Marcello Pericoli - Central Bank Research Hub

Papers by year: All | 2017 | 2015 | 2014 | 2013 | 2012 | 2009

Title Other author(s)

Monetary policy surprises over time

Bank of Italy Working Papers [View] (Paper: 1102, 23.02.2017)

JEL: E44, E52, F31, G14

Understanding policy rates at the zero lower bound: insights from a Bayesian shadow rate model

Bank of Italy Working Papers [View] (Paper: 1023, 21.07.2015)

JEL: C32, E43, G12

Forecaster heterogeneity, surprises and financial markets

Bank of Italy Working Papers [View] (Paper: 1020, 15.07.2015)

JEL: E44, E52, F31, G14

Decomposing euro area sovereign spreads: credit, liquidity and convenience

Bank of Italy Working Papers [View] (Paper: 1021, 15.07.2015)

JEL: G12

Real Term Structure and Inflation Compensation in the Euro Area

IJCB International Journal of Central Banking [View] (Paper: 14q1a1, 28.02.2014)

JEL: C02, G1, G12

Macroeconomic and monetary policy surprises and the term structure of interest rates

Bank of Italy Working Papers [View] (Paper: 927, 11.10.2013)

Pure or wake-up-call contagion? Another look at the EMU sovereign debt crisis

Bank of Italy Working Papers [View] (Paper: 904, 23.04.2013)

JEL: E62, G01, H62

Expected inflation and inflation risk premium in the euro area and in the United States

Bank of Italy Working Papers [View] (Paper: 842, 03.02.2012)

Real term structure and inflation compensation in the euro area

Bank of Italy Working Papers [View] (Paper: 841, 03.02.2012)

Bond risk premia, macroeconomic fundamentals and the exchange rate

Bank of Italy Working Papers [View] (Paper: 699, 01.02.2009)

Papers by year: All | 2017 | 2015 | 2014 | 2013 | 2012 | 2009