Antonello D'Agostino : Citation Profile


Are you Antonello D'Agostino?

13

H index

14

i10 index

746

Citations

RESEARCH PRODUCTION:

11

Articles

50

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (2005 - 2017). See details.
   Cites by year: 62
   Journals where Antonello D'Agostino has often published
   Relations with other researchers
   Recent citing documents: 159.    Total self citations: 24 (3.12 %)

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   Permalink: http://citec.repec.org/pda266
   Updated: 2019-12-07    RAS profile: 2019-08-07    
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Relations with other researchers


Works with:

Modugno, Michele (4)

Mendicino, Caterina (4)

Cimadomo, Jacopo (3)

Osbat, Chiara (2)

Giannone, Domenico (2)

Ehrmann, Michael (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Antonello D'Agostino.

Is cited by:

Marcellino, Massimiliano (32)

Giannone, Domenico (31)

Koop, Gary (24)

Reichlin, Lucrezia (24)

Korobilis, Dimitris (23)

Schumacher, Christian (16)

Clark, Todd (13)

Petrella, Ivan (13)

Chan, Joshua (13)

Afonso, Antonio (12)

Liebermann, Joëlle (12)

Cites to:

Giannone, Domenico (22)

Reichlin, Lucrezia (18)

Gambetti, Luca (10)

Forni, Mario (8)

Clark, Todd (6)

Hallin, Marc (6)

Gertler, Mark (5)

Lippi, Marco (5)

Bernanke, Ben (5)

Doz, Catherine (4)

Canova, Fabio (4)

Main data


Where Antonello D'Agostino has published?


Journals with more than one article published# docs
Journal of Money, Credit and Banking2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank14
Research Technical Papers / Central Bank of Ireland11
MPRA Paper / University Library of Munich, Germany5
Working Papers / School of Economics, University College Dublin2
Open Access publications / School of Economics, University College Dublin2
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)2
Working Papers / European Stability Mechanism2
Macroeconomics / University Library of Munich, Germany2

Recent works citing Antonello D'Agostino (2018 and 2017)


YearTitle of citing document
2017Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier . In: The Energy Journal. RePEc:aen:journl:ej38-2-bunn.

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2018Robust Forecast Aggregation. (2018). Smorodinsky, Rann ; Babichenko, Yakov ; Areili, Itai. In: Papers. RePEc:arx:papers:1710.02838.

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2019Simulation smoothing for nowcasting with large mixed-frequency VARs. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1907.01075.

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2019Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models. (2019). Rossini, Luca ; Bohte, Rick. In: Papers. RePEc:arx:papers:1909.06599.

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2019Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

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2019Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.09841.

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2019A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior. (2019). Unosson, Maans ; Ankargren, Sebastian ; Yang, Yukai. In: Papers. RePEc:arx:papers:1911.09151.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre. In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2018The young, the old, and the government: demographics and fiscal multipliers. (2018). Basso, Henrique ; Rachedi, Omar. In: Working Papers. RePEc:bde:wpaper:1837.

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2018Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors. (2018). Silvestrini, Andrea ; Marinucci, Marco ; Giordano, Claire. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1167_18.

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2018The global component of inflation volatility. (2018). Marcellino, Massimiliano ; Corsello, Francesco ; Carriero, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1170_18.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2018Macro-financial linkages: the role of liquidity dependence. (2018). Seleznev, Sergei ; Ponomarenko, Alexey ; Rozhkova, Anna. In: BIS Working Papers. RePEc:bis:biswps:716.

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2018The cross-border credit channel and lending standards surveys. (2018). Siklos, Pierre ; Filardo, Andrew. In: BIS Working Papers. RePEc:bis:biswps:723.

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2017Should we sample a time series more frequently?: decision support via multirate spectrum estimation. (2017). Nason, Guy P ; Smith, Paul A ; Elliott, Duncan ; Powell, Ben. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:2:p:353-407.

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2018Developing an underlying inflation gauge for China. (2018). Ma, Guonan ; Amstad, Marlene ; Ye, Huan. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_011.

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

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2017Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models. (2017). Peter, Reusens ; Christophe, Croux. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:4:p:18:n:1.

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2018Examining the success of the central banks in inflation targeting countries: the dynamics of the inflation gap and institutional characteristics. (2018). Kishor, N ; Kundan, Kishor N ; Omid, Ardakani. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:1:p:19:n:7.

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2018A Monthly Indicator of Economic Activity for Ireland. (2018). Walsh, Graeme ; Conefrey, Thomas. In: Economic Letters. RePEc:cbi:ecolet:14/el/18.

