Nicolo Maffei-Faccioli
Researcher
Contact:
E-mail: nicolo.maffei-faccioli@norges-bank.no
External homepage: Personal home page
Norges Bank
Bankplassen 2
P.O. Box 1179 Sentrum
0107 Oslo
Norway
Research Interests
Applied macroeconomics and time series econometrics
"The Decline of the Labor Share: New Empirical Evidence" (with Drago Bergholt and Francesco Furlanetto). American Economic Journal: Macroeconomics, Volume 14, No. 3, July 2022, pp 163-98.
"Does Immigration Grow the Pie? Asymmetric Evidence from Germany" (with Eugenia Vella). European Economic Review, Volume 138, September 2021, 103846.
Working Papers
"Nonlinear Transmission of Financial Shocks: Some New Evidence" with Mario Forni (Università di Modena e Reggio Emilia), Luca Gambetti (UAB, BSE, Università di Torino) and Luca Sala (Università Bocconi). Norges Bank Working Paper 2022/3. Awards: SNDE 2022 Richard Baillie Prize. Revise and Resubmit, Journal of Money, Credit and Banking
"Foreign Banks and the Doom Loop" with Ugo Albertazzi (ECB) and Jacopo Cimadomo (ECB). Norges Bank Working Paper 2022/3.Previous working paper version: ECB Working Paper Series No 2540.
"Identifying the Sources of the Slowdown in Growth: Demand vs. Supply". Norges Bank Working Paper 2021/9. Revise and Resubmit, Journal of Applied Econometrics
"Bad News, Good News: Coverage and Response Asymmetries" with Luca Gambetti (UAB, BSE, Università di Torino) and Sarah Zoi (UAB and BSE).
"Monetary Policy Shocks and Inequality: Evidence from the US"
"Drivers of Labor Productivities and Labor Shares: Evidence from Euro Area Countries" with Claudia Foroni (ECB) and Matthias Mohr (ECB). In: ECB Occasional Paper Series No 266, “Digitalisation: channels, impacts and implications for monetary policy in the euro area” (Box 1, pp 65-66).
Work in progress
"Shrinkage of Admissible Models: the Role of Initial Conditions" with Drago Bergholt (Norges Bank), Francesco Furlanetto​ (Norges Bank) and Pål Bergset Ulvedal (Norges Bank).
"Measuring Fiscal Multipliers Using Forecast Revisions" with Luca Gambetti (UAB, BSE, Università di Torino).