Marco Jacopo Lombardi : Citation Profile

Are you Marco Jacopo Lombardi?

Bank for International Settlements (BIS)

18

H index

30

i10 index

1332

Citations

RESEARCH PRODUCTION:

28

Articles

51

Papers

2

Books

10

Chapters

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 60
   Journals where Marco Jacopo Lombardi has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 30 (2.2 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plo54
   Updated: 2024-04-18    RAS profile: 2023-04-11    
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Relations with other researchers

Works with:

Mihaljek, Dubravko (3)

Shin, Hyun Song (3)

Kohlscheen, Emanuel (2)

Mizen, Paul (2)

Viviano, Eliana (2)

Hofmann, Boris (2)

Zakrajšek, Egon (2)

Riggi, Marianna (2)

SHIM, ILHYOCK (2)

Kohlscheen, Emanuel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Jacopo Lombardi.

Is cited by:

Vespignani, Joaquin (27)

Ratti, Ronald (22)

Kočenda, Evžen (16)

Calzolari, Giorgio (15)

Krippner, Leo (15)

Halbleib, Roxana (14)

Eickmeier, Sandra (13)

Feldkircher, Martin (12)

GUPTA, RANGAN (12)

Hodula, Martin (11)

Siklos, Pierre (10)

Cites to:

Pesaran, Mohammad (46)

Giannone, Domenico (41)

Kilian, Lutz (41)

BORIO, Claudio (36)

Reichlin, Lucrezia (33)

Peersman, Gert (16)

Engle, Robert (14)

Juselius, John (14)

Rogoff, Kenneth (14)

Marcellino, Massimiliano (14)

Bernanke, Ben (13)

Main data

Where Marco Jacopo Lombardi has published?

Journals with more than one article published# docs
BIS Quarterly Review5
Computational Statistics & Data Analysis3
International Journal of Central Banking3
Empirical Economics3

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements17
Working Paper Series / European Central Bank9
Econometrics Working Papers Archive / Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"7
Staff Working Papers / Bank of Canada2
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area2

Recent works citing Marco Jacopo Lombardi (2024 and 2023)

YearTitle of citing document
2023“Income inequality and redistribution in Scandinavian countries”. (2023). Sorić, Petar ; Claveria, Oscar ; Soric, Petar. In: AQR Working Papers. RePEc:aqr:wpaper:202306.

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2023Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821.

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2023Brazilian Macroeconomic Dynamics Redux: Shocks, Frictions, and Unemployment in SAMBA Model. (2023). Jorge, Marcos ; Gomes, Leonardo Sousa ; Kornelius, Alexandre ; Araujo, Eurilton ; Fasolo, Angelo Marsiglia. In: Working Papers Series. RePEc:bcb:wpaper:578.

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2023Gross bond issuance by Italian banks: key trends in times of crisis and unconventional monetary policy. (2023). Silvestrini, Andrea ; Pinoli, Sara ; Montino, Alessandro ; Ceci, Donato. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_778_23.

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2023Approaching the terminal rate and the way forward: a model-based analysis. (2023). Notarpietro, Alessandro ; Cantelmo, Alessandro ; Papetti, Andrea ; Hoynck, Christian ; Cecioni, Martina ; Bartocci, Anna. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_791_23.

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2023Tin the thick of it: an interim assessment of monetary policy transmission to credit conditions. (2023). Conti, Antonio M ; Bottero, Margherita. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_810_23.

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2023The transmission of euro area monetary policy to financially euroized countries. (2023). Moder, Isabella. In: Economics and Politics. RePEc:bla:ecopol:v:35:y:2023:i:3:p:718-751.

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2023A prolonged period of low interest rates in Europe: Unintended consequences. (2023). Malovana, Simona ; Jank, Jan ; Ehrenbergerova, Dominika ; Bajzik, Josef. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:526-572.

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2023Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232.

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2023ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304.

