Alberto Locarno

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

19

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550

Scholarly Papers (19)

Basel III: Long-Term Impact on Economic Performance and Fluctuations

Number of pages: 27 Posted: 16 Mar 2011
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFINEuropean Commission, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
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Citation 18

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Basel III, countercyclical capital buffers, financial (in)stability, procyclicality, macroprudential policy

Basel III: Long-Term Impact on Economic Performance and Fluctuations

Bank of Italy Occasional Paper No. 87
Number of pages: 38 Posted: 23 May 2011
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFINEuropean Commission, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
Downloads 821 (37,486)
Citation 36

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Basel III, countercyclical capital buffers, financial (in)stability, procyclicality, macroprudential

Basel III: Long-Term Impact on Economic Performance and Fluctuations

Number of pages: 24 Posted: 04 Mar 2011
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFINEuropean Commission, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
Downloads 507 (70,453)
Citation 24

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Basel III, macroprudential

Basel III: Long-Term Impact on Economic Performance and Fluctuations

BIS Working Paper No. 338
Number of pages: 27 Posted: 06 Jun 2011
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFINEuropean Commission, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
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Basel III, countercyclical capital buffers, financial (in)stability, procyclicality, macroprudential

Basel III: Long‐Term Impact on Economic Performance and Fluctuations

The Manchester School, Vol. 83, Issue 2, pp. 217-251, 2015
Number of pages: 35 Posted: 22 Jan 2015
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFINEuropean Commission, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
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2.

The Macroeconomic Impact of Basel III on the Italian Economy

Bank of Italy Occasional Paper No. 88
Number of pages: 30 Posted: 23 May 2011
Alberto Locarno
Bank of Italy
Downloads 376 (101,368)
Citation 8

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Basel III, Modigliani-Miller theorem, flow/stock costs of equity finance, capital/liquidity requirements

3.

Monetary Policy Transmission in the Euro Area: What Do Aggregate and National Structural Models Tell Us?

Number of pages: 76 Posted: 07 Feb 2003
De Nederlandsche Bank, Bank of Italy, European Central Bank (ECB) and Banque de France
Downloads 220 (177,703)
Citation 1

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Monetary policy transmission mechanism, macroeconomic models

4.

Cross-Country Differences in Monetary Policy Transmission

Number of pages: 65 Posted: 13 Dec 2004
De Nederlandsche Bank - Monetary and Economic Policy Department, Bank of Italy, European Central Bank (ECB) and Government of the Kingdom of Spain - Economic Bureau of the President
Downloads 186 (206,270)

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monetary transmission, macroeconometric models, euro area differences

5.

The Sources of Unemployment Fluctuations: An Empirical Application to the Italian Case

Number of pages: 53 Posted: 24 Jul 2003
Bank of Italy, Bank of Italy, Istituto Nazionale di Statistica and Bank of Italy
Downloads 94 (346,512)
Citation 7

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Unemployment, SVAR, Wage and Price Setting, Temporary and Permanent Shocks

Modelling Italian Potential Output and the Output Gap

Bank of Italy Temi di Discussione (Working Paper) No. 771
Number of pages: 58 Posted: 23 Mar 2011
Antonio Bassanetti, Michele Caivano and Alberto Locarno
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 58 (460,193)
Citation 29

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potential output, business cycle, Phillips curve, output gap

Modelling Italian Potential Output and the Output Gap

Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 7
Number of pages: 51 Posted: 22 Aug 2013
Antonio Bassanetti, Michele Caivano and Alberto Locarno
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 29 (604,225)

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E37, C52

7.

Tax Revenue and the Macroeconomic Framework in Italy

Bank of Italy Temi di Discussione (Working Paper) No. 694
Number of pages: 65 Posted: 11 Mar 2009
Alberto Locarno and Alessandra Staderini
Bank of Italy and Bank of Italy
Downloads 79 (385,370)

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tax receipts, discretionary measures, breakdown into structural components

8.

The Bank of Italy Econometric Model: An Update of the Main Equations and Model Elasticities

Bank of Italy Temi di Discussione (Working Paper) No. 1130
Number of pages: 62 Posted: 22 Sep 2017
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 68 (418,692)
Citation 10

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macro-econometric models, Italy, forecasting, policy simulation

9.

