Matteo Ciccarelli : Citation Profile


Are you Matteo Ciccarelli?

European Central Bank

14

H index

15

i10 index

931

Citations

RESEARCH PRODUCTION:

23

Articles

57

Papers

RESEARCH ACTIVITY:

   17 years (1999 - 2016). See details.
   Cites by year: 54
   Journals where Matteo Ciccarelli has often published
   Relations with other researchers
   Recent citing documents: 123.    Total self citations: 37 (3.82 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pci57
   Updated: 2017-05-20    RAS profile: 2017-02-03    
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Relations with other researchers


Works with:

Canova, Fabio (7)

Ortega, Eva (6)

Altavilla, Carlo (3)

Valderrama, Maria (3)

Maddaloni, Angela (3)

Peydro, Jose-Luis (3)

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

Is cited by:

Eickmeier, Sandra (24)

Korobilis, Dimitris (23)

Koop, Gary (21)

Ravazzolo, Francesco (21)

Georgiadis, Georgios (17)

Chudik, Alexander (16)

Canova, Fabio (15)

Billio, Monica (15)

Casarin, Roberto (13)

Belke, Ansgar (13)

van Dijk, Herman (12)

Cites to:

Canova, Fabio (41)

Watson, Mark (30)

Pesaran, M (28)

Stock, James (25)

Reichlin, Lucrezia (22)

Williams, John (20)

Sims, Christopher (19)

Orphanides, Athanasios (19)

Levin, Andrew (17)

Ortega, Eva (16)

Giannone, Domenico (13)

Main data


Where Matteo Ciccarelli has published?


Journals with more than one article published# docs
Research Bulletin4
Economic Policy2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank17
Working Papers / Banco de EspaŮa4
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Econůmicas, S.A. (Ivie)4
IMF Working Papers / International Monetary Fund3
Discussion Papers / D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy3
CESifo Working Paper Series / CESifo Group Munich2

Recent works citing Matteo Ciccarelli (2017 and 2016)


YearTitle of citing document
2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2016Bayesian Nonparametric Sparse Seemingly Unrelated Regression Model (SUR). (2016). Rossini, Luca ; Billio, Monica ; Casarin, Roberto . In: Papers. RePEc:arx:papers:1608.02740.

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2017Bank lending in uncertain times. (2017). Alessandri, Piergiorgio ; Bottero, Margherita . In: BCAM Working Papers. RePEc:bbk:bbkcam:1703.

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2017The evolution of regional economic interlinkages in Europe. (2017). Leiva-Leon, Danilo ; Gómez-Loscos, Ana ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores . In: Working Papers. RePEc:bde:wpaper:1705.

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2016Financial globalisation and monetary independence. (2016). Disyatat, Piti ; Rungcharoenkitkul, Phurichai . In: BIS Papers chapters. RePEc:bis:bisbpc:88-14.

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2016The inflation process and expectations in Singapore. (2016). Meng, CHOY Keen. In: BIS Papers chapters. RePEc:bis:bisbpc:89-23.

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2016Fiscal sustainability and the financial cycle. (2016). Lombardi, Marco ; BORIO, Claudio ; Zampolli, Fabrizio . In: BIS Working Papers. RePEc:bis:biswps:552.

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2016Intraday dynamics of euro area sovereign credit risk contagion. (2016). Komarek, Lubos ; Ters, Kristyna . In: BIS Working Papers. RePEc:bis:biswps:573.

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2016Global inflation forecasts. (2016). Kearns, Jonathan. In: BIS Working Papers. RePEc:bis:biswps:582.

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2017The globalisation of inflation: the growing importance of global value chains. (2017). Filardo, Andrew ; BORIO, Claudio ; Auer, Raphael. In: BIS Working Papers. RePEc:bis:biswps:602.

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2017Is monetary policy less effective when interest rates are persistently low?. (2017). Hofmann, Boris ; Borio, Claudio . In: BIS Working Papers. RePEc:bis:biswps:628.

