Stefano Neri

Bank of Italy

Via Nazionale 91

00184 Roma

Italy

SCHOLARLY PAPERS

30

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6,473

SSRN CITATIONS
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Top 389

in Total Papers Citations

1,135

CROSSREF CITATIONS

1,250

Scholarly Papers (30)

1.

Monetary and Macroprudential Policies

Bank of Italy Temi di Discussione (Working Paper) No. 801
Number of pages: 47 Posted: 13 May 2011
Paolo Angelini, Stefano Neri and Fabio Panetta
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 1,325 (19,123)
Citation 85

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macroprudential policy, monetary policy, capital requirements

Housing Market Spillovers: Evidence from an Estimated DSGE Model

Bank of Italy Temi di Discussione (Working Paper) No. 659
Number of pages: 70 Posted: 16 Mar 2008
Stefano Neri and Matteo Iacoviello
Bank of Italy and Board of Governors of the Federal Reserve System
Downloads 537 (65,685)
Citation 143

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House prices, Collateral Constraints, Bayesian methods, Two-sector Models

Housing Market Spillovers: Evidence from an Estimated DSGE Model

National Bank of Belgium Working Paper No. 145
Number of pages: 58 Posted: 01 Oct 2010
Matteo Iacoviello and Stefano Neri
Board of Governors of the Federal Reserve System and Bank of Italy
Downloads 426 (87,196)
Citation 137

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Housing, Wealth E¤ects, Bayesian Estimation, Two-sector Models

3.

The Effects of Fiscal Policy in Italy: Evidence from a VAR Model

Bank of Italy Temi di Discussione (Working Paper) No. 656
Number of pages: 51 Posted: 16 Mar 2008
Bank of Italy, Bank of Italy, Bank of Italy and Bocconi University - Department of Economics
Downloads 455 (81,386)
Citation 54

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Fiscal policy, Government spending, Fiscal multipliers, VAR

4.

The Macroeconomic Effects of the Sovereign Debt Crisis in the Euro Area

Bank of Italy Temi di Discussione (Working Paper) No. 1007
Number of pages: 53 Posted: 02 May 2015
Stefano Neri and Tiziano Ropele
Bank of Italy and Bank of Italy
Downloads 398 (95,072)
Citation 37

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sovereign debt crisis, FAVAR models, Bayesian methods, monetary policy

5.

Pro-Cyclicality of Capital Regulation: Is it a Problem? How to Fix it?

Bank of Italy Occasional Paper No. 74
Number of pages: 45 Posted: 08 Dec 2010
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and European Central Bank (ECB)
Downloads 350 (110,018)
Citation 20

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Basel Accord, pro-Cyclicality

6.

Credit and Banking in a DSGE Model of the Euro Area

Bank of Italy Temi di Discussione (Working Paper) No. 740
Number of pages: 62 Posted: 12 May 2010
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 334 (115,964)
Citation 137

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collateral constraints, banks, banking capital, sticky interest rates

7.

Low Inflation and Monetary Policy in the Euro Area

ECB Working Paper No. 2005
Number of pages: 46 Posted: 03 Feb 2017
Banca d'Italia, Bank of Italy and Bank of Italy
Downloads 228 (172,838)
Citation 1

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inflation, VAR models, oil supply, monetary policy, Bayesian methods

8.

The Impact of the Sovereign Debt Crisis on Bank Lending Rates in the Euro Area

Bank of Italy Occasional Paper No. 170
Number of pages: 33 Posted: 25 Jun 2013
Stefano Neri
Bank of Italy
Downloads 222 (175,796)
Citation 22

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sovereign debt crisis, bank lending rates, seemingly unrelated regression

9.

The Effects of Fiscal Policy in Italy: Estimates with a Svar Model

Number of pages: 42 Posted: 25 Mar 2012
Bank of Italy, Bank of Italy, Bank of Italy and Bocconi University - Department of Economics
Downloads 210 (185,177)
Citation 5

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Fiscal policy, Government spending, Net revenues, Vector Autoregression

10.

