Marco Jacopo Lombardi : Citation Profile


Are you Marco Jacopo Lombardi?

Bank for International Settlements (BIS)

13

H index

16

i10 index

658

Citations

RESEARCH PRODUCTION:

19

Articles

44

Papers

2

Chapters

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 41
   Journals where Marco Jacopo Lombardi has often published
   Relations with other researchers
   Recent citing documents: 179.    Total self citations: 26 (3.8 %)

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   Permalink: http://citec.repec.org/plo54
   Updated: 2019-01-20    RAS profile: 2019-01-04    
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Relations with other researchers


Works with:

Gondo Mori, Rocio (3)

Alberola, Enrique (3)

Gambacorta, Leonardo (3)

Filardo, Andrew (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:

Ratti, Ronald (22)

Vespignani, Joaquin (22)

Krippner, Leo (14)

Calzolari, Giorgio (13)

Halbleib, Roxana (13)

Horvath, Roman (9)

Kočenda, Evžen (8)

Baruník, Jozef (8)

GUPTA, RANGAN (7)

Filis, George (7)

Parrini, Alessandro (7)

Cites to:

Kilian, Lutz (38)

Giannone, Domenico (30)

Pesaran, M (25)

Reichlin, Lucrezia (24)

BORIO, Claudio (14)

Engle, Robert (12)

Pagano, Patrizio (12)

Anzuini, Alessio (11)

Banbura, Marta (11)

Baumeister, Christiane (11)

Gambacorta, Leonardo (10)

Main data


Where Marco Jacopo Lombardi has published?


Journals with more than one article published# docs
BIS Quarterly Review3
Computational Statistics & Data Analysis3
International Journal of Central Banking2

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements11
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
2018The Global Vector Error Correction Model application on the dynamics and drivers of the World Butter Export Prices: Evidence from the U.S., the EU, and New Zealand. (2018). Xue, Huidan ; Wang, Liming ; Li, Chenguang. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273971.

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2017Where are the economies of scale in Canadian banking?. (2017). McKeown, Robert . In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274706.

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2018Commodity Prices, Monetary Policy and the Taylor Rule. (2018). Hudson, Darren ; Lyford, Conrad ; Trindade, Alexandre A ; Siami-Namini, Sima. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266719.

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2018Commodity Prices, Monetary Policy and the Taylor Rule. (2018). Hudson, Darren ; Lyford, Conrad ; Trindade, Alexandre A ; Siami-Namini, Sima. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266722.

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2017An analysis of the interdependence between cash crop and staple food futures prices. (2017). Heckelei, Thomas ; Grosche, Stephanie-Carolin ; Mamoun, EL. In: Discussion Papers. RePEc:ags:ubfred:265665.

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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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2018Total, asymmetric and frequency connectedness between oil and forex markets. (2018). Kočenda, Evžen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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2018Does 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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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 ; Gambacorta, Leonardo ; Banerjee, Ryan. 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: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:71-85.

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2018Discussion of David Cook and Nikhil Patel’s paper. (2018). Wang, Jian. In: BIS Papers chapters. RePEc:bis:bisbpc:96-12.

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

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2017Is there a debt service channel of monetary transmission?. (2017). Peersman, Gert ; Hofmann, Boris. In: BIS Quarterly Review. RePEc:bis:bisqtr:1712e.

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2017Household debt: recent developments and challenges. (2017). Zabai, Anna . In: BIS Quarterly Review. RePEc:bis:bisqtr:1712f.

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2018Early warning indicators of banking crises: expanding the family. (2018). Drehmann, Mathias ; BORIO, Claudio ; Aldasoro, Iñaki. 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 Garralda, Jose Maria. In: BIS Working Papers. RePEc:bis:biswps:624.

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2017Is monetary policy less effective when interest rates are persistently low?. (2017). Hofmann, Boris ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:628.

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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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2017The real effects of relationship lending. (2017). Sette, Enrico ; Gambacorta, Leonardo ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:662.

