Valerio Scalone
Research Economist, Macroprudential Policy Division
Valerio Scalone is a research economist in the Macroprudential Policy Division, which is part of the Financial Stability Directorate. After obtaining his PhD at LUISS University-Rome, he was a post-doctoral fellow at University of Rome "La Sapienza" and at HEC Montréal. His research interests lie in the field of applied macroeconomics, macroprudential policy and macroeconometrics. 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.
Diplomas
- 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)
- BA and MSc in Economics, Luiss University, Rome (2004-2010).
Current Position
Research Economist, Macroprudential Policy Division, Financial Stability Directorate, Directorate General Financial Stability and Operations
Previous Position
- Post-doctoral Fellow at HEC Montréal (2016);
- Post-doctoral Fellow at University of Rome “La Sapienza” (2015);
- PhD Intern at the Bank of England (2014).
Research Interest
Applied macroeconomics, macroeconometrics, acroprudential 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
Academic 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.