Matteo Ciccarelli : Citation Profile


Are you Matteo Ciccarelli?

European Central Bank

17

H index

21

i10 index

1455

Citations

RESEARCH PRODUCTION:

23

Articles

57

Papers

RESEARCH ACTIVITY:

   20 years (1999 - 2019). See details.
   Cites by year: 72
   Journals where Matteo Ciccarelli has often published
   Relations with other researchers
   Recent citing documents: 144.    Total self citations: 38 (2.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pci57
   Updated: 2020-10-17    RAS profile: 2019-02-11    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Altavilla, Carlo (3)

Canova, Fabio (3)

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

Is cited by:

Korobilis, Dimitris (28)

Eickmeier, Sandra (27)

Ravazzolo, Francesco (24)

Casarin, Roberto (24)

Billio, Monica (23)

Canova, Fabio (22)

Koop, Gary (21)

Georgiadis, Georgios (18)

Belke, Ansgar (17)

Chudik, Alexander (16)

van Dijk, Herman (14)

Cites to:

Canova, Fabio (38)

Watson, Mark (32)

Pesaran, M (28)

Stock, James (26)

Williams, John (20)

Sims, Christopher (20)

Orphanides, Athanasios (19)

Reichlin, Lucrezia (19)

Levin, Andrew (18)

Ortega, Eva (15)

Gertler, Mark (12)

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 Bank18
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)4
Working Papers / Banco de Espańa4
Discussion Papers / D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy3
CESifo Working Paper Series / CESifo2
Occasional Paper Series / European Central Bank2
IMF Working Papers / International Monetary Fund2

Recent works citing Matteo Ciccarelli (2020 and 2019)


YearTitle of citing document
2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

Full description at Econpapers || Download paper

2019Financial Communication in the Context of Corporate Social Responsibility Growth. (2019). Dan, Roxana Loredana ; Avram, Costin Daniel ; Nicolescu, Ana-Cristina . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:21:y:2019:i:52:p:623.

Full description at Econpapers || Download paper

2019Dealing with cross-country heterogeneity in panel VARs using finite mixture models. (2018). Huber, Florian. In: Papers. RePEc:arx:papers:1804.01554.

Full description at Econpapers || Download paper

2019Corporate Debt Composition and Business Cycles. (2019). Zivanovic, Jelena. In: Staff Working Papers. RePEc:bca:bocawp:19-5.

Full description at Econpapers || Download paper

2020The use of BVARs in the analysis of emerging economies. (2020). Martinez-Martin, Jaime ; Kataryniuk, Ivan ; Guirola, Luis ; Estrada, Angel. In: Occasional Papers. RePEc:bde:opaper:2001.

Full description at Econpapers || Download paper

2020Fiscal expenditure spillovers in the euro area: An empirical and model-based assessment. (2020). Schmidt, Katja ; Alloza, Mario ; Jacquinot, Pascal ; Ferdinandusse, Marien. In: Occasional Papers. RePEc:bde:opaper:2012.

Full description at Econpapers || Download paper

2020Adapting lending policies when negative interest rates hit banks’ profits. (2018). Ongena, Steven ; Mayordomo, Sergio ; Garcia-Posada, Miguel ; MiguelGarcia-Posada, ; Arce, Oscar. In: Working Papers. RePEc:bde:wpaper:1832.

Full description at Econpapers || Download paper

2019The impact of the ECB’s targeted long-term refinancing operations on banks’ lending policies: the role of competition. (2019). Garcia-Posada, Miguel ; MiguelGarcia-Posada, ; Andreeva, Desislava C. In: Working Papers. RePEc:bde:wpaper:1903.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Wages and prices in the euro area: exploring the nexus. (2019). Nobili, Andrea ; Conti, Antonio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_518_19.

Full description at Econpapers || Download paper

2019Do the ECB’s monetary policies benefit emerging market economies? A GVAR analysis on the crisis and post-crisis period. (2019). Colabella, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1207_19.

Full description at Econpapers || Download paper

2020The role of bank supply in the Italian credit market: evidence from a new regional survey. (2020). Orame, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1279_20.

