Simone Manganelli

European Central Bank — Germany

Economics, Econometrics and Finance · Social Sciences

29h-index5.1kcitations102works2.02yr avg
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Research Topics

Monetary Policy and Economic Impact(54), Global Financial Crisis and Policies(47), Financial Risk and Volatility Modeling(27), Banking stability, regulation, efficiency(18), Credit Risk and Financial Regulations(18)

Publications102 total

Financial conditions, business cycle fluctuations and growth-at-risk
Journal of Economic Dynamics and Control·2025· 3 cited
Statistical decision functions with judgment
Journal of Economic Theory·2024
Estimating systemic risk for non-listed Euro-area banks
Journal of Financial Stability·2024· 4 citedOpen Access
Financial Conditions, Business Cycle Fluctuations and Growth at Risk
SSRN Electronic Journal·2024· 1 citedOpen Access
Forecasting and stress testing with quantile vector autoregression
Journal of Applied Econometrics·2023· 44 cited
Double Conditioning: The Hidden Connection between Bayesian and Classical Statistics
SSRN Electronic Journal·2023· 1 citedOpen Access
Estimating Systemic Risk for Non-Listed Euro-Area Banks
SSRN Electronic Journal·2023· 3 citedOpen Access
A novel risk management perspective for macroprudential policy
ETS Research Bulletin Series·2021· 1 cited
Statistical Decision Functions with Judgment
SSRN Electronic Journal·2021Open Access
A Risk Management Perspective on Macroprudential Policy
SSRN Electronic Journal·2021· 1 citedOpen Access
The risk management approach to macro-prudential policy
Econstor (Econstor)·2021· 4 cited
The Risk Management Approach to Macro-Prudential Policy
SSRN Electronic Journal·2021· 12 citedOpen Access
Covid-19 and rural landscape: The case of Italy
Landscape and Urban Planning·2020· 56 citedOpen Access
Monetary Policy with Judgment
Working paper·2020· 4 citedOpen Access
Monetary Policy with Judgment
SSRN Electronic Journal·2020Open Access
Monetary Policy with Judgment
SSRN Electronic Journal·2020· 2 citedOpen Access
Financial Conditions, Business Cycle Fluctuations and Growth at Risk
SSRN Electronic Journal·2020· 12 citedOpen Access
Covid-19 and Rural Landscape: The Case of Italy
SSRN Electronic Journal·2020Open Access
Forecasting and Stress Testing with Quantile Vector Autoregression
SSRN Electronic Journal·2019· 74 citedOpen Access
The portfolio of euro area fund investors and ECB monetary policy announcements
Journal of International Money and Finance·2018· 19 citedOpen Access
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Frequent Co-authors

Lorenzo Cappiello(9), Carlos Garcia-de-Andoain(6), Arjan Kadareja(6), Robert F. Engle(5), Halbert White(5), Bruno Gérard(5), Lutz Kilian(4), Florian Heider(3), Marie Hoerova(3), Sulkhan Chavleishvili(3), Peter Hoffmann(3), Tae‐Hwan Kim(2), Guido Wolswijk(2), Yener Altunbaş(2), David Marqués-Ibáñez(2), Patrick Hartmann(2), Tae‐Hwan Kim(2), Robert Engle(1), John Beirne(1), Lars Dalitz(1)