Matteo Ciccarelli : Citation Profile

Are you Matteo Ciccarelli?

European Central Bank

19

H index

25

i10 index

2154

Citations

RESEARCH PRODUCTION:

23

Articles

55

Papers

RESEARCH ACTIVITY:

   20 years (1999 - 2019). See details.
   Cites by year: 107
   Journals where Matteo Ciccarelli has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 37 (1.69 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pci57
   Updated: 2024-01-16    RAS profile: 2019-02-11    
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Relations with other researchers

Works with:

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 (33)

Casarin, Roberto (29)

Billio, Monica (28)

Eickmeier, Sandra (27)

Koop, Gary (27)

Canova, Fabio (25)

Ravazzolo, Francesco (23)

Comunale, Mariarosaria (19)

Georgiadis, Georgios (18)

Altavilla, Carlo (18)

Kose, Ayhan (18)

Cites to:

Canova, Fabio (41)

Watson, Mark (35)

Pesaran, Mohammad (29)

Stock, James (28)

Reichlin, Lucrezia (26)

Williams, John (21)

Altavilla, Carlo (19)

Orphanides, Athanasios (19)

Sims, Christopher (17)

Levin, Andrew (16)

Ortega, Eva (15)

Main data

Where Matteo Ciccarelli has published?

Journals with more than one article published# docs
Research Bulletin4

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank18
CEPR Discussion Papers / C.E.P.R. Discussion Papers6
Working Papers / Banco de España4
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)4
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

Recent works citing Matteo Ciccarelli (2024 and 2023)

YearTitle of citing document
2023International Spillovers of ECB Interest Rates Monetary Policy & Information Effects. (2023). Camara, Santiago. In: Working Papers. RePEc:aoz:wpaper:250.

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2023The Complexity of Corporate Culture as a Potential Source of Firm Profit Differentials. (2023). Roos, Michael ; Reale, Jessica ; Banning, Frederik. In: Papers. RePEc:arx:papers:2305.14029.

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2023International Spillovers of ECB Interest Rates: Monetary Policy & Information Effects. (2023). Camara, Santiago. In: Papers. RePEc:arx:papers:2306.04562.

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2023Tin the thick of it: an interim assessment of monetary policy transmission to credit conditions. (2023). Conti, Antonio M ; Bottero, Margherita. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_810_23.

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2023Financial development and the effect of cross?border bank flows on house prices. (2023). Hyde, Stuart ; Cho, Sungjun ; Romero, Nestor. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:39-63.

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2023A prolonged period of low interest rates in Europe: Unintended consequences. (2023). Malovana, Simona ; Jank, Jan ; Ehrenbergerova, Dominika ; Bajzik, Josef. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:526-572.

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2023.

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2023Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach. (2023). Vespignani, Joaquin ; Vocalelli, Giorgio ; Ravazzolo, Francesco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps100.

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2023Where is the Inflation? The Diverging Patterns of Prices of Goods and Services. (2023). Wlasiuk, Juan M ; Carlomagno, Guillermo ; Bajraj, Gent. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:969.

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2023Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process. (2023). Saadaoui, Jamel ; Roderweis, Philipp ; Serranito, Francisco. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-17.

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2023Changing patterns of risk-sharing channels in the United States and the euro area. (2023). Cimadomo, Jacopo ; Mumtaz, Haroon ; Lengyel, Andras ; Giuliodori, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20232849.

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2023Monetary/fiscal policy regimes in post-war Europe. (2023). Jacquinot, Pascal ; Bouabdallah, Othman ; Patella, Valeria. In: Working Paper Series. RePEc:ecb:ecbwps:20232871.

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2023What drives core inflation? The role of supply shocks. (2023). Bobeica, Elena ; Babura, Marta ; Hernandez, Catalina Martinez. In: Working Paper Series. RePEc:ecb:ecbwps:20232875.

