor models, forecasting
credit rationing, supply tightening, financial crisis, sovereign debt crisis
supply of credit, banks, Eurosystem BLS, Regional Bank Lending Survey
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Business cycle, Oil prices, Sign Restrictions, Structural VAR
unconventional monetary policy, lending rates, bank lending channel, bank capital channel, fragmentation
inflation, VAR models, oil supply, monetary policy, Bayesian methods
Credit Rationing, Bank-Firm Relationships, ML Estimation
oil supply, monetary policy, inflation, VAR models, Bayesian methods
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