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2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/12.

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2017Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6691.

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2018Forecasting Imports with Information from Abroad. (2018). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7079.

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2018Central Bank Policies and Financial Markets: Lessons from the Euro Crisis. (2018). Nedeljkovic, Milan ; Mody, Ashoka. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7400.

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2018Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

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2018Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273.

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2019Forecasting Imports with Information from Abroad. (2019). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: ifo Working Paper Series. RePEc:ces:ifowps:_294.

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2017Determinantes de la Inflación de Servicios en Chile. (2017). Medel, Carlos A. ; MARCEL, MARIO ; Mena, Jessica . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:803.

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2017Understanding Rating Movements in Euro Area Countries. (2017). Setzer, Ralph ; Bruha, Jan ; Pierluigi, Beatrice ; Karber, Moritz . In: Working Papers. RePEc:cnb:wpaper:2017/06.

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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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2018Common Factors of Commodity Prices. (2018). Giannone, Domenico ; Ferrara, Laurent ; delle Chiaie, Simona. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12767.

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2017US Monetary Policy and the Euro Area. (2017). Hanisch, Max. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1701.

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2017Quantitative easing and exuberance in government bond markets: Evidence from the ECBs expanded asset purchase program. (2017). Dröes, Martijn ; Mattheussens, Simona ; van Lamoen, Ryan ; Droes, Martijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:548.

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2019Euro area sovereign risk spillovers before and after the ECBs OMT announcement. (2019). Gilbert, Niels. In: DNB Working Papers. RePEc:dnb:dnbwpp:636.

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2017Modeling euro area bond yields using a time-varying factor model. (2017). Adam, Tomas ; lo Duca, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20172012.

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2018Priors for the long run. (2018). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico. In: Working Paper Series. RePEc:ecb:ecbwps:20182132.

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2017Measurement errors and monetary policy: Then and now. (2017). Wang, Mu-Chun ; Amir Ahmadi, Pooyan ; Matthes, Christian ; Amir-Ahmadi, Pooyan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:66-78.

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2018Inflation as a global phenomenon—Some implications for inflation modeling and forecasting. (2018). Martínez García, Enrique ; Kabukçuoğlu, Ayşe ; Martinez-Garcia, Enrique ; Kabukuolu, Aye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:46-73.

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2017Euro or not? Vulnerability of Czech and Slovak economies to regional and international turmoil. (2017). Kliber, Agata ; Puciennik, Piotr. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:313-323.

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2017Forecasting Chinas GDP growth using dynamic factors and mixed-frequency data. (2017). Jiang, YU ; Zhang, Yihao ; Guo, Yongji . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:132-138.

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2017An adaptive approach to forecasting three key macroeconomic variables for transitional China. (2017). Niu, Linlin ; Chen, Ying ; Xu, Xiu. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:201-213.

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2018Nowcasting with the help of foreign indicators: The case of Mexico. (2018). Caruso, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:160-168.

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2018The predictive power of the yield spread for future economic expansions: Evidence from a new approach. (2018). Wohar, Mark ; Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:181-195.

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

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2019Rationality tests in the presence of instabilities in finite samples. (2019). El-Shagi, Makram. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:242-246.

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2017The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries. (2017). Kempa, Bernd ; Hanisch, Max. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:70-88.

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2019Predictive ability of financial variables in changing economic circumstances. (2019). Vataja, Juuso ; Rahko, Jaana ; Kuosmanen, Petri. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:37-47.

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2017Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility. (2017). Dimitrakopoulos, Stefanos . In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:10-14.

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2018Comparing hybrid time-varying parameter VARs. (2018). Chan, Joshua ; Eisenstat, Eric. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:1-5.

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2017Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis. (2017). Lippi, Marco ; Hallin, Marc ; Forni, Mario ; Zaffaroni, Paolo. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:74-92.

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2019Bayesian compressed vector autoregressions. (2019). Pettenuzzo, Davide ; Korobilis, Dimitris ; Koop, Gary. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:135-154.

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2019Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors. (2019). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:137-154.

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2018The re-pricing of sovereign risks following the Global Financial Crisis. (2018). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:39-56.

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2018Time-varying effects of cyclical fluctuations in Chinas energy industry on the macro economy and carbon emissions. (2018). Lin, Boqiang ; He, Yongda. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:1102-1112.

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2017Global liquidity transmission to emerging market economies, and their policy responses. (2017). Kang, Taesu ; Choi, Woon Gyu ; Lee, Byongju ; Kim, Geun-Young. In: Journal of International Economics. RePEc:eee:inecon:v:109:y:2017:i:c:p:153-166.

