Leonardo Iania : Citation Profile


Are you Leonardo Iania?

Université Catholique de Louvain

5

H index

5

i10 index

139

Citations

RESEARCH PRODUCTION:

5

Articles

19

Papers

RESEARCH ACTIVITY:

   11 years (2009 - 2020). See details.
   Cites by year: 12
   Journals where Leonardo Iania has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 5 (3.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pia23
   Updated: 2022-11-19    RAS profile: 2021-02-24    
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Relations with other researchers


Works with:

Lemke, Wolfgang (4)

Dewachter, Hans (3)

Lyrio, Marco (3)

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

Is cited by:

Byrne, Joseph (14)

Korobilis, Dimitris (14)

Cao, Shuo (12)

Zaghini, Andrea (7)

De Backer, Bruno (7)

Ireland, Peter (5)

GUPTA, RANGAN (5)

Afonso, Antonio (5)

Dewachter, Hans (4)

Pettenuzzo, Davide (4)

Arghyrou, Michael (4)

Cites to:

Dewachter, Hans (5)

Rudebusch, Glenn (4)

Lopez-Salido, David (3)

Christensen, Jens (3)

Gertler, Mark (3)

Kozicki, Sharon (3)

Galí, Jordi (3)

Clark, Todd (3)

Geweke, John (2)

Renne, Jean-Paul (2)

Roussellet, Guillaume (2)

Main data


Where Leonardo Iania has published?


Working Papers Series with more than one paper published# docs
LIDAM Reprints LFIN / Universit catholique de Louvain, Louvain Finance (LFIN)6
MPRA Paper / University Library of Munich, Germany3

Recent works citing Leonardo Iania (2022 and 2021)


YearTitle of citing document
2021Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021002.

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2021A Multicountry Model of the Term Structures of Interest Rates with a GVAR. (2021). Moura, Rubens ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021007.

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2021Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632.

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2021EMU deepening and sovereign debt spreads: using political space to achieve policy space. (2021). Pérez, Javier ; Kataryniuk, Iván ; Perez, Javier J ; Mora-Bajen, Victor. In: Working Papers. RePEc:bde:wpaper:2103.

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2022Sovereign spreads and economic fundamentals: an econometric analysis. (2022). Pericoli, Marcello ; Ceci, Donato. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_713_22.

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2021Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks. (2021). Marsi, Antonio ; Fanelli, Luca. In: Working Papers. RePEc:bol:bodewp:wp1164.

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2021AN ESTIMATED DSGE MODEL WITH LEARNING BASED ON TERM STRUCTURE INFORMATION. (2021). Vázquez, Jesús ; Aguilar, Pablo ; Vazquez, Jesus. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:25:y:2021:i:7:p:1635-1665_1.

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2022The economic impact of Next Generation EU: a euro area perspective. (2022). Modery, Wolfgang ; Jacquinot, Pascal ; Freier, Maximilian ; Dorrucci, Ettore ; Semeano, Joo Domingues ; Bouabdallah, Othman ; Bakowski, Krzysztof ; Zorell, Nico ; Valenta, Vilem ; Rodriguez-Vives, Marta. In: Occasional Paper Series. RePEc:ecb:ecbops:2022291.

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2021Natural rate chimera and bond pricing reality. (2021). Lemke, Wolfgang ; Goy, Gavin ; Brand, Claus. In: Working Paper Series. RePEc:ecb:ecbwps:20212612.

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2022Market-stabilization QE. (2022). Ozen, Kadir ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20222640.

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2022Affine arbitrage-free yield net models with application to the euro debt crisis. (2022). Niu, Linlin ; Zhang, Chen ; Hong, Zhiwu. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:201-220.

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2021Can interest rate factors explain exchange rate fluctuations?. (2021). Yung, Julieta. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:34-56.

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2021Gold, platinum and the predictability of bond risk premia. (2021). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309079.

