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Michela Eugenia Pasetto

Bank of Italy

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Energy Price Shocks and their Effects on the Main Macroeconomic Variables: A Bayesian SVAR Analysis

Bank of Italy Occasional Paper No. 926
Number of pages: 38 Posted: 13 May 2025
Luigi Infante, Francesca Lilla and Michela Eugenia Pasetto
Bank of Italy, Bank of Italy and Bank of Italy
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Abstract:

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energy prices, crude oil, natural gas, Bayesian VAR, macroeconomic impacts, energy-producing, energy-intensive and non-energy-intensive sectors