Andrea Nobili

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

19

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1,813

SSRN CITATIONS
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in Total Papers Citations

150

CROSSREF CITATIONS

527

Scholarly Papers (19)

1.

The Interbank Market after August 2007: What Has Changed, and Why?

Bank of Italy Temi di Discussione (Working Paper) No. 731
Number of pages: 48 Posted: 11 May 2010
Paolo Angelini, Andrea Nobili and Cristina Picillo
Bank of Italy, Bank of Italy and Bank for International Settlements (BIS)
Downloads 458 (64,368)
Citation 39

Abstract:

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Interbank markets, Spreads, Financial crisis

2.

The Transmission of Monetary Policy Shocks from the Us to the Euro Area

Bank of Italy Economic Research Paper No. 606
Number of pages: 47 Posted: 04 Jan 2007
Andrea Nobili and Stefano Neri
Bank of Italy and Bank of Italy
Downloads 146 (207,395)
Citation 64

Abstract:

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VAR, Monetary Policy, International transmission

3.

Low Inflation and Monetary Policy in the Euro Area

ECB Working Paper No. 2005
Number of pages: 46 Posted: 03 Feb 2017
Antonio Maria Conti, Stefano Neri and Andrea Nobili
Banca d'Italia, Bank of Italy and Bank of Italy
Downloads 144 (209,790)

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inflation, VAR models, oil supply, monetary policy, Bayesian methods

4.

The Management of Interest Rate Risk During the Crisis: Evidence from Italian Banks

Bank of Italy Temi di Discussione (Working Paper) No. 933
Number of pages: 42 Posted: 22 Nov 2013
Lucia Esposito, Andrea Nobili and Tiziano Ropele
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 142 (212,156)
Citation 28

Abstract:

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interest rate risk, derivatives, hedging, financial crisis

5.

Oil and the Macroeconomy: A Quantitative Structural Analysis

Bank of Italy Temi di Discussione (Working Paper) No. 704
Number of pages: 44 Posted: 28 Apr 2009
Francesco Lippi and Andrea Nobili
University of Sassari and Bank of Italy
Downloads 137 (218,379)
Citation 60

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Business cycle, Oil prices, Structural VAR

6.

The Bank Lending Channel of Conventional and Unconventional Monetary Policy

Bank of Italy Temi di Discussione (Working Paper) No. 1094
Number of pages: 36 Posted: 17 Mar 2017
ECB -DG Monetary Policy, Bank of Italy and Bank of Italy
Downloads 116 (247,883)
Citation 34

Abstract:

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unconventional monetary policy, lending rates, bank lending channel, bank capital channel, fragmentation

7.

Futures Contract Rates as Monetary Policy Forecasts

ECB Working Paper No. 979
Number of pages: 41 Posted: 23 Dec 2008
Giuseppe Ferrero and Andrea Nobili
Bank of Italy and Bank of Italy
Downloads 97 (280,430)
Citation 4

Abstract:

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monetary policy expectations, excess returns, futures contracts, business cycle

8.

Why is Inflation so Low in the Euro Area?

Bank of Italy Temi di Discussione (Working Paper) No. 1019
Number of pages: 45 Posted: 07 Nov 2015
Antonio Maria Conti, Stefano Neri and Andrea Nobili
Banca d'Italia, Bank of Italy and Bank of Italy
Downloads 90 (294,178)
Citation 18

Abstract:

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oil supply, monetary policy, inflation, VAR models, Bayesian methods

9.

A Structural Model for the Housing and Credit Markets in Italy

Bank of Italy Temi di Discussione (Working Paper) No. 887
Number of pages: 46 Posted: 02 Dec 2012
Andrea Nobili and Francesco Zollino
Bank of Italy and Bank of Italy
Downloads 89 (296,204)
Citation 88

Abstract:

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house prices, credit, system of simultaneous equations

10.

Short-Term Interest Rate Futures as Monetary Policy Forecasts

Bank of Italy Temi di Discussione (Working Paper) No. 681
Number of pages: 39 Posted: 15 Jul 2008
Giuseppe Ferrero and Andrea Nobili
Bank of Italy and Bank of Italy
Downloads 85 (304,889)
Citation 24

Abstract:

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futures rates, monetary policy, risk-premium

11.

The Sectoral Distribution of Money Supply in the Euro Area

Bank of Italy Temi di Discussione (Working Paper) No. 627
Number of pages: 44 Posted: 25 May 2007
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 63 (360,744)
Citation 24

Abstract:

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money holding sector, excess liquidity, money supply

12.

The Quantity of Corporate Credit Rationing with Matched Bank-Firm Data

Bank of Italy Temi di Discussione (Working Paper) No. 1058
Number of pages: 81 Posted: 12 May 2016
European Central Bank (ECB), Bank of Italy, Bank of Italy and Bank of Italy
Downloads 60 (369,675)
Citation 25

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Credit Rationing, Bank-Firm Relationships, ML Estimation

13.

Supply Tightening or Lack of Demand? An Analysis of Credit Developments During the Lehman Brothers and the Sovereign Debt Crises

Bank of Italy Temi di Discussione (Working Paper) No. 942
Number of pages: 44 Posted: 15 Mar 2014
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 59 (372,740)
Citation 37

Abstract:

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credit rationing, supply tightening, financial crisis, sovereign debt crisis

14.

Disentangling Demand and Supply in Credit Developments: A Survey-Based Analysis for Italy

Bank of Italy Temi di Discussione (Working Paper) No. 764
Number of pages: 50 Posted: 29 Oct 2010
Paolo Del Giovane, Ginette Eramo and Andrea Nobili
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 41 (435,769)
Citation 67

Abstract:

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credit growth, supply tightening, financial crisis

15.

Composite Indicators for Monetary Analysis

Bank of Italy Temi di Discussione (Working Paper) No. 713
Number of pages: 42 Posted: 13 Dec 2009
Andrea Nobili
Bank of Italy
Downloads 37 (452,394)
Citation 21

Abstract:

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monetary analysis, factor models, forecasting

16.

Estimating the Effects of a Credit Supply Restriction: Is There a Bias in the Bank Lending Survey?

Bank of Italy Occasional Paper No. 266
Number of pages: 28 Posted: 22 May 2015
Andrea Nobili and Andrea Orame
Bank of Italy and Bank of Italy
Downloads 27 (500,017)

Abstract:

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supply of credit, banks, Eurosystem BLS, Regional Bank Lending Survey

17.

Bank Capital Constraints, Lending Supply and Economic Activity

Bank of Italy Temi di Discussione (Working Paper) No. 1199
Number of pages: 56 Posted: 31 Jul 2019
Banca d'Italia, Bank of Italy and Bank of Italy
Downloads 13 (584,269)
Citation 1

Abstract:

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bank capital shocks, Bayesian VAR models, conditional forecasts, time variation

18.

Credit Risk-Taking and Maturity Mismatch: The Role of the Yield Curve

Bank of Italy Temi di Discussione (Working Paper) No. 1220, April 2019
Number of pages: 50 Posted: 06 Aug 2019
Giuseppe Ferrero, Andrea Nobili and Gabriele Sene
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 5 (637,804)
Citation 1

Abstract:

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yield curve, risk-taking channel, reach-for-yield

19.

Oil and the Macroeconomy: A Structural VAR Analysis with Sign Restrictions

CEPR Discussion Paper No. DP6830
Number of pages: 36 Posted: 12 Jun 2008
Francesco Lippi and Andrea Nobili
University of Sassari and Bank of Italy
Downloads 4 (644,921)
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Abstract:

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Business cycle, Oil prices, Sign Restrictions, Structural VAR