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Alessando Spelta

Spelta's Selected Publications

Selected Publications

The interconnected nature of financial systems: Direct and common exposures, Journal of Banking and Finance
(2017) doi.org


Money feedback rules and equilibrium determinacy in pure exchange overlapping generation models,
Macroeconomic Dynamics (2017) doi.org


Booms and burst in a housing market with heterogeneous agents, Macroeconomic Dynamics (2017)
doi.org


Financial market predictability with tensor decomposition and links forecast, Applied Network Science (2017)

doi.org


Discovering SIFIs in Interbank Communities, Plos One (2016)
doi.org


A multi-way analysis of international bilateral claims, Social Networks (2016)
doi.org


Inflation targeting, recursive inattentiveness and heterogeneous beliefs, Journal of Money Credit and
Banking (Forthcoming)
doi.org


Managing monetary policy in a New Keynesian model with many beliefs types, Economics Letters (2016)
doi.org


Graphical network models for international financial flows, Journal of Business and Economic Statistics (2016)
dx.doi.org


Coexistence of equilibria in a New Keynesian Model with heterogeneous beliefs, Chaos Solitons and Fractals
(2015)
doi.org


Shareholding relationships in the Euro Area banking market: a network perspective, Physica A (2015)
doi.org

HT User Info

Alessandro Spelta was born in Milan in 1986. After obtaining the Master Degree in Economics at the University of Pavia (110/110), he started his PhD in Economics. During the PhD (2010-2014),  he discovered his passion for the computational approach to economics and finance and decided that data analysis was his field of interest. In 2014, he started his first PostDoc at the Catholic University of Milan working on two European projects on Early Warning Crisis for financial crisis:  MACFINROBODS, Integrated Macro Financial Modeling for Robust Policy Design and  RAstaNEWS, Macro-Risk Assessment and Stabilization Policies with New Early Warning Signals.  Between 2016 and 2017, he worked as Big Data Analyst at OMNICOM MEDIA GROUP where he was involved in the development of Marketing Analytic Models that supports marketers to create data-driven marketing plans, specifically geared towards achieving business goals.
From 2016 to 2017, he was Post Doctoral researcher in Statistics at the University of Pavia. Here he focused on the development of a novel distress measure for banking systems, by adjusting CDS spreads of various banking systems with exposure to risk from other banking systems through a multi-layer network. Since January 2018, he has been involved in the research project of the Center for Analysis Decisions and Society of Human Trechnopole.

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