Giovanni Veronese

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

18

DOWNLOADS
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Top 35,376

in Total Papers Downloads

1,663

SSRN CITATIONS
Rank 1,586

SSRN RANKINGS

Top 1,586

in Total Papers Citations

96

CROSSREF CITATIONS

703

Scholarly Papers (18)

1.

Price Setting in the Euro Area: Some Stylized Facts from Individual Consumer Price Data

ECB Working Paper No. 524
Number of pages: 52 Posted: 21 Sep 2005
National Bank of Belgium, Banco de España, Banque de France - Centre de Recherche, Bank of Italy, Bank of Portugal, Deutsche Bundesbank - Economics Department, De Nederlandsche Bank (DNB), Banque Central du Luxembourg, Oesterreichische Nationalbank and Bank of Finland, Research Unit
Downloads 389 (93,769)
Citation 2

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Pricesetting, consumer price, frequency of price change

2.

Consumer Price Behaviour in Italy: Evidence from Micro CPI Data

Number of pages: 48 Posted: 06 May 2005
Bank of Italy, Bank of Italy, Bank of Italy - Research Department and Bank of Italy
Downloads 242 (155,657)

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consumer prices, nominal rigidity, frequency of price change

3.

Global Financial Markets and Oil Price Shocks in Real Time

Number of pages: 69 Posted: 08 May 2020
Fabrizio Venditti and Giovanni Veronese
European Central Bank (ECB) and Bank of Italy
Downloads 192 (193,503)

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Oil prices, VAR, Proxy-SVAR, Sign Restrictions

4.

Monetary Policy Surprises Over Time

Bank of Italy Temi di Discussione (Working Paper) No. 1102
Number of pages: 55 Posted: 05 Apr 2017
Marcello Pericoli and Giovanni Veronese
Bank of Italy and Bank of Italy
Downloads 131 (266,055)
Citation 24

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monetary policy surprises, unconventional monetary policy

5.

Il Sistema Paese a Supporto Dell’Internazionalizzazione (Italy's System for Supporting Internationalization)

Bank of Italy Occasional Paper No. 196
Number of pages: 37 Posted: 19 Dec 2013
Filippo Vergara Caffarelli and Giovanni Veronese
Bank of Italy and Bank of Italy
Downloads 127 (272,321)
Citation 1

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firms’ internationalization, export promotion

6.
Downloads 106 (309,737)
Citation 239

New Eurocoin: Tracking Economic Growth in Real Time

Bank of Italy Temi di Discussione (Working Paper) No. 631
Number of pages: 44 Posted: 13 Aug 2007
Bank of Italy, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Dipartimento di Scienze Economiche (DiSSE), Brevan Howard Asset Management LLP and Bank of Italy
Downloads 88 (352,225)
Citation 23

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coincident indicator, band-pass filter, large-dataset factor models, generalized principal components

New Eurocoin: Tracking Economic Growth in Real Time

CEPR Discussion Paper No. 5633
Number of pages: 37 Posted: 18 Jul 2006
Brevan Howard Asset Management LLP, Bank of Italy, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Dipartimento di Scienze Economiche (DiSSE) and Bank of Italy
Downloads 18 (664,380)
Citation 16
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Coincident index, band-pass filter, large dataset factor models, generalized principal components

7.
Downloads 80 (369,758)
Citation 4

Nowcasting Indonesia

Asian Development Bank Economics Working Paper Series No. 471
Number of pages: 28 Posted: 30 Dec 2015
Board of Governors of the Federal Reserve System, Asian Development Bank, Asian Development Bank - Economic Research and Bank of Italy
Downloads 44 (503,642)
Citation 8

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Dynamic Factor Models, emerging market economies, nowcasting

Nowcasting Indonesia

FEDS Working Paper No. 2015-100
Number of pages: 22 Posted: 10 Nov 2015
Board of Governors of the Federal Reserve System, Asian Development Bank, Asian Development Bank - Economic Research and Bank of Italy
Downloads 36 (543,772)

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Dynamic Factor Models, Emerging Market Economies, Nowcasting

8.

