IDEAS home Printed from https://ideas.repec.org/f/pga410.html
   My authors  Follow this author

Alessandro Galesi

Personal Details

First Name:Alessandro
Middle Name:
Last Name:Galesi
Suffix:
RePEc Short-ID:pga410
Terminal Degree:2008 Dipartimento di Statistica e Matematica Applicata all'Economia; Università degli Studi di Pisa (from RePEc Genealogy)

Affiliation

Banco de España

Madrid, Spain
http://www.bde.es/

:


RePEc:edi:bdegves (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Pablo Burriel & Alessandro Galesi, 2016. "Uncovering the heterogeneous effects of ecb unconventional monetary policies across euro area countries," Working Papers 1631, Banco de España;Working Papers Homepage.
  2. Alessandro Galesi & Omar Rachedi, 2016. "Structural transformation, services deepening, and the transmission of monetary policy," Working Papers 1615, Banco de España;Working Papers Homepage.
  3. Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2015. "Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation," Working Papers wp2015_1502, CEMFI.
  4. Fiorentini, Gabriele & Galesi, Alessandro & Sentana, Enrique, 2015. "A spectral EM algorithm for dynamic factor models," CEPR Discussion Papers 10417, C.E.P.R. Discussion Papers.
  5. Claudio Michelacci & Alessandro Galesi, 2013. "Job Destruction without Job Creation: Structural Trasformation in the Overborrowed America," 2013 Meeting Papers 598, Society for Economic Dynamics.
  6. Silvia Sgherri & Alessandro Galesi, 2009. "Regional Financial Spillovers Across Europe; A Global VAR Analysis," IMF Working Papers 09/23, International Monetary Fund.
  7. Lombardi, Marco J. & Galesi, Alessandro, 2009. "External shocks and international inflation linkages: a global VAR analysis," Working Paper Series 1062, European Central Bank.
  8. Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro, "undated". "Key elements of global inflation," Discussion Papers 09/22, University of Nottingham, GEP.

Articles

  1. Burriel, Pablo & Galesi, Alessandro, 2018. "Uncovering the heterogeneous effects of ECB unconventional monetary policies across euro area countries," European Economic Review, Elsevier, vol. 101(C), pages 210-229.
  2. Alessandro Galesi & Galo Nuño & Carlos Thomas, 2017. "El tipo de interés natural: concepto, determinantes e implicaciones para la política monetaria," Boletín Económico, Banco de España;Boletín Económico Homepage, issue MAR.
  3. Alessandro Galesi & Galo Nuño & Carlos Thomas, 2017. "The natural interest rate: concept, determinants and implications for monetary policy," Economic Bulletin, Banco de España;Economic Bulletin Homepage, issue MAR.

Chapters

  1. Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2016. "Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation," Advances in Econometrics,in: Dynamic Factor Models, volume 35, pages 215-282 Emerald Publishing Ltd.
  2. Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro, 2010. "Key Elements of Global Inflation," RBA Annual Conference Volume,in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks Reserve Bank of Australia.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Pablo Burriel & Alessandro Galesi, 2016. "Uncovering the heterogeneous effects of ecb unconventional monetary policies across euro area countries," Working Papers 1631, Banco de España;Working Papers Homepage.

    Cited by:

    1. Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168111, Verein für Socialpolitik / German Economic Association.
    2. Victor Echevarria-Icaza & Simón Sosvilla-Rivero, 2017. "Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach," Working Papers del Instituto Complutense de Estudios Internacionales 1703, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    3. Moder, Isabella, 2017. "Spillovers from the ECB's non-standard monetary policy measures on south-eastern Europe," Working Paper Series 2095, European Central Bank.
    4. Lucas Hafemann & Peter Tillmann, 2017. "The Aggregate and Country-Specific Effectiveness of ECB Policy: Evidence from an External Instruments (VAR) Approach," European Economy - Discussion Papers 2015 - 063, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    5. Lucas Hafemann & Peter Tillmann, 2017. "The aggregate and country-speci c e ectiveness of ECB policy: evidence from an external instruments (VAR) approach," MAGKS Papers on Economics 201720, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    6. Galina Kolev, 2017. "The European Integration and its International Dimension: An Introduction," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 14(2), pages 157-160, December.
    7. Martin Feldkircher Author-Email: martin.feldkircher@oenb.at Author-WorkPlace-Name: Oesterreichische Nationalbank (OeNB) & Thomas Gruber Author-Email: thomas.gruber@oenb.at Author-WorkPlace-Name: Oeste, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," Department of Economics Working Papers wuwp248, Vienna University of Economics and Business, Department of Economics.