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2023Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development. (2023). GUPTA, RANGAN ; Caraiani, Petre ; Nielsen, Joshua ; Nel, Jacobus. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:133-155.

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2023Bank and non-bank balance sheet responses to monetary policy shocks. (2023). Mazelis, Falk ; Rast, Sebastian ; Holm-Hadulla, Federic. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522003925.

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2023Structural inference in sparse high-dimensional vector autoregressions. (2023). Trenkler, C ; Paparoditis, E ; Krampe, J. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:276-300.

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2023Commodity exports, financial frictions, and international spillovers. (2023). Otrok, Christopher ; Mohimont, Jolan ; Houssa, Romain. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123000946.

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2023Data-driven support for policy and decision-making in university research management: A case study from Germany. (2023). Lessmann, Stefan ; Hardle, Wolfgang Karl ; Zharova, Alona. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:353-368.

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2023Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540.

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2023Dynamic prognostic interaction between social development and energy consumption optimization: Evidence from european union member countries. (2023). Kharl, Sanwal Hussain ; Sheraz, Muhammad ; Baz, Khan ; Xu, Deyi ; Butt, Khalid Manzoor ; Abbas, Khizar. In: Energy. RePEc:eee:energy:v:278:y:2023:i:c:s0360544223011854.

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2023Monetary policy uncertainty and corporate cash holdings: Evidence from China. (2023). Wang, Xingjian ; Han, Haozhe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000384.

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2023Monetary policy shocks and consumer expectations in the euro area. (2023). Scharler, Johann ; Grundler, Daniel ; Geiger, Martin. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001404.

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2023Does the Phillips curve help to forecast euro area inflation?. (2023). Bobeica, Elena ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390.

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2023Penalized estimation of panel vector autoregressive models: A panel LASSO approach. (2023). Camehl, Annika. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1185-1204.

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2023Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302.

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2023Improving forecast stability using deep learning. (2023). Verbeke, Wouter ; Crevits, Ruben ; van Belle, Jente. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1333-1350.

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2023The impact of bank lending standards on credit to firms. (2023). Trimarchi, Lorenzo ; Soggia, Giovanni ; Ricci, Lorenzo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623001048.

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2023Cross-country uncertainty spillovers: Evidence from international survey data. (2023). Beckmann, Joscha ; Schussler, Rainer ; Koop, Gary ; Davidson, Sharada Nia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001632.

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2023Is bank resilience affected by unconventional monetary policy in the Euro area?. (2023). mamatzakis, emmanuel ; Avalos, Fernando. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001656.

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2023Household deposits and consumer sentiment expectations: Evidence from Eurozone. (2023). Tsouknidis, Dimitris ; Louhichi, Wael ; Ftiti, Zied ; Anastasiou, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001784.

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2023Effects of LTV announcements in EU economies. (2023). Giuliodori, Massimo ; Mokas, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000396.

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2023News-based economic policy uncertainty and financial contagion: An international evidence. (2023). Hadhri, Sinda. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:63-76.

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2023The Dynamic Relation between the Oil Price Volatility, Stock Market, Exchange and Interest Rate in GCC Countries: Panel Vector Autoregressive (PVAR) Model. (2023). Anis, Jarboui ; Aloui, Mouna. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:xi:y:2023:i:3:p:114-128.

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2023Causal Interaction between Foreign Direct Investment Inflows and China’s Economic Growth. (2023). Hossain, Md Shamim. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:7994-:d:1146516.

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2023Explore the Complex Interaction between Green Investment and Green Ecology: Evaluation from Spatial Econometric Models and China’s Provincial Panel Data. (2023). Peng, Benhong ; Yan, Weimin ; Xiao, Yao. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9313-:d:1167078.

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2023The Impact of Capital Formation on Economic Diversification in GCC Countries—Empirical Analysis Based on the PVAR Model. (2023). Ko, Muammer ; Jolo, Abdulrahman M. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11316-:d:1198651.