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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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2018Deflation expectations. (2018). Mehrotra, Aaron ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:699.

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2018The cross-border credit channel and lending standards surveys. (2018). Siklos, Pierre ; Filardo, Andrew. In: BIS Working Papers. RePEc:bis:biswps:723.

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2018Identifying oil price shocks and their consequences: the role of expectations in the crude oil market. (2018). Fueki, Takuji ; Tamanyu, Yoichiro ; Ohyama, Shinsuke ; Nakajima, Jouchi ; Higashio, Naoto. In: BIS Working Papers. RePEc:bis:biswps:725.

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2018Has inflation targeting become less credible?. (2018). Sussman, Nathan ; Zohar, Osnat . In: BIS Working Papers. RePEc:bis:biswps:729.

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2018The role of household debt heterogeneity on consumption: Evidence from Japanese household data. (2018). Nakajima, Jouchi. In: BIS Working Papers. RePEc:bis:biswps:736.

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2018The Folk Theorem of Decreasing Effectiveness of Monetary Policy: What Do the Data Say?. (2018). Wyplosz, Charles ; Panizza, Ugo. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:1:p:71-107.

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2017Monetary policy shocks and the dynamics of agricultural commodity prices: evidence from structural and factor†augmented VAR analyses. (2017). Rafayet, MD ; Gilbert, Scott. In: Agricultural Economics. RePEc:bla:agecon:v:48:y:2017:i:1:p:15-27.

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2018Nontraded food commodity spatial price transmission: evidence from the Niger millet market. (2018). TANKARI, Mahamadou ; Goundan, Anatole. In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:2:p:147-156.

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2017Impact of Monetary Supply on Chinese Nonferrous Metal Price Movement-super-. (2017). Sun, Zesheng. In: Asian Economic Journal. RePEc:bla:asiaec:v:31:y:2017:i:1:p:17-37.

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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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2017Measuring Economic Uncertainty and Its Effects. (2017). Moore, Angus. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:303:p:550-575.

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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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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2018The sparse method of simulated quantiles: An application to portfolio optimization. (2018). Stolfi, Paola ; Petrella, Lea ; Bernardi, Mauro. In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:3:p:375-398.

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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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2018The transmission of international shocks to CIS economies : A Global VAR approach. (2018). Faryna, Oleksandr ; Simola, Heli. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_017.

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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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2018Going with the flows : New borrowing, debt service and the transmission of credit booms. (2018). Korinek, Anton ; Juselius, John ; Drehmann, Mathias. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_010.

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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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2018The Effect of ECB Policy Announcements on Sovereign Yields: A Return to Normal Transmission?. (2018). Goodhead, Robert. In: Economic Letters. RePEc:cbi:ecolet:4/el/18.

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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). Mizen, Paul ; Bystrov, Victor ; Banerjee, Anindya. 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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2018Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe. (2018). Feldkircher, Martin ; Fadejeva, Ludmila ; Benecka, Sona. In: Working Papers. RePEc:cnb:wpaper:2018/2.

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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 real effects of relationship lending. (2017). Sette, Enrico ; Gambacorta, Leonardo ; Banerjee, Ryan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12340.

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2018Financial spillovers of international monetary policy: Six hypotheses on the Latin American case, 2010-2016. (2018). Malagón, Jonathan ; Eijffinger, Sylvester ; Malagon, Jonathan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12678.

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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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2018Nonlinear Intermediary Pricing in the Oil Futures Market. (2018). Bierbaumer, Daniel ; Velinov, Anton ; Rieth, Malte. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1722.

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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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2018The natural rate of interest and the financial cycle. (2018). Krustev, Georgi. In: Working Paper Series. RePEc:ecb:ecbwps:20182168.

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2018Monetary policy transmission in systemically important economies and China’s impact. (2018). Lombardi, Domenico ; Xie, Xiangyou ; Siklos, Pierre L. In: Journal of Asian Economics. RePEc:eee:asieco:v:59:y:2018:i:c:p:61-79.

