Search Results

The Italian block of the ESCB multi-country model,
Elena Angelini, Peter McAdam and Antonello D'Agostino, from European Central Bank (2006)
Keywords: Italy, Macro-econometric Modelling

Interpolation and Backdating with A Large Information Set,
Jerome Henry, Massimiliano Marcellino and Elena Angelini, from C.E.P.R. Discussion Papers (2004)
Keywords: Interpolation; Factor model; Kalman filter; Spline

Interpolation and backdating with a large information set,
Elena Angelini, Jerome Henry and Massimiliano Marcellino, from European Central Bank (2003)
Keywords: factor model, interpolation, Kalman filter, spline

Interpolation and backdating with a large information set,
Elena Angelini, Jerome Henry and Massimiliano Marcellino, in Journal of Economic Dynamics and Control (2006)

A multi-country trend indicator for euro area inflation: computation and properties,
Elena Angelini, Jerome Henry and Ricardo Mestre, from Bank for International Settlements (2001)

Diffusion index-based inflation forecasts for the euro area,
Elena Angelini, Jerome Henry and Ricardo Mestre, from Bank for International Settlements (2001)

External and macroeconomic adjustment in the larger euro area countries,
Elena Angelini, Michele Ca' Zorzi and Katrin Forster, from European Central Bank (2014)
Keywords: current account, euro area countries, modeling, net lending

Model-based risk analysis during the pandemic: introducing ECB-BASIR,
Elena Angelini, Matthieu Darracq Paries and Srečko Zimic, in Economic Bulletin Boxes (2021)
Keywords: COVID-19, ECB-BASE, Epidemic, modelling

ECB-BASIR: a primer on the macroeconomic implications of the Covid-19 pandemic,
Elena Angelini, Matthieu Darracq Paries, Srečko Zimic and Milan Damjanović, from European Central Bank (2020)
Keywords: COVID-19, ECB-BASE, epidemic, modelling

Modelling pandemic risks for policy analysis and forecasting,
Elena Angelini, Milan Damjanović, Matthieu Darracq Paries and Srečko Zimic, in Economic Modelling (2023)
Keywords: Epidemic; Modelling; COVID-19; ECB-BASE;

External and Macroeconomic Adjustment in the Larger Euro-Area Countries,
Elena Angelini, Michele Ca' Zorzi and Katrin Forster van Aerssen, in International Finance (2016)

Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections,
Elena Angelini, Magdalena Lalik, Michele Lenza and Joan Paredes, from European Central Bank (2019)
Keywords: conditional forecast, cross-checking, euro area, multi-country model

Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections,
Elena Angelini, Magdalena Lalik, Michele Lenza and Joan Paredes, in International Journal of Forecasting (2019)
Keywords: Multi-country model; Cross-checking; Conditional forecast; Euro area; Density forecast judgement;

Senior Living Lab: An Ecological Approach to Foster Social Innovation in an Ageing Society,
Leonardo Angelini, Stefano Carrino, Omar Abou Khaled, Susie Riva-Mossman and Elena Mugellini, in Future Internet (2016)
Keywords: living labs; older adults; ICTs

Introducing ECB-BASE: The blueprint of the new ECB semi-structural model for the euro area,
Elena Angelini, Nikola Bokan, Kai Christoffel, Matteo Ciccarelli and Srečko Zimic, from European Central Bank (2019)
Keywords: euro area, forecasting, monetary policy, Semi-structural model, simulations

Short‐term forecasts of euro area GDP growth,
Elena Angelini, Gonzalo Camba‐Mendez, Domenico Giannone, Lucrezia Reichlin and Gerhard Rünstler, in Econometrics Journal (2011)

Short-term Forecasts of Euro Area GDP Growth,
Lucrezia Reichlin, Gonzalo Camba-Mendez, Elena Angelini, Rünstler, Gerhard and Domenico Giannone, from C.E.P.R. Discussion Papers (2008)
Keywords: Forecasting; Monetary policy; Factor model; Real time data; Large data-sets; News