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2023Sustainable Growth for Small and Medium-Sized Enterprises: Interpretive Structural Modeling Approach. (2023). Ng, Yu Jin ; Nur, Arief Suardi ; Purwanto, Remigius ; Ooi, Shih Yin ; Runtuk, Johan Krisnanto. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:4555-:d:1086923.

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2023Bank Lending and the European Debt Crisis: Evidence from a New Survey. (2023). Orame, Andrea. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:1:a:5.

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2023Economic growth or social expenditure: what is more effective in decreasing poverty and income inequality in the EU - a panel VAR approach. (2023). Trenovski, Borce ; Velkovska, Ivana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:1:p:111-142.

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2023The Role of Systemic Risk Spillovers in the Transmission of Euro Area Monetary Policy. (2023). Skouralis, Alexandros. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:5:d:10.1007_s11079-022-09707-0.

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2023Is There a Portfolio Rebalancing Channel of QE in Latvia?. (2023). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202305.

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2023The Transmission of Monetary Policy to Corporate Investment: The Role of Loan Renegotiation. (2023). Lee, Eunkyung. In: Economics Discussion Paper Series. RePEc:man:sespap:2310.

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2023Monetary policy transmission in India under the base rate and MCLR regimes: a comparative study. (2023). chattopadhyay, sadhan ; Mitra, Arghya Kusum. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01883-9.

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2023Investigation of Telecommunication Infrastructures-Industrialisation-Growth Nexus: Evidence from Disaggregated Panel Data Analysis. (2023). Saba, Charles S. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0944.

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2023Sales and promotions and the great recession deflation. (2023). Papadopoulou, Niki ; Michail, Nektarios ; Savva, Christos ; Koursaros, Demetris. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02243-3.

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2023‘Investing’ in care for old age? An examination of long-term care expenditure dynamics and its spillovers. (2023). Costa-Font, Joan ; Vilaplana-Prieto, Cristina. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02246-0.

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2023Environmental regulation, foreign direct investment and China’s economic development under the new normal: restrain or promote?. (2023). Zhou, Wenjun ; Li, Qiyun ; Wang, Nan ; Chen, Long. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:5:d:10.1007_s10668-022-02239-0.

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2023Do innovation and financial constraints affect the profit efficiency of European enterprises?. (2023). Sonia, Stefania Patrizia ; Ferrando, Annalisa ; Bonanno, Graziella. In: Eurasian Business Review. RePEc:spr:eurasi:v:13:y:2023:i:1:d:10.1007_s40821-022-00226-z.

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2023Bank capital channel of monetary policy: panel data evidence for India. (2023). Bhatia, Shelja. In: Indian Economic Review. RePEc:spr:inecre:v:58:y:2023:i:2:d:10.1007_s41775-023-00173-0.

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2023Uncovering time variation in public expenditure multipliers: new evidence. (2023). Bhanumurthy, N R ; Sachdeva, Paras ; Ahmad, Wasim. In: Indian Economic Review. RePEc:spr:inecre:v:58:y:2023:i:2:d:10.1007_s41775-023-00175-y.

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2023Small open economies and external shocks: an application of Bayesian global vector autoregression model. (2023). Abubakar, Jamaladeen ; Bashir, Nafiu A ; Onipede, Samuel F. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01423-8.

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2023Corporate governance, capital structure, and firm performance: a panel VAR approach. (2023). Seetanah, Boopendra ; Ronoowah, Rishi Kapoor. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00382-4.

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2023The misalignment of fiscal multipliers in Italian regions. (2023). Lucidi, Francesco Simone. In: Regional Studies. RePEc:taf:regstd:v:57:y:2023:i:10:p:2073-2086.

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2023The effect of Economic Policy Uncertainty on the credit risk of US commercial banks. (2023). Lobo, Julio ; Paulevianez, Jessica ; Ordencruz, Carmen. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3420-3436.

