Dr. Marcella Lucchetta    Foto

CV Complete

Updated November 2016

Field of Research: Economics and Finance

Education: PhD in Economics and the Certification of Doctoral Europaeus University of Venice Ca’ Foscari, Advanced School of Economics (Italy) in collaboration with Venice International University, and part of the Quantitative Economics Doctorate (Q.E.D.)
Thesis: “Three Essays on Banking Sector Stability: Theoretical Models and Empirical Application”

Selected Pubblications

Updated November 2016

Costola, Michele; Frattarolo, Lorenzo; Lucchetta, Marcella; Paradiso, Antonio "Do we need a stochastic trend in cay estimation? Yes". in WORKING PAPER-DEPARTMENT OF ECONOMICS, CA' FOSCARI. UNIVERSITY OF VENICE, Venice, Department of Economics Ca’ Foscari University of Venice, vol. No. 24/WP/2016, pp. 1-15 (ISBN 1827-3580) (ISSN 1827-3580) (Working paper)

Lucchetta M. “Banking Competition and Welfare” 2016, Annals of Finance, Paper link, First Online: 30 November 2016, DOI: 10.1007/s10436-016-0288-2

Lucchetta M. “Risk Monitoring Systems in Real-time Based on Dynamic Factor Models” 2016, in Monica Billio, Loriana Pelizzon, Roberto Savona, Systemic Risk Tomography 1st Edition: Signals, Measurement and Transmission Channels, Amsterdam, ISTE Press - Elsevier, vol. 1, pp. 240-290 (ISBN 9781785480850) (Articolo su libro)

De Nicolo' G. and Lucchetta M. “Forecasting Tail Risk” first published online 17 March 2016, Journal of Applied Econometrics

Lucchetta M. “Does the bank risk concentration freeze the interbank system?”, North American Journal of Economics and Finance (Elsevier) Vol. 33, July 2015, pages 149-166, doi:10.1016/j.najef.2015.04.002. Download

Lucchetta M. Review of the book The Status Quo Crisis: Global Financial Governance after the 2008 Meltdown. By Eric Hellener. New York, Oxford University Press, 2014, for the Eastern Economic Journal, Eastern Economic Journal advance online publication, 11 May 2015; doi:10.1057/eej.2015.26. Download

Lucchetta M. and Paradiso A. “Sluggish US employment recovery after the Great Recession: cyclical or structural factors?" 2014, Economic Letters, n. 123, 109-112

De Nicolo' G., Gamba, A. and Lucchetta M. “Microprudential Regulation in a Dynamic Model of Banking” 2014, On line April 2014, THE REVIEW OF FINANCIAL STUDIES, ISSN: 0893-9454

Lucchetta M., Paradiso A., and Kumar S. “Investigating the US Consumer Credit Determinants Using Linear and Nonlinear Cointegration Techniques” 2014, paper accepted and forthcoming in Economic Modelling (Elsevier), Volume 42, October 2014, Pages 20–28

Cooray A., Lucchetta M. and Paradiso, A. “A knowledge economy approach in empirical growth models for the Nordic countries” 2013, WO School of Economics University of Wollongong, Wollongong (Australia), paper accepted and forthcoming in Economic Modelling (Elsevier)

M. Donadelli and M. Lucchetta “Emerging Stock Premia: Some Evidence from Industrial Stock Market Data”, Asian Economic and Financial Review, 2013, 3(4): 398-422.

C. D’Avino and M. Lucchetta “Opacity of Banks and Inefficient Bank Management: An Analysis”, November 2012, Banks and Banking Systems "Business Perspectives" Publishing, Vol. 7, Issue 4.

G. De Nicolo' and M. Lucchetta “Systemic Real and Financial Risks: Measurement, Forecasting and Stress Tests” August 2010, IMF Working Paper WP/12/58 (February 2012)

G. De Nicolo' and M. Lucchetta “Bank Competition and Financial Stability: A General Equilibrium Exposition” IMF Working Paper WP/11/295 (December 2011)

C. D’Avino and M. Lucchetta “Opacity of Banks and Runs with Solvency” July 2010 MPRA Munich Personal REPEC Archive, paper number 24166

I. Lorenzon, M. Lucchetta and L. Pelizzon “bank credit to medium-sized enterprises in Italy: the trends before and during the crisis” published in Bancaria Editrice February, n. 2, 2011

G. De Nicolo' and M. Lucchetta “Systemic Risks and the Macroeconomy” IMF Working Paper WP/10/29 (February 2010) and in NBER Volume Quantifying Systemic Risk, ed. by Joseph Haubrich and Andrew Lo (Cambridge, Massachusetts: National Bureau of Economic Research)

G. De Nicolo' and M. Lucchetta “Financial Intermediation, Competition, and Risk: A General Equilibrium Exposition” IMF Working paper WP/09/105 (May 2009).

M. Lucchetta “Bank Market Structure, Systemic Risk and Interbank Market Breakdowns” EUI RSCAS Working Paper n 2010/76, 2010

M. Lucchetta “What Do Data Say About Monetary Policy, Bank Liquidity and Bank Risk Taking?” July 2007 Economic Notes, Blackwell Publishing, 36 (2), pp. 189-203

Research Interests

Complexity in Economics
Financial System and Banks Regulation
Systemic Real and Financial Risks in Macro Models
Government Policy for Financial Markets
Banking in General Equilibrium
Bank Market Structure, Competition and Financial Stability
Liquidity and Interbank Market