Short-term forecasts of euro area GDP growth,
Elena Angelini, Gonzalo Camba-Mendez, Gerhard Rünstler, Domenico Giannone and Lucrezia Reichlin, from European Central Bank (2008)
Keywords: consumption smoothing, Cross-Border Investment, International portfolio diversification, International risk sharing, valuation effects

Short‐term forecasts of euro area GDP growth,
Elena Angelini, Gonzalo Camba‐Mendez, Domenico Giannone, Lucrezia Reichlin and Gerhard Rünstler, in Econometrics Journal (2011)

Short-Term Forecasts of Euro Area GDP Growth,
Elena Angelini, Gonzalo Camba-Mendez, Domenico Giannone, Lucrezia Reichlin and Gerhard Rünstler, from ULB -- Universite Libre de Bruxelles (2008)
Keywords: Forecasting; Monetary Policy; Factor Model; Real Time Data; Large data-sets; News

Il profilo di rischio di un portafoglio con derivati creditizi: l'elaborazione di un modello di simulazione Monte Carlo,
Eliana Angelini, in Banca Impresa Società (2002)

An Original and Additional Mathematical Model Characterizing a Bayesian Approach to Decision Theory,
Angelini Pierpaolo, in Journal of Mathematics Research (2019)
Keywords: vector space, parameter space, antisymmetric tensor, α-product, α-norm, change of origin

A Risk-Neutral Consumer and His Coherent Decisions Under Uncertainty: A Methodological Analysis,
Pierpaolo Angelini, in International Journal of Economics and Finance (2020)

Performance of the Irish financial assistance programme,
Alessandro Angelini, in Quarterly Report on the Euro Area (QREA) (2015)
Keywords: financial assistance programmes

Bootstrap lag selection in DSGE models with expectations correction,
Giovanni Angelini, in Econometrics and Statistics (2020)
Keywords: Dynamic stochastic general equilibrium model; Expectations correction; Dynamic misspecification; Bootstrap; Model selection;

A Portfolio of Risky Assets and Its Intrinsic Properties,
Pierpaolo Angelini, in Journal of Mathematics Research (2020)

Probability Spaces Identifying Ordinal and Cardinal Utilities in Problems of an Economic Nature: New Issues and Perspectives,
Pierpaolo Angelini, in Mathematics (2023)
Keywords: moral expectation; optimization principle; behavior towards risk; Fréchet class; prevision bundle; multilinear index

Invariance of the Mathematical Expectation of a Random Quantity and Its Consequences,
Pierpaolo Angelini, in Risks (2024)
Keywords: probability spaces; function of estimation; two-valued logic; α-product; many-valued logic; multilinear measure

The strategic bequest motive: evidence from SHARE,
Viola Angelini, from Dipartimento di Scienze Economiche "Marco Fanno" (2007)
Keywords: intergenerational transfers, strategic bequest, inheritance laws, multiple imputation.

Gli alti livelli di NPL indeboliscono la capacità delle banche di erogare credito?,
Paolo Angelini, in Moneta e Credito (2018)
Keywords: antitrust, banking sector, competition

Are Banks Risk-Averse? A Note on the Timing of Operations in the Interbank Market,
Paolo Angelini, from Banca Italia - Servizio di Studi (1996)
Keywords: BANKS;RISK AVERSION;RISK;FINANCIAL MARKET

LIQUIDITY AND ANNOUNCEMENT EFFECTS IN THE EURO AREA,
Paolo Angelini, in Giornale degli Economisti (2008)
Keywords: liquidity effect, announcement effect, overnight rate, interbank market

Erratum [Are Banks Risk Averse? Intraday Timing of Operations in the Interbank Market],
Paolo Angelini, in Journal of Money, Credit and Banking (2000)

Are Banks Risk Averse? Intraday Timing of Operations in the Interbank Market,
Paolo Angelini, in Journal of Money, Credit and Banking (2000)