Full description at Econpapers || Download paper

2020The non-linear effects of the Feds asset purchases. (2020). Anzuini, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1280_20.

Full description at Econpapers || Download paper

2019How Relevant are Capital Flows for House Prices in Emerging Economies?. (2019). Marco, Hernandez Vega. In: Working Papers. RePEc:bdm:wpaper:2019-19.

Full description at Econpapers || Download paper

2019Monetary Policy and Bank Profitability in a Low Interest Rate Environment. (2019). Peydro, Jose-Luis ; Altavilla, Carlo ; Boucinha, Miguel. In: Working Papers. RePEc:bge:wpaper:1101.

Full description at Econpapers || Download paper

2019Can an ageing workforce explain low inflation?. (2019). Ragot, Xavier ; Mojon, Benoit. In: BIS Working Papers. RePEc:bis:biswps:776.

Full description at Econpapers || Download paper

2020The unconventional monetary policy of the European Central Bank: Effectiveness and transmission analysis. (2020). Prats, Maria ; Zabala, Jose A. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:794-809.

Full description at Econpapers || Download paper

2019Towards a new monetary theory of exchange rate determination. (2019). Sokol, Andrej ; Kumhof, Michael ; Thwaites, Gregory ; Cesa-Bianchi, Ambrogio. In: Bank of England working papers. RePEc:boe:boeewp:0817.

Full description at Econpapers || Download paper

2019Model-based regulation and firms access to finance. (2019). Tuuli, Saara. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_004.

Full description at Econpapers || Download paper

2019Can large trade shocks cause crises? The case of the Finnish-Soviet trade collapse. (2019). Kilponen, Juha ; Gulan, Adam ; Haavio, Markus. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_009.

Full description at Econpapers || Download paper

2019Euro area longer-term inflation expectations revisited. (2019). Zekaite, Zivile ; Byrne, David. In: Economic Letters. RePEc:cbi:ecolet:12/el/19.

Full description at Econpapers || Download paper

2019Euro Area Slowdown - a Country-Sector Analysis. (2019). Parle, Conor ; Byrne, David. In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2019:m:07:p:149-163.

Full description at Econpapers || Download paper

2020The Euro Area Periphery Sovereigns Fiscal Positions and Unconventional Monetary Policy. (2020). Hßlsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8041.

Full description at Econpapers || Download paper

2020Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus. (2020). Hßlsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8178.

Full description at Econpapers || Download paper

2020Financial constraints and collateral crises. (2020). guimaraes, bernardo ; Araujo, Luis ; Rodrigues, Diego. In: Discussion Papers. RePEc:cfm:wpaper:2007.

Full description at Econpapers || Download paper

2019The link between labor cost and price inflation in the euro area. (2019). Vansteenkiste, Isabel ; Ciccarelli, Matteo ; Bobeica, Elena. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:848.

Full description at Econpapers || Download paper

2019Inflation Expectations: Review and Evidence. (2019). Panizza, Ugo ; Matsuoka, Hideaki ; Kose, Ayhan ; Vorisek, Dana . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13601.

Full description at Econpapers || Download paper

2019Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect. (2019). Lee, Sang Seok ; Gßrkaynak, Refet ; Can, Gokce Karasoy ; Gurkaynak, Refet S. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14017.

Full description at Econpapers || Download paper

2019On the Credit and Exchange Rate Channels of Central Bank Asset Purchases in a Monetary Union. (2019). Papadopoulou, Niki ; DARRACQ PARIES, Matthieu. In: Working Papers. RePEc:cyb:wpaper:2019-2.

Full description at Econpapers || Download paper

2019Inflation in the euro area since the Global Financial Crisis. (2019). Samarina, Anna ; Galati, Gabriele ; Bonam, Dennis ; Stanga, Irina ; Hoeberichts, Marco ; Hindrayanto, Irma. In: DNB Occasional Studies. RePEc:dnb:dnbocs:1703.

