Marco Jacopo Lombardi : Citation Profile


Are you Marco Jacopo Lombardi?

Bank for International Settlements (BIS)

15

H index

23

i10 index

1077

Citations

RESEARCH PRODUCTION:

24

Articles

52

Papers

1

Books

10

Chapters

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 56
   Journals where Marco Jacopo Lombardi has often published
   Relations with other researchers
   Recent citing documents: 218.    Total self citations: 30 (2.71 %)

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   Permalink: http://citec.repec.org/plo54
   Updated: 2022-05-14    RAS profile: 2022-04-05    
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Relations with other researchers


Works with:

Filardo, Andrew (4)

Shin, Hyun Song (3)

Alberola, Enrique (3)

Mihaljek, Dubravko (3)

Ferrari Minesso, Massimo (3)

Gondo Mori, Rocio (3)

Hofmann, Boris (2)

Mizen, Paul (2)

Zakrajšek, Egon (2)

Viviano, Eliana (2)

Riggi, Marianna (2)

Kohlscheen, Emanuel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Jacopo Lombardi.

Is cited by:

Vespignani, Joaquin (27)

Ratti, Ronald (22)

Calzolari, Giorgio (15)

Krippner, Leo (15)

Halbleib, Roxana (14)

Eickmeier, Sandra (13)

Feldkircher, Martin (12)

GUPTA, RANGAN (12)

Horvath, Roman (9)

Peersman, Gert (9)

Drehmann, Mathias (8)

Cites to:

Kilian, Lutz (38)

Pesaran, M (34)

Giannone, Domenico (31)

Reichlin, Lucrezia (24)

BORIO, Claudio (17)

Engle, Robert (13)

Granger, Clive (12)

Gambacorta, Leonardo (12)

Pagano, Patrizio (12)

Anzuini, Alessio (11)

Banbura, Marta (11)

Main data


Where Marco Jacopo Lombardi has published?


Journals with more than one article published# docs
BIS Quarterly Review4
Computational Statistics & Data Analysis3
International Journal of Central Banking3

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements17
Working Paper Series / European Central Bank9
Econometrics Working Papers Archive / Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"7
Staff Working Papers / Bank of Canada2
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area2

Recent works citing Marco Jacopo Lombardi (2021 and 2020)


YearTitle of citing document
2020Optimal Asset Allocation for Commodity Sovereign Wealth Funds. (2020). Parra-Alvarez, Juan ; Ma, Lin ; Irarrazabal, Alfonso A. In: CREATES Research Papers. RePEc:aah:create:2020-10.

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2020Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

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2020External Monetary Constraints Imposed by Developed Economies on Developing Economies: Empirical Evidence from Pakistan. (2020). Jamil, Zartaj ; Zahra, Hafiza Sadaf ; Younas, Muhammad Zeeshan ; Rizwan, Muhammad Ali. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:7-29.

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2021.

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2021.

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2020Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models?. (2020). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20140.

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2020The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News. (2020). Jin, Jianjian ; Ellwanger, Reinhard ; Alquist, Ron. In: Staff Working Papers. RePEc:bca:bocawp:20-8.

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2021The impact of heterogeneous unconventional monetary policies on the expectations of market crashes. (2021). Alonso Alvarez, Irma ; Vaello-Sebastia, Antoni ; Serrano, Pedro. In: Working Papers. RePEc:bde:wpaper:2127.

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2021Forecasting corporate capital accumulation in Italy: the role of survey-based information. (2021). Giordano, Claire ; Silvestrini, Andrea ; Marinucci, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_596_21.

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2021The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07.

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2020Asymmetric Interest Rate Transmission in an Inflation Targeting Framework: The Case of Colombia. (2020). Galindo, Arturo ; Steiner, Roberto. In: Borradores de Economia. RePEc:bdr:borrec:1138.

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2020The Financing of Investment: Firm Size, Asset Tangibility and the Size of Investment. (2020). Vinas, Frederic ; Lé, Mathias. In: Working papers. RePEc:bfr:banfra:777.

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2020Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap. (2020). Kátay, Gábor ; Matthieu, Lequien ; Lisa, Kerdelhue. In: Working papers. RePEc:bfr:banfra:791.