More on the behavior of interest rates and the founding of the Fed,
Paolo Angelini, in Journal of Monetary Economics (1994)

Testing for structural breaks: Trade-off between power and spurious effects,
Paolo Angelini, in Journal of Monetary Economics (1994)

Extended Least Squares Making Evident Nonlinear Relationships between Variables: Portfolios of Financial Assets,
Pierpaolo Angelini, in JRFM (2024)
Keywords: multiple variable; tensor; correlation coefficient; CAPM; mean-variance model; expected utility model

Consumption and habit formation when time horizon is finite,
Viola Angelini, in Economics Letters (2009)
Keywords: Habit formation Life-cycle consumption Precautionary saving

An analysis of competitive externalities in gross settlement systems,
Paolo Angelini, in Journal of Banking & Finance (1998)

Small is beautiful but large is not to be belittled: a comment on Eijffinger et al. [Eur. J. Political Economy 18 (2002) 365-374],
Paolo Angelini, in European Journal of Political Economy (2003)

Registered author: Francesco Angelini

Aging Population and Technology Adoption,
Daniele Angelini, from Department of Economics, University of Konstanz (2023)
Keywords: Automation, Demographic change, Human capital, Inequality, R&D, OLG

Registered author: Daniele Angelini

Financial Decisions Based on Zero-Sum Games: New Conceptual and Mathematical Outcomes,
Pierpaolo Angelini, in IJFS (2024)
Keywords: dual space; hyperplane; Fréchet class; α-product; maximization; prevision bundle; zero-sum game

La vera storia di XS0189741001. Sul VaR di una obbligazione Lehman a tasso variabile,
Flavio Angelini, from Università di Perugia, Dipartimento Economia (2013)

Registered author: Giovanni Angelini

Registered author: Paolo Angelini

Registered author: Viola Angelini

Macroprudential policies: a discussion of the main issues,
Paolo Angelini, from Bank of Italy, Economic Research and International Relations Area (2015)
Keywords: macroprudential policies, macroprudential instruments, monetary policy, systemic risk

Portfolio decarbonisation strategies: questions and suggestions,
Paolo Angelini, from Bank of Italy, Economic Research and International Relations Area (2024)
Keywords: financial intermediaries, green transition, climate change, decarbonization

Liquidity and Announcement Effects in the Euro Area,
Paolo Angelini, from Bank of Italy, Economic Research and International Relations Area (2002)
Keywords: liquidity effect; announcement effect; overnight; martingale; interbank market

Mortgage Refinancing and Consumption Smoothing,
Viola Angelini, from Department of Economics, University of York (2006)
Keywords: mortgages, refinancing,consumption smoothing

Consumption and Habit Formation when Time Horizon is Finite,
Viola Angelini, from Department of Economics, University of York (2006)
Keywords: habit formation, life-cycle consumption, precautionary saving

Italian Banks’ Credit Approach Towards Low-Income Consumers and Microenterprises: Is There a Bias Against Some Segments of Customers?,
Eliana Angelini, from Springer (2007)
Keywords: Credit Risk, Credit Scoring, Italian Bank, Lending Decision, Small Business Loan

Alternative Testing Methods for Predicting Health Risk from Environmental Exposures,
Annamaria Colacci, Monica Vaccari, Maria Grazia Mascolo, Francesca Rotondo, Elena Morandi, Daniele Quercioli, Stefania Perdichizzi, Cristina Zanzi, Stefania Serra, Vanes Poluzzi, Paola Angelini, Sandro Grilli and Franco Zinoni, in Sustainability (2014)
Keywords: particulate matter; alternative method; cell transformation; gene expression

Integration of the Pedagogical Models “Simulation†and “Flipped Classroom†in Teacher Instruction,
M. Laura Angelini, in SAGE Open (2016)
Keywords: communication skills; interpersonal skills; language learning; simulation; human rights; active learning; flipped classroom

