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Raffaella Pico

Personal Details

First Name:Raffaella
Middle Name:
Last Name:Pico
Suffix:
RePEc Short-ID:ppi578
[This author has chosen not to make the email address public]

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

Working papers

  1. Federica Ciocchetta & Raffaella Pico & Ivan Quaglia, 2025. "Commercial real estate loans in Europe: does loan-to-value at origination predict default risk?," Questioni di Economia e Finanza (Occasional Papers) 905, Bank of Italy, Economic Research and International Relations Area.
  2. Andrea Colabella & Luciano Lavecchia & Valentina Michelangeli & Raffaella Pico, 2023. "To eat or to heat: are energy bills squeezing people's spending?," Questioni di Economia e Finanza (Occasional Papers) 800, Bank of Italy, Economic Research and International Relations Area.
  3. Silvia Magri & Valentina Michelangeli & Sabrina Pastorelli & Raffaella Pico, 2019. "The expansion of consumer credit in Italy and in the Euro Area: what are the drivers and the risks?," Questioni di Economia e Finanza (Occasional Papers) 500, Bank of Italy, Economic Research and International Relations Area.
  4. Cristina Fabrizi & Raffaella Pico & Luca Casolaro & Mariano Graziano & Elisabetta Manzoli & Sonia Soncin & Luciano Esposito & Giuseppe Saporito & Tiziana Sodano, 2015. "The real estate market, the supply chain and credit: the effects of the great recession," Questioni di Economia e Finanza (Occasional Papers) 263, Bank of Italy, Economic Research and International Relations Area.
  5. Pierpaolo Cristaudo & Silvia Magri & Raffaella Pico & Maria Giovanna Zavallone, 2014. "Consumer credit during the crisis: evidence from contracts," Questioni di Economia e Finanza (Occasional Papers) 234, Bank of Italy, Economic Research and International Relations Area.
  6. Silvia Magri & Raffaella Pico, 2014. "The household credit market after five years of crisis: evidence from the survey on income and wealth," Questioni di Economia e Finanza (Occasional Papers) 241, Bank of Italy, Economic Research and International Relations Area.
  7. Romina Gambacorta & Giuseppe Ilardi & Andrea Locatelli & Cristiana Rampazzi & Raffaella Pico, 2013. "Main results of the Household Finance and Consumption Survey: Italy in the international context," Questioni di Economia e Finanza (Occasional Papers) 161, Bank of Italy, Economic Research and International Relations Area.
  8. Roberto Felici & Elisabetta Manzoli & Raffaella Pico, 2012. "Crisis and Italian households: a microeconomic analysis of mortgage contracts," Questioni di Economia e Finanza (Occasional Papers) 125, Bank of Italy, Economic Research and International Relations Area.
  9. Silvia Magri & Raffaella Pico, 2012. "Italian household debt after the 2008 crisis," Questioni di Economia e Finanza (Occasional Papers) 134, Bank of Italy, Economic Research and International Relations Area.
  10. Silvia Magri & Raffaella Pico & Cristiana Rampazzi, 2011. "Which households use consumer credit in Europe?," Questioni di Economia e Finanza (Occasional Papers) 100, Bank of Italy, Economic Research and International Relations Area.
  11. Silvia Magri & Raffaella Pico, 2010. "The rise of risk-based pricing of mortgage interest rates in Italy," Temi di discussione (Economic working papers) 778, Bank of Italy, Economic Research and International Relations Area.

Articles

  1. Magri, Silvia & Michelangeli, Valentina & Pastorelli, Sabrina & Pico, Raffaella, 2022. "The Expansion of Consumer Credit in Italy and the Main Euro Area Countries," European Review, Cambridge University Press, vol. 30(3), pages 322-352, June.
  2. Magri, Silvia & Pico, Raffaella, 2011. "The rise of risk-based pricing of mortgage interest rates in Italy," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1277-1290, May.

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. Andrea Colabella & Luciano Lavecchia & Valentina Michelangeli & Raffaella Pico, 2023. "To eat or to heat: are energy bills squeezing people's spending?," Questioni di Economia e Finanza (Occasional Papers) 800, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Bardazzi, Rossella & Gastaldi, Francesca & Iafrate, Francesca & Pansini, Rosaria Vega & Pazienza, Maria Grazia & Pollastri, Corrado, 2024. "Inflation and distributional impacts: Have mitigation policies been successful for vulnerable and energy poor households?," Energy Policy, Elsevier, vol. 188(C).