  2. Alessandro Galesi & Omar Rachedi, 2016. "Structural transformation, services deepening, and the transmission of monetary policy," Working Papers 1615, Banco de España;Working Papers Homepage.

    Cited by:

    1. Ivan Petrella & Raffaele Rossi & Emiliano Santoro, 2017. "Monetary Policy with Sectoral Trade-offs," Centre for Growth and Business Cycle Research Discussion Paper Series 233, Economics, The Univeristy of Manchester.
    2. Pablo Burriel & Alessandro Galesi, 2016. "Uncovering the heterogeneous effects of ecb unconventional monetary policies across euro area countries," Working Papers 1631, Banco de España;Working Papers Homepage.

  3. Fiorentini, Gabriele & Galesi, Alessandro & Sentana, Enrique, 2015. "A spectral EM algorithm for dynamic factor models," CEPR Discussion Papers 10417, C.E.P.R. Discussion Papers.

    Cited by:

    1. Pilar Poncela & Esther Ruiz, 2016. "Small- Versus Big-Data Factor Extraction in Dynamic Factor Models: An Empirical Assessment," Advances in Econometrics,in: Dynamic Factor Models, volume 35, pages 401-434 Emerald Publishing Ltd.
    2. Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana, 2015. "Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation," Working Papers wp2015_1502, CEMFI.
    3. Gabriele Fiorentini & Enrique Sentana, 2016. "Neglected serial correlation tests in UCARIMA models," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 7(1), pages 121-178, March.
    4. Alonso Fernández, Andrés Modesto & Bastos, Guadalupe & García-Martos, Carolina, 2017. "BIAS correction for dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS 24029, Universidad Carlos III de Madrid. Departamento de Estadística.

  4. Silvia Sgherri & Alessandro Galesi, 2009. "Regional Financial Spillovers Across Europe; A Global VAR Analysis," IMF Working Papers 09/23, International Monetary Fund.

    Cited by:

    1. Nils Holinski & Robert Vermeulen, 2012. "The international wealth channel: a global error-correcting analysis," Empirical Economics, Springer, vol. 43(3), pages 985-1010, December.
    2. Minoas Koukouritakis & Athanasios Papadopoulos & Andreas Yiannopoulos, 2013. "Linkages between the Eurozone and the South-Eastern European Countries: A VECMX Analysis," Working Papers 1302, University of Crete, Department of Economics.
    3. Nagayasu, Jun, 2010. "Macroeconomic Interdependence in East Asia," MPRA Paper 27129, University Library of Munich, Germany.
    4. Beirne, John & Gieck, Jana, 2012. "Interdependence and contagion in global asset markets," Working Paper Series 1480, European Central Bank.
    5. Minoas Koukouritakis & Athanasios P. Papadopoulos & Andreas Yannopoulos, 2013. "Linkages between the euro zone and the south-eastern European countries: a global VAR analysis," Working Papers 163, Bank of Greece.
    6. Kok, Christoffer & Gross, Marco & Żochowski, Dawid, 2016. "The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model," Working Paper Series 1888, European Central Bank.
    7. Jesús Crespo Cuaresma & Martin Feldkircher & Florian Huber, 2016. "Forecasting with Global Vector Autoregressive Models: a Bayesian Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1371-1391, November.
    8. Bilge Erten, 2012. "Macroeconomic Transmission of Eurozone Shocks to Emerging Economies," International Economics, CEPII research center, issue 131, pages 43-70.
    9. Sithole, Thanda & Simo-Kengne, Beatrice D. & Some, Modeste, 2017. "The role of financial conditions in transmitting external shocks to South Africa," International Economics, Elsevier, vol. 150(C), pages 36-56.
    10. Carlo A. Favero, 2012. "Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model," Working Papers 431, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    11. Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2012. "International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach," Melbourne Institute Working Paper Series wp2012n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    12. Eickmeier, Sandra & Ng, Tim, 2011. "How Do Credit Supply Shocks Propagate Internationally? A GVAR approach," CEPR Discussion Papers 8720, C.E.P.R. Discussion Papers.
    13. McQuade, Peter & Falagiarda, Matteo & Tirpák, Marcel, 2015. "Spillovers from the ECB's non-standard monetary policies on non-euro area EU countries: evidence from an event-study analysis," Working Paper Series 1869, European Central Bank.
    14. Gross, Marco & Población García, Francisco Javier, 2016. "Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households," Working Paper Series 1881, European Central Bank.
    15. Peter Backé & Martin Feldkircher & Tomáš Slacík, 2013. "Economic Spillovers from the Euro Area to the CESEE Region via the Financial Channel: A GVAR Approach," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 50-64.
    16. Park, Hail & Shin, Yongcheol, 2017. "Exploring international linkages using generalised connectedness measures: The case of Korea," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 49-64.
    17. Hany Abdel-Latif & Tapas Mishra & Anita Staneva, 2015. "Arab Countries Between Winter and Spring: Where Democracy Shock Goes Next!," Working Papers 954, Economic Research Forum, revised Oct 2015.
    18. Xu, T.T., 2012. "The role of credit in international business cycles," Cambridge Working Papers in Economics 1202, Faculty of Economics, University of Cambridge.
    19. Stanimira Milcheva, 2012. "Monetary policy, financial intermediation, current account and housing market - how do they fit together?," ERES eres2012_151, European Real Estate Society (ERES).
    20. Nedelchev, Miroslav, 2010. "Корпоративно Управление На Финансови Групи (Спазвай И Обяснявай)
      [Corporate Governance of Financial Groups (Comply and Explain)]
      ," MPRA Paper 52249, University Library of Munich, Germany.
    21. Kenji Moriyama, 2010. "The Spillover Effects of the Global Crisison Economic Activity in Mena Emerging Market Countries; An Analysis Using the Financial Stress Index," IMF Working Papers 10/8, International Monetary Fund.
    22. Florian Huber & Jesus Crespo-Cuaresma & Martin Feldkircher, 2014. "Forecasting with Bayesian Global Vector Autoregressions," ERSA conference papers ersa14p25, European Regional Science Association.
    23. Adam Traczyk, 2013. "Financial integration and the term structure of interest rates," Empirical Economics, Springer, vol. 45(3), pages 1267-1305, December.
    24. Amira El-Shal, 2012. "The Spillover Effects of the Global Financial Crisis on Economic Activity in Emerging Economies – Investigating the Egyptian Case Using the Financial Stress Index," Working Papers 737, Economic Research Forum, revised 2012.
    25. Markus Behn & Marco Gross & Tuomas Peltonen, 2016. "Assessing the costs and benefits of capital-based macroprudential policy," ESRB Working Paper Series 17, European Systemic Risk Board.
    26. Milcheva, Stanimira, 2013. "Cross-country effects of regulatory capital arbitrage," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5329-5345.
    27. Ansgar Belke & Thomas Osowski, 2016. "Measuring fiscal spillovers in EMU and beyond: A global VAR approach," ROME Working Papers 201606, ROME Network.
    28. Martin Feldkircher, 2013. "A Global Macro Model for Emerging Europe," Working Papers 185, Oesterreichische Nationalbank (Austrian Central Bank).
    29. Cao, Zheng & Li, Gang & Song, Haiyan, 2017. "Modelling the interdependence of tourism demand: The global vector autoregressive approach," Annals of Tourism Research, Elsevier, vol. 67(C), pages 1-13.
    30. Eickmeier, Sandra & Ng, Tim, 2015. "How do US credit supply shocks propagate internationally? A GVAR approach," European Economic Review, Elsevier, vol. 74(C), pages 128-145.
    31. Matkovskyy, Roman, 2012. "Прогнозування Реакції Економіки України На Економічні Шоки В Сусідніх Державах: Глобальна Векторна Авторегресійна Модель «Україна-Сусіди»
      [Forecasting the Responses of Ukraine to Economic Shocks in
