Nicolo Maffei-Faccioli
Researcher
Contact:
Mobile: +47 406 41 754
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, forthcoming, July 2022.
"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.
"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.
"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).