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Filippo Natoli

Personal Details

First Name:Filippo
Middle Name:
Last Name:Natoli
Suffix:
RePEc Short-ID:pna612
https://sites.google.com/site/filipponatoli/

Affiliation

Banca d'Italia

Roma, Italy
http://www.bancaditalia.it/

:

Via Nazionale, 91 - 00184 Roma
RePEc:edi:bdigvit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Filippo Natoli, 2018. "Analyzing the structural transformation of commodity markets: financialization revisited," Questioni di Economia e Finanza (Occasional Papers) 419, Bank of Italy, Economic Research and International Relations Area.
  2. Grasso, Adriana & Natoli, Filippo, 2018. "Consumption volatility risk and the inversion of the yield curve," Working Paper Series 2141, European Central Bank.
  3. Ferriani, Fabrizio & Natoli, Filippo & Veronese, Giovanni & Zeni, Federica, 2018. "Futures risk premia in the era of shale oil," MPRA Paper 89097, University Library of Munich, Germany.
  4. Ivan Faiella & Filippo Natoli, 2018. "Natural catastrophes and bank lending: the case of flood risk in Italy," Questioni di Economia e Finanza (Occasional Papers) 457, Bank of Italy, Economic Research and International Relations Area.
  5. Natoli, Filippo & Metelli, Luca, 2018. "The international transmission of US fiscal shocks," MPRA Paper 84207, University Library of Munich, Germany.
  6. Pietro Cova & Filippo Natoli, 2017. "International financial flows and the risk-taking channel," Temi di discussione (Economic working papers) 1152, Bank of Italy, Economic Research and International Relations Area.
  7. Natoli, Filippo & Sigalotti, Laura, 2017. "A new indicator of inflation expectations anchoring," Working Paper Series 1996, European Central Bank.
  8. Sara Cecchetti & Filippo Natoli & Laura Sigalotti, 2015. "Tail comovement in option-implied inflation expectations as an indicator of anchoring," Temi di discussione (Economic working papers) 1025, Bank of Italy, Economic Research and International Relations Area.

Articles

  1. Filippo Natoli & Laura Sigalotti, 2018. "Tail Co-movement in Inflation Expectations as an Indicator of Anchoring," International Journal of Central Banking, International Journal of Central Banking, vol. 14(1), pages 35-71, January.
  2. Metelli, Luca & Natoli, Filippo, 2017. "The effect of a Chinese slowdown on inflation in the euro area and the United States," Economic Modelling, Elsevier, vol. 62(C), pages 16-22.

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. Natoli, Filippo & Metelli, Luca, 2018. "The international transmission of US fiscal shocks," MPRA Paper 84207, University Library of Munich, Germany.

    Cited by:

    1. Christofzik, Désirée I. & Elstner, Steffen, 2018. "International spillover effects of U.S. tax reforms: Evidence from Germany," Working Papers 08/2018, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
    2. Andrea Colabella, 2019. "Do the ECB’s monetary policies benefit emerging market economies? A GVAR analysis on the crisis and post-crisis period," Temi di discussione (Economic working papers) 1207, Bank of Italy, Economic Research and International Relations Area.

  2. Natoli, Filippo & Sigalotti, Laura, 2017. "A new indicator of inflation expectations anchoring," Working Paper Series 1996, European Central Bank.

    Cited by:

    1. Buono, Ines & Formai, Sara, 2018. "New evidence on the evolution of the anchoring of inflation expectations," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 39-54.
    2. Ryan Niladri Banerjee & Aaron Mehrotra, 2018. "Deflation expectations," BIS Working Papers 699, Bank for International Settlements.
    3. Cristina Conflitti & Riccardo Cristadoro, 2018. "Oil prices and inflation expectations," Questioni di Economia e Finanza (Occasional Papers) 423, Bank of Italy, Economic Research and International Relations Area.
    4. Stefano Neri & Giuseppe Ferrero, 2017. "Monetary policy in a low interest rate environment," Questioni di Economia e Finanza (Occasional Papers) 392, Bank of Italy, Economic Research and International Relations Area.
    5. Laura Bartiloro & Marco Bottone & Alfonso Rosolia, 2017. "What does the heterogeneity of the inflation expectations of Italian firms tell us?," Questioni di Economia e Finanza (Occasional Papers) 414, Bank of Italy, Economic Research and International Relations Area.