      ," MPRA Paper 44717, University Library of Munich, Germany, revised Nov 2012.
    32. Favero, Carlo A., 2013. "Modelling and forecasting government bond spreads in the euro area: A GVAR model," Journal of Econometrics, Elsevier, vol. 177(2), pages 343-356.
    33. Fabio C. Bagliano & Claudio Morana, 2010. "The Great Recession: US dynamics and spillovers to the world economy," Working papers 17, Former Department of Economics and Public Finance "G. Prato", University of Torino.
    34. Annari de Waal & Renee van Eyden, 2013. "The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR," Working Papers 201328, University of Pretoria, Department of Economics.
    35. Feldkircher, Martin & Korhonen, Iikka, 2012. "The rise of China and its implications for emerging markets : Evidence from a GVAR model," BOFIT Discussion Papers 20/2012, Bank of Finland, Institute for Economies in Transition.
    36. Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano, 2011. "The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR," CEPR Discussion Papers 8341, C.E.P.R. Discussion Papers.
    37. Hail Park & Yongcheol Shin, 2014. "Mapping Korea's International Linkages using Generalised Connectedness Measures," Working Papers 2014-16, Economic Research Institute, Bank of Korea.
    38. Kok, Christoffer & Gross, Marco, 2013. "Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR," Working Paper Series 1570, European Central Bank.
    39. Raslan Alzubi & Mustafa Caglayan & Kostas Mouratidis, 2017. "The Risk-Taking Channel in the US: A GVAR Approach," Working Papers 2017009, The University of Sheffield, Department of Economics.
    40. Kalbaska, A. & Gątkowski, M., 2012. "Eurozone sovereign contagion: Evidence from the CDS market (2005–2010)," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 657-673.
    41. Bicu, Andreea & Candelon, Bertrand, 2013. "On the importance of indirect banking vulnerabilities in the Eurozone," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5007-5024.
    42. Florian Huber & Maria Teresa Punzi, 2017. "The shortage of safe assets in the US investment portfolio: Some international evidence," Department of Economics Working Papers wuwp243, Vienna University of Economics and Business, Department of Economics.
    43. Jorge I Canales Kriljenko & Mehdi Hosseinkouchack & Alexis Meyer-Cirkel, 2014. "Global Financial Transmission into Sub-Saharan Africa – A Global Vector Autoregression Analysis," IMF Working Papers 14/241, International Monetary Fund.
    44. Giovanni Ganelli & Nour Tawk, 2016. "Spillovers from Japan’s Unconventional Monetary Policy to Emerging Asia; a Global VAR approach," IMF Working Papers 16/99, International Monetary Fund.
    45. Donal Smith, 2016. "The International Impact of Financial Shocks: A Global VAR and Connectedness Measures Approach," Discussion Papers 16/07, Department of Economics, University of York.
    46. Galin Todorov & Prasad Bidarkota, 2013. "On international financial spillovers to frontier markets," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 5(4), pages 433-452.
    47. Potjagailo, Galina, 2016. "Spillover effects from euro area monetary policy across the EU: A factor-augmented VAR approach," Kiel Working Papers 2033, Kiel Institute for the World Economy (IfW).
    48. Pesce, Antonio, 2014. "International (spillovers in) macrofinancial linkages and the decoupling phenomenon," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 41-67.
    49. Peter Broer & Jürgen Antony, 2013. "Financial Shocks and Economic Activity in the Netherlands," CPB Discussion Paper 260, CPB Netherlands Bureau for Economic Policy Analysis.
    50. Britta Niehof, 2014. "Spillover Effects in Government Bond Spreads: Evidence from a GVAR Model," MAGKS Papers on Economics 201458, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    51. O'Grady, Michael & Rice, Jonathan & Walsh, Graeme, 2017. "Global and Domestic Modeling of Macroeconomic Shocks: A GVAR Analysis of Ireland," Research Technical Papers 09/RT/17, Central Bank of Ireland.
    52. Helene Poirson Ward & Sebastian Weber, 2011. "Growth Spillover Dynamics From Crisis to Recovery," IMF Working Papers 11/218, International Monetary Fund.
    53. Issouf Samaké & Yongzheng Yang, 2011. "Low-Income Countries' BRIC Linkage; Are there Growth Spillovers?," IMF Working Papers 11/267, International Monetary Fund.
    54. Ludmila Fadejeva & Martin Feldkircher & Thomas Reininger, 2014. "International Transmission of Credit Shocks: Evidence from Global Vector Autoregression Model," Working Papers 2014/05, Latvijas Banka.
    55. Jean-Pierre Allegret & Audrey Sallenave, 2014. "The impact of real exchange rates adjustments on global imbalances: a multilateral approach," Post-Print hal-01385910, HAL.
    56. Jürgen Antony & D. Broer, 2015. "Euro area financial shocks and economic activity in The Netherlands," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(3), pages 571-595, August.
    57. Samargandi, Nahla & Kutan, Ali M., 2016. "Private credit spillovers and economic growth: Evidence from BRICS countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 56-84.
    58. Martin Feldkircher & Iikka Korhonen, 2014. "The Rise of China and Its Implications for the Global Economy: Evidence from a Global Vector Autoregressive Model," Pacific Economic Review, Wiley Blackwell, vol. 19(1), pages 61-89, February.
    59. Moisă Altăr & Alexandru-Adrian Cramer & Adam-Nelu Altăr-Samuel, 2015. "Sovereign Financial Asset Market Linkages across Europe During the Euro Zone Debt Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 29-49, December.
    60. Yan M Sun & Frigyes F Heinz & Giang Ho, 2013. "Cross-Country Linkages in Europe; A Global VAR Analysis," IMF Working Papers 13/194, International Monetary Fund.
    61. Gross, Marco & Binder, Michael, 2013. "Regime-switching global vector autoregressive models," Working Paper Series 1569, European Central Bank.
    62. Gross, Marco, 2013. "Estimating GVAR weight matrices," Working Paper Series 1523, European Central Bank.