Deflationary Shocks and De-Anchoring of Inflation Expectations

Bank of Italy Occasional Paper No. 252
Number of pages: 25 Posted: 05 Apr 2015
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 61 (442,486)
Citation 4

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expected inflation, incomplete information, learning

10.

Assessing Macro-Financial Linkages: A Model Comparison Exercise

National Bank of Poland Working Paper No. 110
Number of pages: 44 Posted: 16 Apr 2012
affiliation not provided to SSRN, Sveriges Riksbank, Deutsche Bundesbank - Research Centre, Warsaw School of Economics (SGH), De Nederlandsche Bank, Bank of Italy, National Bank of Poland and European Central Bank (ECB)
Downloads 60 (446,079)
Citation 3

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financial frictions, credit constraints, financial accelerator, model comparison, Eurosystem Central Bank models

11.

Imperfect Knowledge, Adaptive Learning and the Bias Against Activist Monetary Policies

Bank of Italy Temi di Discussione (Working Paper) No. 590
Number of pages: 62 Posted: 14 Jul 2006
Alberto Locarno
Bank of Italy
Downloads 38 (539,297)
Citation 135

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Adaptive learning, optimal degree of monetary policy discretion, bias against activist policies

12.

Public Investment and Monetary Policy Stance in the Euro Area

Bank of Italy Temi di Discussione (Working Paper) No. 1150
Number of pages: 58 Posted: 08 Dec 2017
European Central Bank (ECB), Bank of Italy, Bank of Italy and Bank of Italy
Downloads 35 (554,770)
Citation 12

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public investment, fiscal policy, monetary policy, euro area

13.

Sovereign Risk, Monetary Policy and Fiscal Multipliers: A Structural Model-Based Assessment

Bank of Italy Temi di Discussione (Working Paper) No. 943
Number of pages: 68 Posted: 15 Mar 2014
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 35 (554,770)
Citation 28

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fiscal multiplier, monetary policy, zero lower bound, sovereign risk

14.

Monetary Policy Uncertainty and the Stock Market

Number of pages: 48 Posted: 13 Apr 2005
Massimo Massa and Alberto Locarno
INSEAD - Finance and Bank of Italy
Downloads 34 (560,101)
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Monetary policy uncertainty, asset pricing, learning risk, risk factors

15.

Every Cloud Has a Silver Lining. The Sovereign Crisis and Italian Potential Output

Bank of Italy Temi di Discussione (Working Paper) No. 1010
Number of pages: 46 Posted: 19 Aug 2015
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 26 (607,283)
Citation 102

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sovereign risk, fiscal policy, potential output

16.

Assessing Macro-Financial Linkages: A Model Comparison Exercise

Number of pages: 56 Posted: 21 Jun 2016
Deutsche Bundesbank, Sveriges Riksbank, Deutsche Bundesbank - Research Centre, Warsaw School of Economics (SGH), De Nederlandsche Bank, Bank of Italy, National Bank of Poland and European Central Bank (ECB)
Downloads 23 (627,658)
Citation 1

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Financial Frictions, Credit Constraints, Financial Accelerator, Model Comparison, Eurosystem central bank models

17.

Is Inflation Targeting a Strategy Past its Sell-by Date?

Bank of Italy Temi di Discussione (Working Paper) No. 1316
Number of pages: 54 Posted: 16 Apr 2021
Alberto Locarno and Alessandra Locarno
Bank of Italy and Luiss Guido Carli University
Downloads 22 (634,677)

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effective lower bound, inflation targeting, price-level targeting

18.

Monetary Policy in a Model with Misspecified, Heterogeneous and Ever-Changing Expectations

Bank of Italy Temi di Discussione (Working Paper) No. 888
Number of pages: 62 Posted: 02 Dec 2012
Alberto Locarno
Bank of Italy
Downloads 22 (634,677)
Citation 21

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bounded rationality, generalised stochastic gradient learning, transparency

19.

Trust, But Verify. De-Anchoring of Inflation Expectations Under Learning and Heterogeneity

ECB Working Paper No. 1994
Posted: 03 Feb 2017
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy

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Learning, DSGE, Expectations de-anchoring, Inflation