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2016Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core?. (2016). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis . In: Manchester School. RePEc:bla:manchs:v:84:y:2016:i:4:p:437-481.

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2016Measuring the Real and Financial Connectedness of Selected African Economies with the Global Economy. (2016). Orji, Anthony ; Erdene-Urnukh, Oyun ; Aneke, Gladys C ; Ogbuabor, Jonathan E. In: South African Journal of Economics. RePEc:bla:sajeco:v:84:y:2016:i:3:p:364-399.

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2016Do central banks respond timely to developments in the global economy?. (2016). Thorsrud, Leif ; Bj√ɬłrnland, Hilde ; Zahiri, Sepideh K. In: Working Papers. RePEc:bny:wpaper:0048.

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2016Exchange rate pass-through and cross-country spillovers: Some evidence from Ukraine and Russia. (2016). Faryna, Oleksandr. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2016_014.

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2016Risk Premiums in Slovak Government Bonds. (2016). Odor, Ludovit ; Povala, Pavol . In: Discussion Papers. RePEc:cbe:dpaper:201603.

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2017The Globalisation of Inflation: The Growing Importance of Global Value Chains. (2017). Auer, Raphael ; Borio, Claudio ; Filardo, Andrew . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6387.

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2017The Transmission Mechanism of Credit Support Policies in the Euro Area. (2017). Peersman, Gert ; de Sola, Maite ; Boeckx, Jef . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6442.

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2016The credit channel is alive at the zero lower bound but how does it operate? Firm level evidence on the asymmetric effects of U.S. monetary policy.. (2016). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2016-01.

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2016Monetary Policy and Macroprudential Policy: Rivals or Teammates?. (2016). Malovana, Simona ; Frait, Jan. In: Working Papers. RePEc:cnb:wpaper:2016/06.

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2017Ciclos de crédito, liquidez global y regímenes monetarios: una aproximación para América Latina. (2017). Bedoya, Juan. In: REVISTA DESARROLLO Y SOCIEDAD. RePEc:col:000090:015463.

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2017The globalisation of inflation: the growing importance of global value chains. (2017). Auer, Raphael ; Borio, Claudio ; Filardo, Andrew J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11905.

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2016Unconventional Monetary Policy, Fiscal Side Effects and Euro Area (Im)balances. (2016). Rieth, Malte ; Piffer, Michele ; Hachula, Michael . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1596.

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2016Restrictions Search for Panel VARs. (2016). Schnucker, Annika . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1612.

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2016Inflation in the euro area and why it matters. (2016). Hoeberichts, Marco ; de Haan, Jakob ; Maas, Renske ; Teppa, Federica . In: DNB Occasional Studies. RePEc:dnb:dnbocs:1403.

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2016Sectoral allocation and macroeconomic imbalances in EMU. (2016). Pool, Sebastiaan ; Gilbert, Niels. In: DNB Working Papers. RePEc:dnb:dnbwpp:536.

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2016Lenders on the storm of wholesale funding shocks: Saved by the central bank?. (2016). Vermeulen, Philip ; de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem . In: Working Paper Series. RePEc:ecb:ecbwps:20161884.

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2017Low inflation and monetary policy in the euro area. (2017). Neri, Stefano ; Conti, Antonio ; Nobili, Andrea . In: Working Paper Series. RePEc:ecb:ecbwps:20172005.

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2017Global inflation: the role of food, housing and energy prices. (2017). Parker, Miles. In: Working Paper Series. RePEc:ecb:ecbwps:20172024.

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2017A panel VAR analysis of macro-financial imbalances in the EU. (2017). Comunale, Mariarosaria. In: Working Paper Series. RePEc:ecb:ecbwps:20172026.

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2016The Effect of Crude Oil Price Moments on Socially Responsible Firms in Eurozone. (2016). Sariannidis, Nikolaos ; Billias, Ioannis ; Zafeiriou, Eleni ; Giannarakis, Grigoris . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-02-23.