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2021Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000593.

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2021Forecasting macroeconomic risks. (2021). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias ; Adams, Patrick A. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1173-1191.

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2021Backtesting global Growth-at-Risk. (2021). Brownlees, Christian. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:312-330.

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2022Tail Forecasting with Multivariate Bayesian Additive Regression Trees. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Huber, Florian ; Clark, Todd ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:90366.

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2021The Relationship between Yield Curve and Economic Activity: An Analysis of G7 Countries. (2021). Stauvermann, Peter ; Kumar, Ronald ; Thu, Hang Thi. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:62-:d:491763.

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2022.

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2021How have the European central bank’s monetary policies been affecting financial markets in CEE-3 countries?. (2021). Grabowski, Wojciech ; Stawasz-Grabowska, Ewa. In: Eurasian Economic Review. RePEc:spr:eurase:v:11:y:2021:i:1:d:10.1007_s40822-020-00160-3.

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2021Economic Policy Uncertainty and Bond Risk Premia. (2021). Ka, Kook ; Ioannidis, Christos. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:6:p:1479-1522.

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Works by Leonardo Iania:


YearTitleTypeCited
2020Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia In: LIDAM Discussion Papers LFIN.
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paper1
2012An Extended Macro-Finance Model with Financial Factors In: LIDAM Reprints LFIN.
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paper29
2010An Extended Macro-Finance Model with Financial Factors.(2010) In: CESifo Working Paper Series.
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paper
2011An Extended Macro-Finance Model with Financial Factors.(2011) In: Journal of Financial and Quantitative Analysis.
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This paper has another version. Agregated cites: 29
article
2009An Extended Macro-Finance Model with Financial Factors.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 29
paper
2009An Extended Macro-Finance Model with Financial Factors.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 29
paper
2014Information in the yield curve: A macro-finance approach In: LIDAM Reprints LFIN.
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paper39
2011Information in the Yield Curve: A Macro-Finance Approach.(2011) In: Insper Working Papers.
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This paper has another version. Agregated cites: 39
paper
2014Information in the yield curve: A Macro-Finance approach.(2014) In: Working Paper Research.
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This paper has another version. Agregated cites: 39
paper
2014INFORMATION IN THE YIELD CURVE: A MACRO?FINANCE APPROACH.(2014) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 39
article
2014Assessing warm ischemic injury of pig livers at hypothermic machine perfusion In: LIDAM Reprints LFIN.
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paper0
2015A macro-financial analysis of the euro area sovereign bond market In: LIDAM Reprints LFIN.
[Citation analysis]
paper43
2015A macro-financial analysis of the euro area sovereign bond market.(2015) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 43
article
2014A macro-financial analysis of the euro area sovereign bond market.(2014) In: Working Paper Research.
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This paper has another version. Agregated cites: 43
paper
2019A Macro-Financial Analysis of the Corporate Bond Market In: LIDAM Reprints LFIN.
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paper2
2018A macro-financial analysis of the corporate bond market.(2018) In: Working Paper Series.
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This paper has another version. Agregated cites: 2
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2018A macro-financial analysis of the corporate bond market.(2018) In: Working Paper Research.
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This paper has another version. Agregated cites: 2
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2019A macro–financial analysis of the corporate bond market.(2019) In: Empirical Economics.
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This paper has another version. Agregated cites: 2
article
2020Stock-bond return correlations: Moving away from one-frequency-fits-all by extending the DCC-MIDAS approach In: LIDAM Reprints LFIN.
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paper1
2020Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach.(2020) In: International Review of Financial Analysis.
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This paper has another version. Agregated cites: 1
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2011A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation In: Insper Working Papers.
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paper2
2011A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 2
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2016The response of euro area sovereign spreads to the ECB unconventional monetary policies In: Working Paper Research.
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paper12
2018Quantile-based In?ation Risk Models In: Working Paper Research.
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paper10

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