Full description at Econpapers || Download paper

2019The impact of global value chains on the euro area economy. (2019). Tagliabracci, Alex ; Schmitz, Martin ; Koester, Gerrit ; Frohm, Erik ; de Soyres, François ; Benkovskis, Konstantins ; Vaccarino, Elena ; Fidora, Michael ; di Lupidio, Benedetta ; Skudelny, Frauke ; Schroth, Joachim ; Chiacchio, Francesco ; Pavlova, Elena ; Al-Haschimi, Alexander ; Osbat, Chiara ; Gunnella, Vanessa ; Nickel, Christiane ; Lopez-Garcia, Paloma ; Gradeva, Katerina ; Dorrucci, Ettore ; Worz, Julia ; Franco-Bedoya, Sebastian. In: Occasional Paper Series. RePEc:ecb:ecbops:2019221.

Full description at Econpapers || Download 2019

Understanding low wage growth in the euro area and European countries. (2019). Koester, Gerrit ; BOBEICA, Elena ; Porqueddu, Mario ; Lis, Eliza ; Nickel, Christiane. In: Occasional Paper Series. RePEc:ecb:ecbops:2019232.

Full description at Econpapers || Download paper

2020Virtually everywhere? Digitalisation and the euro area and EU economies. (2020). Vivian, Lara ; Petroulakis, Filippos ; Morgan, Julian ; Labhard, Vincent ; Jarvis, Valerie ; Anderton, Robert. In: Occasional Paper Series. RePEc:ecb:ecbops:2020244.

Full description at Econpapers || Download paper

2020G-7 Inflation forecasts. (2002). Canova, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20020151.

Full description at Econpapers || Download paper

2019Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections. (2019). Paredes, Joan ; Lenza, Michele ; Lalik, Magdalena ; Angelini, Elena . In: Working Paper Series. RePEc:ecb:ecbwps:20192227.

Full description at Econpapers || Download paper

2019Do public wages in the euro area explain private wage developments? An empirical investigation. (2019). Berardini, Francesco ; Palazzo, Alessandra Anna ; Attinasi, Maria Grazia. In: Working Paper Series. RePEc:ecb:ecbwps:20192231.

Full description at Econpapers || Download paper

2019Global growth on life support? The contributions of fiscal and monetary policy since the global financial crisis. (2019). Miescu, Mirela S ; Lodge, David ; Baumann, Ursel. In: Working Paper Series. RePEc:ecb:ecbwps:20192248.

Full description at Econpapers || Download paper

2019On the credit and exchange rate channels of central bank asset purchases in a monetary union. (2019). DARRACQ PARIES, Matthieu ; Papadopoulou, Niki. In: Working Paper Series. RePEc:ecb:ecbwps:20192259.

Full description at Econpapers || Download paper

2019The architecture of supervision. (2019). Marques-Ibanez, David ; leonello, agnese ; Colliard, Jean-Edouard ; Beck, Thorsten ; Beyer, Andreas ; Marques-Ibaez, David ; Maddaloni, Angela ; Ampudia, Miguel. In: Working Paper Series. RePEc:ecb:ecbwps:20192287.

Full description at Econpapers || Download paper

2019An analysis of the Eurosystem/ECB projections. (2019). Lambrias, Kyriacos ; Kontogeorgos, Georgios. In: Working Paper Series. RePEc:ecb:ecbwps:20192291.

Full description at Econpapers || Download paper

2019Phillips curves in the euro area. (2019). onorante, luca ; Moretti, Laura ; Saber, Shayan Zakipour. In: Working Paper Series. RePEc:ecb:ecbwps:20192295.

Full description at Econpapers || Download paper

2019Monetary policy, macroprudential policy, and financial stability. (2019). Repullo, Rafael ; Martinez-Miera, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192297.

Full description at Econpapers || Download paper

2020A Phillips curve for the euro area. (2020). Ball, Laurence ; Mazumder, Sandeep. In: Working Paper Series. RePEc:ecb:ecbwps:20202354.

