Marco Jacopo Lombardi : Citation Profile


Are you Marco Jacopo Lombardi?

Bank for International Settlements (BIS)

11

H index

13

i10 index

546

Citations

RESEARCH PRODUCTION:

18

Articles

42

Papers

2

Chapters

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 34
   Journals where Marco Jacopo Lombardi has often published
   Relations with other researchers
   Recent citing documents: 89.    Total self citations: 26 (4.55 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plo54
   Updated: 2018-04-21    RAS profile: 2018-04-04    
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Relations with other researchers


Works with:

Alberola, Enrique (3)

Gondo Mori, Rocio (3)

Gambacorta, Leonardo (3)

Mizen, Paul (2)

Kearns, Jonathan (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 (22)

Ratti, Ronald (22)

Krippner, Leo (13)

Halbleib, Roxana (10)

Calzolari, Giorgio (10)

Parrini, Alessandro (7)

Filis, George (7)

Huber, Florian (7)

Van Robays, Ine (7)

GUPTA, RANGAN (6)

Balcilar, Mehmet (6)

Cites to:

Kilian, Lutz (38)

Giannone, Domenico (29)

Pesaran, M (25)

Reichlin, Lucrezia (24)

Engle, Robert (12)

Pagano, Patrizio (12)

BORIO, Claudio (11)

Banbura, Marta (11)

Anzuini, Alessio (11)

D'Agostino, Antonello (10)

Baumeister, Christiane (10)

Main data


Where Marco Jacopo Lombardi has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis3
BIS Quarterly Review3

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements10
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

Recent works citing Marco Jacopo Lombardi (2018 and 2017)


YearTitle of citing document
2017Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods. (2017). Dahlin, Johan ; Schon, Thomas B. ; Villani, Mattias . In: Papers. RePEc:arx:papers:1506.06975.

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2017Bank loan components, uncertainty and monetary transmission mechanism. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1702.

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2017Terms-of-Trade and House Price Fluctuations: A Cross-Country Study. (2017). Corrigan, Paul . In: Staff Working Papers. RePEc:bca:bocawp:17-1.

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2017The real effects of relationship lending. (2017). Sette, Enrico ; Banerjee, Ryan ; Gambacorta, Leonardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1133_17.

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2017Are daily financial data useful for forecasting GDP? Evidence from Mexico. (2017). Ibarra, Raul ; Luis, Gomez-Zamudio. In: Working Papers. RePEc:bdm:wpaper:2017-17.

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2017Brechas de producto y políticas de estabilización en América Latina. El efecto de las materias primas y los flujos de capital. (2017). Alberola, Enrique ; Lombardi, Marco ; Urbina, Diego . In: Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:71-85.

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2017Consumption-led expansions. (2017). Kohlscheen, Emanuel ; Kharroubi, Enisse . In: BIS Quarterly Review. RePEc:bis:bisqtr:1703e.

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2018Early warning indicators of banking crises: expanding the family. (2018). Aldasoro, Iñaki ; Drehmann, Mathias ; Borio, Claudio. In: BIS Quarterly Review. RePEc:bis:bisqtr:1803e.

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2017Oil, equities, and the zero lower bound. (2017). Vigfusson, Robert ; Kwon, Hannah ; Johannsen, Benjamin K ; Datta, Deepa . In: BIS Working Papers. RePEc:bis:biswps:617.

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2017Does exchange rate depreciation have contractionary effects on firm-level investment?. (2017). Sousa, Ricardo ; Serena, Jose Maria. In: BIS Working Papers. RePEc:bis:biswps:624.

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2017Assessing fiscal policy through the lens of the financial and the commodity price cycles. (2017). Sousa, Ricardo ; Alberola, Enrique ; Alberola-Ila, Enrique . In: BIS Working Papers. RePEc:bis:biswps:638.

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2017Accounting for debt service: the painful legacy of credit booms. (2017). Korinek, Anton ; Juselius, John ; Drehmann, Mathias. In: BIS Working Papers. RePEc:bis:biswps:645.

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2018Effectiveness of unconventional monetary policies in a low interest rate environment. (2018). Filardo, Andrew ; Nakajima, Jouchi. In: BIS Working Papers. RePEc:bis:biswps:691.