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2023Nowcasting from cross?sectionally dependent panels. (2023). Nandi, Shaoni ; Fosten, Jack. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:898-919.

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2023A Model of QE, Reserve Demand, and the Money Multiplier. (2023). Whelan, Karl ; Ryan, Ellen. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:407-439.

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2023One Monetary Policy and Two Bank Lending Standards: A Tale of Two Europes. (2023). Choi, Sangyup ; Kim, Jiseob ; Jeong, Kimoon. In: Working papers. RePEc:yon:wpaper:2023rwp-209.

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2023Active driver or passive victim: On the role of international monetary policy transmission. (2023). von Schweinitz, Gregor ; Camehl, Annika. In: IWH Discussion Papers. RePEc:zbw:iwhdps:32023.

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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]		paper36
2004Similarities and convergence in G-7 cycles In: Working Papers.
[Full Text][Citation analysis]		paper194
2004Similarities and Convergence in G7 Cycles.(2004) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 194		paper
2004Similarities and convergence in G-7 cycles.(2004) In: Working Paper Series.
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This paper has nother version. Agregated cites: 194		paper
2007Similarities and convergence in G-7 cycles.(2007) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 194		article
2004Similarities and convergence in G-7 cycles.(2004) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 194		paper
2009Do institutional changes affect business cycles? Evidence from Europe In: Working Papers.
[Full Text][Citation analysis]		paper62
2012Do institutional changes affect business cycles? Evidence from Europe.(2012) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 62		article
2012Do institutional changes affect business cycles? Evidence from Europe.(2012) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 62		paper
2012Heterogeneity and cross-country spillovers in macroeconomic-financial linkages In: Working Papers.
[Full Text][Citation analysis]		paper25
2012Heterogeneity and cross-country spillovers in macroeconomic-financial linkages.(2012) In: Working Paper Series.
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This paper has nother version. Agregated cites: 25		paper
2011ClubMed? Cyclical Fluctuations in the Mediterranean Basin In: Working Papers.
[Full Text][Citation analysis]		paper30
2012ClubMed? Cyclical fluctuations in the Mediterranean basin.(2012) In: Journal of International Economics.
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This paper has nother version. Agregated cites: 30		article
2012ClubMed? Cyclical fluctuations in the Mediterranean basin.(2012) In: Economics Working Papers.
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2016Mending the broken link: heterogeneous bank lending and monetary policy pass-through. In: Working Papers.
[Full Text][Citation analysis]		paper48
2016Mending the broken link: heterogeneous bank lending and monetary policy pass-through.(2016) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 48		paper
2016Mending the broken link: heterogeneous bank lending and monetary policy pass-through.(2016) In: Working Paper Series.
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2016Commonalities and cross-country spillovers in macroeconomic-financial linkages In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article12
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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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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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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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 nother version. Agregated cites: 6		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 nother version. Agregated cites: 6		paper
2011Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset. In: CESifo Working Paper Series.
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2011Monetary Policy Analysis in Real-Time. Vintage combination from a real-time dataset.(2011) In: CSEF Working Papers.
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2005Global Inflation In: Working Papers Central Bank of Chile.
[Full Text][Citation analysis]		paper182
2005Global inflation.(2005) In: Working Paper Series.
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This paper has nother version. Agregated cites: 182		paper
2008Global inflation.(2008) In: Working Paper Series.
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2010Global Inflation.(2010) In: The Review of Economics and Statistics.
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2006Global Inflation.(2006) In: Kiel Working Papers.
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This paper has nother version. Agregated cites: 182		paper
2001Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper133
2004Forecasting and turning point predictions in a Bayesian panel VAR model.(2004) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 133		article
2000FORECASTING AND TURNING POINT PREDICTIONS IN A BAYESIAN PANEL VAR MODEL.(2000) In: Working Papers. Serie AD.
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1999Forecasting and turning point predictions in a Bayesian panel VAR model.(1999) In: Economics Working Papers.
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2003Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators In: CEPR Discussion Papers.
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2002PANEL INDEX VAR MODELS: SPECIFICATION, ESTIMATION, TESTING AND LEADING INDICATORS.(2002) In: Working Papers. Serie AD.
