Michele Caivano : Citation Profile


Are you Michele Caivano?

Banca d'Italia

5

H index

1

i10 index

54

Citations

RESEARCH PRODUCTION:

4

Articles

12

Papers

RESEARCH ACTIVITY:

   7 years (2010 - 2017). See details.
   Cites by year: 7
   Journals where Michele Caivano has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 8 (12.9 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca1270
   Updated: 2020-05-23    RAS profile: 2019-03-05    
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Relations with other researchers


Works with:

Harvey, Andrew (6)

Busetti, Fabio (5)

Rodano, Lisa (2)

Locarno, Alberto (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michele Caivano.

Is cited by:

Blazsek, Szabolcs (6)

Giordano, Claire (5)

Silvestrini, Andrea (4)

Busetti, Fabio (4)

Delle Monache, Davide (4)

Neri, Stefano (4)

Escribano, Alvaro (3)

Burlon, Lorenzo (3)

Ferrero, Giuseppe (3)

FELETTIGH, ALBERTO (3)

Fabiani, Silvia (3)

Cites to:

Harvey, Andrew (15)

Siviero, Stefano (9)

Gertler, Mark (7)

Gali, Jordi (7)

Koopman, Siem Jan (6)

Creal, Drew (6)

Lucas, Andre (4)

Busetti, Fabio (4)

Canova, Fabio (4)

Clarida, Richard (4)

Trimbur, Thomas (3)

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 Area7

Recent works citing Michele Caivano (2018 and 2017)


YearTitle of citing document
2017Real and financial cycles: estimates using unobserved component models for the Italian economy. (2017). Silvestrini, Andrea ; Delle Monache, Davide ; Burlon, Lorenzo ; Bulligan, Guido. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_382_17.

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2017Monetary policy in a low interest rate environment. (2017). Neri, Stefano ; Ferrero, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_392_17.

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2017Back on track? A macro-micro narrative of Italian exports. (2017). Linarello, Andrea ; Giordano, Claire ; Federico, Stefano ; FELETTIGH, ALBERTO ; Fabiani, Silvia ; Bugamelli, Matteo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_399_17.

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2018Inequality amid income stagnation: Italy over the last quarter of a century. (2018). Rosolia, Alfonso ; Gambacorta, Romina ; Brandolini, Andrea. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_442_18.

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2018Unwinding external stock imbalances? The case of Italy’s net international investment position. (2018). Della Corte, Valerio ; Tosti, Enrico ; Federico, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_446_18.

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2019The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks. (2019). Neri, Stefano ; Siviero, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_486_19.

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2019Allocative Efficiency and Finance. (2019). Petrella, Andrea ; Linarello, Andrea ; Sette, Enrico. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_487_19.

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2017Natural rates across the Atlantic. (2017). Neri, Stefano ; Gerali, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1140_17.

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2018Recent trends in economic activity and TFP in Italy with a focus on embodied technical progress. (2018). Mistretta, Alessandro ; Zollino, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1204_18.

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2019Domestic and global determinants of inflation: evidence from expectile regression. (2019). Delle Monache, Davide ; Busetti, Fabio ; Caivano, Michele. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1225_19.

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2018Explaining and Forecasting Euro Area Inflation: the Role of Domestic and Global Factors. (2018). Schmidt, Katja ; Faubert, Violaine ; Bereau, S. In: Working papers. RePEc:bfr:banfra:663.

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2019Why have interest rates fallen far below the return on capital. (2019). Mojon, Benoit ; Velde, Franois R ; Marx, Magali. In: BIS Working Papers. RePEc:bis:biswps:794.

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2017Quantile Aggregation of Density Forecasts. (2017). Busetti, Fabio. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:495-512.

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2017Inflation and the steeplechase between economic activity variables: evidence for G7 countries. (2017). Vašíček, Bořek ; Plašil, Miroslav ; Boek, Vaiek ; Miroslav, Plail ; Jaromir, Baxa . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:42:n:3.

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2019Dynamic Tobit models. (2019). Harvey, Andrew ; Liao, Y. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1913.

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2019Score-Driven Models for Realized Volatility. (2019). Harvey, Andrew ; Palumbo, D. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1950.

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2018Seasonal quasi-vector autoregressive models for macroeconomic data. (2018). Escribano, Alvaro ; Blazsek, Szabolcs ; Saez, Alvaro Escribano ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:26316.

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2018Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada. (2018). Escribano, Alvaro ; Blazsek, Szabolcs ; Saez, Alvaro Escribano ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:27484.