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2019Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence. (2019). Jalles, Joao ; Afonso, Antonio. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:208-224.

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

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2017Now-casting the Japanese economy. (2017). Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:390-402.

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2017Forecasting inflation: Phillips curve effects on services price measures. (2017). Zaman, Saeed ; Tallman, Ellis. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:442-457.

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2017Adaptive models and heavy tails with an application to inflation forecasting. (2017). Petrella, Ivan ; Delle Monache, Davide. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:482-501.

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2017Infinite hidden markov switching VARs with application to macroeconomic forecast. (2017). Hou, Chenghan. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1025-1043.

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2017When does the yield curve contain predictive power? Evidence from a data-rich environment. (2017). Hannikainen, Jari. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1044-1064.

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2017Short-term inflation forecasting: The M.E.T.A. approach. (2017). Venditti, Fabrizio ; Silvestrini, Andrea ; Sbrana, Giacomo. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1065-1081.

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2017Forecasting inflation in emerging markets: An evaluation of alternative models. (2017). Mandalinci, Zeyyad. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1082-1104.

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2017Forecasting with VAR models: Fat tails and stochastic volatility. (2017). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1124-1143.

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2017A now-casting model for Canada: Do U.S. variables matter?. (2017). Modugno, Michele ; Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:786-800.

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2017Nowcasting BRIC+M in real time. (2017). Dahlhaus, Tatjana ; Guenette, Justin-Damien ; Vasishtha, Garima . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:915-935.

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2019Predictive regressions under asymmetric loss: Factor augmentation and model selection. (2019). Hacioglu Hoke, Sinem ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:80-99.

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2019US monetary policy and the euro area. (2019). Hanisch, Max. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:77-96.

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

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2017Aggregate earnings and stock market returns: The good, the bad, and the state-dependent. (2017). Zolotoy, Leon ; Lyon, John D ; Frederickson, James R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:157-175.

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2018The state dependent impact of bank exposure on sovereign risk. (2018). Podstawski, Maximilian ; Velinov, Anton. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:63-75.

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2019Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries. (2019). CAPELLE-BLANCARD, Gunther ; Scholtens, Bert ; Oueghlissi, Rim ; Diaye, Marc-Arthur ; Crifo, Patricia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:156-169.

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2017Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis. (2017). Fratzscher, Marcel ; Ehrmann, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:26-44.

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2018“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2018). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Gadea, Maria Dolores. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:1-30.

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2019Macro-financial linkages: The role of the institutional framework. (2019). Leroy, Aurélien ; Pop, Adrian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:92:y:2019:i:c:p:75-97.

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2017Indeterminate forecast accuracy under indeterminacy. (2017). Sorge, Marco ; Fanelli, Luca. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:57-70.

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2017Countercyclical capital rules for small open economies. (2017). Merola, Rossana ; Clancy, Daragh. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:332-351.

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2019The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters. (2019). Balcilar, Mehmet ; Ozdemir, Zeynel Abidin. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:572-584.

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2017Features of spillover networks in international financial markets: Evidence from the G20 countries. (2017). Liu, Xueyong ; Wen, Shaobo ; Feng, Sida ; Chen, Zhihua ; An, Haizhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:265-278.

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2017The effect of countries’ ESG ratings on their sovereign borrowing costs. (2017). Crifo, Patricia ; Oueghlissi, Rim ; Diaye, Marc-Arthur. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:13-20.

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2018Financial and monetary stability across Euro-zone and BRICS: An exogenous threshold VAR approach. (2018). Tsagkanos, Athanasios ; Vartholomatou, Konstantina ; Evgenidis, Anastasios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:386-393.

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2017Una evaluación empírica de los métodos de predicción de la rentabilidad y su relación con las características corporativas. (2017). Mayoral, Juan Monterrey ; Segura, Amparo Sanchez . In: Revista de Contabilidad - Spanish Accounting Review. RePEc:eee:spacre:v:20:y:2017:i:1:p:95-106.

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2019The dynamic relationships among CO2 emissions, renewable and non-renewable energy sources, and economic growth in India: Evidence from time-varying Bayesian VAR model. (2019). Tiwari, Aviral ; Kang, Sanghoon ; Islam, Faridul. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:90-101.

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2018How sensitive are VAR forecasts to prior hyperparameters? An automated sensitivity analysis. (2018). Chan, Joshua ; Zhu, Dan ; Jacobi, Liana . In: CAMA Working Papers. RePEc:een:camaaa:2018-25.

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2019Large Bayesian vector autoregressions. (2019). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2019-19.