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2017Chinas Interest Rate Pass-through to Commercial Banks Before and After Interest Rate Liberalisation. (2017). Liu, Kerry . In: Economic Affairs. RePEc:bla:ecaffa:v:37:y:2017:i:2:p:279-287.

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2017Monetary policy and inequality: Financial channels. (2017). O'Farrell, Rory ; Rawdanowicz, Lukasz . In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:2:p:174-188.

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2017Effects of monetary and macro-prudential policies – evidence from inflation targeting economies in the Asia-Pacific region and potential implications for China. (2017). Mehrotra, Aaron ; Kim, Soyoung. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_004.

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2017Accounting for debt service : The painful legacy of credit booms. (2017). Korinek, Anton ; Juselius, John ; Drehmann, Mathias. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_012.

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2017The risk-taking channel of monetary policy in the US : Evidence from corporate loan data. (2017). Mylonidis, Nikolaos ; HASAN, IFTEKHAR ; Delis, Manthos. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_018.

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2017Behavioral Biases in Firms Growth Expectations. (2017). Koga, Maiko ; Kato, Haruko . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e09.

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2017Global and Domestic Modeling of Macroeconomic Shocks: A GVAR Analysis of Ireland. (2017). Rice, Jonathan ; Walsh, Graeme ; O'Grady, Michael. In: Research Technical Papers. RePEc:cbi:wpaper:09/rt/17.

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2017Bank Asset Quality & Monetary Policy Pass-Through. (2017). Kelly, Robert ; Byrne, David. In: Research Technical Papers. RePEc:cbi:wpaper:11/rt/17.

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2017News, Noise and Oil Price Swings. (2017). Gambetti, Luca ; Moretti, Laura . In: Research Technical Papers. RePEc:cbi:wpaper:12/rt/17.

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2017Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies. (2017). Bystrov, Victor ; Banerjee, Anindya ; Mizen, Paul. In: Working Papers in Economics. RePEc:cbt:econwp:17/07.

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2017Impact of International Monetary Policy in Uruguay: A favar Approach. (2017). Bucacos, Elizabeth . In: Investigación Conjunta-Joint Research. RePEc:cml:incocp:3-10.

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2017International Spillovers of Monetary Policy. (2017). Ortiz, Alberto ; estrada, Angel. In: Investigación Conjunta-Joint Research. RePEc:cml:incoes:3.

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2017Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2017. (2017). Komarek, Lubos ; Arnostova, Katerina ; Saxa, Branislav ; Hromadkova, Eva ; Ruzicka, Lubos ; Holub, Tomas ; Pfeifer, Lukas ; Hledik, Tibor ; Pasalicova, Renata ; Gurtler, Martin ; Vozar, Mario ; Matejkova, Lucie ; Bruha, Jan ; Vojta, Martin ; Mala, Barbora ; Benecka, Sona ; Vlcek, Jan ; Novotny, Filip ; Belling, Vojtech ; Solc, Jan ; Kubicova, Ivana ; Babecky, Jan ; Snobl, Radek ; Kral, Petr ; Kucharcukova, Oxana Babecka ; Soukup, Pavel ; Komarkova, Zlatuse ; Adam, Tomas ; Siuda, Vojtech. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:as17.

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International Spillovers of (Un)Conventional Monetary Policy: The Effect of the ECB and US Fed on Non-Euro EU Countries. (2017). Horvath, Roman ; Hajek, Jan. In: Working Papers. RePEc:cnb:wpaper:2017/05.

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2018Effects of Unconventional Monetary Policy on European Corporate Credit. (2018). van Dijk, Machiel ; Dubovik, Andrei . In: CPB Discussion Paper. RePEc:cpb:discus:372.

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2017Weakness in Investment Growth: Causes, Implications and Policy Responses. (2017). Ohnsorge, Franziska ; Kose, Ayhan ; Islamaj, Ergys ; Ye, Lei Sandy . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11886.

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2017The Use of Financial Market Variables in Forecasting. (2017). Gebauer, Stefan . In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:115en.

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2017Fundamental uncertainty and unconventional monetary policy: an info-gap approach. (2017). End, Jan Willem ; Demertzis, Maria ; Ben-Haim, Yakov ; van den End, Jan Willem. In: DNB Working Papers. RePEc:dnb:dnbwpp:544.