  5. Lombardi, Marco J. & Galesi, Alessandro, 2009. "External shocks and international inflation linkages: a global VAR analysis," Working Paper Series 1062, European Central Bank.

    Cited by:

    1. Jonas Dovern & Martin Feldkircher & Florian Huber, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 200, Oesterreichische Nationalbank (Austrian Central Bank).
    2. Muhammad Arshad Khan & Ayaz Ahmed, 2011. "Macroeconomic Effects of Global Food and Oil Price Shocks to the Pakistan Economy: A Structural Vector Autoregressive (SVAR) Analysis," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 50(4), pages 491-511.
    3. Jan Hájek & Roman Horváth, 2016. "The Spillover Effect of Euro Area on Central and Southeastern European Economies: A Global VAR Approach," Open Economies Review, Springer, vol. 27(2), pages 359-385, April.
    4. Chudik, Alexander & Pesaran, M. Hashem, 2014. "Theory and practice of GVAR modeling," Globalization and Monetary Policy Institute Working Paper 180, Federal Reserve Bank of Dallas.
    5. Juan Carlos Berganza & Pedro del Río & Fructuoso Borrallo, 2016. "Determinants and implications of low global inflation rates," Occasional Papers 1608, Banco de España;Occasional Papers Homepage.
    6. Martin Feldkircher, 2013. "A Global Macro Model for Emerging Europe," Working Papers 185, Oesterreichische Nationalbank (Austrian Central Bank).
    7. Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro, 2010. "Key Elements of Global Inflation," RBA Annual Conference Volume,in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks Reserve Bank of Australia.
    8. Dovern, Jonas & van Roye, Björn, 2013. "International transmission of financial stress: Evidence from a GVAR," Kiel Working Papers 1844, Kiel Institute for the World Economy (IfW).
    9. Sherine Al-Shawarby & Hoda Selim, 2012. "Are International Food Price Spikes the Source of Egypt’s High Inflation?," Working Papers 714, Economic Research Forum, revised 2012.
    10. Mardi Dungey & Denise R Osborn, 2009. "Modelling International Linkages for Large Open Economies: US and Euro Area," Centre for Growth and Business Cycle Research Discussion Paper Series 121, Economics, The Univeristy of Manchester.
    11. Annari de Waal & Renee van Eyden, 2013. "The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR," Working Papers 201328, University of Pretoria, Department of Economics.
    12. Dridi, Jemma & Nguyen, Anh D. M., 2017. "Inflation Convergence In East African Countries," MPRA Paper 80393, University Library of Munich, Germany.
    13. Alom, Fardous, 2011. "Economic Effects of Oil and Food Price Shocks in Asia and Pacific Countries: An Application of SVAR Model," 2011 Conference, August 25-26, 2011, Nelson, New Zealand 115346, New Zealand Agricultural and Resource Economics Society.
    14. O'Grady, Michael & Rice, Jonathan & Walsh, Graeme, 2017. "Global and Domestic Modeling of Macroeconomic Shocks: A GVAR Analysis of Ireland," Research Technical Papers 09/RT/17, Central Bank of Ireland.
    15. Dovern, Jonas & van Roye, Björn, 2014. "International transmission and business-cycle effects of financial stress," Journal of Financial Stability, Elsevier, vol. 13(C), pages 1-17.
    16. INOUE Tomoo & OKIMOTO Tatsuyoshi, 2017. "Measuring the Effects of Commodity Price Shocks on Asian Economies," Discussion papers 17009, Research Institute of Economy, Trade and Industry (RIETI).
    17. Muhammad Faraz Riaz & Maqbool Hussain Sial & Samia Nasreen, 2016. "Impact of Oil Price Volatility on Manufacturing Production of Pakistan," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), vol. 4(1), pages 23-34, March.
    18. Lance Kent, 2014. "Bilateral Linkages and the International Transmission of Business Cycles," Working Papers 149, Department of Economics, College of William and Mary.
    19. Paul Corrigan, 2017. "Terms-of-Trade and House Price Fluctuations: A Cross-Country Study," Staff Working Papers 17-1, Bank of Canada.
    20. Yan M Sun & Frigyes F Heinz & Giang Ho, 2013. "Cross-Country Linkages in Europe; A Global VAR Analysis," IMF Working Papers 13/194, International Monetary Fund.

