Gianni De Nicolo

Gianni De Nicolò, PhD

Associate Professor of Practice
Areas of Interest
Macro-finance, Banking, Financial Econometrics

Gianni De Nicolò, PhD (Economics, University of Minnesota), joined the Johns Hopkins University (JHU) Carey Business School in 2018. Before joining JHU, he worked in the International Monetary Fund (Monetary and Capital Markets Department, Research Department, IMF Institute), was Economist in the Division of International Finance at the Board of Governors of the Federal Reserve System, Assistant Professor at the Graduate School of International Economics and Finance of Brandeis University, and Lecturer at the University of Rome I (“La Sapienza”). 

Honors and distinctions

  • Associate Editor, Journal of Financial Stability, 2013-2017 

Selected publications

  • Run-Proof Banking Without Suspension or Deposit Insurance (1996), Journal of Monetary Economics, Vol. 38, no. 2: 377-390.
  • Stock Returns, Term Structure, Inflation and Real Activity: An International Perspective, (2000) (with F. Canova), Macroeconomic Dynamics, v. 4, no. 3: 343-72.
  • Monetary Disturbances Matter for Business Fluctuations in the G-7 (2002) (with F. Canova), Journal of Monetary Economics, Vol.49, n.6: 1131-1159.
  • Crises in Competitive versus Monopolistic Banking Systems (2004) (with J. Boyd and B. Smith), Journal of Money, Credit, and Banking, Vol 36, no. 3, (part 2): 487-506
  • The Theory of Bank Risk-Taking and Competition Revisited (2005) (with J. Boyd), Journal of Finance, Vol. 60, no. 3:1329-1343.
  • Systemic Risks and the Macroeconomy (2013) (with M. Lucchetta), in Quantifying Systemic Risk, Joseph Haubrich and Andrew Lo, Eds. (National Bureau of Economic Research, Cambridge, Massachusetts), University of Chicago Press.
  • Microprudential Regulation in a Dynamic Model of Banking (2014) (with A. Gamba and M. Lucchetta), Review of Financial Studies, 27 (7): 2097-2138.
  • Forecasting Tail Risks (2017) (with M. Lucchetta), Journal of Applied Econometrics, 32: 159-170.