Marco Jacopo Lombardi : Citation Profile


Are you Marco Jacopo Lombardi?

Bank for International Settlements (BIS)

10

H index

11

i10 index

454

Citations

RESEARCH PRODUCTION:

17

Articles

41

Papers

2

Chapters

RESEARCH ACTIVITY:

   15 years (2002 - 2017). See details.
   Cites by year: 30
   Journals where Marco Jacopo Lombardi has often published
   Relations with other researchers
   Recent citing documents: 105.    Total self citations: 25 (5.22 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plo54
   Updated: 2017-09-16    RAS profile: 2017-09-06    
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Relations with other researchers


Works with:

Gondo Mori, Rocio (3)

Ravazzolo, Francesco (3)

Alberola, Enrique (3)

Gambacorta, Leonardo (3)

Kearns, Jonathan (2)

Pagano, Patrizio (2)

Anzuini, Alessio (2)

Mizen, Paul (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)

Calzolari, Giorgio (10)

Halbleib, Roxana (10)

Vacha, Lukas (7)

Parrini, Alessandro (7)

Baruník, Jozef (7)

Kočenda, Evžen (7)

Antonakakis, Nikolaos (6)

Havranek, Tomas (6)

Cites to:

Kilian, Lutz (32)

Giannone, Domenico (26)

Pesaran, M (25)

Reichlin, Lucrezia (23)

Engle, Robert (12)

Banbura, Marta (11)

Anzuini, Alessio (10)

Gambacorta, Leonardo (10)

BORIO, Claudio (10)

Pagano, Patrizio (10)

Granger, Clive (9)

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 Settlements9
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 (2017 and 2016)


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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2016Determinants and implications of low global inflation rates. (2016). del Río, Pedro ; Berganza, Juan Carlos ; Borrallo, Fructuoso ; del Rio, Pedro . In: Occasional Papers. RePEc:bde:opaper:1608.

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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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2016Financial intermediation and monetary policy transmission in EMEs: What has changed post-2008 crisis?. (2016). Rishabh, Kumar ; Mohanty, Madhusudan. In: BIS Working Papers. RePEc:bis:biswps:546.

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2016Low long-term interest rates as a global phenomenon. (2016). Turner, Philip ; Hördahl, Peter ; Sobrun, Jhuvesh ; Hordahl, Peter . In: BIS Working Papers. RePEc:bis:biswps:574.

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2017Oil, equities, and the zero lower bound. (2017). Datta, Deepa ; Vigfusson, Robert J ; Kwon, Hannah ; Johannsen, Benjamin K. 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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2016Interpreting the latent dynamic factors by threshold FAVAR model. (2016). Tuzcuoglu, Kerem ; Hacioglu Hoke, Sinem. In: Bank of England working papers. RePEc:boe:boeewp:0622.

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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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2017The risk-taking channel of monetary policy in the US : Evidence from corporate loan data. (2017). Mylonidis, Nikolaos ; Hasan, Iftekhar ; Delis, Manthos D. 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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2016The credit channel is alive at the zero lower bound but how does it operate? Firm level evidence on the asymmetric effects of U.S. monetary policy.. (2016). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2016-01.

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2016Terms of Trade Shocks and Investment in Commodity-Exporting Economies. (2016). Kirchner, Markus ; Fornero, Jorge ; Yany, Andres . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:773.

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2016Pass-Through, Expectations, and Risks. What Affects Chilean Banks’ Interest Rates?. (2016). Pedersen, Michael. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:780.

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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. In: Investigación Conjunta-Joint Research. RePEc:cml:incoes:3.

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2016Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2016. (2016). Belling, Vojtech ; Solc, Jan ; Komarkova, Zlatuse ; Babecky, Jan ; Pfeifer, Lukas ; Kucharcukova, Oxana Babecka ; Pasalicova, Renata ; Arnostova, Katerina ; Matejkova, Lucie ; Holub, Tomas ; Novotny, Filip ; Gurtler, Martin ; Kubicova, Ivana ; Komarek, Lubos ; Kral, Petr ; Hromadkova, Eva ; Rusnak, Marek ; Ruzicka, Lubos ; Saxa, Branislav ; Bruha, Jan ; Vozar, Mario ; Snobl, Radek ; Benecka, Sona ; Vojta, Martin ; Soukup, Pavel . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:as16.

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Fundamental 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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2016Parsing financial fragmentation in the euro area: a multi-country DSGE perspective. (2016). Papadopoulou, Niki ; Jacquinot, Pascal ; DARRACQ PARIES, Matthieu. In: Working Paper Series. RePEc:ecb:ecbwps:20161891.

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2016Leading indicator properties of corporate bond spreads, excess bond premia and lending spreads in the euro area. (2016). Krylova, Elizaveta . In: Working Paper Series. RePEc:ecb:ecbwps:20161911.