  6. Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro, "undated". "Key elements of global inflation," Discussion Papers 09/22, University of Nottingham, GEP.

    Cited by:

    1. Claudio BorioBy & Piti Disyatat & Mikael Juselius, 2017. "Rethinking potential output: embedding information about the financial cycle," Oxford Economic Papers, Oxford University Press, vol. 69(3), pages 655-677.
    2. Chudik, Alexander & Pesaran, M. Hashem, 2014. "Theory and practice of GVAR modeling," Globalization and Monetary Policy Institute Working Paper 180, Federal Reserve Bank of Dallas.
    3. Juan Carlos Berganza & Pedro del Río & Fructuoso Borrallo, 2016. "Determinants and implications of low global inflation rates," Occasional Papers 1608, Banco de España;Occasional Papers Homepage.

Articles

  1. Burriel, Pablo & Galesi, Alessandro, 2018. "Uncovering the heterogeneous effects of ECB unconventional monetary policies across euro area countries," European Economic Review, Elsevier, vol. 101(C), pages 210-229.
    See citations under working paper version above.Sorry, no citations of articles recorded.

Chapters

  1. Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro, 2010. "Key Elements of Global Inflation," RBA Annual Conference Volume,in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks Reserve Bank of Australia.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 9 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) 2009-03-28 2015-03-05 2015-03-13 2015-10-04 2016-08-07 2017-01-01. Author is listed
  2. NEP-CBA: Central Banking (5) 2009-03-28 2009-08-08 2015-03-05 2015-03-13 2017-01-01. Author is listed
  3. NEP-EEC: European Economics (4) 2009-03-28 2015-03-05 2015-03-13 2017-01-01. Author is listed
  4. NEP-ETS: Econometric Time Series (3) 2015-10-25 2016-02-23 2016-10-09. Author is listed
  5. NEP-MON: Monetary Economics (3) 2009-08-08 2016-08-07 2017-01-01. Author is listed
  6. NEP-ORE: Operations Research (3) 2015-10-25 2016-02-23 2016-10-09. Author is listed
  7. NEP-ECM: Econometrics (2) 2015-03-05 2015-10-25
  8. NEP-CSE: Economics of Strategic Management (1) 2016-08-07
  9. NEP-ENE: Energy Economics (1) 2009-08-08
  10. NEP-FDG: Financial Development & Growth (1) 2009-03-28
  11. NEP-IFN: International Finance (1) 2017-01-01
  12. NEP-MFD: Microfinance (1) 2015-03-05
  13. NEP-OPM: Open Economy Macroeconomics (1) 2009-08-08

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Alessandro Galesi should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.