  2. Silvia Magri & Valentina Michelangeli & Sabrina Pastorelli & Raffaella Pico, 2019. "The expansion of consumer credit in Italy and in the Euro Area: what are the drivers and the risks?," Questioni di Economia e Finanza (Occasional Papers) 500, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Carmela Aurora Attin� & Francesco Franceschi & Valentina Michelangeli, 2019. "Modelling households� financial vulnerability with consumer credit and mortgage renegotiations," Questioni di Economia e Finanza (Occasional Papers) 531, Bank of Italy, Economic Research and International Relations Area.
    2. Barbara Cavalletti & Corrado Lagazio & Elena Lagomarsino & Daniela Vandone, 2020. "Consumer Debt and Financial Fragility: Evidence from Italy," Journal of Consumer Policy, Springer, vol. 43(4), pages 747-765, December.

  3. Pierpaolo Cristaudo & Silvia Magri & Raffaella Pico & Maria Giovanna Zavallone, 2014. "Consumer credit during the crisis: evidence from contracts," Questioni di Economia e Finanza (Occasional Papers) 234, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Tullio Jappelli & Immacolata Marino & Mario Padula, 2015. "Households' Saving and Debt in Italy," CSEF Working Papers 395, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    2. Silvia Magri, 2018. "Are lenders using risk-based pricing in the consumer loan market? The effects of the 2008 crisis," Temi di discussione (Economic working papers) 1164, Bank of Italy, Economic Research and International Relations Area.

  4. Silvia Magri & Raffaella Pico, 2014. "The household credit market after five years of crisis: evidence from the survey on income and wealth," Questioni di Economia e Finanza (Occasional Papers) 241, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. David Loschiavo, 2021. "Household debt and income inequality: Evidence from Italian survey data," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 67(1), pages 61-103, March.

  5. Romina Gambacorta & Giuseppe Ilardi & Andrea Locatelli & Cristiana Rampazzi & Raffaella Pico, 2013. "Main results of the Household Finance and Consumption Survey: Italy in the international context," Questioni di Economia e Finanza (Occasional Papers) 161, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. David Loschiavo, 2021. "Household debt and income inequality: Evidence from Italian survey data," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 67(1), pages 61-103, March.

  6. Roberto Felici & Elisabetta Manzoli & Raffaella Pico, 2012. "Crisis and Italian households: a microeconomic analysis of mortgage contracts," Questioni di Economia e Finanza (Occasional Papers) 125, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Valentina Michelangeli & Mario Pietrunti, 2014. "A Microsimulation Model to evaluate Italian Households Financial Vulnerability," International Journal of Microsimulation, International Microsimulation Association, vol. 7(3), pages 53-79.

  7. Silvia Magri & Raffaella Pico, 2012. "Italian household debt after the 2008 crisis," Questioni di Economia e Finanza (Occasional Papers) 134, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Grzegorz Wałęga & Agnieszka Wałęga, 2021. "Over-indebted Households in Poland: Classification Tree Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 153(2), pages 561-584, January.
    2. C. Giannetti, 2014. "Time Preference Instability, Financial and Working Status," Working Papers wp924, Dipartimento Scienze Economiche, Universita' di Bologna.
    3. Valentina Michelangeli & Enrico Sette & José-Luis Peydró, 2020. "Credit Demand versus Supply Channels: Experimental- and Administrative-Based Evidence," Working Papers 1192, Barcelona School of Economics.
    4. Massimo Coletta & Riccardo De Bonis & Stefano Piermattei, 2019. "Household Debt in OECD Countries: The Role of Supply-Side and Demand-Side Factors," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 143(3), pages 1185-1217, June.

