Research

PUBLICATIONS

Can We Measure Inflation Expectations Using Twitter? with J. Marcucci, M. Miccoli, F. Quarta, Journal of Econometrics, (2022), 228 (2): 259-277 
Old version: Bank of Italy Working papers n. 1318
Media coverage: Reuters, USNews, Forbes, Corriere.it, Ansa, Spieghel.de

Climate change and credit risk: the effect of carbon tax on Italian banks' business loan default rates with M. A. Aiello, Journal of Policy Modeling, (2023), 45 ( 1 ): 187-201
Old version: Bank of Italy Occasional papers n. 688

The Green Transition and Firms’ Expectations on Future Prices: Survey Evidence, Journal of Economic Behavior & Organization, (2024), 221: 519-543

WORKING PAPERS

New facts on carbon pledges of European banks: amazing or a maze? with E. Bernardini [Working paper on SSRN]

Heterogeneous inflation expectations and forecast errors across the income distribution: the role of memory with F. Di Giacomo [Download Working Paper]

Household Expectations and the Credit Cycle [Working paper on SSRN]

POLICY WORK

Climate risk for Italian banks: an update based on the Regional Bank Lending Survey with I. Faiella and V. Michelangeli, Notes on Financial Stability and Supervision n.29, June 2022

Climate-related risks for Italy: an analysis based on the latest NGFS scenarios with M. A. Aiello, P. Cova, V. Michelangeli, Banca of Italy Occasional Papers, n. 847, April 2024