Comparing Forecast Accuracy: A Monte Carlo Investigation

Bank of Italy Temi di Discussione (Working Paper) No. 723
Number of pages: 40 Posted: 15 Dec 2009
Fabio Busetti, Juri Marcucci and Giovanni Veronese
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 66 (411,212)
Citation 71

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Forecast encompassing, Model evaluation, Nested models, Non-nested models, Equal predictive ability

9.

Risk Premium in the Era of Shale Oil

Bank of Italy Temi di Discussione (Working Paper) No. 1215, April 2019
Number of pages: 53 Posted: 06 Aug 2019
Bank of Italy, Bank of Italy, Bank of Italy and Imperial College London
Downloads 60 (431,434)
Citation 2

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shale oil, futures, risk premium, hedging, speculation, limits to arbitrage

10.

Forecaster Heterogeneity, Surprises and Financial Markets

Bank of Italy Temi di Discussione (Working Paper) No. 1020
Number of pages: 44 Posted: 08 Nov 2015
Marcello Pericoli and Giovanni Veronese
Bank of Italy and Bank of Italy
Downloads 59 (435,066)
Citation 18

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surprises, forecaster heterogeneity, foreign exchange, long-term interest rates, unconventional monetary policy

11.

A Policy-Sensible Core-Inflation Measure for the Euro Area

Bank of Italy Economic Research Paper No. 617
Number of pages: 45 Posted: 20 Mar 2007
Stefano Siviero and Giovanni Veronese
Bank of Italy and Bank of Italy
Downloads 43 (498,421)
Citation 18

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core inflation, optimal monetary policy rules, Eurosystem

12.

Housing Rent Dynamics in Italy

Bank of Italy Occasional Paper No. 62
Number of pages: 39 Posted: 28 Oct 2010
Concetta Rondinelli and Giovanni Veronese
Bank of Italy and Bank of Italy
Downloads 38 (521,643)
Citation 6

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hedonic regressions, matched-models, CPI, downward bias

13.

Eurocoin: A Real Time Coincident Indicator of the Euro Area Business Cycle

Number of pages: 49 Posted: 15 Jan 2002
Brevan Howard Asset Management LLP, Bank of Italy, Bank of Italy, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, ECARES, Universite Libre de Bruxelles, Dipartimento di Scienze Economiche (DiSSE), London Business School and Bank of Italy
Downloads 33 (547,157)
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Business cycle, dynamic factor model

14.

Global Financial Markets and Oil Price Shocks in Real Time

ECB Working Paper No. 20202472
Number of pages: 74 Posted: 30 Sep 2020
Fabrizio Venditti and Giovanni Veronese
European Central Bank (ECB) and Bank of Italy
Downloads 31 (557,878)

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oil prices, proxy-SVAR, sign restrictions, VAR

15.

A Core Inflation Index for the Euro Area

Number of pages: 40 Posted: 08 Jan 2002
Bank of Italy, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, London Business School and Bank of Italy
Downloads 25 (594,275)
Citation 2
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Core inflation, dynamic factor model, inflation forecast, monetary policy

16.

U.S. Shale Producers: A Case of Dynamic Risk Management?

Bank of Italy Temi di Discussione (Working Paper) No. 1211, March 2019
Number of pages: 48 Posted: 06 Aug 2019
Fabrizio Ferriani and Giovanni Veronese
Bank of Italy and Bank of Italy
Downloads 24 (600,881)
Citation 1

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dynamic risk management, hedging, derivatives, shale revolution, oil price collapse

17.

COVID-19 and Official Statistics: A Wakeup Call?

Bank of Italy Occasional Paper No. 605
Number of pages: 20 Posted: 19 Apr 2021
Bank of Italy, Bank of Italy, Bank of Italy, Deutsche Bundesbank and Banque de France
Downloads 17 (649,197)

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high frequency statistics, data access, official statistics

18.

Principled data access: building public-private data partnerships for better official statistics

Bank of Italy Occasional Paper No. 629
Number of pages: 19
Claudia Biancotti, Oscar Borgogno and Giovanni Veronese
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 0

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data governance, business-to-government data access, official statistics