Marco Jacopo Lombardi : Citation Profile


Are you Marco Jacopo Lombardi?

Bank for International Settlements (BIS)

13

H index

18

i10 index

796

Citations

RESEARCH PRODUCTION:

23

Articles

47

Papers

2

Chapters

RESEARCH ACTIVITY:

   18 years (2002 - 2020). See details.
   Cites by year: 44
   Journals where Marco Jacopo Lombardi has often published
   Relations with other researchers
   Recent citing documents: 111.    Total self citations: 28 (3.4 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plo54
   Updated: 2020-09-14    RAS profile: 2020-09-07    
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Relations with other researchers


Works with:

Filardo, Andrew (4)

Shin, Hyun Song (4)

Mizen, Paul (3)

Alberola, Enrique (3)

Gondo Mori, Rocio (3)

Mihaljek, Dubravko (3)

Minesso Ferrari, Massimo (3)

Kearns, Jonathan (2)

Gambacorta, Leonardo (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 (26)

Ratti, Ronald (22)

Krippner, Leo (14)

Eickmeier, Sandra (13)

Halbleib, Roxana (13)

Calzolari, Giorgio (13)

Feldkircher, Martin (10)

Horvath, Roman (9)

Baruník, Jozef (8)

Kočenda, Evžen (8)

Filis, George (8)

Cites to:

Kilian, Lutz (38)

Pesaran, M (32)

Giannone, Domenico (30)

Reichlin, Lucrezia (24)

BORIO, Claudio (16)

Engle, Robert (13)

Pagano, Patrizio (12)

Granger, Clive (12)

Gambacorta, Leonardo (11)

Baumeister, Christiane (11)

Mojon, Benoit (11)

Main data


Where Marco Jacopo Lombardi has published?


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

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements13
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 (2020 and 2019)


YearTitle of citing document
2019Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies. (2019). Bystrov, Victor ; Banerjee, Anindya ; Mizen, Paul. In: Lodz Economics Working Papers. RePEc:ann:wpaper:1/2019.

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2019Total, asymmetric and frequency connectedness between oil and forex markets. (2019). Kocenda, Evzen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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

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

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2019The interplay between oil and food commodity prices: Has It changed over time?. (2019). Rüth, Sebastian ; Peersman, Gert ; van der Veken, Wouter ; Ruth, Sebastian K. In: Working Papers. RePEc:awi:wpaper:0665.

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

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2019Do the ECB’s monetary policies benefit emerging market economies? A GVAR analysis on the crisis and post-crisis period. (2019). Colabella, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1207_19.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081.

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

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

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2019Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach. (2019). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide. In: Working Papers. RePEc:bny:wpaper:0083.

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

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

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2019Predicting systemic financial crises with recurrent neural networks. (2019). Tolo, Eero. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_014.

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2019Financing economic growth in Greece: lessons from the crisis. (2019). Migiakis, Petros ; Louri, Helen. In: Working Papers. RePEc:bog:wpaper:262.

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2019Forecasting in the euro area: The role of the US long rate. (2019). Zakipour-Saber, Shayan. In: Economic Letters. RePEc:cbi:ecolet:5/el/19.

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2019Balanced-Budget Fiscal Stimuli of Investment and Welfare Value. (2019). Tamborini, Roberto ; moretto, michele ; Dosi, Cesare. In: EconPol Working Paper. RePEc:ces:econwp:_28.

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2019Monetary Policy and Shadow Banking: Trapped between a Rock and a Hard Place. (2019). Hodula, Martin. In: Working Papers. RePEc:cnb:wpaper:2019/5.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned?. (2019). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14064.

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2019Fundamental uncertainty about the natural rate of interest: Info-gap as guide for monetary policy. (2019). End, Jan Willem ; van den End, Jan Willem ; Ben-Haim, Yakov. In: DNB Working Papers. RePEc:dnb:dnbwpp:650.

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

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2019Optimal tests for elliptical symmetry: specified and unspecified location. (2019). Hallin, Marc ; Ley, Christophe ; Gelbgras, Laetitia ; Babic, Sladana. In: Working Papers ECARES. RePEc:eca:wpaper:2013/295909.

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2019Monetary policy, credit institutions and the bank lending channel in the euro area. (2019). Altavilla, Carlo ; Holton, Sarah ; Boucinha, Miguel ; Andreeva, Desislava C ; Carlo Altavilla , . In: Occasional Paper Series. RePEc:ecb:ecbops:2019222.

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

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

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

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

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2019Do Oil Shocks Matter for Inflation Rate in Russia: An Empirical Study of Imported Inflation Hypothesis. (2019). Bass, Alexander. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-34.