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2023Nonlinear Input Cost Pass-through to Consumer Prices: A Threshold Approach. (2023). Nakajima, Jouchi ; Yamamoto, Hiroki ; Sasaki, Takatoshi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e09.

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2023Central Bank Communication with the General Public. (2023). Drager, Lena. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10713.

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2023The pass through of monetary policy to euro area bank interest rates. (2023). Michail, Nektarios ; Louka, Kyriaki G. In: Working Papers. RePEc:cyb:wpaper:2023-2.

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2023Opportunistic Political Central Bank Coverage: Does media coverage of ECBs Monetary Policy Impacts German Political Parties Popularity?. (2023). Picault, Matthieu ; Oriola, Hugo. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-30.

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2023US monetary policy spillovers to European banks. (2023). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20232876.

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2023The Interaction between Policy Mix in Lebanon: Applications of the Nonlinear and Linear ARDL Models. (2023). Hachem, Mahmoud. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-02-4.

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2023Has monetary policy fueled the rise in shadow banking?. (2023). Hodula, Martin ; Libich, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000901.

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2023On the significance of quality-of-capital news shocks. (2023). Vázquez, Jesús ; Herrera, Luis ; Vazquez, Jesus. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323000950.

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2023Income inequality as long-term conditioning factor of monetary transmission to bank rates. (2023). Siranova, Maria ; Fisera, Boris ; Domonkos, Tomas. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003048.

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2023How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005.

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2023Financial stress and commodity price volatility. (2023). Verousis, Thanos ; Zhou, Zhiping ; Wang, Kai ; Chen, Louisa. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003729.

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2023Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness. (2023). Pontines, Victor ; Mohammed, Yassier ; Goswami, Mangal. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002703.

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2023Economic uncertainty and non-bank financial intermediation: Evidence from a European panel. (2023). Hodula, Martin ; Sori, Petar ; Peri, Blanka Krabi. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000491.

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2023Networks, interconnectedness, and interbank information asymmetry. (2023). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000633.

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2023ECB unconventional monetary policy and volatile bank flows: Spillover effects on emerging market economies. (2023). Ouerk, Salima. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:175-211.

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2023Unconventional monetary policies and credit co-movement in the Eurozone. (2023). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000471.

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2023A shadow rate without a lower bound constraint. (2023). Ristiniemi, Annukka ; de Rezende, Rafael B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002667.

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2023European bank margins at the zero lower bound. (2023). Vander Vennet, Rudi ; Simoens, Mathieu ; Present, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000049.

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2023Industry effects of unconventional monetary policy, within and across countries. (2023). Goto, Eiji. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000761.

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2023Does wealth inequality affect the transmission of monetary policy?. (2023). Wacks, Johannes ; Matusche, Alexander. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000672.

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2023Speculation or actual demand? The return spillover effect between stock and commodity markets. (2023). Gao, Tianshu ; Zhou, Baicheng ; Wang, Shu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000654.

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2023Information effects of monetary policy announcements on oil price. (2023). Chen, Sanpan ; Zhang, Jiqiang ; Yang, Yang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000265.

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2023Estimates of the US Shadow-Rate. (2023). Pia, Marco ; Alfaro, Rodrigo. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000345.

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2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

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2023Political monetary cycles: An empirical study. (2023). Oriola, Hugo. In: European Journal of Political Economy. RePEc:eee:poleco:v:79:y:2023:i:c:s0176268023000812.

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2023Looking for asymmetries between credit and output in the BRICS countries. (2023). da Silva, Cleomar Gomes ; Vieira, Flavio Vilela. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:39-52.

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2023Macro-prudential policy, its alignment with monetary policy and house price growth: A cross-country study. (2023). Xu, Xiangyun ; Shi, YU ; Xie, Lijuan ; Zhong, Changbiao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:51-62.

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2023Sustainable energy transition and its demand for scarce resources: Insights into the German Energiewende through a new risk assessment framework. (2023). Rathgeber, A W ; Kurz, P ; Brem, M ; Papenfuss, P ; Schischke, A. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:176:y:2023:i:c:s1364032123000461.