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2017The profitability of banks in a context of negative monetary policy rates: the cases of Sweden and Denmark. (2017). Madaschi, Christophe ; Nuevo, Irene Pablos . In: Occasional Paper Series. RePEc:ecb:ecbops:2017195.

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2017The implications of global and domestic credit cycles for emerging market economies: measures of finance-adjusted output gaps. (2017). Manu, Ana-Simona ; Lodge, David ; Grintzalis, Ioannis . In: Working Paper Series. RePEc:ecb:ecbwps:20172034.

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2017Spillovers from the ECBs non-standard monetary policy measures on south-eastern Europe. (2017). Moder, Isabella. In: Working Paper Series. RePEc:ecb:ecbwps:20172095.

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2017Measuring real business condition in China. (2017). Hueng, C. ; Liu, Ping. In: China Economic Review. RePEc:eee:chieco:v:46:y:2017:i:c:p:261-274.

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2017Unconventional monetary policy and the stock market’s reaction to Federal Reserve policy actions. (2017). Eksi, Ozan ; Onur, Bedri Kamil. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:136-147.

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2017Do precious metal prices help in forecasting South African inflation?. (2017). Katzke, Nico ; GUPTA, RANGAN ; Balcilar, Mehmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:63-72.

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2017Explaining the time-varying effects of oil market shocks on US stock returns. (2017). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia ; Guerin, Pierre . In: Economics Letters. RePEc:eee:ecolet:v:155:y:2017:i:c:p:84-88.

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2017Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals. (2017). Duangnate, Kannika ; Mjelde, James W. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:411-423.

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2017Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models. (2017). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:337-348.

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2017When Will Occur the Crude Oil Bubbles?. (2017). Su, Chi-Wei ; Lobon, Oana-Ramona ; Chang, Hsu-Ling ; Li, Zheng-Zheng . In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:1-6.

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2017Small streams, diverse sources: Who invests in renewable energy in Finland during the financial downturn?. (2017). Heiskanen, Eva ; Nissila, Heli ; Juntunen, Jouni K ; Jalas, Mikko . In: Energy Policy. RePEc:eee:enepol:v:106:y:2017:i:c:p:191-200.

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2017Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest. (2017). Tsouknidis, Dimitris ; Magkonis, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:104-118.

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2017The effect of quantitative easing on the variance and covariance of the UK and US equity markets. (2017). Steeley, James ; Shogbuyi, Abiodun . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:281-291.

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2017Monetary policy and macroprudential policy: Rivals or teammates?. (2017). Malovana, Simona ; Frait, Jan. In: Journal of Financial Stability. RePEc:eee:finsta:v:32:y:2017:i:c:p:1-16.

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2017On the drivers of inflation in Sub-Saharan Africa. (2017). Williams, Oral ; Nguyen, Anh ; Unsal, Filiz D ; Dridi, Jemma. In: International Economics. RePEc:eee:inteco:v:151:y:2017:i:c:p:71-84.

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2017The bank-lending channel and monetary policy during pre- and post-2007 crisis. (2017). laopodis, nikiforos ; Kouretas, Georgios ; Salachas, Evangelos N. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:176-187.

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

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2017International spillovers from Euro area and US credit and demand shocks: A focus on emerging Europe. (2017). Feldkircher, Martin ; Fadejeva, Ludmila ; Reininger, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:1-25.

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2017Cross-border spillover effects of unconventional monetary policies on Swiss asset prices. (2017). Bernhard, Severin ; Ebner, Till . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:109-127.

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2017Option-implied expectations in commodity markets and monetary policy. (2017). Triantafyllou, Athanasios ; Dotsis, George. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:1-17.

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2017Does foreign bank presence affect interest rate pass-through in emerging and developing economies?. (2017). Gopalan, Sasidaran ; Rajan, Ramkishen S. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pb:p:373-392.

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2017.

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2017Measuring the Effects of Commodity Price Shocks on Asian Economies. (2017). Tomoo, Inoue ; Tatsuyoshi, Okimoto . In: Discussion papers. RePEc:eti:dpaper:17009.

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2017Inferring the Shadow Rate from Real Activity. (2017). Skaperdas, Arsenios ; Garcia, Benjamin . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-106.

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2017The Transmission of Monetary Policy through Bank Lending : The Floating Rate Channel. (2017). Ozdagli, Ali ; Ippolito, Filippo ; Perez, Ander. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-26.