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2020The international dimension of a fragile EMU. (2020). Stracca, Livio ; Pagliari, Maria Sole ; Livio, Stracca ; Sole, Pagliari Maria ; Demosthenes, Ioannou. In: Working papers. RePEc:bfr:banfra:795.

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2020Dollar funding costs during the Covid-19 crisis through the lens of the FX swap market. (2020). McGuire, Patrick ; Avdjiev, Stefan ; Eren, Egemen. In: BIS Bulletins. RePEc:bis:bisblt:1.

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2020Cross-border links between banks and non-bank financial institutions. (2020). Aldasoro, Iñaki ; Kemp, Esti ; Huang, Wenqian. In: BIS Quarterly Review. RePEc:bis:bisqtr:2009e.

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2020The broad dollar exchange rate as an EME risk factor. (2020). Hofmann, Boris ; Park, Taejin . In: BIS Quarterly Review. RePEc:bis:bisqtr:2012b.

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2020Corporate investment and the exchange rate: The financial channel. (2020). Mehrotra, Aaron ; Hofmann, Boris ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:839.

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2021US monetary policy and the financial channel of the exchange rate: evidence from India. (2021). Mohanty, M S ; Banerjee, Shesadri. In: BIS Working Papers. RePEc:bis:biswps:945.

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2021Back to the future: intellectual challenges for monetary policy. (2021). BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:981.

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2022Firm?specific forecast errors and asymmetric investment propensity. (2022). Tonzer, Lena ; Berner, Julian ; Buchholz, Manuel. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:764-793.

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2021The relation between municipal and government bond yields in an era of unconventional monetary policy. (2021). Österholm, Pär ; Nordstrom, Martin ; Knezevic, David ; Osterholm, Par. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:1:n:e12176.

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2021Back to the Future: Intellectual Challenges for Monetary Policy. (2021). BORIO, Claudio. In: Economic Papers. RePEc:bla:econpa:v:40:y:2021:i:4:p:273-287.

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2021U.S. Monetary Policy and Commodity Prices: A SVECM Approach. (2021). Siami-Namini, Sima ; Siaminamini, Sima. In: Economic Papers. RePEc:bla:econpa:v:40:y:2021:i:4:p:288-312.

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2021Identifying oil price shocks and their consequences: The role of expectations in the crude oil market. (2021). Tamanyu, Yoichiro ; Ohyama, Shinsuke ; Nakajima, Jouchi ; Fueki, Takuji. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:1:p:53-76.

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2021INTEREST RATE PASS?THROUGH: A META?ANALYSIS OF THE LITERATURE. (2021). Melecky, Ales ; Melecký, Martin ; Gregor, Jiří. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:1:p:141-191.

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2021Unconventional Monetary Policy and Wealth Inequalities in Great Britain. (2021). Fasianos, Apostolos ; Evgenidis, Anastasios. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:115-175.

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2021Do ECBs Monetary Policies Benefit EMEs? A GVAR Analysis on the Global Financial and Sovereign Debt Crises and Postcrises Period. (2021). Colabella, Andrea. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:472-494.

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2020Who is Afraid of the Big Bad Debt? A Modern Money Theory Perspective on Federal Deficits and Debt. (2020). Raudla, Ringa ; Douglas, James W. In: Public Budgeting & Finance. RePEc:bla:pbudge:v:40:y:2020:i:3:p:6-25.

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2021External imbalances from a GVAR perspective. (2021). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam ; Carrionisilvestre, Josep Lluis. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:11:p:3202-3245.

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2020A shadow rate without a lower bound constraint. (2020). Ristiniemi, Annukka ; De Rezende, Rafael. In: Bank of England working papers. RePEc:boe:boeewp:0864.

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2020Global financial cycles since 1880. (2020). Wolters, Maik ; Potjagailo, Galina. In: Bank of England working papers. RePEc:boe:boeewp:0867.

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2020Corporate investment and the exchange rate : The financial channel. (2020). Mehrotra, Aaron ; Hofmann, Boris ; Banerjee, Ryan. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_006.

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2021Interest rate pass through in the deposit and loan products provided by Greek banks. (2021). Vlachogiannakis, Nikolaos ; Stavroulakis, Evangelos ; Siakoulis, Vasileios ; Petropoulos, Anastasios ; Lazaris, Panagiotis. In: Working Papers. RePEc:bog:wpaper:287.