Full description at Econpapers || Download paper

2020The impact of the ECB’s targeted long-term refinancing operations on banks’ lending policies: the role of competition. (2020). Garcia-Posada, Miguel ; MiguelGarcia-Posada, ; Andreeva, Desislava C. In: Working Paper Series. RePEc:ecb:ecbwps:20202364.

Full description at Econpapers || Download paper

2020Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20202377.

Full description at Econpapers || Download paper

2020The Phillips Curve at the ECB. (2020). Osbat, Chiara ; Eser, Fabian ; Moretti, Laura ; Lane, Philip R ; Karadi, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202400.

Full description at Econpapers || Download paper

2020Do non-performing loans matter for bank lending and the business cycle in euro area countries?. (2020). Pancaro, Cosimo ; Moccero, Diego ; Martin, Reiner ; Huljak, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20202411.

Full description at Econpapers || Download paper

2020Determinants of firms’ efficiency: do innovations and finance constraints matter? The case of European SMEs. (2020). Bonanno, Graziella ; Ferrando, Annalisa. In: Working Paper Series. RePEc:ecb:ecbwps:20202419.

Full description at Econpapers || Download paper

2020Interest rate setting and communication at the ECB. (2020). Jung, Alexander ; Cour-Thimann, Philippine. In: Working Paper Series. RePEc:ecb:ecbwps:20202443.

Full description at Econpapers || Download paper

2019Quantifying Sunk Costs and Learning Effects in R&D Persistence. (2019). Maez, Juan A ; Love, James H. In: Working Papers. RePEc:eec:wpaper:1920.

Full description at Econpapers || Download paper

2019Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles. (2019). Zhuang, Xin-Tian ; Xiong, Xiong ; Liu, Xi-Hua ; Gong, Xiao-Li. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:121:y:2019:i:c:p:129-136.

Full description at Econpapers || Download paper

2020Do bank bailouts affect the provision of trade credit?11All errors are our own. The views expressed in this paper are solely those of the authors and should not be interpreted as reflecting the views . (2020). Norden, Lars ; Wang, Teng ; Udell, Gregory F. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918307636.

Full description at Econpapers || Download paper

2019Asset bubbles, banking stability and economic growth. (2019). Xiong, Xiong ; Chen, Langnan ; Wang, Shengquan . In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:108-117.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Impacts of Chinas crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement. (2019). Huo, Rui ; Ahmed, Abdullahi D. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:28-46.

Full description at Econpapers || Download paper

2019Increasing linkages among European regions. The role of sectoral composition. (2019). Gómez-Loscos, Ana ; Gadea, María ; Leiva-Leon, Danilo ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores. In: Economic Modelling. RePEc:eee:ecmode:v:80:y:2019:i:c:p:222-243.

Full description at Econpapers || Download paper

2019Financialization and the macroeconomy. Theory and empirical evidence. (2019). Reyes-Ortiz, Luis ; Lagoarde-Segot, Thomas ; Gimet, Celine. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:89-110.

Full description at Econpapers || Download paper

2020Interdependence or contagion: A model switching approach with a focus on Latin America. (2020). Davidson, Sharada Nia. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:166-197.

Full description at Econpapers || Download paper

2020Monetary policy and systemic risk-taking in the euro area banking sector. (2020). Kabundi, Alain ; de Simone, Francisco Nadal . In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:736-758.

Full description at Econpapers || Download paper

2019The role of leverage in quantitative easing decisions: Evidence from the UK. (2019). Philippas, Dionisis ; Tomuleasa, Iuliana ; Papadamou, Stephanos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:308-324.

Full description at Econpapers || Download paper

2019The causality direction of the corporate social responsibility – Corporate financial performance Nexus: Application of Panel Vector Autoregression approach. (2019). lin, woon ; Sambasivan, Murali ; Ho, Jo Ann ; Law, Siong Hook. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:401-418.

Full description at Econpapers || Download paper

2020Role of credit and monetary policy in determining asset prices: Evidence from emerging market economies. (2020). Nadkarni, Avadhoot R ; Singh, Bhupal. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302900.

