Marco Jacopo Lombardi : Citation Profile


Are you Marco Jacopo Lombardi?

Bank for International Settlements (BIS)

17

H index

27

i10 index

1201

Citations

RESEARCH PRODUCTION:

26

Articles

51

Papers

1

Books

10

Chapters

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 60
   Journals where Marco Jacopo Lombardi has often published
   Relations with other researchers
   Recent citing documents: 180.    Total self citations: 30 (2.44 %)

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   Permalink: http://citec.repec.org/plo54
   Updated: 2022-11-19    RAS profile: 2022-11-07    
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Relations with other researchers


Works with:

Filardo, Andrew (4)

Shin, Hyun Song (3)

Mihaljek, Dubravko (3)

Ferrari Minesso, Massimo (3)

Viviano, Eliana (2)

Kohlscheen, Emanuel (2)

Gondo Mori, Rocio (2)

Mizen, Paul (2)

Riggi, Marianna (2)

Zakrajšek, Egon (2)

Raczko, Marek (2)

Alberola, Enrique (2)

Hofmann, Boris (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)

Krippner, Leo (15)

Calzolari, Giorgio (15)

Halbleib, Roxana (14)

Eickmeier, Sandra (13)

Kočenda, Evžen (12)

Feldkircher, Martin (12)

GUPTA, RANGAN (12)

BORIO, Claudio (9)

Nakajima, Jouchi (9)

Cites to:

Kilian, Lutz (41)

Giannone, Domenico (40)

Pesaran, M (38)

Reichlin, Lucrezia (32)

BORIO, Claudio (29)

Peersman, Gert (16)

Marcellino, Massimiliano (14)

Pagano, Patrizio (13)

Engle, Robert (13)

Granger, Clive (13)

Dees, Stephane (13)

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
Empirical Economics3

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 (2022 and 2021)


YearTitle of citing document
2022The Augmented Bank Balance-Sheet Channel of Monetary Policy. (2022). Soares, Carla ; Schepens, Glenn ; Bonfim, Diana ; Saidi, Farzad ; Heider, Florian ; Bittner, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:149.

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2022Tracing Banks Credit Allocation to their Funding Costs. (2022). Saidi, Farzad ; Matray, Adrien ; Duquerroy, Anne. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:150.

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2021.

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2021.

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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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2022Commodity markets: shocks and spillovers. (2022). Huang, Wenqian ; Avalos, Fernando. In: BIS Quarterly Review. RePEc:bis:bisqtr:2209b.

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2022Debt sustainability and monetary policy: the case of ECB asset purchases. (2022). Cheng, Gong ; Zenios, Stavros A ; Consiglio, Andrea ; Alberola-Ila, Enrique. In: BIS Working Papers. RePEc:bis:biswps:1034.

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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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2021Losing traction? The real effects of monetary policy when interest rates are low. (2021). Hofmann, Boris ; BORIO, Claudio ; Disyatat, Piti ; Ahmed, Rashad. In: BIS Working Papers. RePEc:bis:biswps:983.

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2021Exploring the conjunction between the structures of deposit and credit markets in the digital economy under information asymmetry. (2021). Ponomarenko, Alexey ; Sinyakov, Andrey ; Deryugina, Elena. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps78.

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2022Crisis and the Chinese miracle: A network—GVAR model. (2022). Prelorentzos, Arseniosgeorgios N ; Chatzieleftheriou, Livia ; Michaelides, Panayotis G ; Konstantakis, Konstantinos N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:900-921.

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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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2021FINANCIALIZATION OF COMMODITIES BEFORE AND AFTER THE GREAT FINANCIAL CRISIS. (2021). Natoli, Filippo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:488-511.

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2022Hero or villain? The financial system in the 21st century. (2022). Libich, Jan ; Lenten, Liam. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:3-40.

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2022Household debt and macroeconomic stability: An empirical stock?flow consistent model for the Danish economy. (2022). Raza, Hamid ; Byrialsen, Mikael Randrup. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:1:p:144-197.

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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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2022The effect of climate change and energy shocks on food security in Irans provinces. (2022). Tarazkar, Mohammad Hassan ; Zibaei, Mansour ; Dehbidi, Navid Kargar. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:14:y:2022:i:2:p:417-437.

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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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2021Fast & furious: Do psychological and legal factors affect commodity price volatility?. (2021). Algieri, Bernardina. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:4:p:980-1017.

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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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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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2022Shadow Rates as a Measure of the Monetary Policy Stance: Some International Evidence. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9839.

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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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2021Nowcasting Chilean household consumption with electronic payment data. (2021). , Marcus. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:931.