Monetary and Macroprudential Policies

ECB Working Paper No. 1449
Number of pages: 36 Posted: 27 Jul 2012
Paolo Angelini, Stefano Neri and Fabio Panetta
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 205 (189,273)

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Macroprudential policy, monetary policy, capital requirements

11.

The Monetary Transmission Mechanism in the Euro Area: Has it Changed and Why?

Bank of Italy Temi di Discussione (Working Paper) No. 808
Number of pages: 49 Posted: 23 May 2011
Martina Cecioni and Stefano Neri
Bank of Italy and Bank of Italy
Downloads 183 (209,760)
Citation 37

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monetary policy, transmission mechanism, Bayesian methods

12.

The Non-Standard Monetary Policy Measures of the ECB: Motivations, Effectiveness and Risks

Bank of Italy Occasional Paper No. 486, March 2019
Number of pages: 51 Posted: 07 Aug 2019
Stefano Neri and Stefano Siviero
Bank of Italy and Bank of Italy
Downloads 179 (213,859)
Citation 2

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monetary policy, global financial crisis, sovereign debt crisis, deflation, asset purchases

What Does a Technology Shock Do? A VAR Analysis with Model-Based Sign Restrictions

ECB Working Paper No. 705, Bank of Italy Economic Research Paper No. 607
Number of pages: 57 Posted: 28 Dec 2006
Luca Dedola and Stefano Neri
Bank of Italy and Bank of Italy
Downloads 124 (288,793)

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Technology shocks, DSGE models, Bayesian VAR methods, Identification

What Does a Technology Shock Do? A VAR Analysis with Model-Based Sign Restrictions

Number of pages: 63 Posted: 30 Sep 2004
Luca Dedola and Stefano Neri
Bank of Italy and Bank of Italy
Downloads 36 (563,222)
Citation 16
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Technology shocks, DSGE models, Bayesian VAR methods, impulse responses

14.

The Transmission of Monetary Policy Shocks from the Us to the Euro Area

Bank of Italy Economic Research Paper No. 606
Number of pages: 47 Posted: 04 Jan 2007
Andrea Nobili and Stefano Neri
Bank of Italy and Bank of Italy
Downloads 158 (237,709)
Citation 65

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VAR, Monetary Policy, International transmission

15.

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 130 (277,521)
Citation 2

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exchange rates, sovereign spreads, vector autoregression

On Secular Stagnation and Low Interest Rates: Demography Matters

ECB Working Paper No. 2088
Number of pages: 28 Posted: 31 Jul 2017
Giuseppe Ferrero, Marco Gross and Stefano Neri
Bank of Italy, International Monetary Fund (IMF) and Bank of Italy
Downloads 78 (392,981)

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secular stagnation; demographic developments; real interest rates; monetary policy

On Secular Stagnation and Low Interest Rates: Demography Matters

Bank of Italy Temi di Discussione (Working Paper) No. 1137
Number of pages: 36 Posted: 12 Oct 2017
Giuseppe Ferrero, Marco Gross and Stefano Neri
Bank of Italy, International Monetary Fund (IMF) and Bank of Italy
Downloads 47 (507,522)
Citation 92

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secular stagnation, demographic developments, real interest rates, monetary policy

17.

Why is Inflation so Low in the Euro Area?

Bank of Italy Temi di Discussione (Working Paper) No. 1019
Number of pages: 45 Posted: 07 Nov 2015
Banca d'Italia, Bank of Italy and Bank of Italy
Downloads 107 (319,143)
Citation 18

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oil supply, monetary policy, inflation, VAR models, Bayesian methods

18.

Monetary Policy in a Low Interest Rate Environment

Bank of Italy Occasional Paper No. 392
Number of pages: 45 Posted: 21 Oct 2017
Giuseppe Ferrero and Stefano Neri
Bank of Italy and Bank of Italy
Downloads 106 (321,173)
Citation 3

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interest rates, natural rate, monetary policy, secular stagnation, financial cycle

19.

