Working Papers
Stress testing with multi-faceted liquidity: the Central Bank Collateral Framework as a financial stability tool
with Claudio Barbieri and Ulrich Bindseil
ECB Working Paper Series - No 2814 | read it here | SUERF Policy Brief No 637
Publications
Factoring in the Micro: A Transaction-Level Dynamic Factor Approach to the Decomposition of Export Volatility
with Matteo Barigozzi, Daniele Moschella and Marco Grazzi
Oxford Bulletin of Economics and Statistics - Volume 87, Issue 1, p. 155-184 | read it here | code
The dynamics of automation adoption: Firm-level heterogeneity and aggregate employment effects
with Laura Bisio, Daniele Moschella and Marco Grazzi
European Economic Review - Volume 173 | read it here
Projects
Gaming the Test? Window-dressing and portfolio similarity around the EU-wide stress tests
with Claudio Barbieri and Grzegorz Halaj
ECB Working Paper Series - Forthcoming
The Automation Premium in Wage Dynamics: Firm-Level Evidence from Italian Importers
with Laura Bisio, Daniele Moschella and Marco Grazzi
The Scarring Effects of Automation
with Julian Tiedtke
(In search of) The “green” premium: transaction level evidence of the sustainability advantage
with Laura Bisio, Daniele Moschella and Marco Grazzi