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Valerio Scalone

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Valerio Scalone

Valerio Scalone is a research economist at Banque de France, in the Macro-prudential policy Division-Directorate for the Financial Stability. After his PhD at LUISS University-Rome, he has been post-doctoral fellow at University of Rome "La Sapienza" and at HEC Montréal. His research interests lie in the field of applied macroeconomics, macro-prudential policy and macro-econometrics. In particular he focuses on financial frictions, the role of non-linearities in the propagation of financial shocks and on the estimation of non-linear macroeconomic models.

https://sites.google.com/site/valerioscalone

Diploma

PhD in Economics (Luiss University, Rome, 2010-2015), visiting scholar (London Business School, 2013), visiting scholar (University of Pennsylvania, 2014), visiting student (Einaudi Institute for Economics and Finance-EIEF , 2011-2012), B.A. and M.Sc. in Economics (Luiss University, Rome, 2004-2010).

Current Position

Research economist, Macro-Prudential Service, Financial Stability Directorate, Directorate of Financial Stability and General Operations.

Previous Position

Post-doctoral Fellow at HEC Montréal (2016), Post-doctoral Fellow at University of Rome “La Sapienza” (2015), PhD Intern at Bank of England (2014).

Research Interest

Applied Macroeconomics, Macroeconometrics, Macro-prudential policy

Contact

valerio.scalone@banque-france.fr

+33 (0)1 42 92 60 57

Banque de France, 35-2341 DGSO-DSF-SMP, 75049 Paris Cedex 01, France

Publications Working Paper Series no. 864:

Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models

By De Bandt Olivier, Bora Durdu, Hibiki Ichue, Mimir Yasin, Jolan Mohimont, Nikolov Kalin, Sigrid Roehrs, Sahuc Jean-Guillaume, Scalone Valerio, Michael Straughan

Published on 02/02/2022
38 pages
EN
PDF (4.35 MB)

Publications Working Paper Series no. 830:

Risk-to-Buffer: Setting Cyclical and Structural Capital Buffers through Banks Stress Tests

By Couaillier Cyril, Scalone Valerio

Published on 09/08/2021
43 pages
FR
PDF (2.24 MB)

Publications Working Paper Series no. 763:

How does Financial Vulnerability amplify Housing and Credit Shocks?

By Couaillier Cyril, Scalone Valerio

Published on 04/20/2020
34 pages
EN
PDF (2.21 MB)

Publications Working Paper Series no. 724:

ALIENOR, a Macrofinancial Model for Macroprudential Policy

By Couaillier Cyril, Ferrière Thomas, Scalone Valerio

Published on 07/18/2019
35 pages
EN
PDF (2.92 MB)

Publications Banque de France Bulletin no. 222:

Activation of countercyclical capital buffers in Europe: initial experiences

By Couaillier Cyril, Idier Julien, Scalone Valerio

Thematic: Financial stability and financial system

Published on 05/17/2019
10 pages
EN
PDF (371.25 KB)

Publications Working Paper Series no. 688:

Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound

By Scalone Valerio

Published on 08/10/2018
50 pages
EN
PDF (1001.84 KB)

Publications Working Paper Series no. 648:

An analytical framework to calibrate macroprudential policy

By Bennani Taryk, Couaillier Cyril, Devulder Antoine, Gabrieli Silvia, Idier Julien, Lopez Pierlauro, Thibaut Piquard, Scalone Valerio

Published on 10/26/2017
86 pages
EN
PDF (3.16 MB)

Show more publications

Articles

“Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound.” (2015), Working Paper of the University of Rome “La Sapienza”, Department of Economics and Social Sciences, n°6 - 2015.
“Houses, Debt and Growth” (2015)-Manuscript.

Updated on: 03/05/2019 09:48