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2016Media-expressed negative tone and firm-level stock returns. (2016). Kearney, Colm ; Hutson, Elaine ; Liu, Sha ; Han, Jingguang ; Ahmad, Khurshid . In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:152-172.

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2016Prior selection for panel vector autoregressions. (2016). Korobilis, Dimitris. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:101:y:2016:i:c:p:110-120.

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2017What is the globalisation of inflation?. (2017). Bratsiotis, George ; Osborn, Denise R ; Becker, Ralf ; Altansukh, Gantungalag . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:74:y:2017:i:c:p:1-27.

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2016Increase in home bias in the Eurozone debt crisis: The role of domestic shocks. (2016). Gimet, Celine ; Gandre, Pauline ; Cornand, Camille . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:445-469.

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2016Forecasting structural change and fat-tailed events in Australian macroeconomic variables. (2016). Cross, Jamie ; Poon, Aubrey . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:34-51.

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2017Flattening of the New Keynesian Phillips curve: Evidence for an emerging, small open economy. (2017). Szafranek, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:334-348.

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2017The expected real yield and inflation components of the nominal yield curve. (2017). Lange, Ronald H. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:1-18.

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2016Institutions and growth: A GMM/IV Panel VAR approach. (2016). Goes, Carlos. In: Economics Letters. RePEc:eee:ecolet:v:138:y:2016:i:c:p:85-91.

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2016Global inflation dynamics in the post-crisis period: What explains the puzzles?. (2016). Friedrich, Christian. In: Economics Letters. RePEc:eee:ecolet:v:142:y:2016:i:c:p:31-34.

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2016Bias-corrected estimation of panel vector autoregressions. (2016). Jochmans, Koen ; Dhaene, Geert. In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:98-103.

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2016Model uncertainty in Panel Vector Autoregressive models. (2016). Koop, Gary ; Korobilis, Dimitris. In: European Economic Review. RePEc:eee:eecrev:v:81:y:2016:i:c:p:115-131.

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2016The role of monetary transmission channels in transmitting oil price shocks to prices in ASEAN-4 countries during pre- and post-global financial crisis. (2016). Razmi, Fatemeh ; Lee, Chin ; Habibullah, Muzafar Shah ; Azali, M. ; Chin, Lee . In: Energy. RePEc:eee:energy:v:101:y:2016:i:c:p:581-591.

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2016Banks’ external financing costs and the bank lending channel: Results from a SVAR analysis. (2016). Sindermann, Friedrich ; Scharler, Johann ; Breitenlechner, Max . In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:228-246.

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2016Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach. (2016). Spyrou, Spyros ; Galariotis, Emilios C ; Makrichoriti, Panagiota . In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:62-77.

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2016Dynamics of global business cycle interdependence. (2016). Leiva-Leon, Danilo ; Ductor, Lorenzo. In: Journal of International Economics. RePEc:eee:inecon:v:102:y:2016:i:c:p:110-127.

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2016Global versus local shocks in micro price dynamics. (2016). Zachariadis, Marios ; Andrade, Philippe. In: Journal of International Economics. RePEc:eee:inecon:v:98:y:2016:i:c:p:78-92.

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2016A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate. (2016). Castle, Jennifer ; Werner, Richard A ; Ryan-Collins, Josh . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:158-176.

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2016Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach. (2016). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Thompson, Kirsten . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:30-43.

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2016Density forecasting using Bayesian global vector autoregressions with stochastic volatility. (2016). Huber, Florian. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:818-837.

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2017Forecasting GDP with global components: This time is different. (2017). Thorsrud, Leif ; Ravazzolo, Francesco ; Bj√ɬłrnland, Hilde. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:153-173.

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2016Financial development and the effectiveness of monetary policy. (2016). Lin, Xingkai ; Ma, Yong . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:1-11.

