Alessio Anzuini

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

8

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53

CROSSREF CITATIONS

559

Scholarly Papers (8)

1.
Downloads 1,004 ( 21,706)
Citation 161

The Impact of Monetary Policy Shocks on Commodity Prices

Bank of Italy Temi di Discussione Working Paper No. 851
Number of pages: 35 Posted: 29 Mar 2012
Alessio Anzuini, Marco J. Lombardi and Patrizio Pagano
Bank of Italy, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank of Italy
Downloads 833 (27,928)
Citation 165

Abstract:

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monetary policy shock, oil prices, VAR

The Impact of Monetary Policy Shocks on Commodity Prices

ECB Working Paper No. 1232
Number of pages: 29 Posted: 08 Aug 2010
Alessio Anzuini, Marco J. Lombardi and Patrizio Pagano
Bank of Italy, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank of Italy
Downloads 126 (227,344)

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Monetary policy Shock, Oil Price, VAR

The Impact of Monetary Policy Shocks on Commodity Prices

International Journal of Central Banking, Forthcoming
Number of pages: 35 Posted: 20 Jun 2013
Alessio Anzuini, Marco J. Lombardi and Patrizio Pagano
Bank of Italy, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank of Italy
Downloads 45 (416,724)
Citation 1

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monetary policy shock, commodity prices, VAR

2.
Downloads 246 (125,269)
Citation 27

Macroeconomic Determinants of Carry Trade Activity

Number of pages: 42 Posted: 22 Nov 2010
Fabio Fornari and Alessio Anzuini
European Central Bank (ECB) and Bank of Italy
Downloads 185 (164,370)
Citation 11

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Carry Trade, Speculative Activity, Sign Restriction

Macroeconomic Determinants of Carry Trade Activity

Bank of Italy Temi di Discussione (Working Paper) No. 817
Number of pages: 52 Posted: 17 Nov 2011
Alessio Anzuini and Fabio Fornari
Bank of Italy and European Central Bank (ECB)
Downloads 61 (361,577)
Citation 16

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carry trade, speculative activity, sign restriction

3.

Oil Supply News in a VAR: Information from Financial Markets

Bank of Italy Temi di Discussione (Working Paper) No. 632
Number of pages: 36 Posted: 07 Aug 2007
Patrizio Pagano, Alessio Anzuini and Massimiliano Pisani
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 133 (217,256)
Citation 26

Abstract:

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vector autoregression, oil shock, futures, news

4.

Determinants of the Movements in the Euro-Dollar Exchange Rate During the Sovereign Debt Crisis

Bank of Italy Occasional Paper No. 305
Number of pages: 21 Posted: 08 Apr 2016
Alessio Anzuini, Martina Cecioni and Stefano Neri
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 108 (253,469)
Citation 1

Abstract:

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exchange rates, sovereign spreads, vector autoregression

5.

Fiscal Policy Uncertainty and the Business Cycle: Time Series Evidence from Italy

Bank of Italy Temi di Discussione (Working Paper) No. 1151
Number of pages: 32 Posted: 08 Dec 2017
Alessio Anzuini, Luca Rossi and Pietro Tommasino
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 48 (398,402)
Citation 13

Abstract:

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fiscal policy, uncertainty

6.

Carry Trades and Exchange Rate Volatility: A TVAR Approach

Bank of Italy Temi di Discussione (Working Paper) No. 1046
Number of pages: 47 Posted: 02 Apr 2016 Last Revised: 04 Apr 2016
Alessio Anzuini and Francesca Brusa
Bank of Italy and Temple University - Fox School of Business
Downloads 47 (401,785)
Citation 15

Abstract:

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Threshold Vector Autoregression, carry trade

7.

Macroeconomic Effects of Precautionary Demand for Oil

Bank of Italy Temi di Discussione (Working Paper) No. 918
Number of pages: 32 Posted: 12 Jul 2013
Alessio Anzuini, Patrizio Pagano and Massimiliano Pisani
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 28 (481,222)
Citation 20

Abstract:

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vector autoregression, oil shock, futures, news

8.

Fiscal Policy in the US: A New Measure of Uncertainty and Its Recent Development

Bank of Italy Temi di Discussione (Working Paper) No. 1197
Number of pages: 30 Posted: 31 Jul 2019
Alessio Anzuini and Luca Rossi
Bank of Italy and Bank of Italy
Downloads 8 (600,196)

Abstract:

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VAR, fiscal policy, uncertainty shocks