Stratificazione sociale e mobilit? intergenerazionale nel Veneto. Un'analisi di lungo periodo,
Anna de Angelini, in ECONOMIA E SOCIET? REGIONALE (2009)

Agricultural trade liberalization - implications for developing countries: Ian Goldin and Odin Knudsen (Editors). OECD, Paris, 1990. 488 pp., FF180. ISBN 0-8213-1527-7,
Elisabetta Croci Angelini, in Agricultural Economics (1992)

Government and agriculture in Western Europe, 1880-1988: M. Tracy. Harvester Wheatsheaf, London, 1989. 382 pp., US$62.50. ISBN 0-8147-8182-9,
Elisabetta Croci-Angelini, in Agricultural Economics (1992)

Resisting Globalization: Voting Power Indices and the National Interest in the EU Decision-making,
Elisabetta Croci Angelini, from Macerata University, Department of Studies on Economic Development (DiSSE) (2009)
Keywords: cooperative games,I-power,voting power,European integration,swing,P-power,Power indices

Globalization and public administration: a complex relationship,
Elisabetta Croci Angelini, from Macerata University, Department of Studies on Economic Development (DiSSE) (2010)
Keywords: globalization,university education,public goods,public administration

GOVERNMENT AND AGRICULTURE IN WESTERN EUROPE, 1880‐1988,
Elisabetta Croci‐Angelini, in Agricultural Economics (1992)

AGRICULTURAL TRADE LIBERALIZATION,
Elisabetta Croci Angelini, in Agricultural Economics (1992)

interpolation with a large information set,
Angelini, Henry, Marcellino, from Society for Computational Economics (2002)
Keywords: factor models, interpolation, large datasets

The role of inter-organizational proximity on the evolution of the European Aerospace R&D collaboration network,
Pier Paolo Angelini, from CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY
Keywords: Longitudinal network analysis; Stochastic actor-oriented models; European Framework Programmes; Inter-organizational proximity; R&D collaboration networks; Aerospace. JEL Codes: O33; D85; C63Creation-Date: 2014-03

The European Union’s Institutional Design,
Elisabetta Croci Angelini, from Edward Elgar Publishing (2005)
Keywords: Economics and Finance, Law - Academic,

Registered author: Elisabetta CROCI ANGELINI

Service Quality and Relationship Quality in the Retail Sector,
Antonella Angelini and Gregorio Giovannetti, in Micro & Macro Marketing (2016)
Keywords: Servqual; Retail Service Quality Scale; Qualità del Servizio; Customer Satisfaction; Customer Value.

Eurozone Crisis and Banks’ Creditworthiness: What is New for Credit Default Swap Spread Determinants?,
Alessandra Ortolano and Eliana Angelini, in Global Business Review (2022)
Keywords: Finance; banks; Eurozone; CDS; sovereign debt crisis

Underdetermination and variability of the results in macro-to-micro stress tests: A machine learning approach,
Alexander Denev and Orazio Angelini, in Journal of Risk Management in Financial Institutions (2017)
Keywords: stress testing, scenario analysis, probabilistic graphical models, visualisation, model risk, machine learning

The Overlooked Advantages of the Independent Monitoring and Complaint Investigation System in the Worker-driven Social Responsibility Model in US Agriculture,
Antonella Angelini and Shauna Curphey, in Business and Human Rights Journal (2022)

Consistent calibration of HJM models to cap implied volatilities,
Flavio Angelini and Stefano Herzel, in Journal of Futures Markets (2005)

The ecosystem of Broa reservoir, Sao Paulo State, Brazil, as described using ECOPATH,
R. Angelini and Petrere, M.,, in Naga (1996)
Keywords: Ecosystems, Reservoirs (Water), Mathematical models, ECOPATH II (computer programme), Broa, Sao Paulo, Brazil,

Parameter estimates for fishes of the upper Paranß river floodplain and Itaipu reservoir (Brazil),
R. Angelini and A.A. Agostinho, in Naga (2005)
Keywords: Mortality, Growth, Biomass, Flood plains, Brazil,