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2016International capital flows to emerging markets: National and global determinants. (2016). Fiess, Norbert ; Byrne, Joseph. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:61:y:2016:i:c:p:82-100.

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2016Determinants of global spillovers from US monetary policy. (2016). Georgiadis, Georgios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:41-61.

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2016Globalization and monetary policy comovement: International evidence. (2016). Chatterjee, Arpita. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:181-202.

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2017International spillovers from Euro area and US credit and demand shocks: A focus on emerging Europe. (2017). Feldkircher, Martin ; Fadejeva, Ludmila ; Reininger, Thomas . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:1-25.

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2017Are there differences in the effectiveness of quantitative easing at the zero-lower-bound in Japan over time?. (2017). Michaelis, Henrike ; Watzka, Sebastian . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:204-233.

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2017The effectiveness of the Fed’s quantitative easing policy: New evidence based on international interest rate differentials. (2017). Belke, Angar ; Osowski, Thomas ; Gros, Daniel . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:335-349.

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2016Trade, finance or policies: What drives the cross-border spill-over of business cycles?. (2016). Stracca, Livio ; Montinari, Letizia. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:49:y:2016:i:c:p:131-148.

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2016Credit supply shocks in the Netherlands. (2016). Elbourne, Adam ; Duchi, Fabio . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:50:y:2016:i:c:p:51-71.

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2016Measuring business cycles with structural breaks and outliers: Applications to international data. (2016). Perron, Pierre ; Wada, Tatsuma . In: Research in Economics. RePEc:eee:reecon:v:70:y:2016:i:2:p:281-303.

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2016A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts. (2016). West, Kenneth ; Pincheira, Pablo. In: Research in Economics. RePEc:eee:reecon:v:70:y:2016:i:2:p:304-319.

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2017Energy consumption, CO2 emissions, and economic growth: An ethical dilemma. (2017). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:68:y:2017:i:p1:p:808-824.

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2016Technological leadership and persistence in product innovation in the Local Area Network industry 1990‚Äď1999. (2016). Vezzulli, Andrea ; Fontana, Roberto. In: Research Policy. RePEc:eee:respol:v:45:y:2016:i:8:p:1604-1619.

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2016Trade openness and the Phillips curve: The neglected heterogeneity and robustness of empirical evidence. (2016). Eijffinger, Sylvester ; Qian, Zongxin . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:13-18.

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2016Forecasting GDP with global components. This time is different. (2016). Thorsrud, Leif ; Ravazzolo, Francesco ; Bj√ɬłrnland, Hilde. In: CAMA Working Papers. RePEc:een:camaaa:2016-26.

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2016To bi, or not to bi? Differences in Spillover Estimates from Bilateral and Multilateral Multi-country Models. (2016). Georgiadis, Georgios . In: EcoMod2016. RePEc:ekd:009007:9145.

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2016Heterogeneity in Euro Area Monetary Policy Transmission: Results from a large Multi-Country BVAR. (2016). Volz, Ute ; Scharnagl, Michael ; Mandler, Martin . In: EcoMod2016. RePEc:ekd:009007:9609.

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2017Desempleo y criminalidad en los estados de la frontera norte de México: un enfoque espacial bayesiano de vectores auto-regresivos. (Unemployment and crime in the Northern-border states of Mexico: a s. (2017). Torres, Victor Hugo . In: Ensayos Revista de Economia. RePEc:ere:journl:v:xxxvi:y:2017:i:1:p:25-58.

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2016Forecasting with a Random Walk. (2016). Pincheira, Pablo ; Medel, Carlos A.. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:6:p:539-564.

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2016Inflation as a global phenomenon - some implications for policy analysis and forecasting. (2016). Martínez García, Enrique ; Kabukcuoglu, Ayse ; Martinez-Garcia, Enrique . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:261.

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2017The Globalisation of Inflation: the Growing Importance of Global Value Chains. (2017). Filardo, Andrew ; BORIO, Claudio ; Auer, Raphael. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:300.