Full description at Econpapers || Download paper

2019Is the Phillips curve still alive? Evidence from the euro area. (2019). Hindrayanto, Irma ; Stanga, Irina M ; Samarina, Anna. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:149-152.

Full description at Econpapers || Download paper

2019Unconventional monetary policy and the credit channel in the euro area. (2019). Salachas, Evangelos ; Evgenidis, Anastasios. In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303465.

Full description at Econpapers || Download paper

2019Bayesian nonparametric sparse VAR models. (2019). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:97-115.

Full description at Econpapers || Download paper

2019Achieving parsimony in Bayesian vector autoregressions with the horseshoe prior. (2019). Yu, Cindy ; Follett, Lendie . In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:130-144.

Full description at Econpapers || Download paper

2019Sovereign stress and heterogeneous monetary transmission to bank lending in the euro area. (2019). Grandi, Pietro. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:251-273.

Full description at Econpapers || Download paper

2020The euro-area government spending multiplier at the effective lower bound. (2020). Melina, Giovanni ; Fragetta, Matteo ; di Serio, Mario ; Amendola, Adalgiso. In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s0014292120301124.

Full description at Econpapers || Download paper

2019Market risk and market-implied inflation expectations. (2019). Orlowski, Lucjan ; Soper, Carolyne. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919301978.

Full description at Econpapers || Download paper

2019Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach. (2019). Guidolin, Massimo ; Hansen, Erwin ; Pedio, Manuela. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:83-114.

Full description at Econpapers || Download paper

2020Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis. (2020). de Simone, Francisco Nadal ; Jin, Xisong. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300486.

Full description at Econpapers || Download paper

2020The cross-border credit channel and lending standards surveys. (2020). Siklos, Pierre L ; Filardo, Andrew J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300901.

Full description at Econpapers || Download paper

2019Anomalies in macroeconomic prediction errors–evidence from Chilean private forecasters. (2019). Pedersen, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1100-1107.

Full description at Econpapers || Download paper

2019Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections. (2019). Paredes, Joan ; Lenza, Michele ; Lalik, Magdalena ; Angelini, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1658-1668.

Full description at Econpapers || Download paper

2019Policy mandates and institutional architecture. (2019). Lazopoulos, Ioannis ; Gabriel, Vasco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:122-134.

Full description at Econpapers || Download paper

2019Decomposing global yield curve co-movement. (2019). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph P. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:500-513.

Full description at Econpapers || Download paper

2019Loan supply, credit markets and the euro area financial crisis. (2019). DARRACQ PARIES, Matthieu ; Altavilla, Carlo ; Nicoletti, Giulio ; Carlo Altavilla , . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:109:y:2019:i:c:s037842661930233x.

Full description at Econpapers || Download paper

2020Are banking shocks contagious? Evidence from the eurozone. (2020). Lagoa-Varela, Dolores ; Flavin, Thomas J ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618301572.

Full description at Econpapers || Download paper

2020Capital flows in the euro area and TARGET2 balances. (2020). Wollmershäuser, Timo ; Hßlsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver ; Hristov, Nikolay. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300017.

Full description at Econpapers || Download paper

2020Trajectories of innovation: A new approach to studying innovation performance. (2020). Pea-Garcia, Nathalie ; Losada-Otalora, Mauricio ; Forero-Pineda, Clemente ; Juliao-Rossi, Jorge. In: Journal of Business Research. RePEc:eee:jbrese:v:115:y:2020:i:c:p:322-333.

Full description at Econpapers || Download paper

2019Identifying credit supply shocks with bank-firm data: Methods and applications. (2019). Mulier, Klaas ; De Jonghe, Olivier ; Jakovljevi, Sanja ; Degryse, Hans ; Schepens, Glenn. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:40:y:2019:i:c:s1042957319300154.

Full description at Econpapers || Download paper

2019The cross-country impact of ECB policies: Asymmetries in – Asymmetries out?. (2019). Serati, Massimiliano ; Venegoni, Andrea. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:118-141.

Full description at Econpapers || Download paper

2019The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs. (2019). Mizen, Paul ; Lombardi, Marco ; Illes, Anamaria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:117-141.

