Antonello D'Agostino : Citation Profile

15

H index

16

i10 index

1084

Citations

RESEARCH PRODUCTION:

15

Articles

50

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 63
   Journals where Antonello D'Agostino has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 25 (2.25 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pda266
   Updated: 2025-04-19    RAS profile: 2023-09-08    
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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 Antonello D'Agostino.

Is cited by:

Giannone, Domenico (41)

Marcellino, Massimiliano (41)

Koop, Gary (30)

Korobilis, Dimitris (29)

Reichlin, Lucrezia (25)

Chan, Joshua (24)

Clark, Todd (24)

Banbura, Marta (16)

Carriero, Andrea (16)

Schumacher, Christian (15)

Balcilar, Mehmet (15)

Cites to:

Giannone, Domenico (39)

Reichlin, Lucrezia (28)

Gambetti, Luca (13)

Watson, Mark (9)

Smets, Frank (9)

Ball, Laurence (9)

Diebold, Francis (9)

Forni, Mario (9)

Gertler, Mark (9)

Modugno, Michele (8)

Mazumder, Sandeep (8)

Main data

Production by document typechapterpaperarticle2005200620072008200920102011201220132014201520162017201820192020202120220510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2005200620072008200920102011201220132014201520162017201820192020202120220255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20062007200820092010201120122013201420152016201720182019202020212022202320242025050100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2005200620072008200920102011201220132014201520162017201820192020202120220100200300400Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 15Most cited documents12345678910111213141516170200400Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250401020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Antonello D'Agostino has published?

Journals with more than one article published# docs
Journal of Money, Credit and Banking3
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
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Open Access publications / School of Economics, University College Dublin2
Working Papers / European Stability Mechanism2
Working Papers / School of Economics, University College Dublin2
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2
Macroeconomics / University Library of Munich, Germany2

Recent works citing Antonello D'Agostino (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Quasi 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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2024Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2024Central bank forecasting: A survey. (2024). Sekkel, Rodrigo ; Binder, Carola. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:342-364.

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2024Impact of global liquidity on Indian financial markets and monetary policy outcomes: An ARDL approach. (2024). CHAUBAL, ADITI ; Padha, Vimarsh. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000945.

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2024Disentangling demand and supply inflation shocks from electronic payments data. (2024). Hernndez-Romn, Luis G ; Eterovic, Nicols ; Carlomagno, Guillermo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002281.

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2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500.

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2024One scheme fits all: A central fiscal capacity for the EMU targeting eurozone, national and regional shocks. (2024). Cimadomo, Jacopo ; van Spronsen, Josha. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000503.

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2024Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies. (2024). Pagliari, Maria Sole. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001466.

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2024The impact of COVID-19 on sovereign contagion. (2024). Moratis, Georgios ; Drakos, Anastasios. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300089x.

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2024A time-varying skewness model for Growth-at-Risk. (2024). Iseringhausen, Martin. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:229-246.

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2024Back to the present: Learning about the euro area through a now-casting model. (2024). Giannone, Domenico ; Modugno, Michele ; Cascaldi-Garcia, Danilo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:661-686.

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2024Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States. (2024). Moramarco, Graziano. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:777-795.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2024Factor-augmented forecasting in big data. (2024). Bae, Juhee. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688.

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2024Central bank policies and financial markets: Lessons from the euro crisis. (2024). Nedeljkovic, Milan ; Mody, Ashoka. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002248.

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2024Uncertainty and macroeconomic forecasts: Evidence from survey data. (2024). Qiu, Yajie ; Liu, Xiaoquan ; Deschamps, Bruno. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:463-480.

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2024Jobless recoveries and time variation in labor markets. (2024). Panovska, Irina ; Zhang, Licheng. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:81:y:2024:i:c:s0164070424000387.

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2024Money/asset ratio as a predictor of inflation. (2024). Do, Nguyen Duc. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001029.

