Davide Delle Monache

Publications 

Discussion paper

DP15109 Modeling and Forecasting Macroeconomic Downside Risk

• Davide Delle Monache
• Andrea De Polis
• Ivan Petrella

17 Feb 2022

• Monetary Economics and Fluctuations
• E32
• E44
• C53

Discussion paper

DP14107 Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model

• Davide Delle Monache
• Ivan Petrella
• Fabrizio Venditti

7 Nov 2019

• Financial Economics
• Monetary Economics and Fluctuations
• C32
• C51
• C53
• E44
• G12

Discussion paper

DP11599 Adaptive state space models with applications to the business cycle and financial stress

• Davide Delle Monache
• Ivan Petrella
• Fabrizio Venditti

3 Nov 2016

• Monetary Economics and Fluctuations
• C22
• C32
• C51
• C53
• E31

Latest contributions 

VoxEU Column

COVID-19 and the stock market: Long-term valuations

• Ivan Petrella
• Fabrizio Venditti
• Davide Delle Monache

24 Aug 2020

• COVID-19
• Financial Markets