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Stefano Siviero

Personal Details

First Name:Stefano
Middle Name:
Last Name:Siviero
Suffix:
RePEc Short-ID:psi40
Banca d'Italia Servizio Studi Via Nazionale, 91 00184 Roma
+39-06-4792-4166

Affiliation

Banca d'Italia

Roma, Italy
http://www.bancaditalia.it/
RePEc:edi:bdigvit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Stefano Neri & Stefano Siviero, 2019. "The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks," Questioni di Economia e Finanza (Occasional Papers) 486, Bank of Italy, Economic Research and International Relations Area.
  2. Ugo Albertazzi & Alessandro Notarpietro & Stefano Siviero, 2016. "An inquiry into the determinants of the profitability of Italian banks," Questioni di Economia e Finanza (Occasional Papers) 364, Bank of Italy, Economic Research and International Relations Area.
  3. Alessandro Notarpietro & Stefano Siviero, 2014. "Optimal monetary policy rules and house prices: the role of financial frictions," Temi di discussione (Economic working papers) 993, Bank of Italy, Economic Research and International Relations Area.
  4. Giuseppe Grande & Stefano Neri & Stefan Siviero, 2013. "The sovereign debt crisis and the euro area," Workshop and Conferences 14, Bank of Italy, Economic Research and International Relations Area.
  5. MONTEFORTE Libero & SIVIERO Stefano, 2010. "Aggregate Vs. Disaggregate Euro-Area Macro-Modelling," EcoMod2003 330700105, EcoMod.
  6. 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.
  7. 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.
  8. 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.
  9. Adalid, Ramon & Coenen, Gunter & McAdam, Peter & Siviero, Stefano, 2005. "The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area," MPRA Paper 821, University Library of Munich, Germany.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. Altissimo, F. & Siviero, S. & Terlizzese, D., 1999. "How Deep Are the Deep Parameters?," Papers 354, Banca Italia - Servizio di Studi.
  18. 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. Alessandro Notarpietro & Stefano Siviero, 2015. "Optimal Monetary Policy Rules and House Prices: The Role of Financial Frictions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 383-410, March.
  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. 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.
  4. 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.
  5. 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. 48(2), pages 103-133, Diciembre.
  6. 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.
  7. Stefano Siviero & Daniele Terlizzese, 2008. "Macroeconomic Forecasting: Debunking a Few Old Wives' Tales," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2007(3), pages 287-316.
  8. 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.
  9. Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 2002. "How Deep are the Deep Parameters?," Annals of Economics and Statistics, GENES, issue 67-68, pages 207-226.
  10. 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.
  11. Stefano Siviero & Daniele Terlizzese, 2000. "La previsione macroeconomica: alcuni luoghi comuni da sfatare," Rivista italiana degli economisti, Società editrice il Mulino, issue 2, pages 291-322.
  12. Sandro Momigliano & Stefano Siviero, 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.
    RePEc:kuk:journl:v:51:y:2018:i:4:p:513-560 is not listed on IDEAS

Chapters

  1. Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 2006. "On Robust Monetary Policy," Chapters, in: Lawrence R. Klein (ed.), Long-run Growth and Short-run Stabilization, chapter 6, Edward Elgar Publishing.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (6) 2006-11-25 2007-03-10 2010-07-03 2014-10-13 2014-12-24 2016-10-23. Author is listed
  2. NEP-EEC: European Economics (4) 2006-11-25 2010-07-03 2016-10-23 2019-05-13
  3. NEP-MON: Monetary Economics (4) 2006-11-25 2007-03-10 2014-12-24 2019-05-13
  4. NEP-CBA: Central Banking (3) 2006-11-25 2007-03-10 2019-05-13
  5. NEP-BAN: Banking (1) 2016-10-23
  6. NEP-DGE: Dynamic General Equilibrium (1) 2014-12-24
  7. NEP-ECM: Econometrics (1) 2010-05-08
  8. NEP-ETS: Econometric Time Series (1) 2010-05-08
  9. NEP-FOR: Forecasting (1) 2010-05-08
  10. NEP-RMG: Risk Management (1) 2010-05-08
  11. NEP-UPT: Utility Models & Prospect Theory (1) 2010-05-08
  12. NEP-URE: Urban & Real Estate Economics (1) 2014-12-24

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