Full description at Econpapers || Download paper

2019Monetary policy shocks and foreign investment income: Evidence from a large Bayesian VAR. (2019). Auer, Simone. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:142-166.

Full description at Econpapers || Download paper

2019New technologies and diffusion of innovative financial products: Evidence on exchange-traded funds in selected emerging and developed economies. (2019). Marszk, Adam ; Lechman, Ewa. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070417305736.

Full description at Econpapers || Download paper

2019Consumers’ approach to the credibility of the inflation forecasts published by central banks: A new methodological solution. (2019). Tura-Gawron, Karolina. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070417305827.

Full description at Econpapers || Download paper

2020The long-term consequences of external debt: Revisiting the evidence and inspecting the mechanism using panel VARs. (2020). Liaqat, Zara ; Qureshi, Irfan. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070419302332.

Full description at Econpapers || Download paper

2020Measuring the dynamics of COMESA output connectedness with the global economy. (2020). Orji, Anthony ; Manasseh, Charles ; Anthony-Orji, Onyinye ; Ogbuabor, Jonathan E. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300775.

Full description at Econpapers || Download paper

2019Inflation projections for monetary policy decision making. (2019). Alvarez, Luis ; Sanchez, Isabel. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:4:p:568-585.

Full description at Econpapers || Download paper

2019Transmission of monetary policy in the US and EU in times of expansion and crisis. (2019). Hierro, Luis Angel ; Egea, Fructuoso Borrallo. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:4:p:763-783.

Full description at Econpapers || Download paper

2020Global evidence from the link between economic growth, natural resources, energy consumption, and gross capital formation. (2020). Aslan, Alper ; Altinoz, Buket ; Topcu, Ebru. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309675.

Full description at Econpapers || Download paper

2020Mending the broken link: Heterogeneous bank lending rates and monetary policy pass-through. (2020). Altavilla, Carlo ; Carlo Altavilla , ; Ciccarelli, Matteo ; Canova, Fabio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:110:y:2020:i:c:p:81-98.

Full description at Econpapers || Download paper

2019Innovation persistence and employment dynamics. (2019). Pellegrino, Gabriele ; Bianchini, Stefano. In: Research Policy. RePEc:eee:respol:v:48:y:2019:i:5:p:1171-1186.

Full description at Econpapers || Download paper

2019Persistence of innovation and patterns of firm growth. (2019). Tamagni, Federico ; Guarascio, Dario. In: Research Policy. RePEc:eee:respol:v:48:y:2019:i:6:p:1493-1512.

Full description at Econpapers || Download paper

2020Quantifying sunk costs and learning effects in R&D persistence. (2020). Love, J H ; Maez, J A. In: Research Policy. RePEc:eee:respol:v:49:y:2020:i:7:s0048733320300846.

Full description at Econpapers || Download paper

2019Innovation, research and development, and firm profitability in Taiwan: Causality and determinants. (2019). Hou, Tony Chieh-Tse ; Huang, Chia-Hui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:385-394.

Full description at Econpapers || Download paper

2020Economic policy uncertainty and credit growth: Evidence from a global sample. (2020). LE, Thai-Ha ; Canh, Nguyen ; Su, Thanh Dinh ; Nguyen, Canh Phuc. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919302326.

Full description at Econpapers || Download paper

2020On the income diversification and bank market power nexus in the MENA countries: Evidence from a GMM panel-VAR approach. (2020). Zoghlami, Feten ; Zouaoui, Haykel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918310663.

Full description at Econpapers || Download paper

2019Penalized Estimation of Panel Vector Autoregressive Models. (2019). Schnucker, A M. In: Econometric Institute Research Papers. RePEc:ems:eureir:122072.

Full description at Econpapers || Download paper

2019Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets. (2019). Wohar, Mark ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-47.pdf.