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2020Finance as Perpetual Orgy. How the ‘new alchemists’ twisted Kindleberger’s cycle of “manias, panics and crashes” to “manias, panics and renewed-manias”.. (2020). Palma, J G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2094.

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2021Does Household Borrowing Reduce the Trade Balance? Evidence from Developing and Developed Countries. (2021). Jacobs, Jan ; Xu, Can ; de Haan, Jakob. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9123.

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2021Investment in OECD Countries: A Primer. (2021). Egert, Balazs. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9136.

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2022Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687.

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2021Estimating Shadow Policy Rates in a Small Open Economy and the Role of Foreign Factors. (2021). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:915.

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2021World Interest Rates and Macroeconomic Adjustments in Developing Commodity Producing Countries. (2021). Bodart, Vincent ; Courtoy, Franois ; Perego, Erica. In: Working Papers. RePEc:cii:cepidt:2021-01.

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2020A Prolonged Period of Low Interest Rates: Unintended Consequences. (2020). Malovana, Simona ; Kolcunová, Dominika ; Janku, Jan ; Ehrenbergerova, Dominika ; Bajzik, Josef. In: Research and Policy Notes. RePEc:cnb:rpnrpn:2020/02.

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2021Interaction of Cyclical and Structural Systemic Risks: Insights from Around and After the Global Financial Crisis. (2021). Hodula, Martin ; Pfeifer, Lukas ; Janku, Jan. In: Research and Policy Notes. RePEc:cnb:rpnrpn:2021/03.

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2020Does Capital-Based Regulation Affect Bank Pricing Policy?. (2020). Rakovská, Zuzana ; Hodula, Martin ; Ehrenbergerova, Dominika. In: Working Papers. RePEc:cnb:wpaper:2020/5.

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2021Beyond the Interest Rate Pass-through: Monetary Policy and Banks Interest Rates during the Effective Lower Bound. (2021). Labondance, Fabien ; Blot, Christophe. In: Working Papers. RePEc:crb:wpaper:2021-03.

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2021Does household borrowing reduce the trade balance? Evidence from developing and developed countries. (2021). Jacobs, Jan ; de Haan, Jakob ; Xu, Can. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_019.

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2021World interest rates and macroeconomic adjustments in developing commodity producing countries. (2021). Courtoy, Franois ; Bodart, Vincent ; Perego, Erica. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021002.

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2020Natural Rate Chimera and Bond Pricing Reality. (2020). Brand, Claus ; Lemke, Wolfgang ; Goy, Gavin. In: DNB Working Papers. RePEc:dnb:dnbwpp:666.

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2020Monetary policy with judgment. (2020). Gelain, Paolo ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20202404.

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2020Monetary policy and its transmission in a globalised world. (2020). Strasser, Georg ; Stracca, Livio ; Jarociński, Marek ; Jarociski, Marek ; Georgiadis, Georgios ; Dedola, Luca ; Michele Ca, . In: Working Paper Series. RePEc:ecb:ecbwps:20202407.

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2020Monetary policy transmission over the leverage cycle: evidence for the euro area. (2020). Bräuer, Leonie ; Brauer, Leonie ; Runstler, Gerhard. In: Working Paper Series. RePEc:ecb:ecbwps:20202421.

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2020The international dimension of an incomplete EMU. (2020). Stracca, Livio ; Pagliari, Maria Sole ; Ioannou, Demosthenes . In: Working Paper Series. RePEc:ecb:ecbwps:20202459.

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2021Banks and negative interest rates. (2021). Schepens, Glenn ; Saidi, Farzad ; Heider, Florian. In: Working Paper Series. RePEc:ecb:ecbwps:20212549.

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2021Fifty shades of QE: comparing findings of central bankers and academics. (2021). Pastor, Lubos ; Janokova, Martina ; Kempf, Elisabeth ; Fabo, Brian. In: Working Paper Series. RePEc:ecb:ecbwps:20212584.

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2021Monetary and fiscal complementarity in the Covid-19 pandemic. (2021). Corrado, Luisa ; Chadha, Jagjit S ; Schuler, Tobias ; Meaning, Jack. In: Working Paper Series. RePEc:ecb:ecbwps:20212588.