  8. Silvia Magri & Raffaella Pico & Cristiana Rampazzi, 2011. "Which households use consumer credit in Europe?," Questioni di Economia e Finanza (Occasional Papers) 100, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Maria Semenova & Victoria Rodina, 2013. "Informal loans in Russia: credit rationing or borrower’s choice?," HSE Working papers WP BRP 14/FE/2013, National Research University Higher School of Economics.
    2. Silvia Magri & Valentina Michelangeli & Sabrina Pastorelli & Raffaella Pico, 2019. "The expansion of consumer credit in Italy and in the Euro Area: what are the drivers and the risks?," Questioni di Economia e Finanza (Occasional Papers) 500, Bank of Italy, Economic Research and International Relations Area.
    3. Beraldo, Sergio & Caruso, Raul & Turati, Gilberto, 2013. "Life is now! Time preferences and crime: Aggregate evidence from the Italian regions," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 47(C), pages 73-81.
    4. Xinkuo Xu & Liyan Han, 2017. "Diverse Effects of Consumer Credit on Household Carbon Emissions at Quantiles: Evidence from Urban China," Sustainability, MDPI, vol. 9(9), pages 1-25, September.
    5. Samuel Monteiro, 2020. "The impact of the formal employment contract on credit access in Africa," Working Papers hal-02493388, HAL.
    6. Massimiliano Affinito & Raffaele Santioni & Luca Tomassetti, 2023. "Inside household debt: disentangling mortgages and consumer credit, and household and bank factors. Evidence from Italy," Questioni di Economia e Finanza (Occasional Papers) 788, Bank of Italy, Economic Research and International Relations Area.
    7. Silvia Magri, 2018. "Are lenders using risk-based pricing in the consumer loan market? The effects of the 2008 crisis," Temi di discussione (Economic working papers) 1164, Bank of Italy, Economic Research and International Relations Area.
    8. Sergio Beraldo & Raul Caruso & Gilberto Turati, 2011. "Life is now! Time discounting and crime: evidence from the Italian regions (2002-2007)," ICER Working Papers 18-2011, ICER - International Centre for Economic Research.
    9. Barbara Cavalletti & Corrado Lagazio & Elena Lagomarsino & Daniela Vandone, 2020. "Consumer Debt and Financial Fragility: Evidence from Italy," Journal of Consumer Policy, Springer, vol. 43(4), pages 747-765, December.
    10. Giovanni D'Alessio & Stefano Iezzi, 2013. "Household over-indebtedness: definition and measurement with Italian data," Questioni di Economia e Finanza (Occasional Papers) 149, Bank of Italy, Economic Research and International Relations Area.
    11. Marco FRIGERIO & Cristina OTTAVIANI & Daniela VANDONE, 2018. "A Meta-Analytic Investigation of Consumer Over-Indebtedness: the Role of Impulsivity," Departmental Working Papers 2018-08, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    12. Ozlem Albayrak & Thomas Masterson, 2017. "Quality of Statistical Match of Household Budget Survey and SILC for Turkey," Economics Working Paper Archive wp_885, Levy Economics Institute.
    13. Massimiliano Affinito & Federica Sabbi & Raffaele Santioni & Francesco Santorelli, 2024. "Types of consumer credit and bank distribution channels: insights from Italy," Questioni di Economia e Finanza (Occasional Papers) 879, Bank of Italy, Economic Research and International Relations Area.
    14. Barbara CAVALLETTI & Corrado LAGAZIO & Daniela VANDONE & Elena LAGOMARSINO, 2014. "Consumer debt and financial fragility in Italy," Departmental Working Papers 2014-08, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    15. Giovanni D'Alessio & Stefano Iezzi, 2016. "Over-indebtedness in Italy: how widespread and persistent is it?," Questioni di Economia e Finanza (Occasional Papers) 319, Bank of Italy, Economic Research and International Relations Area.
    16. Sergio Beraldo & Raul Caruso & Gilberto Turati, 2012. "Life is Now! Time Discounting and Crime: Aggregate Evidence from the Italian Regions (2002-2007)," Working papers 013, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
    17. Maria Semenova & Victoria Kulikova, 2016. "Informal Loans in Russia: Why Not to Borrow from a Bank?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(03), pages 1-41, September.