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This paper has nother 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]		paper41
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 nother version. Agregated cites: 41		article
2013Panel Vector Autoregressive Models: A Survey In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper306
2013Panel vector autoregressive models: a survey.(2013) In: Working Paper Series.
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2013Financial shocks and the macroeconomy: heterogeneity and non-linearities In: Occasional Paper Series.
[Full Text][Citation analysis]		paper47
2017Low inflation in the euro area: Causes and consequences In: Occasional Paper Series.
[Full Text][Citation analysis]		paper89
2005Is inflation a global phenomenon? In: Research Bulletin.
[Full Text][Citation analysis]		article3
2006A real-time database for the euro area In: Research Bulletin.
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2012Monetary policy analysis and data revisions – vintage combination from a real-time dataset In: Research Bulletin.
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2013Heterogeneous transmission mechanism and the credit channel in the euro area In: Research Bulletin.
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2003Measuring contagion with a Bayesian, time-varying coefficient model In: Working Paper Series.
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2006Price setting and inflation persistence: did EMU matter? In: Working Paper Series.
[Full Text][Citation analysis]		paper40
2006Estimating multi-country VAR models In: Working Paper Series.
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2009ESTIMATING MULTICOUNTRY VAR MODELS.(2009) In: International Economic Review.
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2007Estimating Multi-country VAR models.(2007) In: Discussion Papers.
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2006Estimating Multi-country VAR models.(2006) In: Computing in Economics and Finance 2006.
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2008Estimating multi-country VAR models.(2008) In: Economics Working Papers.
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2006The Dutch block of the ESCB multi-country model In: Working Paper Series.
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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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2009What drives euro area break-even inflation rates? In: Working Paper Series.
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2010Trusting the bankers: a new look at the credit channel of monetary policy In: Working Paper Series.
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2015Trusting the Bankers: A New Look at the Credit Channel of Monetary Policy.(2015) In: Review of Economic Dynamics.
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2011Cyclical fluctuations in the Mediterranean basin In: Working Paper Series.
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2013Heterogeneous transmission mechanism: monetary policy and financial fragility in the euro area In: Working Paper Series.
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2015International spillovers in inflation expectations In: Working Paper Series.
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2017Unconventional monetary policy and the anchoring of inflation expectations In: Working Paper Series.
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2019The link between labor cost and price inflation in the euro area In: Working Paper Series.
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2010Evaluating the effect of monetary policy on unemployment with alternative inflation forecasts In: Economic Modelling.
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2004Testing restrictions in hierarchical normal data models using Gibbs sampling In: Research in Economics.
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2007Testing Gibrats legacy: A Bayesian approach to study the growth of firms In: Structural Change and Economic Dynamics.
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2005Testing Gibrats Legacy: A Bayesian Approach to Study the Growth of Firms.(2005) In: Working Papers.
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2001TESTING RESTRICTIONS IN NORMAL DATA MODELS USING GIBBS SAMPLING In: Working Papers. Serie AD.
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2010Forecast uncertainty: sources, measurement and evaluation In: Journal of Applied Econometrics.
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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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Measuring contagion and interdependence with a Bayesian time-varying coefficient model: An application to the Chilean FX market during the Argentine crisis In: The Journal of Financial Econometrics.
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2006Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro Area In: Discussion Papers.
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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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2008Inflation models, optimal monetary policy and uncertain unemployment dynamics: Evidence from the US and the euro area In: Discussion Papers.
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2003BVARs: A Survey of the Recent Literature with an Application to the European Monetary System In: Rivista di Politica Economica.
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2005Profit differentials and innovation In: Economics of Innovation and New Technology.
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