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

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2019The macro determinants of firms and households investment: Evidence from Italy. (2019). Silvestrini, Andrea ; Marinucci, Marco ; Giordano, Claire. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:118-133.

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2019Measuring the effects of unconventional monetary policy on MBS spreads: A comparative study. (2019). Wang, Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:235-251.

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

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

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

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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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2019Estimating impulse response functions when the shock series is observed. (2019). Chudik, Alexander ; Choi, Chi-Young. In: Economics Letters. RePEc:eee:ecolet:v:180:y:2019:i:c:p:71-75.

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2019The multilateral relationship between oil and G10 currencies. (2019). MacDonald, Ronald ; Kunkler, Michael. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:444-453.

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2019The impact of commodity price shocks in the presence of a trading relationship: A GVAR analysis of the NAFTA. (2019). Lahiri, Radhika ; Wei, Honghong. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:553-569.

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2019Crude oil futures trading and uncertainty. (2019). Czudaj, Robert. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:793-811.

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

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

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

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2019Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets. (2019). Goutte, Stéphane ; Jamali, Ibrahim ; Guesmi, Khaled ; Abid, Ilyes. In: Energy Policy. RePEc:eee:enepol:v:134:y:2019:i:c:s0301421519305403.

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2019Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach. (2019). Floro, Danvee. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:164-181.

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2019Measuring the hedging effectiveness of commodities. (2019). Pavlova, Ivelina ; de Boyrie, Maria E ; Chunhachinda, Pornchai . In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:201-207.

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2019Credit composition and the severity of post-crisis recessions. (2019). Zhang, LU ; Bezemer, Dirk. In: Journal of Financial Stability. RePEc:eee:finsta:v:42:y:2019:i:c:p:52-66.

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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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2019Approximate Bayesian forecasting. (2019). , Brendan ; Martin, Gael M ; Maneesoonthorn, Worapree ; Frazier, David T. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:521-539.

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2019Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values. (2019). Boudt, Kris ; Bluteau, Keven ; Ardia, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1370-1386.

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2019Financial nowcasts and their usefulness in macroeconomic forecasting. (2019). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1708-1724.

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

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2019The natural rate of interest and the financial cycle. (2019). Krustev, Georgi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:193-210.

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2020Monetary policy and food inflation in South Africa: A quantile regression analysis. (2020). Alagidede, Imhotep Paul ; Iddrisu, Abdul-Aziz . In: Food Policy. RePEc:eee:jfpoli:v:91:y:2020:i:c:s0306919219306384.

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2020Inquiry on the transmission of U.S. aggregate shocks to Mexico: A SVAR approach. (2020). Elizondo, Rocio ; Carrillo, Julio ; Hernandez-Roman, Luis G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s026156061930018x.

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2019Economic growth in the era of unconventional monetary instruments: A FAVAR approach. (2019). Fiorelli, Cristiana ; Meliciani, Valentina. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070417305839.

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2019Jumps in commodity markets. (2019). Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:55-70.

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2019Asymmetric linkages among precious metals, global equity and bond yields: The role of volatility and business cycle factors. (2019). Idume, Gabriel ; Yuni, Denis ; Anochiwa, Lasbrey ; Urom, Christian. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300246.

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2019The spillover effects of Chinas industrial growth on price changes of base metal. (2019). Wang, Cangfeng. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:375-384.

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2019Nonlinear effects of financial factors on fluctuations in nonferrous metals prices: A Markov-switching VAR analysis. (2019). Zhu, Xuehong ; Chen, Jinyu ; Zhong, Meirui. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:489-500.

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2019The roundabout from interest rates to commodity prices in China: The role of money flow. (2019). Wang, Yaoqing ; Sun, Zesheng ; Yang, Lunan ; Zhou, Xu. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:627-642.

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2020Super cycles in natural gas prices and their impact on Latin American energy and environmental policies. (2020). Vásquez Cordano, Arturo ; Vásquez Cordano, Arturo ; Vásquez Cordano, Arturo ; Vsquez, Arturo ; Zellou, Abdel M ; Vasquez, Arturo L ; Vsquez Cordano, Arturo. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420718302034.

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2019Oil price elasticities and oil price fluctuations. (2019). Iacoviello, Matteo ; Cavallo, Michele ; Caldara, Dario . In: Journal of Monetary Economics. RePEc:eee:moneco:v:103:y:2019:i:c:p:1-20.

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2020Mending the broken link: Heterogeneous bank lending rates and monetary policy pass-through. (2020). Altavilla, Carlo ; Carlo Altavilla , ; Ciccarelli, Matteo ; Canova, Fabio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:110:y:2020:i:c:p:81-98.

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2019Comovement between commodity sectors. (2019). Chen, Ziyue ; Zhang, Hao ; Cai, Guixin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:1247-1258.