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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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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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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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2021Employment and the conduct of monetary policy in the euro area. (2021). Vanhala, Juuso ; Ristiniemi, Annukka ; Pidkuyko, Myroslav ; Mongelli, Francesco ; Mazelis, Falk ; Lozej, Matija ; Hertweck, Matthias ; Dossche, Maarten ; Coenen, Günter ; BOBEICA, Elena ; Angino, Siria ; Nakov, Anton ; Justo, Ana Seco ; Botelho, Vasco ; Sokol, Andrej ; Hammermann, Felix ; Goy, Gavin ; Warne, Anders ; Kanutin, Andrew ; Polemidiotis, Marios ; Ajevskis, Viktors ; Motto, Roberto ; le Roux, Julien ; Saint-Guilhem, Arthur ; Bodnar, Katalin ; Slacalek, Jirka ; Lydon, Reamonn ; Salvador, Ramon Gomez ; da Silva, Antonio Dias ; Jacquinot, Pascal ; Ploj, Gasper ; Sondermann, David ; Montero, Jose ; Lhuissier, Stephane ; Rodrigues, Manuel Bernado ; Piton, Celine ; Obstbaum, Meri ; Gomes, Sandra ; de Philippis, Marta ; Thaler, Do
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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2022Central Bank communication with the general public: promise or false hope?. (2022). Jansen, David-Jan ; Ehrmann, Michael ; Blinder, Alan ; de Haan, Jakob. In: Working Paper Series. RePEc:ecb:ecbwps:20222694.

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2022The augmented bank balance-sheet channel of monetary policy. (2022). Soares, Carla ; Schepens, Glenn ; Saidi, Farzad ; Heider, Florian ; Bonfim, Diana ; Bittner, Christian. In: Working Paper Series. RePEc:ecb:ecbwps:20222745.

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2021Analysis of Household Debt in South Africa Pre- and Post-Low-Quality Asset Financial Crisis. (2021). Mpundu, Mubanga ; Kereeditse, Michelle Koketso. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-05-13.

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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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2022Uncertainty shocks and business cycles in the US: New insights from the last three decades. (2022). Houari, Oussama. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000086.

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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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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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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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2021Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter?. (2021). Chevallier, Julien ; Lin, Renda ; Liu, Jiahao ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321002942.

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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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2022Hedging and investment trade-offs in the U.S. oil industry. (2022). Veronese, Giovanni ; Ferriani, Fabrizio. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321005843.

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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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2022Nexus of energy and food nutrition prices in oil importing and exporting countries: A panel VAR model. (2022). Shokoohi, Zeinab ; Saghaian, Sayed. In: Energy. RePEc:eee:energy:v:255:y:2022:i:c:s0360544222013196.

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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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2022Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility. Novel evidence for the US economy. (2022). Alexiou, Constantinos ; Yao, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000072.

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2022Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors. (2022). Downing, Gareth ; Semeyutin, Artur. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000503.

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2021The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets. (2021). Mefteh-Wali, Salma ; Gharib, Cheima ; ben Jabeur, Sami. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320308497.

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2022The impact of interest rate policy on credit union lending during a crisis period. (2022). Luu, Hiep Ngoc ; Mai, Lan Thi ; Phuong, Thao Thi. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002471.

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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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2022The positive side of bank wealth management products: Evidence from bank lending rate. (2022). Li, Lingxiang ; Zhao, Hong ; Wang, Zhanhao. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921001091.

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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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2022Bearish Vs Bullish risk network: A Eurozone financial system analysis. (2022). Angelini, Eliana ; Wang, Gang-Jin ; Addi, Abdelhamid ; Foglia, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000142.

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2022On the heterogeneous link between public debt and economic growth. (2022). Martínez-Zarzoso, Inmaculada ; Martinez-Zarzoso, Inmaculada ; Sosvilla-Rivero, Simon ; Gomez-Puig, Marta. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000208.

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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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2021Are global spillovers complementary or competitive? Need for international policy coordination. (2021). Mallick, Sushanta ; Bhattarai, Keshab ; Yang, BO. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302473.

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2021Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2021). Baumeister, Christiane ; Hamilton, James D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000541.

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2021Capital flow waves—or ripples? Extreme capital flow movements since the crisis. (2021). Forbes, Kristin ; Warnock, Francis E. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:116:y:2021:i:c:s0261560621000437.

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2021Shock-dependent exchange rate pass-through: Evidence based on a narrative sign approach for Japan. (2021). Wynne, Mark ; Zhang, Ren. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:118:y:2021:i:c:s0261560621001133.

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2022EME financial conditions: Which global shocks matter?. (2022). Manu, Ana-Simona ; Lodge, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001303.

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2022The north-south divide, the euro and the world. (2022). Panagiotidis, Theodore ; Mouratidis, Kostas ; Chisiridis, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:121:y:2022:i:c:s0261560621001674.