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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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2016Nonlinear and time-varying growth-tourism causality. (2016). Liu, Shiao-Yen ; Wu, Po-Chin ; Huang, Tsai-Yuan ; Hsiao, Juei-Ming . In: Annals of Tourism Research. RePEc:eee:anture:v:59:y:2016:i:c:p:45-59.

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2016Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR. (2016). Huber, Florian ; Feldkircher, Martin ; Dovern, Jonas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:70:y:2016:i:c:p:86-100.

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2016Economic growth, volatility, and cross-country spillovers: New evidence for the G7 countries. (2016). Badinger, Harald ; Antonakakis, Nikolaos. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:352-365.

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2016Bank efficiency and interest rate pass-through: Evidence from Czech loan products. (2016). Irsova, Zuzana ; Havranek, Tomas ; Lesanovska, Jitka . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:153-169.

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2016Nowcasting Czech GDP in real time. (2016). Rusnák, Marek ; Rusnak, Marek . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:26-39.

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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 ; Guerin, Pierre ; Foroni, Claudia . In: Economics Letters. RePEc:eee:ecolet:v:155:y:2017:i:c:p:84-88.

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2016Retail bank interest rate pass-through in the euro area: An empirical survey. (2016). Billon, Steve ; Andries, Natalia. In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:170-194.

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2016What the investors need to know about forecasting oil futures return volatility. (2016). Wang, Yudong ; Wu, Chongfeng ; Ma, Feng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:128-139.

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2016Information spillover dynamics of the energy futures market sector: A novel common factor approach. (2016). Kuruppuarachchi, Duminda ; Premachandra, I M. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:277-294.

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2016Oil prices and global factor macroeconomic variables. (2016). Vespignani, Joaquin ; Ratti, Ronald. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:198-212.

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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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2016The oil price crash in 2014/15: Was there a (negative) financial bubble?. (2016). Fantazzini, Dean. In: Energy Policy. RePEc:eee:enepol:v:96:y:2016:i:c:p:383-396.

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2016On the intensity of liquidity spillovers in the Eurozone. (2016). Smimou, K ; Khallouli, W. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:388-405.

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2017The bank-lending channel and monetary policy during pre- and post-2007 crisis. (2017). Kouretas, Georgios ; Laopodis, Nikiforos T ; 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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2016Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S.. (2016). Siklos, Pierre ; Pang, KE. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:65:y:2016:i:c:p:195-212.

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2016Quantitative easing and related capital flows into Brazil: Measuring its effects and transmission channels through a rigorous counterfactual evaluation. (2016). Pereira da Silva, Luiz Awazu ; Barroso, João ; Barata, Joo ; Sales, Adriana Soares . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:102-122.

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2016Determinants of global spillovers from US monetary policy. (2016). Georgiadis, Georgios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:41-61.

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2016The interest rate pass-through in the euro area during the sovereign debt crisis. (2016). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:386-402.

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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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2016Loan interest rate pass-through and changes after the financial crisis: Japan’s evidence. (2016). Takei, Ikuo ; Muto, Ichiro ; Kitamura, Tomiyuki . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:42:y:2016:i:c:p:10-30.

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2016The macroeconomic impact of unconventional monetary policy shocks. (2016). Meinusch, Annette ; Tillmann, Peter ; PeterTillmann, . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:47:y:2016:i:pa:p:58-67.

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2016Bayesian analysis of multivariate stable distributions using one-dimensional projections. (2016). Tsionas, Mike. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:143:y:2016:i:c:p:185-193.

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2016The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies. (2016). Zimmermann, Heinz ; Haase, Marco . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:1-15.

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2016Spillover of the ECBs monetary policy outside the euro area: How different is conventional from unconventional policy?. (2016). Vašíček, Bořek ; Claeys, Peter ; Babecká-Kucharčuková, Oxana ; Kucharukova, Oxana Babecka ; Vaiek, Boek . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:38:y:2016:i:2:p:199-225.

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2016Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis. (2016). YAYA, OLAOLUWA ; Udomboso, Christopher G ; Tumala, Mohammed M. In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:273-281.

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2016Gold, oil, and stocks: Dynamic correlations. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:186-201.

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2016Time-varying mark-up and the ECB monetary policy transmission in a highly non linear framework. (2016). Paladino, Giovanna ; Cifarelli, Giulio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:247-262.

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2016Macroeconomic factors and the cross-section of commodity futures returns. (2016). Huang, Lin ; Yuan, Ping ; Shang, Hua . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:316-332.

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2016The role of speculation in international futures markets on commodity prices. (2016). Fam, Papa Gueye . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:49-65.

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2016.

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2016Did quantitative easing affect interest rates outside the US? New evidence based on interest rate differentials. (2016). Gros, Daniel ; Belke, Ansgar ; Osowski, Thomas . In: CEPS Papers. RePEc:eps:cepswp:11266.