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2019Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production. (2019). Escribano, Alvaro ; Blazsek, Szabolcs ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:29030.

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2018DELFI 2.0, DNBs Macroeconomic Policy Model of the Netherlands. (2018). Vermeulen, Robert ; Kearney, Ide ; Berben, Robert-Paul. In: DNB Occasional Studies. RePEc:dnb:dnbocs:1605.

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2019The macro determinants of firms and households investment: Evidence from Italy. (2019). Silvestrini, Andrea ; Marinucci, Marco ; Giordano, Claire. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:118-133.

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2018A “reverse Robin Hood”? The distributional implications of non-standard monetary policy for Italian households. (2018). Casiraghi, Marco ; Secchi, Alessandro ; Rodano, Lisa ; Gaiotti, Eugenio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:215-235.

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2018Why Have Interest Rates Fallen Far Below the Return on Capital. (2018). Velde, Francois ; Mojon, Benoit ; Marx, Magali. In: Working Paper Series. RePEc:fip:fedhwp:wp-2018-01.

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2018Back on Track? A micro-macro Narrative of Italian Exports. (2018). Linarello, Andrea ; Giordano, Claire ; FELETTIGH, ALBERTO ; Fabiani, Silvia ; Federico, Stefano ; Bugamelli, Matteo. In: Working Papers. RePEc:itt:wpaper:wp2018-1.

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2017The Econometrics of the EU Fiscal Governance: is the European Commission methodology still adequate?. (2017). Waldmann, Robert ; Fioramanti, Marco. In: MPRA Paper. RePEc:pra:mprapa:81858.

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2018Short- and long-run heterogeneous investment dynamics. (2018). Jona-Lasinio, Cecilia ; Golinelli, Roberto ; Bontempi, Maria ; Bacchini, Fabio. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1211-4.

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2018Analysis of electricity prices for Central American countries using dynamic conditional score models. (2018). Blazsek, Szabolcs ; Hernandez, Hector. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1341-3.

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2018Italy’s Price Competitiveness: An Empirical Assessment Through Export Elasticities. (2018). Paternesi Meloni, Walter. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:4:y:2018:i:3:d:10.1007_s40797-018-0075-5.

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2019Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar. (2019). Blazsek, Szabolcs ; Ayala, Astrid. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:10:y:2019:i:1:d:10.1007_s13209-018-0186-0.

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2019Real and financial cycles: estimates using unobserved component models for the Italian economy. (2019). Silvestrini, Andrea ; Delle Monache, Davide ; Burlon, Lorenzo ; Bulligan, Guido. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:28:y:2019:i:3:d:10.1007_s10260-019-00453-1.

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Works by Michele Caivano:


YearTitleTypeCited
2010The transmission of the global financial crisis to the Italian economy. A counterfactual analysis, 2008-2010. In: Questioni di Economia e Finanza (Occasional Papers).
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paper12
2015On the conditional distribution of euro area inflation forecast In: Temi di discussione (Economic working papers).
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paper5
2017The Bank of Italy econometric model: an update of the main equations and model elasticities In: Temi di discussione (Economic working papers).
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paper7
2017Low frequency drivers of the real interest rate: a band spectrum regression approach In: Temi di discussione (Economic working papers).
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paper4
2010Modelling Italian potential output and the output gap In: Temi di discussione (Economic working papers).
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paper6
2013Modelling italian potential output and the output gap.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
2013The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy In: Temi di discussione (Economic working papers).
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paper0
2014Time series models with an EGB2 conditional distribution In: Temi di discussione (Economic working papers).
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paper5
2014Time-series models with an EGB2 conditional distribution.(2014) In: Journal of Time Series Analysis.
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This paper has another version. Agregated cites: 5
article
2013Time series models with an EGB2 conditional distribution.(2013) In: Cambridge Working Papers in Economics.
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This paper has another version. Agregated cites: 5
paper
2014Two EGARCH models and one fat tail In: Temi di discussione (Economic working papers).
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paper3
2013Two EGARCH models and one fat tail.(2013) In: Cambridge Working Papers in Economics.
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This paper has another version. Agregated cites: 3
paper
2011Assessing the sensitivity of inflation to economic activity In: Working Paper Series.
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paper5
2011The Transmission of the Global Financial Crisis to the Italian Economy In: Giornale degli Economisti.
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article1
2016The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area In: Empirical Economics.
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article2
2016Robust time series models with trend and seasonal components In: SERIEs: Journal of the Spanish Economic Association.
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article4

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