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2023An indicator of monetary bias for emerging and partially dollarized economies: The case of Uruguay. (2023). Garcia-Hiernaux, Alfredo ; Brum-Civelli, Conrado. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:206-219.

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2023Analysing SME investment, financing constraints and its determinants. A stochastic frontier approach. (2023). O'Toole, Conor ; Lawless, Martina ; Martinez-Cillero, Maria. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:578-588.

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2023Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China. (2023). Mo, Bin ; Li, Zhenghui ; Nie, HE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:46-57.

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2023Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning. (2023). Uddin, Gazi Salah ; Zhu, You ; Wang, Gang-Jin ; Xie, Chi ; Zhou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192200232x.

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2023Frequency connectedness and cross-quantile dependence among medicare, medicine prices and health-tech equity. (2023). Sohag, Kazi ; Gainetdinova, Anna ; Nappo, Fabio ; Riad, S M. In: Technovation. RePEc:eee:techno:v:120:y:2023:i:c:s016649722200030x.

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2023A cross country perspective on Irish enterprise investment: Do fundamentals or constraints matter?. (2023). Otoole, Conor ; Oregan, Cynthia ; Kenny, Eoin ; Gargan, Eric. In: Papers. RePEc:esr:wpaper:wp754.

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2023Markov-Regime Switches in Oil Markets: The Fear Factor Dynamics. (2023). Okawa, Hiroyuki. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:67-:d:1045068.

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2023Local Currency Sovereign Debt Markets, Global Financial Conditions and the Role of Foreign Investors. (2023). Suedekum, Guilherme. In: IHEID Working Papers. RePEc:gii:giihei:heidwp19-2023.

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2023Leading indicators of financial stress in Croatia: a regime switching approach. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:2:p:0-0.

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2023Income inequality and redistribution in Scandinavian countries.. (2023). Claveria, Oscar ; Claveira, Oscar ; Soria, Petar. In: IREA Working Papers. RePEc:ira:wpaper:202310.

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2023Do the projected fiscal deficits play a role in ECB monetary policymaking?. (2023). Pereira, Francisco Gomes ; Jurkas, Linas. In: Working Papers REM. RePEc:ise:remwps:wp02582023.

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2023Financial Globalization and Bank Lending: The Limits of Domestic Monetary Policy in The Gambia. (2023). Cham, Yaya. In: MPRA Paper. RePEc:pra:mprapa:117026.

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2023theinherentuncertaintiesinoutputgapestimationasouthafricanperspective. (2023). Vermeulen, Cobus. In: Working Papers. RePEc:rbz:wpaper:11051.

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2023Labor Market Institutions, Productivity, and the Business Cycle: An Application to Italy. (2023). Schubert, Stefan ; Fonseca, Raquel ; Diwambuena, Josue. In: Cahiers de recherche / Working Papers. RePEc:rsi:creeic:2302.

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2023Transition to Sustainable Growth in South Korea: Investment and Trade under Uncertainty. (2023). Oh, Sehwan ; Jang, Tae-Seok. In: Millennial Asia. RePEc:sae:millen:v:14:y:2023:i:3:p:360-378.

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2023Monetary Policy Spillovers to Polish Financial Markets. (2023). Grothe, Magdalena. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2023:i:2:p:1-10.

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2023Commodity price shocks and the business cycles in emerging economies: the role of banking system balance sheets. (2023). Torres García, Alejandro ; Torres-Garcia, Alejandro ; Villca, Alfredo. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02420-y.

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2023Investment and the long swings of unemployment. (2023). Zoega, Gylfi ; Katsimi, Margarita ; Hoon, Hian Teck. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:31:y:2023:i:3:p:611-632.

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2023Maximum utility portfolio construction in the forward freight agreement markets: Evidence from a multivariate skewed t copula. (2023). Ge, Yingen ; Zhu, MO ; Wang, Xueqin ; Gong, Yuting ; Shi, Wenming. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:1:p:69-89.