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2021Monetary Policy in a Low Interest Rate Environment: Reversal Rate and Risk-Taking. (2021). Leonello, Agnese ; Heider, Florian. In: Working Paper Series. RePEc:ecb:ecbwps:20212593.

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2021The transmission of euro area monetary policy to financially euroised countries. (2021). Moder, Isabella. In: Working Paper Series. RePEc:ecb:ecbwps:20212611.

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2021Oil Price and Leverage for Mining Sector Companies in Indonesia. (2021). Razak, A ; Siahaan, Matdio ; Budiasih, Yanti ; Rasyid, Iqbal M ; Endri, Endri ; Sudjono, Sudjono. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-4.

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2020External imbalances from a GVAR perspective. (2020). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam ; Author, Mariam Camarero. In: Working Papers. RePEc:eec:wpaper:2005.

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2020Government spending and heterogeneous consumption dynamics. (2020). Laumer, Sebastian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300373.

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2020The role of household debt heterogeneity on consumption: Evidence from Japanese household data. (2020). Nakajima, Jouchi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:186-197.

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2021Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China. (2021). Li, KE ; Wen, Huwei ; Zhao, Zhao. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:780-788.

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2020Price effects of steel commodities on worldwide stock market returns. (2020). Vianna, Andre ; Gutierrez, Juan P. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301451.

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2020Unconventional monetary policy and financialization of commodities. (2020). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304844.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2022Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks?. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002163.

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2020Bank credit and economic growth: Short-run evidence from a dynamic threshold panel model. (2020). Lay, Sok Heng. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301610.

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2020Monetary policy, credit markets, and banks: A DSGE perspective. (2020). Rubio, Margarita. In: Economics Letters. RePEc:eee:ecolet:v:195:y:2020:i:c:s0165176520302974.

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2020Stable Randomized Generalized Autoregressive Conditional Heteroskedastic Models. (2020). Morettin, Pedro A ; Sampaio, Jhames M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:15:y:2020:i:c:p:67-83.

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2021The transmission of international shocks to CIS economies: A global VAR approach. (2021). Simola, Heli ; Faryna, Oleksandr. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:2:s0939362520300765.

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2021The predictive power of Nelson–Siegel factor loadings for the real economy. (2021). Ma, Jun ; Jiao, Anqi ; Han, Yang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:95-127.

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2021The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns. (2021). Uddin, Gazi ; Makkonen, Adam ; Cardia, Michel Ferreira ; Rahman, Md Lutfur ; Vallstrom, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002802.

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2021The macro effects of GPR and EPU indexes over the global oil market—Are the two types of uncertainty shock alike?. (2021). Zhu, Zixiang ; Gu, Xin ; Yu, Minli. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002930.

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2022The asymmetric effects of oil price shocks on the U.S. stock market. (2022). Rahman, Sajjadur. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005466.

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2020Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches. (2020). Tiwari, Aviral ; Raheem, Ibrahim ; Trabelsi, Nader ; Alqahtani, Faisal. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304438.

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2020Oil price shocks and EMU sovereign yield spreads. (2020). Filis, George ; Filippidis, Michail ; Kizys, Renatas. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304530.

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2020Short- and long-run asymmetric effect of oil prices and oil and gas revenues on the real GDP and economic diversification in oil-dependent economy. (2020). Barkat, Karim ; Charfeddine, Lanouar. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300190.

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2020Mild explosivity in recent crude oil prices. (2020). Paraskevopoulos, Ioannis ; McCrorie, Roderick J ; Figuerola-Ferretti, Isabel. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319301471.

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2020Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases. (2020). Sousa, Ricardo ; Hammoudeh, Shawkat ; Castro, Vitor ; Agnello, Luca. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302024.

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2020Frequency dynamics of volatility spillovers among crude oil and international stock markets: The role of the interest rate. (2020). Wang, Xunxiao. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302401.

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2021Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China. (2021). Huo, Rui ; Ahmed, Abdullahi D. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320300803.

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2021The impact of extreme events on energy price risk. (2021). Chang, Chun-Ping ; Zhao, Xin-Xin ; Wen, Jun. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002139.

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2022The importance of uranium prices and structural shocks: Some implications for Greenland. (2022). Arnaut, Javier L. In: Energy Policy. RePEc:eee:enepol:v:161:y:2022:i:c:s0301421521006236.

