New releases of Working Papers and Occasional Papers of the Bank of Italy - 22 June 2021
Today the Bank of Italy has released three new Working papers (nn. 1336-1338) and six new Occasional Papers (nn. 619-624).
Utility links
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No. 1336 - Volatility bursts: a discrete-time option model with multiple volatility components
volatility bursts, ARG-zero, option pricing, Kalman filter, realized volatility
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No. 1337 - A liquidity risk early warning indicator for Italian banks: a machine learning approach
banking crisis, early warning models, liquidity risk, lender of last resort, machine learning
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No. 1338 - Macroprudential policy analysis via an agent-based model of the real estate sector
agent based model, housing market, macroprudential policy
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No. 619 - Firms' inflation expectations and pricing strategies during Covid-19
Covid-19, firms' inflation expectations, firms' pricing strategies, survey data
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No. 620 - Consumption and saving patterns in Italy during Covid-19
Covid-19, household consumption, saving, fear of infection, uncertainty, lockdown policies
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No. 621 - Inflation expectations and the ECB's perceived inflation objective: novel evidence from firm-level data
ECB's inflation aim, firms' inflation expectations, monetary policy, information treatments, survey data
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No. 622 - An assessment on the potential impact of Covid-19 on the Italian demographic structure
demographic trends, macroeconomic effects and forecasts, fertility, family planning, economic history (demographics, international comparisons), population aging
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No. 623 - Policy mix during a pandemic crisis: a review of the debate on monetary and fiscal responses and the legacy for the future
COVID 19, secular stagnation, monetary policy, fiscal policy
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No. 624 - De-anchored long-term inflation expectations in a low growth, low rate environment
survey data, panel data, professional forecasters, inflation expectations, monetary policy
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