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2023.

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2023Shadow-rate VARs. (2023). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd E ; Carriero, Andrea. In: Discussion Papers. RePEc:zbw:bubdps:142023.

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2023Inflation perception and the formation of inflation expectations. (2023). Jentsch, Carsten ; Schmidt, Tobias ; Rieger, Jonas ; Muller, Henrik. In: Ruhr Economic Papers. RePEc:zbw:rwirep:1025.

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Works by Marco Jacopo Lombardi:

YearTitleTypeCited
2020The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article13
2020The dollar, bank leverage and real economic activity: an evolving relationship.(2020) In: BIS Working Papers.
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This paper has nother version. Agregated cites: 13		paper
2010‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession In: Staff Working Papers.
[Full Text][Citation analysis]		paper1
2012Short-Term Forecasting of the Japanese Economy Using Factor Models In: Staff Working Papers.
[Full Text][Citation analysis]		paper12
2012Short-term forecasting of the Japanese economy using factor models.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2020Bargaining power and the Phillips curve: a micro-macro analysis In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper6
2020Bargaining power and the Phillips curve: a micro-macro analysis.(2020) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2012The impact of monetary policy shocks on commodity prices In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper130
2010The impact of monetary policy shocks on commodity prices.(2010) In: Working Paper Series.
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This paper has nother version. Agregated cites: 130		paper
2013The Impact of Monetary Policy Shocks on Commodity Prices.(2013) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 130		article
2017Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles In: Revista ESPE - Ensayos sobre Política Económica.
[Full Text][Citation analysis]		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 nother 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.
[Full Text][Citation analysis]		chapter11
2023The two-regime view of inflation In: BIS Papers.
[Full Text][Citation analysis]		book6
2013Interest rate pass-through since the financial crisis In: BIS Quarterly Review.
[Full Text][Citation analysis]		article57
2015Oil and debt In: BIS Quarterly Review.
[Full Text][Citation analysis]		article22
2015(Why) Is investment weak? In: BIS Quarterly Review.
[Full Text][Citation analysis]		article53
2019Financial conditions and purchasing managers indices: exploring the links In: BIS Quarterly Review.
[Full Text][Citation analysis]		article2
2024Sectoral price dynamics in the last mile of post-Covid-19 disinflation In: BIS Quarterly Review.
[Full Text][Citation analysis]		article0
2013On the correlation between commodity and equity returns: implications for portfolio allocation In: BIS Working Papers.
[Full Text][Citation analysis]		paper68
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 nother version. Agregated cites: 68		article
2014A shadow policy rate to calibrate US monetary policy at the zero lower bound In: BIS Working Papers.
[Full Text][Citation analysis]		paper169
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 nother version. Agregated cites: 169		article
2014Has the transmission of policy rates to lending rates been impaired by the Global Financial Crisis? In: BIS Working Papers.
[Full Text][Citation analysis]		paper22
2015Why did bank lending rates diverge from policy rates after the financial crisis? In: BIS Working Papers.
[Full Text][Citation analysis]		paper75
2015Why Did Bank Lending Rates Diverge from Policy Rates After the Financial Crisis?.(2015) In: Discussion Papers.
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This paper has nother version. Agregated cites: 75		paper
2015The biofuel connection: impact of US regulation on oil and food prices In: BIS Working Papers.
[Full Text][Citation analysis]		paper3
2016Fiscal sustainability and the financial cycle In: BIS Working Papers.
[Full Text][Citation analysis]		paper20
2016Output gaps and policy stabilisation in Latin America: the effect of commodity and capital flow cycles In: BIS Working Papers.
[Full Text][Citation analysis]		paper8
2017The real effects of household debt in the short and long run In: BIS Working Papers.
[Full Text][Citation analysis]		paper65
2017Global impact of US and euro area unconventional monetary policies: a comparison In: BIS Working Papers.
[Full Text][Citation analysis]		paper41
2018Monetary policy spillovers, global commodity prices and cooperation In: BIS Working Papers.
[Full Text][Citation analysis]		paper6
2018Monetary policy spillovers, global commodity prices and cooperation.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 6		paper