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2017Jumps in Commodity Markets. (2017). Benno, Duc Binh ; Prokopczuk, Marcel. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-615.

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2017Exchange Rate Pass-Through in the Euro Area. (2017). Comunale, Mariarosaria ; Kunovac, Davor . In: Working Papers. RePEc:hnb:wpaper:46.

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2017Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing. (2017). Guidolin, Massimo ; Pedio, Manuela ; Giampietro, Marta . In: Working Papers. RePEc:igi:igierp:614.

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2017Tipping the Scale? The Workings of Monetary Policy through Trade. (2017). Adler, Gustavo ; Buitron, Carolina Osorio . In: IMF Working Papers. RePEc:imf:imfwpa:17/142.

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2017Low Long-Term Interest Rates - An alternative View. (2017). Behrendt, Stefan. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2017-001.

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2018Retail Bank Interest Margins in Low Interest Rate Environments. (2018). Saaskilahti, Jaakko . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:53:y:2018:i:1:d:10.1007_s10693-016-0262-1.

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2017Can Firms Grow Without Credit? A Quantile Panel Analysis in the Euro Area. (2017). Louri, Helen ; Giotopoulos, Ioannis ; Dimelis, Sophia. In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:17:y:2017:i:2:d:10.1007_s10842-016-0216-1.

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2017Understanding Monetary Policy Stance. (2017). Stasiukynaite, Rasa . In: Bank of Lithuania Occasional Paper Series. RePEc:lie:opaper:14.

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2017Exchange Rate Pass-Through in the Euro Area. (2017). Comunale, Mariarosaria ; Kunovac, Davor . In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:38.

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2018The Effectiveness of the Fed?s Quantitative Easing Policy - A Survey of the Econometrics/La efectividad de expansión cuantitativa de la Fed. Una panorámica econométrica. (2018). Belke, Ansgar. In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:36_1_20.

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2018Funding cost pass-through to mortgage rates. (2018). Steenkamp, Daan ; Cook, Bevan . In: Reserve Bank of New Zealand Analytical Notes series. RePEc:nzb:nzbans:2018/02.

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2017Growth of Public Debt in Haryana – Dynamism or Misplaced Priorities. (2017). Narayan, Laxmi . In: MPRA Paper. RePEc:pra:mprapa:79431.

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2017Inflation Convergence In East African Countries. (2017). Nguyen, Anh ; Dridi, Jemma. In: MPRA Paper. RePEc:pra:mprapa:80393.

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2017The Rise of Dollar Credit in Emerging Market Economies and US Monetary Policy. (2017). Kishor, N ; Huang, Anni . In: MPRA Paper. RePEc:pra:mprapa:83474.

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2018The Pass-Through of Monetary Policy Rate to Lending Rates: The Role of Macro-financial Factors. (2018). Melecký, Martin ; Gregor, Jiří. In: MPRA Paper. RePEc:pra:mprapa:84048.

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2017Where are the economies of scale in Canadian banking?. (2017). McKeown, Robert . In: Working Papers. RePEc:qed:wpaper:1380.

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2017El efecto traspaso de la tasa de interés de política monetaria en Perú: evidencia reciente. (2017). Lahura, Erick. In: Revista Estudios Económicos. RePEc:rbp:esteco:ree-33-01.

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2017Intermediation Markups and Monetary Policy Passthrough. (2017). Schrimpf, Andreas ; Malamud, Semyon. In: 2017 Meeting Papers. RePEc:red:sed017:812.

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2017The broad credit and bank capital channels of monetary policy transmission in the core and peripheral Euro Area. (2017). Tica, Josip ; Dajcman, Silvo. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:35:y:2017:i:2:p:249-275.

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2017The Impact of Uncertainty Shocks on the Volatility of Commodity Prices. (2017). Bakas, Dimitrios ; Triantafyllou, Athanasios . In: Working Paper series. RePEc:rim:rimwps:17-31.

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2017Spillover Effects of Unconventional Monetary Policy in Asia and the Pacific. (2017). Punzi, Maria Teresa ; Chantapacdepong, Pornpinun. In: ADBI Working Papers. RePEc:ris:adbiwp:0630.

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2017A Nonlinear Analysis of Monetary Policy with Dominance Indices in Turkey: MS-VAR Approach. (2017). Ersn, Ozgur ; Bldrc, Melike. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:4:p:22-46.