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2016Estimation of Panel Vector Autoregression in Stata: a Package of Programs. (2016). Love, Inessa . In: Working Papers. RePEc:hai:wpaper:201602.

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2017Asymmetric Macro-Financial Spillovers. (2017). Bluwstein, Kristina. In: Working Paper Series. RePEc:hhs:rbnkwp:0337.

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2016International dynamics of inflation expectations. (2016). NetŇ°unajev, Aleksei ; Netunajev, Aleksei . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-019.

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2016Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model. (2016). Ravazzolo, Francesco ; Marcellino, Massimiliano ; Foroni, Claudia ; Casarin, Roberto . In: Working Papers. RePEc:igi:igierp:585.

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2016ECB Unconventional Monetary Policy and the Italian Economy during the Sovereign Debt Crisis. (2016). Gaiotti, Eugenio ; Casiraghi, Marco ; Rodano, Lisa . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2016:q:2:a:6.

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2016Non-Linear Exchange Rate Pass-Through in Emerging Markets. (2016). Caselli, Francesca G ; Roitman, Agustin . In: IMF Working Papers. RePEc:imf:imfwpa:16/1.

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2016Spatial Dependence and Data-Driven Networks of International Banks. (2016). Saldias, Martin ; Saldas, Martn ; Craig, Ben . In: IMF Working Papers. RePEc:imf:imfwpa:16/184.

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2016Effectiveness and Channels of Macroprudential Instruments; Lessons from the Euro Area. (2016). Zhang, Yuanyan Sophia ; Tressel, Thierry . In: IMF Working Papers. RePEc:imf:imfwpa:16/4.

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2017Macroeconomic effects of fiscal policy in the European Union, with particular reference to transition countries. (2017). Kabashi, Rilind. In: Public Sector Economics. RePEc:ipf:psejou:v:41:y:2017:i:1:p:39-69.

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2016THE IDENTIFICATION OF INFLATION RATE DETERMINANTS IN THE USA USING THE STOCHASTIC SEARCH VARIABLE SELECTION. (2016). Simionescu (Bratu), Mihaela. In: CES Working Papers. RePEc:jes:wpaper:y:2016:v:8:i:1:p:171-181.

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2016Determinants of lending activity in the Euro area. (2016). Behrendt, Stefan. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2016-017.

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2017Unconventional Monetary Policy Effects on Bank Lending in the Euro Area. (2017). Behrendt, Stefan. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2017-002.

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2016Convergence of European Business Cycles: A Complex Networks Approach. (2016). Sarantitis, Georgios ; Papadimitriou, Theophilos ; Gogas, Periklis. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:2:d:10.1007_s10614-014-9474-3.

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2016Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area. (2016). Kremer, Manfred. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:13:y:2016:i:1:d:10.1007_s10368-015-0325-z.

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2016Is it really more dispersed?. (2016). Quint, Dominic . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:13:y:2016:i:4:d:10.1007_s10368-015-0313-3.

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2017Empirical Evidence from a Japanese Lending Survey within the TVP-VAR Framework: Does the Credit Channel Matter for Monetary Policy?. (2017). Okamoto, Tatsuki ; Matsubayashi, Yoichi . In: Discussion Papers. RePEc:koe:wpaper:1709.

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2016Monetary Policy and Long-Run Risk-Taking. (2016). Popescu, Alexandra ; Colletaz, Gilbert ; Levieuge, Gregory . In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2409.

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2016Monetary policy transmission: the case of Lithuania. (2016). Stakenas, Julius ; Stasiukynaite, Rasa . In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:24.

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2016The Pass-Through to Consumer Prices in CIS Economies: the Role of Exchange Rates, Commodities and Other Common Factors. (2016). Comunale, Mariarosaria ; Simola, Heli . In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:35.