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2021The fuel price pass-through in Turkey: The case study of motor fuel price subsidy system. (2021). Ozbugday, Fatih Cemil ; Özgür, Önder ; Karagol, Erdal Tanas ; AydIn, Levent ; Ozgur, Onder. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221006484.

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2021Asymmetric effect of energy price on commodity price: New evidence from NARDL and time frequency wavelet approaches. (2021). Haque, Md Mahmudul ; Uddin, Ajim ; Meo, Muhammad Saeed ; Ferdous, Mohammad Ashraful. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s0360544221011828.

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2022Degree of connectedness and the transfer of news across the oil market and the European stocks. (2022). Kliber, Agata. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pc:s0360544221024191.

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2020Theyre back! Post-financialization diversification benefits of commodities. (2020). Manseau, Guillaume ; Gagnon, Marie-Helene ; Power, Gabriel J. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301599.

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2020Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty. (2020). Cooray, Arusha ; Chatziantoniou, Ioannis ; Apergis, Nicholas. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301800.

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2020The consumption response to household leverage in China: The role of investment at household level. (2020). Guo, Rui ; Zhang, Dongyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302246.

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2021Macroprudential measures and developments in bank funding costs. (2021). Koak, Marko ; Ehaji, Aida. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002647.

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2022International spillover effects of unconventional monetary policies of major central banks. (2022). Okimoto, Tatsuyoshi ; Inoue, Tomoo. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002854.

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2020Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets. (2020). Szersze, Pawe J ; Aramonte, Sirio. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300288.

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2020Predicting systemic financial crises with recurrent neural networks. (2020). Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300243.

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2021Solvency and wholesale funding cost interactions at UK banks. (2021). Hacioglu Hoke, Sinem ; Panagiotopoulos, Apostolos ; Dent, Kieran. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920300991.

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2021The interplay between oil and food commodity prices: Has it changed over time?. (2021). Van der Veken, Wouter ; Peersman, Gert ; Ruth, Sebastian K. In: Journal of International Economics. RePEc:eee:inecon:v:133:y:2021:i:c:s0022199621001203.

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

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2020Forecasting commodity prices out-of-sample: Can technical indicators help?. (2020). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:666-683.

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2020Factors affecting College students’ multidimensional financial literacy in the Middle East. (2020). ben Douissa, Ismail. In: International Review of Economics Education. RePEc:eee:ireced:v:35:y:2020:i:c:s1477388019300611.

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2020Measuring the Natural Rate of Interest with Financial Gaps: The Cases of Japan and South Korea. (2020). Park, Ki Young ; Hahm, Joon-Ho ; Lee, Dongjin. In: Japan and the World Economy. RePEc:eee:japwor:v:54:y:2020:i:c:s0922142519300635.

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2020Economic policy uncertainty and the supply of business loans. (2020). Civelli, Andrea ; Barraza, Santiago. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302454.

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2020Spatially variable taxation and resource extraction: The impact of state oil taxes on drilling in the US. (2020). Brown, Jason ; Manning, Dale T ; Maniloff, Peter. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:103:y:2020:i:c:s0095069620300772.

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2021The real effects of relationship lending?. (2021). Sette, Enrico ; Gambacorta, Leonardo ; Banerjee, Ryan. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s1042957321000243.

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

Works by Marco Jacopo Lombardi:


YearTitleTypeCited
2020The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship In: AEA Papers and Proceedings.
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article8
2020The dollar, bank leverage and real economic activity: an evolving relationship.(2020) In: BIS Working Papers.
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2010‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession In: Staff Working Papers.
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paper1
2012Short-Term Forecasting of the Japanese Economy Using Factor Models In: Staff Working Papers.
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paper9
2012Short-term forecasting of the Japanese economy using factor models.(2012) In: Working Paper Series.
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paper
2020Bargaining power and the Phillips curve: a micro-macro analysis In: Temi di discussione (Economic working papers).
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paper2
2020Bargaining power and the Phillips curve: a micro-macro analysis.(2020) In: BIS Working Papers.
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This paper has another version. Agregated cites: 2
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2012The impact of monetary policy shocks on commodity prices In: Temi di discussione (Economic working papers).
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paper108
2010The impact of monetary policy shocks on commodity prices.(2010) In: Working Paper Series.
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This paper has another version. Agregated cites: 108
paper
2013The Impact of Monetary Policy Shocks on Commodity Prices.(2013) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 108
article
2017Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles In: Ensayos sobre Política Económica.
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article0
2017Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles.(2017) In: Revista ESPE - Ensayos Sobre Política Económica.
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This paper has another version. Agregated cites: 0
article
2014Has Asian emerging market monetary policy been too procyclical when responding to swings in commodity prices? In: BIS Papers chapters.
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chapter8
2013Interest rate pass-through since the financial crisis In: BIS Quarterly Review.
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article53
2015Oil and debt In: BIS Quarterly Review.
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article13
2015(Why) Is investment weak? In: BIS Quarterly Review.
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article46
2019Financial conditions and purchasing managers indices: exploring the links In: BIS Quarterly Review.
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article1
2013On the correlation between commodity and equity returns: implications for portfolio allocation In: BIS Working Papers.
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paper53
2016On the correlation between commodity and equity returns: Implications for portfolio allocation.(2016) In: Journal of Commodity Markets.
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This paper has another version. Agregated cites: 53
article
2014A shadow policy rate to calibrate US monetary policy at the zero lower bound In: BIS Working Papers.
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paper138
2018A Shadow Policy Rate to Calibrate U.S. Monetary Policy at the Zero Lower Bound.(2018) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 138
article
2014Has the transmission of policy rates to lending rates been impaired by the Global Financial Crisis? In: BIS Working Papers.
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paper16
2015Why did bank lending rates diverge from policy rates after the financial crisis? In: BIS Working Papers.
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paper67
2015Why Did Bank Lending Rates Diverge from Policy Rates After the Financial Crisis?.(2015) In: Discussion Papers.
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This paper has another version. Agregated cites: 67
paper
2015The biofuel connection: impact of US regulation on oil and food prices In: BIS Working Papers.
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paper2
2016Fiscal sustainability and the financial cycle In: BIS Working Papers.
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paper14
2016Output gaps and policy stabilisation in Latin America: the effect of commodity and capital flow cycles In: BIS Working Papers.
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paper7
2017The real effects of household debt in the short and long run In: BIS Working Papers.
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paper50
2017Global impact of US and euro area unconventional monetary policies: a comparison In: BIS Working Papers.
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paper33
2018Monetary policy spillovers, global commodity prices and cooperation In: BIS Working Papers.
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paper5
2018Monetary policy spillovers, global commodity prices and cooperation.(2018) In: Working Papers.
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2018Measuring financial cycle time In: BIS Working Papers.
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paper13
2019Measuring financial cycle time.(2019) In: Bank of England working papers.
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2020The impact of unconventional monetary policies on retail lending and deposit rates in the euro area In: BIS Working Papers.
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paper0
2021Income inequality and the depth of economic downturns In: BIS Working Papers.
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paper0
2021Income Inequality and the depth of economic downturns.(2021) In: Economics Letters.
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2021Fiscal and monetary policy interactions in a low interest rate world In: BIS Working Papers.
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paper4
2021Are households indifferent to monetary policy announcements? In: BIS Working Papers.
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paper2
2015Has the Transmission of Policy Rates to Lending Rates Changed in the Wake of the Global Financial Crisis? In: International Finance.
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article16
2012Oil price density forecasts: exploring the linkages with stock markets In: Working Paper.
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paper10
2012Oil price density forecasts: Exploring the linkages with stock markets.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 10
paper
2007Indirect estimation of elliptical stable distributions In: LIDAM Discussion Papers CORE.
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paper18
2009Indirect estimation of elliptical stable distributions.(2009) In: Computational Statistics & Data Analysis.
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This paper has another version. Agregated cites: 18
article
2007(Un)naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate In: DNB Working Papers.