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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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2016Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability. (2016). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:25-:d:69492.

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2016Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability. (2016). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:25:d:69492.

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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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2016The long history of financial boom-bust cycles in Iceland - Part II: Financial cycles. (2016). Pétursson, Thórarinn ; Ólafsson, Thorvardur ; Einarsson, Bjarni ; Petursson, Thorarinn G ; Olafsson, Thorvardur Tjorvi ; Gunnlaugsson, Kristofer . In: Economics. RePEc:ice:wpaper:wp72.

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2016Impact of Oil Price Volatility on Manufacturing Production of Pakistan.. (2016). Riaz, Muhammad Faraz ; Nasreen, Samia ; Sial, Maqbool Hussain . In: Bulletin of Energy Economics (BEE). RePEc:ijr:beejor:v:4:y:2016:i:41:p:23-34.

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2016Cross-Country Report on Spillovers; Selected Issues. (2016). International Monetary Fund. European Dept., . In: IMF Staff Country Reports. RePEc:imf:imfscr:16/212.

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2016Central Banking in Latin America; The Way Forward. (2016). Magud, Nicolas ; Jácome, Luis ; Carrière-Swallow, Yan ; Werner, Alejandro M ; Carriere-Swallow, Yan ; Jacome, Luis I. In: IMF Working Papers. RePEc:imf:imfwpa:16/197.

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2016Trilemma or Dilemma; Inspecting the Heterogeneous Response of Local Currency Interest Rates to Foreign Rates. (2016). Shi, Wei ; Ricci, Luca Antonio . In: IMF Working Papers. RePEc:imf:imfwpa:16/75.

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2016Spillovers from Japan’s Unconventional Monetary Policy to Emerging Asia; a Global VAR approach. (2016). Ganelli, Giovanni ; Tawk, Nour . In: IMF Working Papers. RePEc:imf:imfwpa:16/99.

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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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2016Shadow short rate and monetary policy in the Euro area. (2016). Damjanovi, Milan ; Masten, Igor . In: Empirica. RePEc:kap:empiri:v:43:y:2016:i:2:d:10.1007_s10663-016-9328-4.

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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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2016The Spillover Effect of Euro Area on Central and Southeastern European Economies: A Global VAR Approach. (2016). Horvath, Roman ; Hajek, Jan. In: Open Economies Review. RePEc:kap:openec:v:27:y:2016:i:2:d:10.1007_s11079-015-9378-4.

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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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2016Modeling the evolution of monetary policy rules in CESEE. (2016). Moder, Isabella ; Huber, Florian ; Feldkircher, Martin. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2016:i:1:b:1.

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2016Weathering global shocks and macrofinancial vulnerabilities in emerging Europe: Comparing Turkey and Poland. (2016). Huber, Florian ; Eller, Markus. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2016:i:1:b:3.

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2016The influence of sovereign bond yields on bank lending rates: the pass-through in Europe. (2016). Eller, Markus ; Reininger, Thomas . In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2016:i:2:b:1.

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2016The development of bank profitability in Denmark, Sweden and Switzerland during a period of ultra-low and negative interest rates. (2016). Scheiber, Thomas ; Stern, Carline ; Silgoner, Maria Antoinette . In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2016:i:3:b:1.

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2016Lower for Longer: Neutral Rate in the U.S.. (2016). Turunen, Jarkko ; Pescatori, Andrea. In: IMF Economic Review. RePEc:pal:imfecr:v:64:y:2016:i:4:d:10.1057_s41308-016-0017-x.

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2016Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight. (2016). Ben Rejeb, Aymen ; Arfaoui, Mongi . In: MPRA Paper. RePEc:pra:mprapa:70452.

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2016Effectiveness of Monetary Policy: Evidence from Turkey. (2016). Yücel, Mustafa ; Avci, Sureyya. In: MPRA Paper. RePEc:pra:mprapa:70848.

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2016The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?. (2016). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:72094.

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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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2016The Czech Crown Money Market as the Source for Pricing Customer Cash Products. (2016). Staniek, Duan . In: European Financial and Accounting Journal. RePEc:prg:jnlefa:v:2016:y:2016:i:3:id:168:p:139-154.

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2016Interest rate pass-through: a nonlinear vector error-correction approach. (2016). Popiel, Michal. In: Working Papers. RePEc:qed:wpaper:1352.

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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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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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2016MULTIVARIATE METHOD OF SIMULATED QUANTILES. (2016). Stolfi, Paola ; Petrella, Lea ; Bernardi, Mauro . In: Departmental Working Papers of Economics - University 'Roma Tre'. RePEc:rtr:wpaper:0212.