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2017The Symmetry of ECB Monetary Policy Impact Under Scrutiny: An Assessment. (2017). Venegoni, Andrea ; Serati, Massimiliano . In: LIUC Papers in Economics. RePEc:liu:liucec:306.

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2016What is the Globalisation of Inflation? . (2016). Bratsiotis, George ; Becker, Ralf ; Altansukha, Gantungalag ; Osborn, Denise R. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:224.

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2016The transmission mechanism of new and traditional instruments of monetary and macroprudential policy. (2016). Wouters, R. In: Economic Review. RePEc:nbb:ecrart:y:2016:m:december:i:iii:p:105-117.

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2016The transmission mechanism of credit support policies in the Euro Area. (2016). Boeckx, Jef ; Peersman, Gert ; de Sola, Maite . In: Working Paper Research. RePEc:nbb:reswpp:201610-302.

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2016Global inflation: the role of food, housing and energy prices. (2016). Parker, Miles. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2016/05.

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2016Commonality and Heterogeneity in Real Effective Exchange Rates: Evidence from Advanced and Developing Countries. (2016). Nagayasu, Jun. In: MPRA Paper. RePEc:pra:mprapa:70078.

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2017A contribution to the Quantity Theory of Disaggregated Credit. (2017). Clavero, Borja . In: MPRA Paper. RePEc:pra:mprapa:76657.

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2017Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy. (2017). Medel, Carlos A.. In: MPRA Paper. RePEc:pra:mprapa:78439.

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2016Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach. (2016). GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina . In: Working Papers. RePEc:pre:wpaper:201637.

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2016Rethinking Credit Risk under the Malinvestment Concept: The Case of Germany, Spain and Italy. (2016). Ekinci, Aykut . In: European Financial and Accounting Journal. RePEc:prg:jnlefa:v:2016:y:2016:i:1:id:152:p:39-64.

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More than 100 citations found, this list is not complete...

Works by Matteo Ciccarelli:


YearTitleTypeCited
2001The Transmission Mechanism of European Monetary Policy: Is There Heterogeneity? Is It Changing Over Time? In: Working Papers.
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2004Similarities and convergence in G-7 cycles In: Working Papers.
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2004Similarities and Convergence in G7 Cycles.(2004) In: CEPR Discussion Papers.
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2004Similarities and convergence in G-7 cycles.(2004) In: Working Paper Series.
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2007Similarities and convergence in G-7 cycles.(2007) In: Journal of Monetary Economics.
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article
2004Similarities and convergence in G-7 cycles.(2004) In: Economics Working Papers.
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This paper has another version. Agregated cites: 154
paper
2009Do institutional changes affect business cycles? Evidence from Europe In: Working Papers.
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2012Do institutional changes affect business cycles? Evidence from Europe.(2012) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 33
article
2012Do institutional changes affect business cycles? Evidence from Europe.(2012) In: Economics Working Papers.
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This paper has another version. Agregated cites: 33
paper
2012Heterogeneity and cross-country spillovers in macroeconomic-financial linkages In: Working Papers.
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paper11
2012Heterogeneity and cross-country spillovers in macroeconomic-financial linkages.(2012) In: Working Paper Series.
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paper
2011ClubMed? Cyclical Fluctuations in the Mediterranean Basin In: Working Papers.
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paper8
2012ClubMed? Cyclical fluctuations in the Mediterranean basin.(2012) In: Journal of International Economics.
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This paper has another version. Agregated cites: 8
article
2012ClubMed? Cyclical fluctuations in the Mediterranean basin.(2012) In: Economics Working Papers.
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This paper has another version. Agregated cites: 8
paper
2006Price setting and inflation persistence: did EMU matter? In: Economic Policy.
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article34
2006Price setting and inflation persistence: did EMU matter?.(2006) In: Working Paper Series.
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This paper has another version. Agregated cites: 34
paper
2013Heterogeneous transmission mechanism: monetary policy and financial fragility in the eurozone In: Economic Policy.
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article33
2016Mending the broken link: heterogeneous bank lending and monetary policy pass-through. In: Working Papers.
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2016Mending the broken link: heterogeneous bank lending and monetary policy pass-through.(2016) In: CEPR Discussion Papers.
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2016Mending the broken link: heterogeneous bank lending and monetary policy pass-through.(2016) In: Working Paper Series.
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This paper has another version. Agregated cites: 5
paper
2016Commonalities and cross-country spillovers in macroeconomic-financial linkages In: The B.E. Journal of Macroeconomics.
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article2
2002From Gibrat’s legacy to Gibrat’s fallacy. A Bayesian approach to study the growth of firms In: Working Papers (-2012).
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paper1
2002FROM GIBRATS LEGACY TO GIBRATS FALLACY. A BAYESIAN APPROACH TO STUDY THE GROWTH OF FIRMS.(2002) In: Working Papers. Serie AD.
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This paper has another version. Agregated cites: 1
paper
2009The Effects of Monetary Policy on Unemployment Dynamics under Model Uncertainty - Evidence from the US and the Euro Area In: CESifo Working Paper Series.
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paper1
2009The effects of monetary policy on unemployment dynamics under model uncertainty: evidence from the US and the euro area.(2009) In: Working Paper Series.
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This paper has another version. Agregated cites: 1
paper
2009The Effects of Monetary Policy on Unemployment Dynamics Under Model Uncertainty. Evidence from the US and the Euro Area.(2009) In: CSEF Working Papers.
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This paper has another version. Agregated cites: 1
paper
2011Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset. In: CESifo Working Paper Series.
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paper1
2011Monetary Policy Analysis in Real-Time. Vintage combination from a real-time dataset.(2011) In: CSEF Working Papers.
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This paper has another version. Agregated cites: 1
paper
2005Global Inflation In: Working Papers Central Bank of Chile.
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paper149
2005Global inflation.(2005) In: Working Paper Series.
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This paper has another version. Agregated cites: 149
paper
2008Global inflation.(2008) In: Working Paper Series.
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This paper has another version. Agregated cites: 149
paper
2010Global Inflation.(2010) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 149
article
2006Global Inflation.(2006) In: Kiel Working Papers.
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This paper has another version. Agregated cites: 149
paper
2001Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model In: CEPR Discussion Papers.
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paper67
2004Forecasting and turning point predictions in a Bayesian panel VAR model.(2004) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 67
article
2000FORECASTING AND TURNING POINT PREDICTIONS IN A BAYESIAN PANEL VAR MODEL.(2000) In: Working Papers. Serie AD.
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This paper has another version. Agregated cites: 67
paper
1999Forecasting and turning point predictions in a Bayesian panel VAR model.(1999) In: Economics Working Papers.
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This paper has another version. Agregated cites: 67
paper
2003Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators In: CEPR Discussion Papers.
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paper4
2002PANEL INDEX VAR MODELS: SPECIFICATION, ESTIMATION, TESTING AND LEADING INDICATORS.(2002) In: Working Papers. Serie AD.
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This paper has another version. Agregated cites: 4
paper