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2022What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254.

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2022Monetary policy, economic uncertainty and bank risk: Cross-country evidence. (2022). Jeon, Bang ; Chen, Minghua ; Yan, Yuanyun ; Wu, JI. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s026156062100231x.

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2022Oil prices, exchange rates and interest rates. (2022). Kilian, Lutz ; Zhou, Xiaoqing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000821.

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2022Prime money market funds regulation, global liquidity, and the crude oil market. (2022). Kellard, Neil ; Banti, Chiara ; Ivan, Miruna-Daniela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000742.

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2021The link between the federal funds rate and banking system distress: An empirical investigation. (2021). Elyasiani, Elyas ; Akcay, Mustafa. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420301890.

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2022Safe-haven properties of soft commodities during times of Covid-19. (2022). Samitas, Aristeidis ; Syriopoulos, Konstantinos ; Khalid, Ali Awais ; Rubbaniy, Ghulame. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000568.

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2021Economic uncertainty shocks and Chinas commodity futures returns: A time-varying perspective. (2021). Yang, MO ; Hu, Yingyi ; Yi, Heling ; Lyu, Yongjian. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720310072.

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2021Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Shafiullah, Muhammad ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000192.

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2021Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions. (2021). Chen, Jinyu ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002543.

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2021Information transmission and entropy-based network between Chinese stock market and commodity futures market. (2021). Hu, Ziang ; Niu, Hongli. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003044.

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2021Detecting speculative bubbles in metal prices: Evidence from GSADF test and machine learning approaches. (2021). yilanci, Veli ; Ozbugday, Fatih Cemil ; Özgür, Önder ; Ozgur, Onder. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003160.

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2021Common factors and the dynamics of industrial metal prices. A forecasting perspective. (2021). Rubaszek, Michał ; Paccagnini, Alessia ; Kwas, Marek. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003299.

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2021Volatility linkages between stock and commodity markets revisited: Industry perspective and portfolio implications. (2021). Wang, Yudong ; Wen, Danyan. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003834.

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2022Asymmetric interest rate transmission in an inflation-targeting framework: The case of Colombia. (2022). Steiner, Roberto ; Galindo, Arturo J. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:3:s2666143822000230.

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2021Tail dependence risk and spillovers between oil and food prices. (2021). Yoon, Seong-Min ; Hussain, Syed Jawad ; Hernandez, Jose Areola ; Hanif, Waqas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:195-209.

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2021Heterogeneous effects of foreign exchange appreciation on industrial output: Evidence from disaggregated manufacturing data. (2021). Colombo, Jéfferson ; Bampi, Rodrigo E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:431-451.