Tensors Associated with Mean Quadratic Differences Explaining the Riskiness of Portfolios of Financial Assets,
Pierpaolo Angelini and Fabrizio Maturo, in JRFM (2023)
Keywords: utility; quadratic metric; multilinear relationship; α -product; α -norm; rational behavior

Do CDS spread determinants affect the probability of default? A study on the EU banks,
Alessandra Ortolano and Eliana Angelini, in Bank i Kredyt (2020)
Keywords: probability of default, banks, structural models, CDS spread

DSGE Models with observation-driven time-varying volatility,
Giovanni Angelini and Paolo Gorgi, in Economics Letters (2018)
Keywords: DSGE models; Score-driven models; Time-varying parameters;

The price of risk based on multilinear measures,
Pierpaolo Angelini and Fabrizio Maturo, in International Review of Economics & Finance (2022)
Keywords: Linear manifold; α-metric tensor; α-orthogonal projection; Constant of riskiness; Mean-variance model; Price of risk;

Non-Parametric Probability Distributions Embedded Inside of a Linear Space Provided with a Quadratic Metric,
Pierpaolo Angelini and Fabrizio Maturo, in Mathematics (2020)
Keywords: α -distance; collinearity; σ -algebra; isometry; α -norm; direct and orthogonal sum

Aggregate Bound Choices about Random and Nonrandom Goods Studied via a Nonlinear Analysis,
Fabrizio Maturo and Pierpaolo Angelini, in Mathematics (2023)
Keywords: consumption matrix; discrete alternatives; aggregate measure; Fréchet class; revealed preference; mean quadratic difference

Liquidity Effects and the Determinants of Short-Term Interest Rates in Italy,
I. Angelini and Alessandro Prati, from Banca Italia - Servizio di Studi (1993)
Keywords: interest rate ; monetary policy

Understanding the artwork pricing: some theoretical models,
Francesco Angelini and Massimiliano Castellani, from Rimini Centre for Economic Analysis (2018)
Keywords: bargaining, pricing, cultural economics

Nonlinear biases in the roughness of a Fractional Stochastic Regularity Model,
Daniele Angelini and Sergio Bianchi, in Chaos, Solitons & Fractals (2023)
Keywords: Rough volatility; Fractional Ornstein–Uhlenbeck process; Multifractional process with random exponent; Hurst-Hölder exponent;

Private pricing in the art market,
Francesco Angelini and Massimiliano Castellani, in Economics Bulletin (2018)
Keywords: bargaining, pricing, cultural economics, art market

The Relationship Between IPO and Macroeconomics Factors: an Empirical Analysis from UK Market,
Eliana Angelini and Matteo Foglia, in Annals of Economics and Finance (2018)
Keywords: UK IPO, Long-run relationship, External factors, Cointegration, VECM

The diabolical sovereigns/banks risk loop: A VAR quantile design,
Matteo Foglia and Eliana Angelini, in The Journal of Economic Asymmetries (2020)
Keywords: Credit default spread; Two-way feedback; Risk spillover; VAR for VaR; Cross-quantilogram; Sovereign-bank nexus;

From me to you: Measuring connectedness between Eurozone financial institutions,
Matteo Foglia and Eliana Angelini, in Research in International Business and Finance (2020)
Keywords: Interconnected; Systemic risk; Shadow banking; Tail risk; Financial network;

The Time-Spatial Dimension of Eurozone Banking Systemic Risk,
Matteo Foglia and Eliana Angelini, in Risks (2019)
Keywords: spatial contagion; systemic risk measure; bank risk-taking; macroprudential policy

Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments,
Giovanni Angelini and Luca Fanelli, from University Library of Munich, Germany (2019)
Keywords: Exogenous Uncertainty, External Instruments, Identification, proxy-SVAR, SVAR.

The triple (T3) dimension of systemic risk: Identifying systemically important banks,
Matteo Foglia and Eliana Angelini, in International Journal of Finance & Economics (2021)