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Stefano Siviero

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This is information that was supplied by Stefano Siviero in registering through RePEc. If you are Stefano Siviero , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Stefano
Middle Name:
Last Name: Siviero
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RePEc Short-ID: psi40

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Postal Address: Banca d'Italia Servizio Studi Via Nazionale, 91 00184 Roma
Phone: +39-06-4792-4166

Affiliation

Banca d'Italia
Location: Roma, Italy
Homepage: http://www.bancaditalia.it/
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Postal: Via Nazionale, 91 - 00184 Roma
Handle: RePEc:edi:bdigvit (more details at EDIRC)

Works

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Working papers

  1. Claudia Miani & Stefano Siviero, 2010. "A non-parametric model-based approach to uncertainty and risk analysis of macroeconomic forecast," Temi di discussione (Economic working papers) 758, Bank of Italy, Economic Research and International Relations Area.
  2. Michele Caivano & Lisa Rodano & Stefano Siviero, 2010. "The transmission of the global financial crisis to the Italian economy. A counterfactual analysis, 2008-2010," Questioni di Economia e Finanza (Occasional Papers) 64, Bank of Italy, Economic Research and International Relations Area.
  3. Stefano Siviero & Giovanni Veronese, 2007. "A policy-sensible core-inflation measure for the euro area," Temi di discussione (Economic working papers) 617, Bank of Italy, Economic Research and International Relations Area.
  4. Adalid, Ramón & Coenen, Günter & McAdam, Peter & Siviero, Stefano, 2005. "The performance and robustness of interest-rate rules in models of the euro area," Working Paper Series 0479, European Central Bank.
  5. Filippo Altissimo & Alberto Locarno & Stefano Siviero, 2002. "Dealing with forward-looking expectations and policy rules in quantifying the channels of transmission of monetary policy," Temi di discussione (Economic working papers) 460, Bank of Italy, Economic Research and International Relations Area.
  6. Paolo Angelini & Paolo Del Giovane & Stefano Siviero & Daniele Terlizzese, 2002. "Monetary Policy Rules for the Euro Area: What Role for National Information?," Temi di discussione (Economic working papers) 457, Bank of Italy, Economic Research and International Relations Area.
  7. Libero Monteforte & Stefano Siviero, 2002. "The economic consequences of euro area modelling shortcuts," Temi di discussione (Economic working papers) 458, Bank of Italy, Economic Research and International Relations Area.
  8. Filippo Altissimo, Fabio Busetti, Alberto Locarno, Libero Monteforte, Stefano Siviero, 2001. "Identifying The Monetary Policy Transmission Channels: The Role Of Simultaneity, Model Nonlinearity, Expectation Formation Mechanisms And Policy Rules," Computing in Economics and Finance 2001 177, Society for Computational Economics.
  9. Stefano Siviero & Daniele Terlizzese, 2001. "Macroeconomic forecasting: Debunking a few old wives' tales," Temi di discussione (Economic working papers) 395, Bank of Italy, Economic Research and International Relations Area.
  10. Parigi, G. & Siviero, S., 2000. "An Investment-Function-Based Measure of Capacity Utilisation. Potential Output and Utilised Capacity in the Bank of Italy's Quarterly Model," Papers 367, Banca Italia - Servizio di Studi.
  11. Siviero, S. & Terlizzese, D. & Visco, I., 1999. "Are Model-Based Inflation Forecasts Used in Monetary Policymaking? A Case Study," Papers 357, Banca Italia - Servizio di Studi.
  12. Altissimo, F. & Siviero, S. & Terlizzese, D., 1999. "How Deep Are the Deep Parameters?," Papers 354, Banca Italia - Servizio di Studi.
  13. Cividini, A. & Siviero, S., 1992. "Implementing Stochastic optimal Control of Nonlinear Models: A Comparison with Alternative Solution Methods," Papers 179, Banca Italia - Servizio di Studi.

Articles

  1. M. Caivano & L. Rodano & S. Siviero, 2011. "The Transmission of the Global Financial Crisis to the Italian Economy," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 70(3), pages 1-32, December.
  2. Stefano Siviero & Giovanni Veronese, 2011. "A policy-sensible benchmark core inflation measure," Oxford Economic Papers, Oxford University Press, vol. 63(4), pages 648-672, December.
  3. Libero Monteforte & Stefano Siviero, 2010. "The economic consequences of euro-area macro-modelling shortcuts," Applied Economics, Taylor & Francis Journals, vol. 42(19), pages 2399-2415.
  4. Britta Hamburg & Sandro Momigliano & Bernhard Manzke & Stefano Siviero, 2010. "The Reaction of Fiscal Policy to the Crisis in Italy and Germany: Are they really polar Cases in the European Context?," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, vol. 0(2), pages 103–133, July.
  5. Paolo Angelini & Paolo Del Giovane & Stefano Siviero & Daniele Terlizzese, 2008. "Monetary Policy in a Monetary Union: What Role for Regional Information?," International Journal of Central Banking, International Journal of Central Banking, vol. 4(3), pages 1-28, September.
  6. Stefano Siviero & Daniele Terlizzese, 2007. "Macroeconomic Forecasting: Debunking a Few Old Wives' Tales," Journal of Business Cycle Measurement and Analysis, OECD Publishing,CIRET, vol. 2007(3), pages 287-316.
  7. Ramón Adalid & Günter Coenen & Peter McAdam & Stefano Siviero, 2005. "The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 1(1), May.
  8. Filippo ALTISSIMO & Stefano SIVIERO & Daniele TERLIZZESE, 2002. "How Deep are the Deep Parameters?," Annales d'Economie et de Statistique, ENSAE, issue 67-68, pages 207-226.
  9. Parigi, Giuseppe & Siviero, Stefano, 2001. "An investment-function-based measure of capacity utilisation.: Potential output and utilised capacity in the Bank of Italy's quarterly model," Economic Modelling, Elsevier, vol. 18(4), pages 525-550, December.
  10. Siviero Stefano & Terlizzese Daniele, 2000. "La previsione macroeconomica: alcuni luoghi comuni da sfatare," Rivista italiana degli economisti, Società editrice il Mulino, issue 2, pages 291-322.
  11. Stefano SIVIERO & Daniele TERLIZZESE, 2000. "La previsione macroeconomica: alcuni luoghi comuni da sfatare," Rivista Italiana degli Economisti, SIE - Societa' Italiana degli Economisti (I), vol. 5(2), pages 291-322, August.
  12. Momigliano Sandro & Siviero Stefano, 1997. "Bilancio pubblico e attività economica negli anni novanta: una valutazione con il modello econometrico trimestrale della Banca d'Italia," Politica economica, Società editrice il Mulino, issue 3, pages 409-442.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2007-03-10. Author is listed
  2. NEP-ECM: Econometrics (1) 2010-05-08. Author is listed
  3. NEP-EEC: European Economics (2) 2005-10-07 2010-07-03. Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2010-05-08. Author is listed
  5. NEP-FOR: Forecasting (1) 2010-05-08. Author is listed
  6. NEP-MAC: Macroeconomics (3) 2005-10-06 2007-03-10 2010-07-03. Author is listed
  7. NEP-MON: Monetary Economics (2) 2005-10-07 2007-03-10. Author is listed
  8. NEP-RMG: Risk Management (1) 2010-05-08. Author is listed
  9. NEP-UPT: Utility Models & Prospect Theory (1) 2010-05-08. Author is listed

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