2004Has the Transmission Mechanism of European Monetary Policy Changed in the Run-Up to EMU? In: CEPR Discussion Papers.
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paper28
2006Has the transmission mechanism of European monetary policy changed in the run-up to EMU?.(2006) In: European Economic Review.
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This paper has another version. Agregated cites: 28
article
2013Panel Vector Autoregressive Models: A Survey In: CEPR Discussion Papers.
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paper45
2013Panel vector autoregressive models: a survey.(2013) In: Working Paper Series.
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This paper has another version. Agregated cites: 45
paper
2013Financial shocks and the macroeconomy: heterogeneity and non-linearities In: Occasional Paper Series.
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paper14
2005Is inflation a global phenomenon? In: Research Bulletin.
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article0
2006A real-time database for the euro area In: Research Bulletin.
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article2
2012Monetary policy analysis and data revisions ‚Äď vintage combination from a real-time dataset In: Research Bulletin.
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article0
2013Heterogeneous transmission mechanism and the credit channel in the euro area In: Research Bulletin.
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article0
2003Measuring contagion with a Bayesian, time-varying coefficient model In: Working Paper Series.
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paper7
2006Estimating multi-country VAR models In: Working Paper Series.
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paper112
2009ESTIMATING MULTICOUNTRY VAR MODELS.(2009) In: International Economic Review.
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article
2007Estimating Multi-country VAR models.(2007) In: Discussion Papers.
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paper
2006Estimating Multi-country VAR models.(2006) In: Computing in Economics and Finance 2006.
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paper
2008Estimating multi-country VAR models.(2008) In: Economics Working Papers.
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This paper has another version. Agregated cites: 112
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2006The Dutch block of the ESCB multi-country model In: Working Paper Series.
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paper7
2007Inflation Forecasts, monetary policy and unemployment dynamics: evidence from the US and the euro area In: Working Paper Series.
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paper9
2006Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro Area.(2006) In: Discussion Papers.
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This paper has another version. Agregated cites: 9
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2007Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro area.(2007) In: 2007 Meeting Papers.
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This paper has another version. Agregated cites: 9
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2007Information combination and forecast (st)ability evidence from vintages of time-series data In: Working Paper Series.
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paper7
2009What drives euro area break-even inflation rates? In: Working Paper Series.
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paper2
2010Trusting the bankers: a new look at the credit channel of monetary policy In: Working Paper Series.
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paper79
2015Trusting the Bankers: A New Look at the Credit Channel of Monetary Policy.(2015) In: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 79
article
2011Cyclical fluctuations in the Mediterranean basin In: Working Paper Series.
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paper2
2013Heterogeneous transmission mechanism: monetary policy and financial fragility in the euro area In: Working Paper Series.
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paper30
2015International spillovers in inflation expectations In: Working Paper Series.
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paper0
2010Evaluating the effect of monetary policy on unemployment with alternative inflation forecasts In: Economic Modelling.
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article0
2004Testing restrictions in hierarchical normal data models using Gibbs sampling In: Research in Economics.
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article0
2007Testing Gibrats legacy: A Bayesian approach to study the growth of firms In: Structural Change and Economic Dynamics.
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article9
2005Testing Gibrats Legacy: A Bayesian Approach to Study the Growth of Firms.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 9
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2002The Transmission Mechanism of European Monetary Policy; Is There Heterogeneity? Is it Changing over Time? In: IMF Working Papers.
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paper18
2003Bayesian Vars; A Survey of the Recent Literature with An Application to the European Monetary System In: IMF Working Papers.
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paper4
2003Measuring Contagion with a Bayesian Time-Varying Coefficient Model In: IMF Working Papers.
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paper5
2001TESTING RESTRICTIONS IN NORMAL DATA MODELS USING GIBBS SAMPLING In: Working Papers. Serie AD.
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paper0
2010Forecast uncertainty: sources, measurement and evaluation In: Journal of Applied Econometrics.
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article3
2007Global Inflation In: Kiel Working Papers.
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paper2
2009The Effects of Monetary Policy on Unemployment Dynamics under Model Uncertainty: Evidence from the United States and the Euro Area In: Journal of Money, Credit and Banking.
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article0
Measuring contagion and interdependence with a Bayesian time-varying coefficient model: An application to the Chilean FX market during the Argentine crisis In: Journal of Financial Econometrics.
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article1
2008Inflation models, optimal monetary policy and uncertain unemployment dynamics: Evidence from the US and the euro area In: Discussion Papers.
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paper0
2003BVARs: A Survey of the Recent Literature with an Application to the European Monetary System In: Rivista di Politica Economica.
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article2
2005Profit differentials and innovation In: Economics of Innovation and New Technology.
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