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paper7
2007(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate.(2007) In: Working Paper Series.
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paper
2010Energy markets and the euro area macroeconomy In: Occasional Paper Series.
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paper1
2009External shocks and international inflation linkages: a global VAR analysis In: Working Paper Series.
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paper51
2009The role of financial variables in predicting economic activity In: Working Paper Series.
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paper43
2012The Role of Financial Variables in predicting economic activity.(2012) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 43
article
2010Global commodity cycles and linkages a FAVAR approach In: Working Paper Series.
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paper76
2012Global commodity cycles and linkages: a FAVAR approach.(2012) In: Empirical Economics.
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article
2011Bayesian prior elicitation in DSGE models: macro- vs micro-priors In: Working Paper Series.
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paper9
2012Bayesian prior elicitation in DSGE models: Macro- vs micropriors.(2012) In: Journal of Economic Dynamics and Control.
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article
2011Do financial investors destabilize the oil price? In: Working Paper Series.
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paper98
2011Do Financial Investors Destabilize the Oil Price?.(2011) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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This paper has another version. Agregated cites: 98
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2011Forecasting economic growth in the euro area during the Great Moderation and the Great Recession In: Working Paper Series.
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paper15
2008Indirect Estimation of α-Stable Distributions and Processes In: Econometrics Journal.
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article14
2004Indirect estimation of alpha-stable distributions and processes..(2004) In: Econometrics Working Papers Archive.
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2007Bayesian inference for [alpha]-stable distributions: A random walk MCMC approach In: Computational Statistics & Data Analysis.
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article6
2004Bayesian inference for alpha-stable distributions: a random walk MCMC approach..(2004) In: Econometrics Working Papers Archive.
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This paper has another version. Agregated cites: 6
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2009Indirect estimation of [alpha]-stable stochastic volatility models In: Computational Statistics & Data Analysis.
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article12
2006Indirect estimation of alpha-stable stochastic volatility models.(2006) In: Econometrics Working Papers Archive.
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This paper has another version. Agregated cites: 12
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2019The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs In: Journal of International Money and Finance.
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article8
2010The Emergence and Survival of Inflation Expectations In: EcoMod2010.
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paper0
2002Analytic Hessian Matrices and the Computation of FIGARCH Estimates In: Econometrics Working Papers Archive.
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paper6
2002Analytic Hessian matrices and the computation of FIGARCH estimates.(2002) In: Statistical Methods & Applications.
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This paper has another version. Agregated cites: 6
article
2002GARCH-based Volatility Forecasts for Market Volatility Indices In: Econometrics Working Papers Archive.
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paper3
2004On-line Bayesian estimation of AR signals in symmetric alpha-stable noise. In: Econometrics Working Papers Archive.
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paper2
2005The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes In: Econometrics Working Papers Archive.
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paper6
2008The effect of seasonal adjustment on the properties of business cycle regimes.(2008) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 6
article
2020Monetary Policy, Commodity Prices, and Misdiagnosis Risk In: International Journal of Central Banking.
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article1
2009The Role of Financial Variables in Predicting Economic Activity in the Euro Area In: IMF Working Papers.
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paper5
2009Key elements of global inflation In: Discussion Papers.
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paper10
2010Key Elements of Global Inflation.(2010) In: RBA Annual Conference Volume (Discontinued).
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chapter
2010Catching the Flu from the United States In: Palgrave Macmillan Books.
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book1
2010Introduction In: Palgrave Macmillan Books.
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chapter1
2010Business Cycle Synchronisation: Disentangling Global Trade and Financial Linkages In: Palgrave Macmillan Books.
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chapter0
2010Business Cycle Synchronisation: The United States and the Euro Area In: Palgrave Macmillan Books.
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chapter0
2010The United States and the Euro Area: What Do Structural Models Say About the Linkages? In: Palgrave Macmillan Books.
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chapter0
2010The United States and the Euro Area: The Role of Financial Variables In: Palgrave Macmillan Books.
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chapter0
2010Economic Interactions US-Euro Area Over the 2007–9 Financial Crisis: What Did We Learn? In: Palgrave Macmillan Books.
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chapter0
2010The US-Euro Area Relationship in a Context of Possible Systemic Changes In: Palgrave Macmillan Books.
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chapter0
2010Conclusion In: Palgrave Macmillan Books.
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chapter0
2006(Un)naturally low? In: Computing in Economics and Finance 2006.
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paper1
2015The use of payment systems data as early indicators of economic activity In: Applied Economics Letters.
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article0
2009Indirect inference of elliptical fat tailed distributions In: ULB Institutional Repository.
[Citation analysis]
paper2
2012Monetary policy and the oil futures market In: Discussion Papers.
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paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team