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2024A database: How the euro crisis ended: Not with a (fiscal) bang but a whimper. (2024). Köhler, Ekkehard ; Palhuca, Leonardo ; Hirsch, Patrick ; Kohler, Ekkehard A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1422-1441.

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2024Financial cycles synchronisation in South Africa. A dynamic conditional correlation (DCC) Approach. (2024). Magubane, Khwazi. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:12:y:2024:i:1:p:2321069.

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2024Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions. (2024). Huber, Florian ; Pruser, Jan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:269-291.

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2024The macroeconomy as a random forest. (2024). Coulombe, Philippe Goulet. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:401-421.

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Works by Antonello D'Agostino:

Year  ↓Title  ↓Type  ↓Cited  ↓
2012Comparing Alternative Predictors Based on Large‐Panel Factor Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article135
2006Comparing Alternative Predictors Based on Large-Panel Factor Models.(2006) In: Research Technical Papers.
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This paper has nother version. Agregated cites: 135		paper
2007Comparing Alternative Predictors Based on Large-Panel Factor Models.(2007) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 135		paper
2006Comparing alternative predictors based on large-panel factor models.(2006) In: Working Paper Series.
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This paper has nother version. Agregated cites: 135		paper
2007Does global liquidity help to forecast US inflation? In: Research Technical Papers.
[Full Text][Citation analysis]		paper70
2009Does Global Liquidity Help to Forecast U.S. Inflation?.(2009) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has nother version. Agregated cites: 70		article
2007Does global liquidity help to forecast US inflation?.(2007) In: MPRA Paper.
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This paper has nother version. Agregated cites: 70		paper
2009Does Global Liquidity Help to Forecast U.S. Inflation?.(2009) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 70		article
2008Are sectoral stock prices useful for predicting euro area GDP? In: Research Technical Papers.
[Full Text][Citation analysis]		paper7
2008Are sectoral stock prices useful for predicting euro area GDP?.(2008) In: Working Paper Series.
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This paper has nother version. Agregated cites: 7		paper
2008Identifying and Forecasting House Price Dynamics in Ireland In: Research Technical Papers.
[Full Text][Citation analysis]		paper2
2006(Un)Predictability and Macroeconomic Stability In: Research Technical Papers.
[Full Text][Citation analysis]		paper118
2007(Un)Predictability and Macroeconomic Stability.(2007) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 118		paper
2006(Un)Predictability and macroeconomic stability.(2006) In: Working Paper Series.
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This paper has nother version. Agregated cites: 118		paper
2005(Un)Predictability and Macroeconomic Stability.(2005) In: Macroeconomics.
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This paper has nother version. Agregated cites: 118		paper
2010Are Some Forecasters Really Better Than Others? In: Research Technical Papers.
[Full Text][Citation analysis]		paper38
2012Are Some Forecasters Really Better Than Others?.(2012) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 38		article
2011Are some forecasters really better than others?.(2011) In: MPRA Paper.
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This paper has nother version. Agregated cites: 38		paper
2010Are some forecasters really better than others?.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 38		paper
2012Are Some Forecasters Really Better Than Others?.(2012) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 38		article
2006Sectoral explanations of employment in Europe: the role of services In: Research Technical Papers.
[Full Text][Citation analysis]		paper19
2006Sectoral explanations of employment in Europe: the role of services.(2006) In: Working Paper Series.
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This paper has nother version. Agregated cites: 19		paper
2006Sectoral Explanations of Employment in Europe: The Role of Services.(2006) In: IZA Discussion Papers.
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This paper has nother version. Agregated cites: 19		paper
2007Federal Reserve Information During the Great Moderation In: Research Technical Papers.
[Full Text][Citation analysis]		paper41
2007Federal Reserve Information During the Great Moderation.(2007) In: MPRA Paper.
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This paper has nother version. Agregated cites: 41		paper
2008Federal Reserve Information During the Great Moderation.(2008) In: Journal of the European Economic Association.
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This paper has nother version. Agregated cites: 41		article
