Alessio Anzuini

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

9

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1,804

SSRN CITATIONS
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Top 1,817

in Total Papers Citations

99

CROSSREF CITATIONS

558

Scholarly Papers (9)

1.
Downloads 1,132 ( 20,478)
Citation 169

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 952 (25,977)
Citation 175

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 128 (247,936)

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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 52 (429,752)
Citation 1

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monetary policy shock, commodity prices, VAR

2.
Downloads 253 (135,350)
Citation 28

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 191 (176,709)
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 62 (394,225)
Citation 17

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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 (239,845)
Citation 27

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 120 (259,324)
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 66 (376,809)
Citation 14

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 52 (422,756)
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 29 (523,003)
Citation 24

Abstract:

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vector autoregression, oil shock, futures, news

8.

The Non-linear Effects of the Fed's Asset Purchases

Bank of Italy Temi di Discussione (Working Paper) No. 1280
Number of pages: 29 Posted: 24 Jul 2020
Alessio Anzuini
Bank of Italy
Downloads 11 (639,198)
Citation 12

Abstract:

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threshold vector autoregression, unconventional monetary policy

9.

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 (660,752)
Citation 1

Abstract:

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VAR, fiscal policy, uncertainty shocks