Alessio Volpicella

Dr Alessio Volpicella

Senior Lecturer in Economics
PhD in Economics, Queen Mary University of London
+44 (0)1483 686949
Please email me



Research interests




Working Papers

Generalizing the Max Share Identification to Multiple Shocks Identification: An Application to Uncertainty (with A. Carriero) (Revised and Resubmit, Journal of Business & Economic Statistics)

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


Estimation and Inference of the Forecast Error Variance Decomposition for set-identified SVARs

An Empirical Definition for Climate and Macroeconomic Resilience (with F. Marotta)

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