2018Measuring financial cycle time In: BIS Working Papers.
[Full Text][Citation analysis]		paper19
2019Measuring financial cycle time.(2019) In: Bank of England working papers.
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This paper has nother version. Agregated cites: 19		paper
2020The impact of unconventional monetary policies on retail lending and deposit rates in the euro area In: BIS Working Papers.
[Full Text][Citation analysis]		paper2
2021Income inequality and the depth of economic downturns In: BIS Working Papers.
[Full Text][Citation analysis]		paper4
2021Income Inequality and the depth of economic downturns.(2021) In: Economics Letters.
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This paper has nother version. Agregated cites: 4		article
2021Fiscal and monetary policy interactions in a low interest rate world In: BIS Working Papers.
[Full Text][Citation analysis]		paper12
2021Are households indifferent to monetary policy announcements? In: BIS Working Papers.
[Full Text][Citation analysis]		paper10
2015Has the Transmission of Policy Rates to Lending Rates Changed in the Wake of the Global Financial Crisis? In: International Finance.
[Full Text][Citation analysis]		article29
2012Oil price density forecasts: exploring the linkages with stock markets In: Working Paper.
[Full Text][Citation analysis]		paper11
2012Oil price density forecasts: Exploring the linkages with stock markets.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 11		paper
2007Indirect estimation of elliptical stable distributions In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper17
2009Indirect estimation of elliptical stable distributions.(2009) In: Computational Statistics & Data Analysis.
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This paper has nother version. Agregated cites: 17		article
2010Energy markets and the euro area macroeconomy In: Occasional Paper Series.
[Full Text][Citation analysis]		paper2
2007(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate In: Working Paper Series.
[Full Text][Citation analysis]		paper8
2009External shocks and international inflation linkages: a global VAR analysis In: Working Paper Series.
[Full Text][Citation analysis]		paper60
2009The role of financial variables in predicting economic activity In: Working Paper Series.
[Full Text][Citation analysis]		paper47
2012The Role of Financial Variables in predicting economic activity.(2012) In: Journal of Forecasting.
[Citation analysis]
This paper has nother version. Agregated cites: 47		article
2010Global commodity cycles and linkages a FAVAR approach In: Working Paper Series.
[Full Text][Citation analysis]		paper83
2012Global commodity cycles and linkages: a FAVAR approach.(2012) In: Empirical Economics.
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This paper has nother version. Agregated cites: 83		article
2011Bayesian prior elicitation in DSGE models: macro- vs micro-priors In: Working Paper Series.
[Full Text][Citation analysis]		paper11
2012Bayesian prior elicitation in DSGE models: Macro- vs micropriors.(2012) In: Journal of Economic Dynamics and Control.
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2011Do Financial Investors Destabilize the Oil Price?.(2011) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2011Forecasting economic growth in the euro area during the Great Moderation and the Great Recession In: Working Paper Series.
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2008Indirect Estimation of α-Stable Distributions and Processes In: Econometrics Journal.
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2004Indirect estimation of alpha-stable distributions and processes..(2004) In: Econometrics Working Papers Archive.
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2007Bayesian inference for [alpha]-stable distributions: A random walk MCMC approach In: Computational Statistics & Data Analysis.
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2004Bayesian inference for alpha-stable distributions: a random walk MCMC approach..(2004) In: Econometrics Working Papers Archive.
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2006Indirect estimation of alpha-stable stochastic volatility models.(2006) In: Econometrics Working Papers Archive.
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2010The Emergence and Survival of Inflation Expectations In: EcoMod2010.
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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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2009Key elements of global inflation In: Discussion Papers.
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2010Key Elements of Global Inflation.(2010) In: RBA Annual Conference Volume (Discontinued).
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2010The US-Euro Area Relationship in a Context of Possible Systemic Changes In: Palgrave Macmillan Books.
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