Real Exchange Rate Volatility and Disconnect: An Empirical Investigation

Bank of Italy Temi di Discussione Working Paper No. 660
Number of pages: 55 Posted: 20 Jun 2008
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 98 (338,180)
Citation 23

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International business cycle, Exchange rate volatility, Exchange rate pass-through, International transmission

20.

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 87 (364,508)
Citation 186

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Residential investment, House prices, Credit, Monetary Policy

21.

Inflation Surprises and Inflation Expectations in the Euro Area

Bank of Italy Occasional Paper No. 265
Number of pages: 19 Posted: 22 May 2015
Marcello Miccoli and Stefano Neri
Bank of Italy and Bank of Italy
Downloads 81 (380,522)
Citation 8

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inflation, inflation expectations, inflation swap contracts

22.

Inflation, Debt and the Zero Lower Bound

Bank of Italy Occasional Paper No. 242
Number of pages: 16 Posted: 25 Mar 2015
Stefano Neri and Alessandro Notarpietro
Bank of Italy and Bank of Italy
Downloads 77 (391,830)
Citation 7

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zero lower bound, monetary policy, disinflation, debt-deflation channel

23.

The Macroeconomic Effects of Low and Falling Inflation at the Zero Lower Bound

Bank of Italy Temi di Discussione (Working Paper) No. 1040
Number of pages: 49 Posted: 12 Feb 2016
Stefano Neri and Alessandro Notarpietro
Bank of Italy and Bank of Italy
Downloads 70 (412,950)
Citation 20

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DSGE models, zero lower bound, debt-deflation channel, downward nominal wage rigidities

24.

Natural Rates Across the Atlantic

Bank of Italy Temi di Discussione (Working Paper) No. 1140
Number of pages: 61 Posted: 12 Oct 2017
Andrea Gerali and Stefano Neri
Bank of Italy and Bank of Italy
Downloads 65 (429,475)
Citation 153

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natural rate of interest, monetary policy, DSGE model, Bayesian methods

25.

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 58 (454,327)
Citation 31

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residential investment, house prices, credit, monetary policy

26.

Imperfect Information, Real-Time Data and Monetary Policy in the Euro Area

Bank of Italy Temi di Discussione (Working Paper) No. 802
Number of pages: 44 Posted: 14 May 2011
Stefano Neri and Tiziano Ropele
Bank of Italy and Bank of Italy
Downloads 38 (540,329)
Citation 79

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monetary policy, imperfect information, real-time data

27.

Monetary Policy Strategies in the New Normal: A Model-Based Analysis for the Euro Area

Bank of Italy Temi di Discussione (Working Paper) No. 1308
Number of pages: 49 Posted: 14 Apr 2021
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 25 (615,022)

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monetary policy, natural interest rate, effective lower bound

28.

De-anchored Long-term Inflation Expectations in a Low Growth, Low Rate Environment

Bank of Italy Occasional Paper No. 624
Number of pages: 28 Posted: 22 Jul 2021
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 21 (642,909)

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survey data, panel data, professional forecasters, inflation expectations, monetary policy

29.

Information Variables for Monetary Policy in a Small Structural Model of the Euro Area

Number of pages: 34 Posted: 03 Jan 2004
Francesco Lippi and Stefano Neri
LUISS university and Bank of Italy
Downloads 14 (694,176)
Citation 4
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Kalman Filter, monetary policy, inflation, output gap

30.

Disinflationary Shocks and Inflation Target Uncertainty

Bank of Italy Temi di Discussione (Working Paper) No. 1230, July 2019
Number of pages: 34 Posted: 10 Aug 2019
Stefano Neri and Tiziano Ropele
Bank of Italy and Bank of Italy
Downloads 1 (801,650)
Citation 2

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inflation target, imperfect information, monetary policy