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 4:30-6:30pm, email me to book in.

Biography

Research

Research interests

My teaching

My publications

Highlights

Working Papers

SVARs Identification through Bounds on the Forecast Error Variance (accepted, Journal of Business & Economic Statistics)

Uncertain Identification (with R. Giacomini and T.Kitagawa, accepted, Quantitative Economics)

Works-in-Progress

Identification of Uncertainty Shocks (with A. Carriero)

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

Publications

D. Masciandaro, A. Volpicella (2016). Macro Prudential Governance and Central Banks: Facts and Drivers
Journal of International Money and Finance
D. Masciandaro, A. Volpicella (2016). Designing Financial Supervision: The Puzzling Case of the FIUs Against Money Laundering
Journal of Financial Regulation
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