Fabrizio Venditti

Senior Economist, Banca d'Italia

PhD in Economics, Queen Mary University of London (UK), 2012-expected 2015
M.Phil (Master of Philosophy) in Economics, University of Oxford (UK), 2002
Laurea (B.A.) in Economics (cum laude), University of Rome La Sapienza, 2000

• Bank of Italy Senior Economist - Research Department July 2011-present, Head of Inflation Analysis and Forecasting
• Bank of Italy Economist - Research Department January 2008-June 2011
• ECB Economist - DG Economics May 2007-December 2007
• Bank of Italy Economist - Research Department January 2003-April 2007
• School of Economics and Finance, Queen Mary University of London, September 2012-June 2013, visiting scholar.

1. “Inflation convergence and divergence within the EMU" (with F. Busetti, L. Forni, A. Harvey), International Journal of Central Banking, June 2007, Vol. 3 No. 2, 95-121.
2. “Forecasting inflation and tracking monetary policy in the euro area, does national information help?" (with R. Cristadoro, G. Saporito), June 2013, Empirical Economics, Springer, vol. 44(3), pages 1065-1086.
3. "From oil to consumer energy prices: How much asymmetry along the way?", 2013, Energy Economics, Elsevier, vol. 40(C), pages 468-473.
4. “Do food commodity prices have asymmetric effects on euro-area inflation?”, 2013, Studies in Nonlinear Dynamics and Econometrics, forthcoming , ahead of print version available on line: http://www.degruyter.com/view/j/snde.ahead-of-print/snde-2012-0077/snde-...
5. “Forecasting GDP with higher frequency targeted predictors", 2014, International Journal of Forecasting (with G. Bulligan, M. Marcellino), accepted for publication.

• “Forecasting GDP with a mixed frequency factor model with stochastic volatility" (with M. Marcellino, M. Porqueddu), 2012, CEPR Discussion Papers 9334, C.E.P.R. Discussion Papers, revise and resubmit Journal of Business & Economics & Statistics.
• “The time varying effect of oil price shocks on euro area exports” (with M. Riggi), submitted.
• “Nowcasting and forecasting euro area inflation: a META (moment estimation through aggregation) approach” (with G. Sbrana and A. Silvestrini).
• “Large Time-Varying Parameter VARs: kernel-based mixed estimators” (with G. Kapetanios and M. Marcellino).

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