New releases of Working Papers and Occasional Papers of the Bank of Italy - 18 March 2020
Today the Bank of Italy has released six new Working papers (No. 1266-1271) and eight new Occasional Papers (No. 546-553).
Utility links
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No. 1271 - An analysis of sovereign credit risk premia in the euro area: are they explained by local or global factors
bond excess return, credit default swap, distress risk premium, credit losses
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No. 1270 - Asymmetry in the conditional distribution of euro-area inflation
inflation, quantile regression, conditional distribution, asymmetry, downside risks
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No. 1269 - Expansionary yet different: credit supply and real effects of negative interest rate policy
negative interest rates, portfolio rebalancing, bank lending channel of monetary policy, liquidity management, Eurozone crisis
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No. 1268 - Public debt expansions and the dynamics of the household borrowing constraint
endogenous borrowing constraint, government debt, fiscal policies and multipliers, heterogeneous households, incomplete markets
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No. 1267 - Housing supply elasticity and growth: evidence from Italian cities
housing supply elasticity, city growth, house prices, physical constraints
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No. 1266 - Determinants of the credit cycle: a flow analysis of the extensive margin
borrower, applicant, gross flows, business cycle, credit cycle
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No. 553 - Goods exports and soft export indicators: is a disconnect under way?
national accounts, goods exports, soft indicators
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No. 552 - Diversity and inclusion in Italian banks: an empirical analysis of measures to support gender diversity on the board of directors
banks, shares, corporate governance, board of directors, composition
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No. 551 - Repo market and leverage ratio in the euro area
repo market, leverage ratio, monetary policy transmission
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No. 550 - Don't look back in anger: The use of derivatives in public debt management in Italy
derivatives, public finance, public debt
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No. 549 - FinTech credit: a critical review of empirical literature
artificial intelligence, credit, digital technologies, FinTech, marketplace lending
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No. 548 - Institutional sector classifier, a machine learning approach
machine learning, entities register, classification by institutional sector
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No. 547 - Quality checks on granular banking data: an experimental approach based on machine learning?
banking data, data quality management, outlier detection, machine learning, quantile regression, random forests
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No. 546 - Irpef: (Un)Fairness and (in)efficiency. A structural analysis based on the BIMic microsimulation model
Personal income tax, redistribution, efficiency, microsimulation
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