Alessio Volpicella

Dr Alessio Volpicella


Lecturer in Economics
PhD in Economics, Queen Mary University of London
+44 (0)1483 686949
14 AD 00
In person/online office hours, Thursdays 1:45-3:45pm, email me to book in.

About

Research

Research interests

Teaching

Publications

Highlights

Working Papers

Generalizing the Max Share Identification to Multiple Shocks Identification: An Application to Uncertainty (with A. Carriero) (submitted)

The Use and Mis-Use of SVARs for Validating DSGE Models (with P. Levine, J. Pearlman, and B. Yang)

Works-in-Progress

Proxy SVAR with Imperfect Proxies: Identification, Estimation and Inference 

D. Masciandaro, A. Volpicella (2016) Central Banking, Macropudential Policy and Insurance, Chapter 9 in J. Monkiewicz, M. Malecki Macropudential Supervision in Insurance: Theoretical and Practical Aspects, Palgrave Macmillan
R. Giacomini, T. Kitagawa, A. Volpicella (2022) Uncertain Identification
Quantitative Economics