Search Results - "Moccero, Diego"

Do non-performing loans matter for bank lending and the business cycle in euro area countries? by Huljak, Ivan, Martin, Reiner, Moccero, Diego, Pancaro, Cosimo

“…We estimate the impact of changes in non-performing loan (NPL) ratios on aggregate banking sector variables and the macroeconomy by estimating a panel Bayesian…”
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Monetary policy and macroeconomic stability in Latin America: The cases of Brazil, Chile, Colombia and Mexico by de Mello, Luiz, Moccero, Diego

“…In 1999, new monetary policy regimes were adopted in Brazil, Chile, Colombia and Mexico, combining inflation targeting with floating exchange rates. These…”
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Foreign Banks and Credit Volatility: The Case of Latin American Countries by Haouat, Meriem, Moccero, Diego N., Sosa Navarro, Ramiro

“…The number of foreign banks in Latin America increased substantially over the period 1995–2001, prompting a debate on the potential consequences for host…”
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Interdependencies between Monetary Policy and Foreign Exchange Interventions under Inflation Targeting: The Case of Brazil and the Czech Republic by Gnabo, Jean-Yves, De Mello, Luiz, Moccero, Diego

“…Inflation‐targeting central banks often explicitly reserve the right to intervene in foreign exchange markets when the exchange rate ‘deviates from…”
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The productivity growth of euro area banks by Huljak, Ivan, Martin, Reiner, Moccero, Diego

“…We study the performance of the banking system in the Eurozone over the period 2006–2017 as measured by total factor productivity growth (TFPG) and its…”
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Fire sales by euro area banks and funds: What is their asset price impact? by Mirza, Harun, Moccero, Diego, Palligkinis, Spyros, Pancaro, Cosimo

“…The assets under management of investment funds have soared in recent years, triggering a debate on their possible implications for financial stability. We…”
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Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed by Gnabo, Jean-Yves, Moccero, Diego Nicolas

“…We contribute to the empirical literature on the risk-management approach to monetary policy by estimating regime switching models where the strength of the…”
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Financial Conditions Index and Identification of Credit Supply Shocks for the Euro Area by Moccero, Diego Nicolas, Pariès, Matthieu Darracq, Maurin, Laurent

“…The international financial crisis and the euro‐area sovereign debt crisis brought to the fore the importance of financial conditions to the macro‐economy. The…”
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Monetary Policy and Inflation Expectations in Latin America: Long-Run Effects and Volatility Spillovers by DE MELLO, LUIZ, MOCCERO, DIEGO

“…This paper uses multiple cointegration analysis to estimate simultaneously a monetary reaction function and the determinants of expected inflation for Brazil,…”
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