Alberto Musso

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

17

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1,830

SSRN CITATIONS
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SSRN RANKINGS

Top 3,694

in Total Papers Citations

240

CROSSREF CITATIONS

132

Scholarly Papers (17)

1.

The Macroeconomic Impact of the ECB's Expanded Asset Purchase Programme (APP)

ECB Working Paper No. 2075
Number of pages: 43 Posted: 14 Jun 2017
Luca Gambetti and Alberto Musso
Universitat Autonoma de Barcelona and European Central Bank (ECB)
Downloads 467 (77,628)
Citation 6

Abstract:

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Asset Purchase Programme, Quantitative Easing, Euro Area, Time-Varying VAR

2.

Macroeconomic Implications of Demographic Developments in the Euro Area

ECB Occasional Paper No. 51
Number of pages: 66 Posted: 29 Aug 2006
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Commission and European Central Bank (ECB)
Downloads 237 (162,641)
Citation 2

Abstract:

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3.

Assessing Potential Output Growth in the Euro Area: A Growth Accounting Perspective

ECB Occasional Paper No. 22
Number of pages: 44 Posted: 03 Aug 2005
Alberto Musso and Thomas Westermann
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 189 (200,804)
Citation 1

Abstract:

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4.

Instability and Nonlinearity in the Euro Area Phillips Curve

ECB Working Paper No. 811
Number of pages: 40 Posted: 26 Sep 2007
Alberto Musso, Livio Stracca and Dick J. C. van Dijk
European Central Bank (ECB), European Central Bank (ECB) and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 181 (208,585)
Citation 4

Abstract:

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Inflation, output gap, structural change, asymmetry, smooth transition model

5.

Labour Productivity Developments in the Euro Area

ECB Occasional Paper No. 53
Number of pages: 35 Posted: 21 Oct 2006
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and International Monetary Fund
Downloads 158 (234,269)
Citation 3

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6.

Loan Supply Shocks and the Business Cycle

ECB Working Paper No. 1469
Number of pages: 59 Posted: 21 Sep 2012
Luca Gambetti and Alberto Musso
Universitat Autonoma de Barcelona and European Central Bank (ECB)
Downloads 121 (288,543)
Citation 19

Abstract:

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loan supply, business cycle, Euro area, UK, US, time-varying VAR, sign restrictions

7.

Growth Accounting for the Euro Area: A Structural Approach

ECB Working Paper No. 804
Number of pages: 48 Posted: 11 Sep 2007
Tommaso Proietti and Alberto Musso
University of Rome II - Department of Economics and Finance and European Central Bank (ECB)
Downloads 104 (320,721)
Citation 1

Abstract:

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Potential output, Output gap, Euro area, Unobserved components, Production function approach, Low-pass filters.

8.

Real Time Estimates of the Euro Area Output Gap: Reliability and Forecasting Performance

ECB Working Paper No. 1157
Number of pages: 79 Posted: 10 Mar 2010
Bocconi University - Department of Economics and European Central Bank (ECB)
Downloads 89 (354,287)

Abstract:

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Output gap, real-time data, euro area, inflation forecasts, real GDP forecasts, data revisions

9.

Housing, Consumption and Monetary Policy: How Different are the US and the Euro Area?

ECB Working Paper No. 1161
Number of pages: 47 Posted: 17 Jan 2012
Alberto Musso, Stefano Neri and Livio Stracca
European Central Bank (ECB), Bank of Italy and European Central Bank (ECB)
Downloads 85 (364,478)
Citation 186

Abstract:

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Residential investment, House prices, Credit, Monetary Policy

10.

Housing, Consumption and Monetary Policy: How Different are the U.S. And the Euro Area?

Bank of Italy Temi di Discussione (Working Paper) No. 807
Number of pages: 57 Posted: 23 May 2011
Alberto Musso, Stefano Neri and Livio Stracca
European Central Bank (ECB), Bank of Italy and European Central Bank (ECB)
Downloads 57 (451,846)
Citation 31

Abstract:

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residential investment, house prices, credit, monetary policy

11.

The Role of Financial Stability Considerations in Monetary Policy and the Interaction with Macroprudential Policy in the Euro Area

ECB Occasional Paper No. 2021272
Number of pages: 142 Posted: 23 Sep 2021 Last Revised: 06 Oct 2021
ECB -DG Monetary Policy, Banque de France, European Central Bank (ECB), De Nederlandsche Bank, European Central Bank (ECB), Deutsche Bundesbank - Economics Department, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB), European Central Bank, Bank of Slovenia, European Central Bank (ECB), Banco de España, Banque de France - Centre de Recherche, Bank of Italy, Banco de España, Deutsche Bundesbank, Central Bank of Malta, Bank of Greece, Bank of Greece, European Central Bank (ECB), Banco de Portugal, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, Bank of Finland, CEPREuropean Central Bank (ECB), Bank of Slovenia, National Bank of Belgium, Central Bank of Cyprus, Latvijas Banka, De Nederlandsche Bank, Oesterreichische Nationalbank (OeNB), Deutsche Bundesbank, Bank of Italy, De Nederlandsche Bank - Monetary and Economic Policy Department, European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank, University of Giessen - Department of Economics and Bank of Slovenia
Downloads 54 (463,002)

Abstract:

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financial frictions, Monetary policy, systemic risk

12.

The Evolving Impact of Global, Region-Specific and Country-Specific Uncertainty

ECB Working Paper No. 2147
Number of pages: 53 Posted: 08 May 2018
Haroon Mumtaz and Alberto Musso
Queen Mary, University of London and European Central Bank (ECB)
Downloads 41 (518,588)
Citation 6

Abstract:

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dynamic factor model, time-varying parameters, stochastic volatility, uncertainty shocks, global uncertainty

13.

Comparing Projections and Outcomes of Imf-Supported Programs

IMF Working Paper No. 01/45
Number of pages: 35 Posted: 11 Aug 2009
Alberto Musso and Steven Phillips
European Central Bank (ECB) and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 16 (670,560)

Abstract:

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Fund, Economic growth, Inflation, Balance of payments, Fund-supported adjustment programs

14.

The Time-Varying Evolution of Inflation Risks

ECB Working Paper No. 2021/2600
Number of pages: 55 Posted: 08 Oct 2021
University of Glasgow, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 15 (678,013)

Abstract:

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Bayesian shrinkage, euro area, Horseshoe, inflation tail risks, MCMC, quantile regression, time-varying parameters

15.

Evolution of the Ecb's Analytical Framework

ECB Occasional Paper No. 2021277
Number of pages: 64 Posted: 22 Sep 2021 Last Revised: 15 Oct 2021
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 11 (709,174)

Abstract:

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ECB two-pillar framework, Economic analysis, monetary analysis

16.

The Forecasting Performance of Real Time Estimates of the Euro Area Output Gap

CEPR Discussion Paper No. DP7763
Number of pages: 46 Posted: 05 Apr 2010
Bocconi University - Department of Economics and European Central Bank (ECB)
Downloads 3 (771,950)
Citation 1
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data revisions, euro area, inflation forecasts, Output gap, real GDP forecasts, real-time data

17.

The Reliability of Real Time Estimates of the Euro Area Output Gap

CEPR Discussion Paper No. DP7716
Number of pages: 35 Posted: 09 Mar 2010
Bocconi University - Department of Economics and European Central Bank (ECB)
Downloads 2 (781,272)
Citation 4
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data revisions, euro area, Output gap, real-time data