2007Federal Reserve information during the great moderation.(2007) In: Open Access publications.
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This paper has nother version. Agregated cites: 41		paper
2008Federal Reserve information during the great moderation.(2008) In: Open Access publications.
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This paper has nother version. Agregated cites: 41		paper
2007Federal Reserve Information during the great moderation.(2007) In: Working Papers.
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This paper has nother version. Agregated cites: 41		paper
2009Macroeconomic Forecasting and Structural Change In: Research Technical Papers.
[Full Text][Citation analysis]		paper315
2009Macroeconomic Forecasting and Structural Change.(2009) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 315		paper
2009Macroeconomic Forecasting and Structural Change.(2009) In: Working Papers ECARES.
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This paper has nother version. Agregated cites: 315		paper
2010Macroeconomic forecasting and structural change.(2010) In: Working Paper Series.
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2013Macroeconomic forecasting and structural change.(2013) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has nother version. Agregated cites: 315		article
2010Understanding and Forecasting Aggregate and Disaggregate Price Dynamics In: Research Technical Papers.
[Full Text][Citation analysis]		paper34
2011Understanding and forecasting aggregate and disaggregate price dynamics.(2011) In: Working Paper Series.
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This paper has nother version. Agregated cites: 34		paper
2014Understanding and forecasting aggregate and disaggregate price dynamics.(2014) In: Empirical Economics.
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This paper has nother version. Agregated cites: 34		article
2008Now-casting Irish GDP In: Research Technical Papers.
[Full Text][Citation analysis]		paper48
2012Nowcasting Irish GDP.(2012) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		article
2011Nowcasting Irish GDP.(2011) In: MPRA Paper.
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This paper has nother version. Agregated cites: 48		paper
2011A Century of Inflation Forecasts In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper26
2012A Century of Inflation Forecasts.(2012) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 26		article
2013Financial shocks and the macroeconomy: heterogeneity and non-linearities In: Occasional Paper Series.
[Full Text][Citation analysis]		paper48
2006The Italian block of the ESCB multi-country model In: Working Paper Series.
[Full Text][Citation analysis]		paper7
2011The predictive content of sectoral stock prices: a US-euro area comparison In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2011Assessing the sensitivity of inflation to economic activity In: Working Paper Series.
[Full Text][Citation analysis]		paper7
2012Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2013The pricing of G7 sovereign bond spreads: the times, they are a-changin In: Working Paper Series.
[Full Text][Citation analysis]		paper76
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 nother version. Agregated cites: 76		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 nother version. Agregated cites: 76		paper
2015Expectation-driven cycles: time-varying effects In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2016Expectation-driven cycles: Time-Varying Effects.(2016) In: EcoMod2016.
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This paper has nother version. Agregated cites: 1		paper
2015Expectation-Driven Cycles: Time-varying Effects.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2015Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy In: Working Paper Series.
[Full Text][Citation analysis]		paper25
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 nother version. Agregated cites: 25		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 nother version. Agregated cites: 25		article
2016A global trade model for the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper13
2015A Global Trade Model for the Euro Area.(2015) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 13		paper
2017A Global Trade Model for the Euro Area.(2017) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 13		article
2016Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter22
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 nother version. Agregated cites: 22		paper
2005The Fed and the Stock Market In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]		paper22
2005The Fed and the Stock Market.(2005) In: Macroeconomics.
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This paper has nother version. Agregated cites: 22		paper
2021Is Anything Predictable in Market-Based Surprises? In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti.
[Full Text][Citation analysis]		article0
2016Euro Area Sovereign Ratings: An Analysis of Fundamental Criteria and Subjective Judgement In: Working Papers.
[Full Text][Citation analysis]		paper3
2022Expectation‐Driven Cycles and the Changing Dynamics of Unemployment In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article0

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