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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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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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2012Short-Term Forecasting of the Japanese Economy Using Factor Models In: Staff Working Papers.
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2012Short-term forecasting of the Japanese economy using factor models.(2012) In: Working Paper Series.
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2020Bargaining power and the Phillips curve: a micro-macro analysis In: Temi di discussione (Economic working papers).
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2020Bargaining power and the Phillips curve: a micro-macro analysis.(2020) In: BIS Working Papers.
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2012The impact of monetary policy shocks on commodity prices In: Temi di discussione (Economic working papers).
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2010The impact of monetary policy shocks on commodity prices.(2010) In: Working Paper Series.
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2013The Impact of Monetary Policy Shocks on Commodity Prices.(2013) In: International Journal of Central Banking.
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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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2014Has Asian emerging market monetary policy been too procyclical when responding to swings in commodity prices? In: BIS Papers chapters.
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chapter9
2013Interest rate pass-through since the financial crisis In: BIS Quarterly Review.
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2015Oil and debt In: BIS Quarterly Review.
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2015(Why) Is investment weak? In: BIS Quarterly Review.
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2019Financial conditions and purchasing managers indices: exploring the links In: BIS Quarterly Review.
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2013On the correlation between commodity and equity returns: implications for portfolio allocation In: BIS Working Papers.
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2016On the correlation between commodity and equity returns: Implications for portfolio allocation.(2016) In: Journal of Commodity Markets.
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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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2014Has the transmission of policy rates to lending rates been impaired by the Global Financial Crisis? In: BIS Working Papers.
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2015Why did bank lending rates diverge from policy rates after the financial crisis? In: BIS Working Papers.
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2015Why Did Bank Lending Rates Diverge from Policy Rates After the Financial Crisis?.(2015) In: Discussion Papers.
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2015The biofuel connection: impact of US regulation on oil and food prices In: BIS Working Papers.
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2016Fiscal sustainability and the financial cycle In: BIS Working Papers.
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2016Output gaps and policy stabilisation in Latin America: the effect of commodity and capital flow cycles In: BIS Working Papers.
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2017The real effects of household debt in the short and long run In: BIS Working Papers.
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2017Global impact of US and euro area unconventional monetary policies: a comparison In: BIS Working Papers.
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2018Monetary policy spillovers, global commodity prices and cooperation In: BIS Working Papers.
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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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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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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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2021Are households indifferent to monetary policy announcements? In: BIS Working Papers.
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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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2012Oil price density forecasts: exploring the linkages with stock markets In: Working Paper.
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2012Oil price density forecasts: Exploring the linkages with stock markets.(2012) In: Working Papers.
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2007Indirect estimation of elliptical stable distributions In: LIDAM Discussion Papers CORE.
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2009Indirect estimation of elliptical stable distributions.(2009) In: Computational Statistics & Data Analysis.
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2010Energy markets and the euro area macroeconomy In: Occasional Paper Series.
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2007(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate In: Working Paper Series.
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2009External shocks and international inflation linkages: a global VAR analysis In: Working Paper Series.
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2009The role of financial variables in predicting economic activity In: Working Paper Series.
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2012The Role of Financial Variables in predicting economic activity.(2012) In: Journal of Forecasting.
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2010Global commodity cycles and linkages a FAVAR approach In: Working Paper Series.
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2012Global commodity cycles and linkages: a FAVAR approach.(2012) In: Empirical Economics.
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2011Bayesian prior elicitation in DSGE models: macro- vs micro-priors In: Working Paper Series.
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2012Bayesian prior elicitation in DSGE models: Macro- vs micropriors.(2012) In: Journal of Economic Dynamics and Control.
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2011Do financial investors destabilize the oil price? In: Working Paper Series.
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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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2011Forecasting economic growth in the euro area during the Great Moderation and the Great Recession In: Working Paper Series.
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2008Indirect Estimation of α-Stable Distributions and Processes In: Econometrics Journal.
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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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2009Indirect estimation of [alpha]-stable stochastic volatility models In: Computational Statistics & Data Analysis.
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2006Indirect estimation of alpha-stable stochastic volatility models.(2006) In: Econometrics Working Papers Archive.
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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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2010The Emergence and Survival of Inflation Expectations In: EcoMod2010.
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2002Analytic Hessian Matrices and the Computation of FIGARCH Estimates In: Econometrics Working Papers Archive.
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2002Analytic Hessian matrices and the computation of FIGARCH estimates.(2002) In: Statistical Methods & Applications.
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2002GARCH-based Volatility Forecasts for Market Volatility Indices In: Econometrics Working Papers Archive.
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2004On-line Bayesian estimation of AR signals in symmetric alpha-stable noise. In: Econometrics Working Papers Archive.
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2005The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes In: Econometrics Working Papers Archive.
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2008The effect of seasonal adjustment on the properties of business cycle regimes.(2008) In: Journal of Applied Econometrics.
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2020Monetary Policy, Commodity Prices, and Misdiagnosis Risk In: International Journal of Central Banking.
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2009The Role of Financial Variables in Predicting Economic Activity in the Euro Area In: IMF Working Papers.
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2009Key elements of global inflation In: Discussion Papers.
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2010Key Elements of Global Inflation.(2010) In: RBA Annual Conference Volume (Discontinued).
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2010Catching the Flu from the United States In: Palgrave Macmillan Books.
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2010Introduction In: Palgrave Macmillan Books.
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2010Business Cycle Synchronisation: Disentangling Global Trade and Financial Linkages In: Palgrave Macmillan Books.
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2010Business Cycle Synchronisation: The United States and the Euro Area In: Palgrave Macmillan Books.
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2010The United States and the Euro Area: What Do Structural Models Say About the Linkages? In: Palgrave Macmillan Books.
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2010The United States and the Euro Area: The Role of Financial Variables In: Palgrave Macmillan Books.
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2010Economic Interactions US-Euro Area Over the 2007–9 Financial Crisis: What Did We Learn? In: Palgrave Macmillan Books.
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2010The US-Euro Area Relationship in a Context of Possible Systemic Changes In: Palgrave Macmillan Books.
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2010Conclusion In: Palgrave Macmillan Books.
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2006(Un)naturally low? In: Computing in Economics and Finance 2006.
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2022The relationship of household debt and growth in the short and long run In: Empirical Economics.
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2022Correction to: The relationship of household debt and growth in the short and long run In: Empirical Economics.
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2015The use of payment systems data as early indicators of economic activity In: Applied Economics Letters.
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2009Indirect inference of elliptical fat tailed distributions In: ULB Institutional Repository.
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2012Monetary policy and the oil futures market In: Discussion Papers.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 1st 2022. Contact: CitEc Team