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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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2018Measuring bank funding costs in the analysis of interest rate pass-through: Evidence from Poland. (2018). Stanisławska, Ewa ; Kapuściński, Mariusz ; Stanisawska, Ewa ; Kapuciski, Mariusz. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:288-300.

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2018Evaluating monetary policy rules under fundamental uncertainty: An info-gap approach. (2018). End, Jan Willem ; van den End, Jan Willem ; Demertzis, Maria ; Ben-Haim, Yakov. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:55-70.

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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: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:71-88.

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2018Is the credit channel alive? Firm-level evidence on the sensitivity of borrowing spreads to monetary policy. (2018). Aysun, Uluc ; Kabukcuoglu, Zeynep ; Jeon, Kiyoung. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:305-319.

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2017Unconventional monetary policy and the stock market’s reaction to Federal Reserve policy actions. (2017). Tas, Bedri ; 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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2019Did financial factors matter during the Great Recession?. (2019). Paccagnini, Alessia. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:26-30.

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2018Estimating stable latent factor models by indirect inference. (2018). Halbleib, Roxana ; Calzolari, Giorgio. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:280-301.

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2018International spillovers of (un)conventional monetary policy: The effect of the ECB and the US Fed on non-euro EU countries. (2018). Horvath, Roman ; Hajek, Jan. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:91-105.

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2018Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing. (2018). Guidolin, Massimo ; Pedio, Manuela ; Giampietro, Marta. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:685-702.

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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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2018Date stamping historical periods of oil price explosivity: 1876–2014. (2018). GUPTA, RANGAN ; Caspi, Itamar ; Katzke, Nico . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:582-587.

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2018Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices. (2018). Yan, Lei ; Sanders, Dwight R ; Irwin, Scott H. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:486-504.

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2018Predictability of crude oil prices: An investor perspective. (2018). Liu, LI ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:193-205.

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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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2018Is trouble brewing for emerging market economies? An empirical analysis of emerging market economies’ bond flows. (2018). Garcia-Verdu, Santiago ; Ramos-Francia, Manuel ; Ramos -Francia, Manuel . In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:172-191.

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2018Interest rate pass-through in the euro area: Financial fragmentation, balance sheet policies and negative rates. (2018). Širaňová, Mária ; Horvath, Roman ; Siranova, Maria ; Kotlebova, Jana. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:12-21.

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2018Sharing a ride on the commodities roller coaster: Common factors in business cycles of emerging economies. (2018). Rodriguez, Diego ; Gonzalez, Andres ; Fernandez, Andres. In: Journal of International Economics. RePEc:eee:inecon:v:111:y:2018:i:c:p:99-121.

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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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2018Nonfinancial debt and economic growth in euro-area countries. (2018). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:17-37.

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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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2019Predictive regressions under asymmetric loss: Factor augmentation and model selection. (2019). Hacioglu Hoke, Sinem ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:80-99.

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2018Is food financialized? Yes, but only when liquidity is abundant. (2018). Ordu, Beyza Mina ; Soytas, Ugur ; Oran, Adil. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:82-96.

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2018Interest rate pass-through since the euro area crisis. (2018). Holton, Sarah ; Dacri, Costanza Rodriguez. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:277-291.

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2018Asset market responses to conventional and unconventional monetary policy shocks in the United States. (2018). Krippner, Leo ; Claus, Edda. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:270-282.

