Alessio Anzuini

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

10

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1,979

SSRN CITATIONS
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Top 1,959

in Total Papers Citations

110

CROSSREF CITATIONS

565

Scholarly Papers (10)

1.
Downloads 1,243 ( 20,098)
Citation 171

The Impact of Monetary Policy Shocks on Commodity Prices

Bank of Italy Temi di Discussione Working Paper No. 851
Number of pages: 35 Posted: 29 Mar 2012
Alessio Anzuini, Marco J. Lombardi and Patrizio Pagano
Bank of Italy, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank of Italy
Downloads 1,057 (25,164)
Citation 178

Abstract:

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monetary policy shock, oil prices, VAR

The Impact of Monetary Policy Shocks on Commodity Prices

ECB Working Paper No. 1232
Number of pages: 29 Posted: 08 Aug 2010
Alessio Anzuini, Marco J. Lombardi and Patrizio Pagano
Bank of Italy, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank of Italy
Downloads 131 (267,149)

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Monetary policy Shock, Oil Price, VAR

The Impact of Monetary Policy Shocks on Commodity Prices

International Journal of Central Banking, Forthcoming
Number of pages: 35 Posted: 20 Jun 2013
Alessio Anzuini, Marco J. Lombardi and Patrizio Pagano
Bank of Italy, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank of Italy
Downloads 55 (456,881)
Citation 1

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monetary policy shock, commodity prices, VAR

2.
Downloads 261 (144,590)
Citation 28

Macroeconomic Determinants of Carry Trade Activity

Number of pages: 42 Posted: 22 Nov 2010
Fabio Fornari and Alessio Anzuini
European Central Bank (ECB) and Bank of Italy
Downloads 198 (188,208)
Citation 11

Abstract:

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Carry Trade, Speculative Activity, Sign Restriction

Macroeconomic Determinants of Carry Trade Activity

Bank of Italy Temi di Discussione (Working Paper) No. 817
Number of pages: 52 Posted: 17 Nov 2011
Alessio Anzuini and Fabio Fornari
Bank of Italy and European Central Bank (ECB)
Downloads 63 (426,957)
Citation 17

Abstract:

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carry trade, speculative activity, sign restriction

3.

Oil Supply News in a VAR: Information from Financial Markets

Bank of Italy Temi di Discussione (Working Paper) No. 632
Number of pages: 36 Posted: 07 Aug 2007
Patrizio Pagano, Alessio Anzuini and Massimiliano Pisani
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 139 (254,346)
Citation 28

Abstract:

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vector autoregression, oil shock, futures, news

4.

Determinants of the Movements in the Euro-Dollar Exchange Rate During the Sovereign Debt Crisis

Bank of Italy Occasional Paper No. 305
Number of pages: 21 Posted: 08 Apr 2016
Alessio Anzuini, Martina Cecioni and Stefano Neri
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 127 (272,420)
Citation 2

Abstract:

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exchange rates, sovereign spreads, vector autoregression

5.

Fiscal Policy Uncertainty and the Business Cycle: Time Series Evidence from Italy

Bank of Italy Temi di Discussione (Working Paper) No. 1151
Number of pages: 32 Posted: 08 Dec 2017
Alessio Anzuini, Luca Rossi and Pietro Tommasino
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 83 (361,996)
Citation 14

Abstract:

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fiscal policy, uncertainty

6.

Carry Trades and Exchange Rate Volatility: A TVAR Approach

Bank of Italy Temi di Discussione (Working Paper) No. 1046
Number of pages: 47 Posted: 02 Apr 2016 Last Revised: 04 Apr 2016
Alessio Anzuini and Francesca Brusa
Bank of Italy and Temple University - Fox School of Business
Downloads 53 (457,212)
Citation 16

Abstract:

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Threshold Vector Autoregression, carry trade

7.

Macroeconomic Effects of Precautionary Demand for Oil

Bank of Italy Temi di Discussione (Working Paper) No. 918
Number of pages: 32 Posted: 12 Jul 2013
Alessio Anzuini, Patrizio Pagano and Massimiliano Pisani
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 31 (558,097)
Citation 28

Abstract:

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vector autoregression, oil shock, futures, news

8.

The Non-linear Effects of the Fed's Asset Purchases

Bank of Italy Temi di Discussione (Working Paper) No. 1280
Number of pages: 29 Posted: 24 Jul 2020
Alessio Anzuini
Bank of Italy
Downloads 20 (628,357)
Citation 18

Abstract:

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threshold vector autoregression, unconventional monetary policy

9.

Unconventional Monetary Policies and Expectations on Economic Variables

Bank of Italy Temi di Discussione (Working Paper) No. 1323
Number of pages: 42 Posted: 25 May 2021
Alessio Anzuini and Luca Rossi
Bank of Italy and Bank of Italy
Downloads 14 (671,335)

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unconventional monetary policy, local projections, non-linearities

10.

Fiscal Policy in the US: A New Measure of Uncertainty and Its Recent Development

Bank of Italy Temi di Discussione (Working Paper) No. 1197
Number of pages: 30 Posted: 31 Jul 2019
Alessio Anzuini and Luca Rossi
Bank of Italy and Bank of Italy
Downloads 8 (717,468)
Citation 1

Abstract:

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VAR, fiscal policy, uncertainty shocks