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2019Financialization and commodity excess spillovers. (2019). Zhang, Xiang ; Liu, LU. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:195-216.

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2019Financing economic activity in Greece: past challenges and future prospects. (2019). Migiakis, Petros ; Louri, Helen. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102644.

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2019How Does Unconventional Monetary Policy Affect the Global Financial Markets?: Evaluating Policy Effects by Global VAR Models. (2019). Tatsuyoshi, Okimoto ; Tomoo, Inoue . In: Discussion papers. RePEc:eti:dpaper:19031.

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2019The reaction function channel of monetary policy and the financial cycle. (2019). Rungcharoenkitkul, Phurichai ; Hubert, Paul ; Filardo, Andrew. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1916.

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2020Monetary Policy with Judgment. (2020). Manganelli, Simone ; Gelain, Paolo. In: Working Papers. RePEc:fip:fedcwq:88033.

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2019Estimating Impulse Response Functions When the Shock Series Is Observed. (2019). Chudik, Alexander ; Choi, Chi-Young. In: Globalization Institute Working Papers. RePEc:fip:feddgw:353.

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2020Shock-Dependent Exchange Rate Pass-Through: Evidence Based on a Narrative Sign Approach. (2020). Zhang, Ren ; Wynne, Mark A. In: Globalization Institute Working Papers. RePEc:fip:feddgw:87486.

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2020The Spillover Effects of the US Unconventional Monetary Policy: New Evidence from Asian Developing Countries. (2020). Huong, Hoang Cam ; Ngoc, Thi Bich. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:165-:d:390855.

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2019The Time-Spatial Dimension of Eurozone Banking Systemic Risk. (2019). Angelini, Eliana ; Foglia, Matteo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:75-:d:246287.

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2019Sustainable Debt Behaviour and Well-Being of Young Adults: The Role of Parental Financial Socialisation Process. (2019). Betancort, Moises ; Barya-Matejczuk, Monika ; Cwynar, Wiktor. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:24:p:7210-:d:298491.

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2019Financing economic activity in Greece: Past challenges and future prospects. (2019). Migiakis, Petros ; Louri, Helen. In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:135.

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2019The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy. (2019). Österholm, Pär ; Osterholm, Par ; Nordstrom, Martin ; Knezevic, David. In: Working Papers. RePEc:hhs:oruesi:2019_006.

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2019Completing the Market: Generating Shadow CDS Spreads by Machine Learning. (2019). Meyer-Cirkel, Alexis ; Li, Jian ; Hu, Nan. In: IMF Working Papers. RePEc:imf:imfwpa:19/292.

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2019Household Debt, Consumption, and Monetary Policy in Australia. (2019). Hussiada, Ioana ; Wong, Yu Ching ; Loukoianova, Elena. In: IMF Working Papers. RePEc:imf:imfwpa:19/76.

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2019.

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2020.

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2020Income and wealth of euro area households in times of ultra-loose monetary policy: stylised facts from new national and financial accounts data. (2020). Rupprecht, Manuel. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:2:d:10.1007_s10663-018-9416-8.

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2020Financial channels and economic activity in the euro area: a large-scale Bayesian VAR approach. (2020). Vašíček, Bořek ; Balta, Narcissa ; Vaiek, Boek. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:2:d:10.1007_s10663-019-09432-x.

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2020Peering Forward, 10 Years After: International Policy and Consumer Credit Regulation. (2020). Williams, T ; Ramsay, I. In: Journal of Consumer Policy. RePEc:kap:jcopol:v:43:y:2020:i:1:d:10.1007_s10603-019-09436-x.

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2019Together or Apart? Monetary Policy Divergences in the G4. (2019). Howorth, Samuel ; Siklos, Pierre L ; Lombardi, Domenico. In: Open Economies Review. RePEc:kap:openec:v:30:y:2019:i:2:d:10.1007_s11079-019-09524-y.

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2019Macroprudencial and Monetary Policies : The Need to Dance the Tango in Harmony. (2019). Pradines-Jobet, Florian ; Lucotte, Yannick ; Garcia, Jose David. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2691.

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2019Predicting Volatility and Dynamic Relation Between Stock Market, Exchange Rate and Select Commodities. (2019). Roy, Preeti ; Siddiqui, Saif. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2019067061597.

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2019Monetary and Exchange Rate Policies for Sustained Growth in Asia. (2019). Turner, Philip ; Gagnon, Joseph E. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:497.

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2019The emerging market reaction to Fed tightening. (2019). Beniak, Patrycja. In: MPRA Paper. RePEc:pra:mprapa:96545.