  3. Sara Cecchetti & Filippo Natoli & Laura Sigalotti, 2015. "Tail comovement in option-implied inflation expectations as an indicator of anchoring," Temi di discussione (Economic working papers) 1025, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Hartmann, Philipp & Smets, Frank, 2018. "The first twenty years of the European Central Bank: monetary policy," CEPR Discussion Papers 13411, C.E.P.R. Discussion Papers.
    2. Galati, Gabriele & Gorgi, Zion & Moessner, Richhild & Zhou, Chen, 2018. "Deflation risk in the euro area and central bank credibility," Economics Letters, Elsevier, vol. 167(C), pages 124-126.
    3. Ines Buono & Sara Formai, 2016. "The evolution of the anchoring of inflation expectations," Questioni di Economia e Finanza (Occasional Papers) 321, Bank of Italy, Economic Research and International Relations Area.
    4. Marco Casiraghi & Marcello Miccoli, 2015. "Risk-adjusted expectations of inflation," Questioni di Economia e Finanza (Occasional Papers) 286, Bank of Italy, Economic Research and International Relations Area.
    5. Natoli, Filippo & Sigalotti, Laura, 2017. "A new indicator of inflation expectations anchoring," Working Paper Series 1996, European Central Bank.
    6. Ryan Niladri Banerjee & Aaron Mehrotra, 2018. "Deflation expectations," BIS Working Papers 699, Bank for International Settlements.
    7. Fabio Panetta, 2016. "Central banking in the XXI century: never say never," BAFFI CAREFIN Working Papers 1626, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    8. Cristina Conflitti & Riccardo Cristadoro, 2018. "Oil prices and inflation expectations," Questioni di Economia e Finanza (Occasional Papers) 423, Bank of Italy, Economic Research and International Relations Area.
    9. Stefano Neri & Giuseppe Ferrero, 2017. "Monetary policy in a low interest rate environment," Questioni di Economia e Finanza (Occasional Papers) 392, Bank of Italy, Economic Research and International Relations Area.
    10. Stefano Neri & Alessandro Notarpietro, 2015. "The macroeconomic effects of low and falling inflation at the zero lower bound," Temi di discussione (Economic working papers) 1040, Bank of Italy, Economic Research and International Relations Area.
    11. Neri, Stefano & Nobili, Andrea & Conti, Antonio M., 2017. "Low inflation and monetary policy in the euro area," Working Paper Series 2005, European Central Bank.
    12. Kenny, Geoff & Dovern, Jonas, 2017. "The long-term distribution of expected inflation in the euro area: what has changed since the great recession?," Working Paper Series 1999, European Central Bank.
    13. Lucio Gobbi & Ronny Mazzocchi & Roberto Tamborini, 2018. "Monetary policy, de-anchoring of inflation expectations, and the 'new normal'," DEM Working Papers 2018/04, Department of Economics and Management.
    14. Hanoma, Ahmed & Nautz, Dieter, 2018. "The information content of inflation swap rates for the long-term inflation expectations of professionals: Evidence from a MIDAS analysis," Discussion Papers 2018/16, Free University Berlin, School of Business & Economics.

Articles

  1. Filippo Natoli & Laura Sigalotti, 2018. "Tail Co-movement in Inflation Expectations as an Indicator of Anchoring," International Journal of Central Banking, International Journal of Central Banking, vol. 14(1), pages 35-71, January.

    Cited by:

    1. Galati, Gabriele & Gorgi, Zion & Moessner, Richhild & Zhou, Chen, 2018. "Deflation risk in the euro area and central bank credibility," Economics Letters, Elsevier, vol. 167(C), pages 124-126.
    2. Buono, Ines & Formai, Sara, 2018. "New evidence on the evolution of the anchoring of inflation expectations," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 39-54.
    3. Natoli, Filippo & Sigalotti, Laura, 2017. "A new indicator of inflation expectations anchoring," Working Paper Series 1996, European Central Bank.
    4. Ryan Niladri Banerjee & Aaron Mehrotra, 2018. "Deflation expectations," BIS Working Papers 699, Bank for International Settlements.
    5. Lucio Gobbi & Ronny Mazzocchi & Roberto Tamborini, 2018. "Monetary policy, de-anchoring of inflation expectations, and the 'new normal'," DEM Working Papers 2018/04, Department of Economics and Management.
    6. Hanoma, Ahmed & Nautz, Dieter, 2018. "The information content of inflation swap rates for the long-term inflation expectations of professionals: Evidence from a MIDAS analysis," Discussion Papers 2018/16, Free University Berlin, School of Business & Economics.

  2. Metelli, Luca & Natoli, Filippo, 2017. "The effect of a Chinese slowdown on inflation in the euro area and the United States," Economic Modelling, Elsevier, vol. 62(C), pages 16-22.

    Cited by:

    1. Bataa, Erdenebat & Osborn, Denise R. & Sensier, Marianne, 2018. "China's increasing global influence: Changes in international growth linkages," Economic Modelling, Elsevier, vol. 74(C), pages 194-206.
    2. Fontaine, Idriss & Didier, Laurent & Razafindravaosolonirina, Justinien, 2017. "Foreign policy uncertainty shocks and US macroeconomic activity: Evidence from China," Economics Letters, Elsevier, vol. 155(C), pages 121-125.
    3. Salzmann, Leonard, 2018. "China's Economic Slowdown and International Inflation Dynamics," EconStor Preprints 176757, ZBW - Leibniz Information Centre for Economics.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 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 (5) 2015-08-01 2017-03-05 2017-03-05 2017-03-05 2018-02-12. Author is listed
  2. NEP-MON: Monetary Economics (4) 2015-08-01 2017-03-05 2017-03-05 2018-01-08. Author is listed
  3. NEP-RMG: Risk Management (4) 2017-03-05 2018-04-16 2018-04-30 2018-10-15. Author is listed
  4. NEP-CBA: Central Banking (3) 2015-08-01 2017-03-05 2017-03-05. Author is listed
  5. NEP-EEC: European Economics (2) 2015-08-01 2017-03-05
  6. NEP-OPM: Open Economy Macroeconomics (2) 2018-02-12 2018-04-30
  7. NEP-AGR: Agricultural Economics (1) 2018-02-26
  8. NEP-BAN: Banking (1) 2018-10-29
  9. NEP-CFN: Corporate Finance (1) 2018-10-29
  10. NEP-ENE: Energy Economics (1) 2018-10-15
  11. NEP-ENV: Environmental Economics (1) 2018-10-29
  12. NEP-HIS: Business, Economic & Financial History (1) 2018-02-26
  13. NEP-IFN: International Finance (1) 2018-01-08
  14. NEP-UPT: Utility Models & Prospect Theory (1) 2018-10-15

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