  9. Silvia Magri & Raffaella Pico, 2010. "The rise of risk-based pricing of mortgage interest rates in Italy," Temi di discussione (Economic working papers) 778, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Sauro Mocetti & Eliana Viviano, 2015. "Looking behind mortgage delinquencies," Temi di discussione (Economic working papers) 999, Bank of Italy, Economic Research and International Relations Area.
    2. Olympia Bover & Jose Maria Casado & Sonia Costa & Philip Du Caju & Yvonne McCarthy & Eva Sierminska & Panagiota Tzamourani & Ernesto Villanueva & Tibor Zavadil, 2016. "The Distribution of Debt across Euro-Area Countries: The Role of Individual Characteristics, Institutions, and Credit Conditions," International Journal of Central Banking, International Journal of Central Banking, vol. 12(2), pages 71-128, June.
    3. Dräger Vanessa & Heckmann-Draisbach Lotta & Memmel Christoph, 2021. "Interest and credit risk management in German banks: Evidence from a quantitative survey," German Economic Review, De Gruyter, vol. 22(1), pages 63-95, February.
    4. Guido de Blasio & Davide Fantino & Guido Pellegrini, 2015. "Evaluating the impact of innovation incentives: evidence from an unexpected shortage of funds," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 24(6), pages 1285-1314.
    5. Walke, Adam G. & Fullerton, Thomas M. & Tokle, Robert J., 2018. "Risk-based loan pricing consequences for credit unions," Journal of Empirical Finance, Elsevier, vol. 47(C), pages 105-119.
    6. Danilo Liberati & Valerio Vacca, 2016. "With (more than) a little help from my bank. Loan-to-value ratios and access to mortgages in Italy," Questioni di Economia e Finanza (Occasional Papers) 315, Bank of Italy, Economic Research and International Relations Area.
    7. Donglin Wang & Don Hong & Qiang Wu, 2023. "Prediction of Loan Rate for Mortgage Data: Deep Learning Versus Robust Regression," Computational Economics, Springer;Society for Computational Economics, vol. 61(3), pages 1137-1150, March.
    8. Lei Lu & Jianxing Wei & Weixing Wu & Yi Zhou, 2023. "Pricing strategies in BigTech lending: Evidence from China," Financial Management, Financial Management Association International, vol. 52(2), pages 333-374, June.
    9. Henrik Andersen & Ragnar E Juelsrud & Carola Müller, 2024. "Risk-based pricing in competitive lending markets," BIS Working Papers 1169, Bank for International Settlements.
    10. So Yeon Chun & Miguel A. Lejeune, 2020. "Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution," Management Science, INFORMS, vol. 66(8), pages 3735-3753, August.
    11. Valentina Michelangeli & José-Luis Peydró & Enrico Sette, 2021. "Borrower versus bank channels in lending: Experimental- and administrative-based evidence," Economics Working Papers 1809, Department of Economics and Business, Universitat Pompeu Fabra.
    12. Michelangeli, Valentina & Sette, Enrico & Peydró, José-Luis, 2020. "Credit demand vs. supply channels: Experimental- and administrative-based evidence," EconStor Preprints 222282, ZBW - Leibniz Information Centre for Economics.
    13. Olympia Bover & Jose Maria Casado & Sonia Costa & Philip Du Caju & Yvonne McCarthy & Eva Sierminska & Panagiota Tzamourani & Ernesto Villanueva & Tibor Zavadil, 2013. "The distribution of debt across euro area countries: The role of individual characteristics, institutions and credit conditions," Working Paper Research 252, National Bank of Belgium.
    14. Mitrašević, Mirela & Bardarova, Snezana, 2020. "Causes Of Non-Payment Of Mortgage Loans: Theoretical And Practical Aspects," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 11(2), pages 138-150.
    15. Ongena, Steven & Paraschiv, Florentina & Reite, Endre J., 2023. "Counteroffers and Price Discrimination in Mortgage Lending," Journal of Empirical Finance, Elsevier, vol. 74(C).
    16. Santiago Carbó-Valverde & Sergio Mayordomo & Francisco Rodríguez-Fernández, 2018. "Disentangling the Effects of Household Financial Constraints and Risk Profile on Mortgage Rates," The Journal of Real Estate Finance and Economics, Springer, vol. 56(1), pages 76-100, January.
    17. David ARISTEI & Manuela Gallo, 2012. "The Drivers of Household Over-Indebtedness and Delinquency on Mortgage Loans: Evidence from Italian Microdata," Quaderni del Dipartimento di Economia, Finanza e Statistica 105/2012, Università di Perugia, Dipartimento Economia.
    18. Silvia Magri, 2018. "Are lenders using risk-based pricing in the consumer loan market? The effects of the 2008 crisis," Temi di discussione (Economic working papers) 1164, Bank of Italy, Economic Research and International Relations Area.
    19. Michela Pelizza & Klaus R. Schenk-Hoppé, 2020. "Pricing Defaulted Italian Mortgages," JRFM, MDPI, vol. 13(2), pages 1-14, February.
    20. Piotr Bialowolski & Andrzej Cwynar & Dorota Weziak‐Bialowolska, 2024. "Credit purpose and the interest rate – Evidence from the European Household Finance and Consumption Survey," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 162-176, January.
    21. Salvador Climent-Serrano & Elisabeth Bustos-Contell & Gregorio Labatut-Serer, 2019. "Differential Effect on the Determinants of the Late Payments According to the Economic Cycle," Journal of Business Administration Research, Journal of Business Administration Research, Sciedu Press, vol. 8(1), pages 14-28, April.
    22. Valerio Vacca, 2011. "An unexpected crisis? Looking at pricing effectiveness of different banks," Temi di discussione (Economic working papers) 814, Bank of Italy, Economic Research and International Relations Area.
    23. Silvia Del Prete & Cristina Demma & Paola Rossi, 2017. "From few to many: product differentiation in the Italian mortgage market," Questioni di Economia e Finanza (Occasional Papers) 383, Bank of Italy, Economic Research and International Relations Area.
    24. Stanga, Irina & Vlahu, Razvan & de Haan, Jakob, 2020. "Mortgage arrears, regulation and institutions: Cross-country evidence," Journal of Banking & Finance, Elsevier, vol. 118(C).
    25. Valentina Michelangeli & Enrico Sette & José-Luis Peydró, 2020. "Credit Demand versus Supply Channels: Experimental- and Administrative-Based Evidence," Working Papers 1192, Barcelona School of Economics.
    26. Ma, Chao, 2020. "Per-customer quantity limit and price discrimination: Evidence from the U.S. residential mortgage market," International Journal of Industrial Organization, Elsevier, vol. 70(C).
    27. Elsa Fornero & Chiara Monticone & Serena Trucchi, 2011. "The effect of financial literacy on mortgage choices," CeRP Working Papers 121, Center for Research on Pensions and Welfare Policies, Turin (Italy).
    28. Salvador Climent-Serrano, 2019. "Effects of economic variables on NPLs depending on the economic cycle," Empirical Economics, Springer, vol. 56(1), pages 325-340, January.