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2019Shocks de precios internacionales bajo incertidumbre estocástica. (2019). Gambarte, Samuel Alarcon. In: MPRA Paper. RePEc:pra:mprapa:97116.

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2019The Effect of Mortgage Debt on Consumer Spending: Evidence from Household-level Data. (2019). Price, Fiona ; la Cava, Gianni ; Beckers, Benjamin. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2019-06.

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2020Developments in bank funding costs in South Africa. (2020). Steenkamp, Daan ; Rapapali, Mpho. In: Working Papers. RePEc:rbz:wpaper:9818.

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2019Central Bank purchases of private assets: An evaluation. (). kang, kee-youn. In: Review of Economic Dynamics. RePEc:red:issued:18-256.

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2019Can commodities dominate stock and bond portfolios?. (2019). Westgaard, Sjur ; Pichler, Alois ; Sonsteng, Tom Erik ; Frydenberg, Stein . In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2996-7.

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2019Moody oil: What is driving the crude oil price?. (2019). Leinert, Lisa ; Lechthaler, Filippo. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:5:d:10.1007_s00181-018-1504-x.

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2019Household Debt in OECD Countries: The Role of Supply-Side and Demand-Side Factors. (2019). Piermattei, Stefano ; De Bonis, Riccardo ; Coletta, Massimo. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:143:y:2019:i:3:d:10.1007_s11205-018-2024-y.

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2019The short-term spillover effects of the Fed on Chinese financial market The overshooting model or the portfolio balance theory. (2019). Chen, Dewen ; Zhang, Feiyan. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:9:y:2019:i:5:f:9_5_5.

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2019Bank asset quality and monetary policy pass-through. (2019). Kelly, Robert ; Byrne, David. In: ESRB Working Paper Series. RePEc:srk:srkwps:201998.

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2019Business investment in euro area countries: the role of institutions and debt overhang. (2019). Sondermann, David ; Langiulli, Marco ; Consolo, Agostino. In: Applied Economics Letters. RePEc:taf:apeclt:v:26:y:2019:i:7:p:561-575.

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2019Forecasting energy commodity prices: a large global dataset sparse approach. (2019). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide. In: Working Papers. RePEc:tas:wpaper:32152.

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2019Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment. (2019). Feldkircher, Martin ; Tondl, Gabriele ; Lukmanova, Elizaveta . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp289.

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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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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: Revista ESPE - 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: 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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2013Interest rate pass-through since the financial crisis In: BIS Quarterly Review.
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article47
2015Oil and debt In: BIS Quarterly Review.
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2015(Why) Is investment weak? In: BIS Quarterly Review.
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article25
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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paper32
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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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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paper53
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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paper9
2016Output gaps and policy stabilisation in Latin America: the effect of commodity and capital flow cycles In: BIS Working Papers.
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paper3
2017The real effects of household debt in the short and long run In: BIS Working Papers.
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paper23
2017Global impact of US and euro area unconventional monetary policies: a comparison In: BIS Working Papers.
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paper16
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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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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article9
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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paper18
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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paper6
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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paper1
2009External shocks and international inflation linkages: a global VAR analysis In: Working Paper Series.
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paper41
2009The role of financial variables in predicting economic activity In: Working Paper Series.
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paper39
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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paper61
2012Global commodity cycles and linkages: a FAVAR approach.(2012) In: Empirical Economics.
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article
2011Bayesian prior elicitation in DSGE models: macro- vs micro-priors In: Working Paper Series.
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paper8
2012Bayesian prior elicitation in DSGE models: Macro- vs micropriors.(2012) In: Journal of Economic Dynamics and Control.
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article
2011Do financial investors destabilize the oil price? In: Working Paper Series.
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paper87
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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paper
2011Forecasting economic growth in the euro area during the Great Moderation and the Great Recession In: Working Paper Series.
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paper12
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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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.
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2009Indirect estimation of [alpha]-stable stochastic volatility models In: Computational Statistics & Data Analysis.
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article12
2006Indirect estimation of alpha-stable stochastic volatility models.(2006) In: Econometrics Working Papers Archive.
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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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article1
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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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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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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article0
2009The Role of Financial Variables in Predicting Economic Activity in the Euro Area In: IMF Working Papers.
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paper4
2009Key elements of global inflation In: Discussion Papers.
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paper7
2010Key Elements of Global Inflation.(2010) In: RBA Annual Conference Volume (Discontinued).
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chapter
2006(Un)naturally low? In: Computing in Economics and Finance 2006.
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paper1
2015The use of payment systems data as early indicators of economic activity In: Applied Economics Letters.
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article0
2009Indirect inference of elliptical fat tailed distributions In: ULB Institutional Repository.
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paper2
2012Monetary policy and the oil futures market In: Discussion Papers.
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paper2

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