7
H index
6
i10 index
116
Citations
Michele Caivano : Citation Profile
Banca d'Italia | RESEARCH PRODUCTION: 4 Articles 12 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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7 years (2010 - 2017). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michele Caivano. | Is cited by:
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Main data
Where Michele Caivano has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area | 7 |
Recent works citing Michele Caivano (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Forecasting housing investment. (2023). Gieseck, Arne ; de Bondt, Gabe ; Martinez, Carlos Caizares. In: Working Paper Series. RePEc:ecb:ecbwps:20232807. Full description at Econpapers || Download paper |
| 2023 | Stochastic properties of nonlinear locally-nonstationary filters. (2023). Nientker, Marc ; Blasques, Francisco. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2082-2095. Full description at Econpapers || Download paper |
| 2023 | Dynamic Tobit models. (2023). Liao, Yin ; Harvey, Andew. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:72-83. Full description at Econpapers || Download paper |
| 2023 | Lumpy and intermittent retail demand forecasts with score-driven models. (2023). Borenstein, Denis ; Fernandes, Cristiano ; Sarlo, Rodrigo. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:3:p:1146-1160. Full description at Econpapers || Download paper |
| 2023 | Does the Phillips curve help to forecast euro area inflation?. (2023). Bobeica, Elena ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390. Full description at Econpapers || Download paper |
| 2023 | The two-component Beta-t-QVAR-M-lev: a new forecasting model. (2023). Blazsek, Szabolcs ; Cardia, Michel Ferreira ; Sheng, Hsia Hua ; Fuerst, Franz ; Arestis, Philip. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:4:d:10.1007_s11408-023-00431-4. Full description at Econpapers || Download paper |
| 2023 | Estimation of the potential GDP by a new robust filter method. (2023). Takacs, Tibor ; Gyurkovics, Eva. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:31:y:2023:i:4:d:10.1007_s10100-023-00851-7. Full description at Econpapers || Download paper |
| 2023 | Forecasting housing investment. (2023). de Bondt, Gabe ; Gieseck, Arne ; Martinez, Carlos Caizares. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:543-565. Full description at Econpapers || Download paper |
Works by Michele Caivano:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | The transmission of the global financial crisis to the Italian economy. A counterfactual analysis, 2008-2010. In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 16 |
| 2015 | On the conditional distribution of euro area inflation forecast In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 10 |
| 2017 | The Bank of Italy econometric model: an update of the main equations and model elasticities In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 19 |
| 2017 | Low frequency drivers of the real interest rate: a band spectrum regression approach In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 7 |
| 2010 | Modelling Italian potential output and the output gap In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 12 |
| 2013 | Modelling italian potential output and the output gap.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2013 | The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 1 |
| 2014 | Time series models with an EGB2 conditional distribution In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 15 |
| 2014 | Time-series models with an EGB2 conditional distribution.(2014) In: Journal of Time Series Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2013 | Time series models with an EGB2 conditional distribution.(2013) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2014 | Two EGARCH models and one fat tail In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 4 |
| 2013 | Two EGARCH models and one fat tail.(2013) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2011 | Assessing the sensitivity of inflation to economic activity In: Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2011 | The Transmission of the Global Financial Crisis to the Italian Economy In: Giornale degli Economisti. [Citation analysis] | article | 7 |
| 2016 | The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area In: Empirical Economics. [Full Text][Citation analysis] | article | 7 |
| 2016 | Robust time series models with trend and seasonal components In: SERIEs: Journal of the Spanish Economic Association. [Full Text][Citation analysis] | article | 11 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team