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2018Asymmetric Interest Rate Pass-Through in Russia. (2018). Egorova, Aleksei V ; Borzykh, Olga A. In: Economic Policy. RePEc:rnp:ecopol:ep1804.

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2017ONE SIZE FITS ALL? MONETARY POLICY AND ASYMMETRIC HOUSEHOLD DEBT CYCLES IN US STATES. (2017). Albuquerque, Bruno. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:17/937.

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2017The importance of the financial system for the real economy. (2017). Ankargren, Sebastian ; Shahnazarian, Hovick ; Bjellerup, Mrten. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:4:d:10.1007_s00181-016-1175-4.

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2017Effectiveness of monetary policy: evidence from Turkey. (2017). Yücel, Mustafa ; Yucel, Eray ; Avci, Burcu S. In: Eurasian Economic Review. RePEc:spr:eurase:v:7:y:2017:i:2:d:10.1007_s40822-017-0068-y.

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2017International spillovers of ECB’s unconventional monetary policy: the effect on Central Europe. (2017). Horvath, Roman ; Voslarova, Klara. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:24:p:2352-2364.

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2017Les taux d’intérêt nominaux négatifs sont-ils efficaces pour relancer la croissance des crédits et de l’économie ?. (2017). Dai, Meixing ; Loux, Fanny. In: Bulletin de l'Observatoire des politiques économiques en Europe. RePEc:ulp:buopee:v:36:y:2017:m:06:i:3.

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2017Dynamical Interaction Between Financial and Business Cycles. (2017). Billio, Monica ; Petronevich, Anna . In: Working Papers. RePEc:ven:wpaper:2017:24.

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2017Weakness in investment growth : causes, implications and policy responses. (2017). Ohnsorge, Franziska ; Kose, Ayhan ; Islamaj, Ergys ; Ye, Lei Sandy . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7990.

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2018Boom-and-Bust Cycles in Emerging Markets: How Important is the Exchange Rate?. (2018). Siklos, Pierre. In: LCERPA Working Papers. RePEc:wlu:lcerpa:0108.

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2017Zinstransmission in der Niedrigzinsphase: Eine empirische Untersuchung des Zinskanals in Deutschland. (2017). Hennecke, Peter . In: Thuenen-Series of Applied Economic Theory. RePEc:zbw:roswps:150.

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2017The interest rate pass-through in the low interest rate environment: Evidence from Germany. (2017). Hennecke, Peter . In: Thuenen-Series of Applied Economic Theory. RePEc:zbw:roswps:151.

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Works by Marco Jacopo Lombardi:


YearTitleTypeCited
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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paper5
2012Short-term forecasting of the Japanese economy using factor models.(2012) In: Working Paper Series.
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This paper has another version. Agregated cites: 5
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2012The impact of monetary policy shocks on commodity prices In: Temi di discussione (Economic working papers).
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paper68
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: 68
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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: 68
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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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2017Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles.(2017) In: 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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chapter3
2013Interest rate pass-through since the financial crisis In: BIS Quarterly Review.
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article42
2015Oil and debt In: BIS Quarterly Review.
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article3
2015(Why) Is investment weak? In: BIS Quarterly Review.
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article14
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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2014A shadow policy rate to calibrate US monetary policy at the zero lower bound In: BIS Working Papers.
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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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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: CORE Discussion Papers.
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2009Indirect estimation of elliptical stable distributions.(2009) In: Computational Statistics & Data Analysis.
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2007(Un)naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate In: DNB Working Papers.
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2007(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate.(2007) In: Working Paper Series.
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2010Energy markets and the euro area macroeconomy In: Occasional 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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2007Bayesian inference for [alpha]-stable distributions: A random walk MCMC approach In: Computational Statistics & Data Analysis.
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2004Bayesian inference for alpha-stable distributions: a random walk MCMC approach..(2004) In: Econometrics Working Papers Archive.
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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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2002The 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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2004Indirect estimation of alpha-stable distributions and processes. 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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2009The Role of Financial Variables in Predicting Economic Activity in the Euro Area In: IMF Working Papers.
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2010Key Elements of Global Inflation.(2010) In: RBA Annual Conference Volume.
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2006(Un)naturally low? In: Computing in Economics and Finance 2006.
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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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