F
Federico Maria Signoretti
Researcher at Banca d'Italia
Publications - 34
Citations - 3510
Federico Maria Signoretti is an academic researcher from Banca d'Italia. The author has contributed to research in topics: Financial crisis & Monetary policy. The author has an hindex of 19, co-authored 33 publications receiving 3309 citations.
Papers
More filters
Journal ArticleDOI
Credit and Banking in a DSGE Model of the Euro Area
TL;DR: In this article, the role of credit-supply factors in business cycle fluctuations is investigated. And the authors show that the existence of a banking sector partially attenuates the effects of demand shocks, while it helps propagate supply shocks.
Journal ArticleDOI
Credit and banking in a DSGE model of the euro area
TL;DR: In this article, the role of credit-supply factors in business cycle disruptions is investigated. And the authors show that shocks originating in the banking sector explain the largest fraction of the fall of output in 2008 in the euro area, while macroeconomic shocks played a smaller role.
Posted Content
The impact of sovereign credit risk on bank funding conditions
Fabio Panetta,Ricardo Correa,Michael Davies,Antonio Di Cesare,José-Manuel Marques,Francisco Nadal De Simone,Federico Maria Signoretti,Cristina Vespro,Siret Vildo,Martin Wieland,Andrea Zaghini +10 more
TL;DR: The impact of sovereign risk concerns on the cost and availability of bank funding over recent years is discussed in this article, where the authors focus on causality going from sovereigns to banks, as is already the case in some countries and, looking forward, is a possible scenario for other economies.
Journal ArticleDOI
Should Monetary Policy Lean Against the Wind? An Analysis Based on a DSGE Model with Banking
TL;DR: The authors analyzes whether Taylor rules augmented with asset prices and credit can improve upon a standard rule in terms of macroeconomic stabilization in a DSGE with both a firms' balance-sheet channel and a bank-lending channel and in which the spread between lending and policy rates endogenously depends on banks' leverage.
Journal ArticleDOI
An assessment of financial sector rescue programmes
Fabio Panetta,Thomas Faeh,Giuseppe Grande,Corrinne Ho,Michael R. King,Aviram Levy,Federico Maria Signoretti,Marco Taboga,Andrea Zaghini +8 more
TL;DR: In this paper, a wide array of rescue programs adopted in several countries, following Lehman Brothers' default in September 2008, in order to support banks and other financial institutions are analyzed.