New releases of Working Papers and Occasional Papers of the Bank of Italy - 22 June 2021

Annexes

• No. 1336 - Volatility bursts: a discrete-time option model with multiple volatility components
• No. 1337 - A liquidity risk early warning indicator for Italian banks: a machine learning approach
• No. 1338 - Macroprudential policy analysis via an agent-based model of the real estate sector
• No. 619 - Firms' inflation expectations and pricing strategies during Covid-19
• No. 620 - Consumption and saving patterns in Italy during Covid-19
• No. 621 - Inflation expectations and the ECB's perceived inflation objective: novel evidence from firm-level data
• No. 622 - An assessment on the potential impact of Covid-19 on the Italian demographic structure
• No. 623 - Policy mix during a pandemic crisis: a review of the debate on monetary and fiscal responses and the legacy for the future
• No. 624 - De-anchored long-term inflation expectations in a low growth, low rate environment