Full description at Econpapers || Download paper

2019The Impact of Weather on Commodity Prices: A Warning for the Future. (2019). Marini, Annalisa. In: Discussion Papers. RePEc:exe:wpaper:1902.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
paper9
2004Similarities and convergence in G-7 cycles In: Working Papers.
[Full Text][Citation analysis]
paper178
2004Similarities and Convergence in G7 Cycles.(2004) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 178
paper
2004Similarities and convergence in G-7 cycles.(2004) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 178
paper
2007Similarities and convergence in G-7 cycles.(2007) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 178
article
2004Similarities and convergence in G-7 cycles.(2004) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 178
paper
2009Do institutional changes affect business cycles? Evidence from Europe In: Working Papers.
[Full Text][Citation analysis]
paper47
2012Do institutional changes affect business cycles? Evidence from Europe.(2012) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
article
2012Do institutional changes affect business cycles? Evidence from Europe.(2012) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
2012Heterogeneity and cross-country spillovers in macroeconomic-financial linkages In: Working Papers.
[Full Text][Citation analysis]
paper19
2012Heterogeneity and cross-country spillovers in macroeconomic-financial linkages.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2011ClubMed? Cyclical Fluctuations in the Mediterranean Basin In: Working Papers.
[Full Text][Citation analysis]
paper18
2012ClubMed? Cyclical fluctuations in the Mediterranean basin.(2012) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
2012ClubMed? Cyclical fluctuations in the Mediterranean basin.(2012) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2006Price setting and inflation persistence: did EMU matter? In: Economic Policy.
[Full Text][Citation analysis]
article37
2006Price setting and inflation persistence: did EMU matter?.(2006) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2013Heterogeneous transmission mechanism: monetary policy and financial fragility in the eurozone In: Economic Policy.
[Full Text][Citation analysis]
article92
2016Mending the broken link: heterogeneous bank lending and monetary policy pass-through. In: Working Papers.
[Full Text][Citation analysis]
paper26
2016Mending the broken link: heterogeneous bank lending and monetary policy pass-through.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2016Mending the broken link: heterogeneous bank lending and monetary policy pass-through.(2016) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2016Commonalities and cross-country spillovers in macroeconomic-financial linkages In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]
article8
2002From Gibrat’s legacy to Gibrat’s fallacy. A Bayesian approach to study the growth of firms In: Working Papers (-2012).
[Full Text][Citation analysis]
paper1
2002FROM GIBRATS LEGACY TO GIBRATS FALLACY. A BAYESIAN APPROACH TO STUDY THE GROWTH OF FIRMS.(2002) In: Working Papers. Serie AD.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper2
2009The effects of monetary policy on unemployment dynamics under model uncertainty: evidence from the US and the euro area.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2011Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset. In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper4
2011Monetary Policy Analysis in Real-Time. Vintage combination from a real-time dataset.(2011) In: CSEF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2005Global Inflation In: Working Papers Central Bank of Chile.
[Full Text][Citation analysis]
paper165
2005Global inflation.(2005) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 165
paper
2008Global inflation.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 165
paper
2010Global Inflation.(2010) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 165
article
2006Global Inflation.(2006) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 165
paper
2001Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper92
2004Forecasting and turning point predictions in a Bayesian panel VAR model.(2004) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92
article
2000FORECASTING AND TURNING POINT PREDICTIONS IN A BAYESIAN PANEL VAR MODEL.(2000) In: Working Papers. Serie AD.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92
paper
1999Forecasting and turning point predictions in a Bayesian panel VAR model.(1999) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92
paper
2003Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper4
2002PANEL INDEX VAR MODELS: SPECIFICATION, ESTIMATION, TESTING AND LEADING INDICATORS.(2002) In: Working Papers. Serie AD.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper33
2006Has the transmission mechanism of European monetary policy changed in the run-up to EMU?.(2006) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
article
2013Panel Vector Autoregressive Models: A Survey In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper102