Articles

  1. Magri, Silvia & Michelangeli, Valentina & Pastorelli, Sabrina & Pico, Raffaella, 2022. "The Expansion of Consumer Credit in Italy and the Main Euro Area Countries," European Review, Cambridge University Press, vol. 30(3), pages 322-352, June.

    Cited by:

    1. Giuseppe Pulina, 2023. "Consumer debt in Luxembourg and the euro area: Evidence from the Household Finance and Consumption Survey," BCL working papers 175, Central Bank of Luxembourg.

  2. Magri, Silvia & Pico, Raffaella, 2011. "The rise of risk-based pricing of mortgage interest rates in Italy," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1277-1290, May.
    See citations under working paper version above.

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 10 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-BAN: Banking (4) 2010-11-20 2012-07-23 2014-11-01 2014-12-24
  2. NEP-EEC: European Economics (4) 2011-08-09 2013-05-05 2015-03-27 2019-12-02
  3. NEP-EUR: Microeconomic European Issues (3) 2011-08-09 2012-11-24 2014-12-24
  4. NEP-MAC: Macroeconomics (2) 2015-03-27 2019-12-02
  5. NEP-URE: Urban and Real Estate Economics (2) 2010-11-20 2012-07-23
  6. NEP-CFN: Corporate Finance (1) 2015-03-27
  7. NEP-ENE: Energy Economics (1) 2024-03-18
  8. NEP-ENV: Environmental Economics (1) 2024-03-18
  9. NEP-HME: Heterodox Microeconomics (1) 2013-05-05

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