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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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2016Low interest rates - do they revise household saving motives in the Euro area?. (2016). Kochaniak, Katarzyna . In: e-Finanse. RePEc:rze:efinan:v:12:y:2016:i:1:p:43-56.

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2016Does oil price respond to macroeconomic uncertainty? New evidence. (2016). Yin, Libo . In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:3:d:10.1007_s00181-015-1027-7.

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

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2016The Drivers of Italy’s Investment Slump During the Double Recession. (2016). Giordano, Claire ; Busetti, Fabio ; Zevi, Giordano . In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:2:y:2016:i:2:d:10.1007_s40797-016-0028-9.

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2016Nowcasting UK GDP during the depression. (2016). Smith, Paul ; Paul, Smith . In: Working Papers. RePEc:str:wpaper:1606.

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2016The credit channel is alive at the zero lower bound but how does it operate? Firm level evidence on the asymmetric effects of U.S. monetary policy. (2016). Kabukcuoglu, Zeynep ; Aysun, Uluc. In: Villanova School of Business Department of Economics and Statistics Working Paper Series. RePEc:vil:papers:27.

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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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2016International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound. (2016). Punzi, Maria Teresa ; Huber, Florian. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp216.

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2016International housing markets, unconventional monetary policy and the zero lower bound. (2016). Punzi, Maria Teresa ; Huber, Florian. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:58.

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2016What drives long-term oil market volatility? Fundamentals versus Speculation. (2016). Yin, Libo ; Zhou, Yimin . In: Economics Discussion Papers. RePEc:zbw:ifwedp:20162.

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2016What drives long-term oil market volatility? Fundamentals versus speculation. (2016). Zhou, Yimin ; Yin, Libo . In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201620.

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2016Asymmetric Investment Responses to Firm-specific Uncertainty. (2016). Buchholz, Manuel ; Berner, Julian ; Tonzer, Lena . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-7-16.

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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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paper4
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: 4
paper
2012The impact of monetary policy shocks on commodity prices In: Temi di discussione (Economic working papers).
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paper65
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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article
2017Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles In: Ensayos sobre Política Económica.
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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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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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chapter3
2013Interest rate pass-through since the financial crisis In: BIS Quarterly Review.
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article33
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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article10
2013On the correlation between commodity and equity returns: implications for portfolio allocation In: BIS Working Papers.
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paper8
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: 8
article
2014A shadow policy rate to calibrate US monetary policy at the zero lower bound In: BIS Working Papers.
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paper44
2014Has the transmission of policy rates to lending rates been impaired by the Global Financial Crisis? In: BIS Working Papers.
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paper3
2015Why did bank lending rates diverge from policy rates after the financial crisis? In: BIS Working Papers.
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paper20
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: 20
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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paper3
2016Output gaps and policy stabilisation in Latin America: the effect of commodity and capital flow cycles In: BIS Working Papers.
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paper2
2017The real effects of household debt in the short and long run In: BIS Working Papers.
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paper2
2017Global impact of US and euro area unconventional monetary policies: a comparison In: BIS Working Papers.
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paper3
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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article0
2012Oil price density forecasts: exploring the linkages with stock markets In: Working Paper.
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paper6
2012Oil price density forecasts: Exploring the linkages with stock markets.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
2007Indirect estimation of elliptical stable distributions In: CORE Discussion Papers.
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paper15
2009Indirect estimation of elliptical stable distributions.(2009) In: Computational Statistics & Data Analysis.
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This paper has another version. Agregated cites: 15
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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paper2
2009External shocks and international inflation linkages: a global VAR analysis In: Working Paper Series.
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paper22
2009The role of financial variables in predicting economic activity In: Working Paper Series.
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paper25
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: 25
article
2010Global commodity cycles and linkages a FAVAR approach In: Working Paper Series.
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paper41
2012Global commodity cycles and linkages: a FAVAR approach.(2012) In: Empirical Economics.
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This paper has another version. Agregated cites: 41
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.
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This paper has another version. Agregated cites: 6
article
2011Do financial investors destabilize the oil price? In: Working Paper Series.
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paper70
2011Do Financial Investors Destabilize the Oil Price?.(2011) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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This paper has another version. Agregated cites: 70
paper
2011Forecasting economic growth in the euro area during the Great Moderation and the Great Recession In: Working Paper Series.
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paper10
2008Indirect Estimation of α-Stable Distributions and Processes In: Econometrics Journal.
[Full Text][Citation analysis]
article9
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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article9
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: 9
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
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
2004Indirect estimation of alpha-stable distributions and processes. 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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paper1
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: 1
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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paper5
2010Key Elements of Global Inflation.(2010) In: RBA Annual Conference Volume.
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This paper has another version. Agregated cites: 5
chapter
2006(Un)naturally low? In: Computing in Economics and Finance 2006.
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paper0
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 September, 5 2017. Contact: CitEc Team