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2019An automated prior robustness analysis in Bayesian model comparison. (2019). Chan, Joshua ; Zhu, Dan ; Jacobi, Liana. In: CAMA Working Papers. RePEc:een:camaaa:2019-45.

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2019Minnesota-type adaptive hierarchical priors for large Bayesian VARs. (2019). , Joshua . In: CAMA Working Papers. RePEc:een:camaaa:2019-61.

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2017Fundamentals versus market sentiments in the euro bond markets: implications for QE. (2017). Macchiarelli, Corrado ; Ji, Yuemei ; de Grauwe, Paul ; DeGrauwe, Paul. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:85127.

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2017The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters. (2017). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-33.pdf.

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2018The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters. (2018). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-34.pdf.

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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.

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2018Forecasting economic activity in sectors of the Cypriot economy. (2018). Pashourtidou, Nicoletta ; Karagiannakis, Charalampos ; Papamichael, Christos . In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:12:y:2018:i:2:p:24-66.

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2018Does International Liquidity Matter For G-7 Countries? A PVAR Approach. (2018). Turkay, Mesut. In: International Econometric Review (IER). RePEc:erh:journl:v:10:y:2018:i:1:p:1-13.

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2018Euro Area Sovereign Yields and the Power of Unconventional Monetary Policy. (2018). Kazemi, Mina ; Afonso, Antonio. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:68:y:2018:i:2:p:100-119.

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2017Forecasting and Analysing Corporate Tax Revenues in Sweden Using Bayesian VAR Models*. (2017). Solberger, Martin ; Spnberg, Erik ; Shahnazarian, Hovick. In: Finnish Economic Papers. RePEc:fep:journl:v:28:y:2017:i:1:p:50-74.

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2018Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy. (2018). Zaman, Saeed ; Tallman, Ellis. In: Working Papers (Old Series). RePEc:fip:fedcwp:1809.

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2017Exploring the Nexus Between Inflation and Globalization Under Inflation Targeting Through the Lens of New Zealand’s Experience. (2017). Soytas, Mehmet ; Martínez García, Enrique ; Kabukçuoğlu, Ayşe ; Martinez-Garcia, Enrique. In: Globalization Institute Working Papers. RePEc:fip:feddgw:308.

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2018Whats the Story? A New Perspective on the Value of Economic Forecasts. (2018). Sharpe, Steven ; Hollrah, Christopher A ; Sinha, Nitish R. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-107.

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2017Common Factors, Trends, and Cycles in Large Datasets. (2017). Luciani, Matteo ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-111.

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

Works by Antonello D'Agostino:


YearTitleTypeCited
2012Comparing Alternative Predictors Based on Large‐Panel Factor Models In: Oxford Bulletin of Economics and Statistics.
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article118
2006Comparing Alternative Predictors Based on Large-Panel Factor Models.(2006) In: Research Technical Papers.
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2007Comparing Alternative Predictors Based on Large-Panel Factor Models.(2007) In: CEPR Discussion Papers.
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paper
2006Comparing alternative predictors based on large-panel factor models.(2006) In: Working Paper Series.
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This paper has another version. Agregated cites: 118
paper
2007Does global liquidity help to forecast US inflation? In: Research Technical Papers.
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paper56
2009Does Global Liquidity Help to Forecast U.S. Inflation?.(2009) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 56
article
2007Does global liquidity help to forecast US inflation?.(2007) In: MPRA Paper.
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This paper has another version. Agregated cites: 56
paper
2008Are sectoral stock prices useful for predicting euro area GDP? In: Research Technical Papers.
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paper4
2008Are sectoral stock prices useful for predicting euro area GDP?.(2008) In: Working Paper Series.
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This paper has another version. Agregated cites: 4
paper
2008Identifying and Forecasting House Price Dynamics in Ireland In: Research Technical Papers.
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paper1
2006(Un)Predictability and Macroeconomic Stability In: Research Technical Papers.
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paper111
2007(Un)Predictability and Macroeconomic Stability.(2007) In: CEPR Discussion Papers.
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paper
2006(Un)Predictability and macroeconomic stability.(2006) In: Working Paper Series.
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This paper has another version. Agregated cites: 111
paper
2005(Un)Predictability and Macroeconomic Stability.(2005) In: Macroeconomics.
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This paper has another version. Agregated cites: 111
paper
2010Are Some Forecasters Really Better Than Others? In: Research Technical Papers.
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paper17
2012Are Some Forecasters Really Better Than Others?.(2012) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 17
article
2011Are some forecasters really better than others?.(2011) In: MPRA Paper.
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paper
2010Are some forecasters really better than others?.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 17
paper
2006Sectoral explanations of employment in Europe: the role of services In: Research Technical Papers.
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paper14
2006Sectoral explanations of employment in Europe: the role of services.(2006) In: Working Paper Series.
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This paper has another version. Agregated cites: 14
paper
2006Sectoral Explanations of Employment in Europe: The Role of Services.(2006) In: IZA Discussion Papers.
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This paper has another version. Agregated cites: 14
paper
2007Federal Reserve Information During the Great Moderation In: Research Technical Papers.
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paper24
2007Federal Reserve Information During the Great Moderation.(2007) In: MPRA Paper.
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This paper has another version. Agregated cites: 24
paper
2008Federal Reserve Information During the Great Moderation.(2008) In: Journal of the European Economic Association.
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This paper has another version. Agregated cites: 24
article
2007Federal Reserve information during the great moderation.(2007) In: Open Access publications.
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This paper has another version. Agregated cites: 24
paper
2008Federal Reserve information during the great moderation.(2008) In: Open Access publications.
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This paper has another version. Agregated cites: 24
paper
2007Federal Reserve Information during the great moderation.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 24
paper
2009Macroeconomic Forecasting and Structural Change In: Research Technical Papers.
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paper185
2009Macroeconomic Forecasting and Structural Change.(2009) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 185
paper
2009Macroeconomic Forecasting and Structural Change.(2009) In: Working Papers ECARES.
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This paper has another version. Agregated cites: 185
paper
2010Macroeconomic forecasting and structural change.(2010) In: Working Paper Series.
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This paper has another version. Agregated cites: 185
paper
2013Macroeconomic forecasting and structural change.(2013) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 185
article
2010Understanding and Forecasting Aggregate and Disaggregate Price Dynamics In: Research Technical Papers.
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paper23
2011Understanding and forecasting aggregate and disaggregate price dynamics.(2011) In: Working Paper Series.
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This paper has another version. Agregated cites: 23
paper
2014Understanding and forecasting aggregate and disaggregate price dynamics.(2014) In: Empirical Economics.
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This paper has another version. Agregated cites: 23
article
2008Now-casting Irish GDP In: Research Technical Papers.
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paper37
2012Nowcasting Irish GDP.(2012) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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This paper has another version. Agregated cites: 37
article
2011Nowcasting Irish GDP.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 37
paper
2011A Century of Inflation Forecasts In: CEPR Discussion Papers.
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paper18
2012A Century of Inflation Forecasts.(2012) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 18
article
2013Financial shocks and the macroeconomy: heterogeneity and non-linearities In: Occasional Paper Series.
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paper20
2006The Italian block of the ESCB multi-country model In: Working Paper Series.
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paper6
2011The predictive content of sectoral stock prices: a US-euro area comparison In: Working Paper Series.
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paper1
2011Assessing the sensitivity of inflation to economic activity In: Working Paper Series.
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paper5
2012Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years In: Working Paper Series.
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paper3
2013The pricing of G7 sovereign bond spreads: the times, they are a-changin In: Working Paper Series.
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paper60
2014The pricing of G7 sovereign bond spreads – The times, they are a-changin.(2014) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 60
article
2012The pricing of G7 sovereign bond spreads – the times, they are a-changin.(2012) In: MPRA Paper.
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This paper has another version. Agregated cites: 60
paper
2015Expectation-driven cycles: time-varying effects In: Working Paper Series.
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paper1
2016Expectation-driven cycles: Time-Varying Effects.(2016) In: EcoMod2016.
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paper
2015Expectation-Driven Cycles: Time-varying Effects.(2015) In: Working Papers.
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2015Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy In: Working Paper Series.
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2015Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 11
paper
2016Combining Time Variation and Mixed Frequencies: an Analysis of Government Spending Multipliers in Italy.(2016) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 11
article
2016A global trade model for the euro area In: Working Paper Series.
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paper6
2015A Global Trade Model for the Euro Area.(2015) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 6
paper
2017A Global Trade Model for the Euro Area.(2017) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 6
article
2016Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models In: Advances in Econometrics.
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chapter6
2015Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models.(2015) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 6
paper
2005The Fed and the Stock Market In: Computing in Economics and Finance 2005.
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paper17
2005The Fed and the Stock Market.(2005) In: Macroeconomics.
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This paper has another version. Agregated cites: 17
paper
2016Euro Area Sovereign Ratings: An Analysis of Fundamental Criteria and Subjective Judgement In: Working Papers.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2nd 2019. Contact: CitEc Team