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

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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paper7
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: 7
paper
2012The impact of monetary policy shocks on commodity prices In: Temi di discussione (Economic working papers).
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paper80
2010The impact of monetary policy shocks on commodity prices.(2010) In: Working Paper Series.
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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: 80
article
2017Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles In: Revista ESPE - 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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chapter6
2013Interest rate pass-through since the financial crisis In: BIS Quarterly Review.
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article43
2015Oil and debt In: BIS Quarterly Review.
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article5
2015(Why) Is investment weak? In: BIS Quarterly Review.
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article18
2013On the correlation between commodity and equity returns: implications for portfolio allocation In: BIS Working Papers.
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paper19
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: 19
article
2014A shadow policy rate to calibrate US monetary policy at the zero lower bound In: BIS Working Papers.
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paper76
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: 76
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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paper10
2015Why did bank lending rates diverge from policy rates after the financial crisis? In: BIS Working Papers.
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paper47
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: 47
paper
2015The biofuel connection: impact of US regulation on oil and food prices In: BIS Working Papers.
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paper0
2016Fiscal sustainability and the financial cycle In: BIS Working Papers.
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paper7
2016Output gaps and policy stabilisation in Latin America: the effect of commodity and capital flow cycles In: BIS Working Papers.
[Full Text][Citation analysis]
paper3
2017The real effects of household debt in the short and long run In: BIS Working Papers.
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paper13
2017Global impact of US and euro area unconventional monetary policies: a comparison In: BIS Working Papers.
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paper9
2018Monetary policy spillovers, global commodity prices and cooperation In: BIS Working Papers.
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paper3
2018Monetary policy spillovers, global commodity prices and cooperation.(2018) In: Working Papers.
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paper
2018Measuring financial cycle time In: BIS Working Papers.
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paper0
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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article7
2012Oil price density forecasts: exploring the linkages with stock markets In: Working Paper.
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paper9
2012Oil price density forecasts: Exploring the linkages with stock markets.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2007Indirect estimation of elliptical stable distributions In: CORE Discussion Papers.
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paper17
2009Indirect estimation of elliptical stable distributions.(2009) In: Computational Statistics & Data Analysis.
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This paper has another version. Agregated cites: 17
article
2007(Un)naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate In: DNB Working Papers.
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paper6
2007(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate.(2007) In: Working Paper Series.
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This paper has another version. Agregated cites: 6
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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paper29
2009The role of financial variables in predicting economic activity In: Working Paper Series.
[Full Text][Citation analysis]
paper32
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: 32
article
2010Global commodity cycles and linkages a FAVAR approach In: Working Paper Series.
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paper53
2012Global commodity cycles and linkages: a FAVAR approach.(2012) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53
article
2011Bayesian prior elicitation in DSGE models: macro- vs micro-priors In: Working Paper Series.
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paper6
2012Bayesian prior elicitation in DSGE models: Macro- vs micropriors.(2012) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2011Do financial investors destabilize the oil price? In: Working Paper Series.
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paper82
2011Do Financial Investors Destabilize the Oil Price?.(2011) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 82
paper
2011Forecasting economic growth in the euro area during the Great Moderation and the Great Recession In: Working Paper Series.
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paper11
2008Indirect Estimation of α-Stable Distributions and Processes In: Econometrics Journal.
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article13
2004Indirect estimation of alpha-stable distributions and processes..(2004) In: Econometrics Working Papers Archive.
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This paper has another version. Agregated cites: 13
paper
2007Bayesian inference for [alpha]-stable distributions: A random walk MCMC approach In: Computational Statistics & Data Analysis.
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article5
2004Bayesian inference for alpha-stable distributions: a random walk MCMC approach..(2004) In: Econometrics Working Papers Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2009Indirect estimation of [alpha]-stable stochastic volatility models In: Computational Statistics & Data Analysis.
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article11
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: 11
paper
2002The 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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paper3
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: 3
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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paper5
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: 5
article
2009The Role of Financial Variables in Predicting Economic Activity in the Euro Area In: IMF Working Papers.
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paper4
Key elements of global inflation In: Discussion Papers.
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paper7
2010Key Elements of Global Inflation.(2010) In: RBA Annual Conference Volume.
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This paper has another version. Agregated cites: 7
chapter
2006(Un)naturally low? In: Computing in Economics and Finance 2006.
[Citation analysis]
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 January, 3th 2019. Contact: CitEc Team