2013Panel vector autoregressive models: a survey.(2013) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 102
paper
2013Financial shocks and the macroeconomy: heterogeneity and non-linearities In: Occasional Paper Series.
[Full Text][Citation analysis]
paper29
2017Low inflation in the euro area: Causes and consequences In: Occasional Paper Series.
[Full Text][Citation analysis]
paper24
2005Is inflation a global phenomenon? In: Research Bulletin.
[Full Text][Citation analysis]
article3
2006A real-time database for the euro area In: Research Bulletin.
[Full Text][Citation analysis]
article2
2012Monetary policy analysis and data revisions – vintage combination from a real-time dataset In: Research Bulletin.
[Full Text][Citation analysis]
article0
2013Heterogeneous transmission mechanism and the credit channel in the euro area In: Research Bulletin.
[Full Text][Citation analysis]
article0
2003Measuring contagion with a Bayesian, time-varying coefficient model In: Working Paper Series.
[Full Text][Citation analysis]
paper11
2003Measuring Contagion with a Bayesian Time-Varying Coefficient Model.(2003) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2006Estimating multi-country VAR models In: Working Paper Series.
[Full Text][Citation analysis]
paper170
2009ESTIMATING MULTICOUNTRY VAR MODELS.(2009) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 170
article
2007Estimating Multi-country VAR models.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 170
paper
2006Estimating Multi-country VAR models.(2006) In: Computing in Economics and Finance 2006.
[Citation analysis]
This paper has another version. Agregated cites: 170
paper
2008Estimating multi-country VAR models.(2008) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 170
paper
2006The Dutch block of the ESCB multi-country model In: Working Paper Series.
[Full Text][Citation analysis]
paper8
2007Information combination and forecast (st)ability evidence from vintages of time-series data In: Working Paper Series.
[Full Text][Citation analysis]
paper7
2009What drives euro area break-even inflation rates? In: Working Paper Series.
[Full Text][Citation analysis]
paper5
2010Trusting the bankers: a new look at the credit channel of monetary policy In: Working Paper Series.
[Full Text][Citation analysis]
paper150
2015Trusting the Bankers: A New Look at the Credit Channel of Monetary Policy.(2015) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 150
article
2011Cyclical fluctuations in the Mediterranean basin In: Working Paper Series.
[Full Text][Citation analysis]
paper2
2013Heterogeneous transmission mechanism: monetary policy and financial fragility in the euro area In: Working Paper Series.
[Full Text][Citation analysis]
paper88
2015International spillovers in inflation expectations In: Working Paper Series.
[Full Text][Citation analysis]
paper1
2017Unconventional monetary policy and the anchoring of inflation expectations In: Working Paper Series.
[Full Text][Citation analysis]
paper5
2019The link between labor cost and price inflation in the euro area In: Working Paper Series.
[Full Text][Citation analysis]
paper8
2010Evaluating the effect of monetary policy on unemployment with alternative inflation forecasts In: Economic Modelling.
[Full Text][Citation analysis]
article4
2004Testing restrictions in hierarchical normal data models using Gibbs sampling In: Research in Economics.
[Full Text][Citation analysis]
article0
2007Testing Gibrats legacy: A Bayesian approach to study the growth of firms In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]
article11
2005Testing Gibrats Legacy: A Bayesian Approach to Study the Growth of Firms.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2003Bayesian Vars; A Survey of the Recent Literature with An Application to the European Monetary System In: IMF Working Papers.
[Full Text][Citation analysis]
paper12
2001TESTING RESTRICTIONS IN NORMAL DATA MODELS USING GIBBS SAMPLING In: Working Papers. Serie AD.
[Full Text][Citation analysis]
paper1
2010Forecast uncertainty: sources, measurement and evaluation In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article5
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.
[Citation analysis]
article1
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.
[Full Text][Citation analysis]
article2
2006Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro Area In: Discussion Papers.
[Full Text][Citation analysis]
paper10
2007Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro area.(2007) In: 2007 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2008Inflation models, optimal monetary policy and uncertain unemployment dynamics: Evidence from the US and the euro area In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2003BVARs: A Survey of the Recent Literature with an Application to the European Monetary System In: Rivista di Politica Economica.
[Full Text][Citation analysis]
article5
2005Profit differentials and innovation In: Economics of Innovation and New Technology.
[Full Text][Citation analysis]
article54

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2020. Contact: CitEc Team