Matteo Luciani : Citation Profile

Are you Matteo Luciani?

Federal Reserve Board (Board of Governors of the Federal Reserve System)

10

H index

10

i10 index

302

Citations

RESEARCH PRODUCTION:

12

Articles

34

Papers

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 18
   Journals where Matteo Luciani has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 21 (6.5 %)

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   Permalink: http://citec.repec.org/plu244
   Updated: 2020-10-17    RAS profile: 2020-04-17    
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Relations with other researchers

Works with:

Barigozzi, Matteo (7)

Conflitti, Cristina (4)

Ramayandi, Arief (3)

Pundit, Madhavi (3)

veronese, giovanni (2)

Dungey, Mardi (2)

Lippi, Marco (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Matteo Luciani.

Is cited by:

Giannone, Domenico (12)

Cette, Gilbert (12)

Barigozzi, Matteo (11)

Hallin, Marc (8)

Bragoli, Daniela (8)

Caruso, Alberto (8)

Modugno, Michele (8)

Ferrara, Laurent (6)

Soccorsi, Stefano (6)

Chernis, Tony (5)

Corona, Francisco (5)

Cites to:

Reichlin, Lucrezia (90)

Lippi, Marco (71)

Forni, Mario (66)

Giannone, Domenico (56)

Hallin, Marc (51)

Bai, Jushan (40)

Ng, Serena (39)

Watson, Mark (32)

Diebold, Francis (21)

Stock, James (20)

Bollerslev, Tim (15)

Main data

Where Matteo Luciani has published?

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)6
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)5
Working Papers ECARES / ULB -- Universite Libre de Bruxelles4
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles3
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area2
Working Papers / University of Tasmania, Tasmanian School of Business and Economics2
Papers / arXiv.org2
Working Papers / Department of the Treasury, Ministry of the Economy and of Finance2

Recent works citing Matteo Luciani (2020 and 2019)

YearTitle of citing document
2020Targeting predictors in random forest regression. (2020). Nielsen, Mikkel S ; Muhlbach, Nicolaj N ; Christensen, Bent Jesper ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-03.

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2020Approximate State Space Modelling of Unobserved Fractional Components. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142.

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2019Multivariate Fractional Components Analysis. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149.

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2019The international effects of central bank information shocks. (2019). Stelzer, Anna ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1912.03158.

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2020A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis. (2020). Huber, Florian ; Piribauer, Philipp ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2001.03935.

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2020The effects of targeting predictors in a random forest regression model. (2020). Christensen, Bent Jesper ; Nielsen, Mikkel Slot ; Muhlbach, Nicolaj Norgaard ; Borup, Daniel. In: Papers. RePEc:arx:papers:2004.01411.

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2020Macroeconomic Forecasting with Fractional Factor Models. (2020). Hartl, Tobias. In: Papers. RePEc:arx:papers:2005.04897.

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2020Dynamic Relationship between Oil Price and Inflation in Oil Exporting Economy: Empirical Evidence from Wavelet Coherence Technique. (2020). Adebayo, Tomiwa Sunday. In: Energy Economics Letters. RePEc:asi:eneclt:2020:p:12-22.

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2019Monetary Policy Transmission in the Euro Zone. (2019). Binatli, Ayla Ogu ; Sohrabji, Niloufer . In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev5i1-4.

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2019Multivariate Fractional Components Analysis. (2019). Weigand, Roland ; Hartl, Tobias. In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:38283.

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2019A Comprehensive Evaluation of Measures of Core Inflation in Canada: An Update. (2019). Steyn, Ceciline ; Lao, Helen. In: Discussion Papers. RePEc:bca:bocadp:19-9.

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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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2020FISS – A Factor-based Index of Systemic Stress in the Financial System. (2020). Varga, Katalin ; Szendrei, Tibor . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:3-34.

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2020Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8516.

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2019Extracting information on economic activity from business and consumer surveys in an emerging economy (Chile). (2019). Pedersen, Michael ; Figueroa, Camila. In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:22:y:2019:i:3:p:098-131.

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2020Las plataformas digitales, la productividad y el empleo en Colombia. (2020). Fernandez, Cristina ; Benavides, Juan. In: Informes de Investigación. RePEc:col:000124:018276.

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2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14271.

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2020Disaggregated Inflation and Asymmetric Oil Price Pass-Through in Nigeria. (2020). Usman, Nuruddeen ; Shitile, Tersoo Shimonkabir. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-37.

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2019International trade, foreign direct investments, and firms’ systemic risk : Evidence from the Netherlands. (2019). Braekers, Roel ; Vancauteren, Mark ; van Cauwenberge, Annelies ; Vandemaele, Sigrid . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:361-386.

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2019A nowcasting model for Ecuador: Implementing a time-varying mean output growth. (2019). Baquero, Daniel ; Gonzalez-Astudillo, Manuel. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:250-263.

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2020Collateral rehypothecation, safe asset scarcity, and unconventional monetary policy. (2020). Giri, Federico ; Gallegati, Mauro ; Grilli, Ruggero. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:633-645.

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2020Measuring systemic risk in the U.S. Banking system. (2020). Sanz, Ivan Pastor ; Lopez-Iturriaga, Felix J ; Kolari, James W. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:646-658.

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2020Credit creation under multiple banking regulations: The impact of balance sheet diversity on money supply. (2020). Stanley, Eugene H ; Wang, Yougui ; Xing, Xiaoyun. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:720-735.

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2020Nearest comoment estimation with unobserved factors. (2020). Boudt, Kris ; Verdonck, Tim ; Cornilly, Dries. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:381-397.

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2019Modeling Euro STOXX 50 volatility with common and market-specific components. (2019). Gallo, Giampiero M ; Cipollini, Fabrizio. In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:22-42.

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2020Digital technology diffusion: A matter of capabilities, incentives or both?. (2020). Nicoletti, Giuseppe ; Andrews, Dan ; von Rueden, Christina. In: European Economic Review. RePEc:eee:eecrev:v:128:y:2020:i:c:s0014292120301446.

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2019Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes. (2019). Swanson, Norman R ; Guney, Ethem I ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:555-572.

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2019US monetary policy and the euro area. (2019). Hanisch, Max. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:77-96.

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2020Are banking shocks contagious? Evidence from the eurozone. (2020). Lagoa-Varela, Dolores ; Flavin, Thomas J ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618301572.

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2019“Too central to fail” systemic risk measure using PageRank algorithm. (2019). Jeong, Deokjong ; Yun, Tae-Sub ; Park, Sunyoung. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:251-272.

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2020Monetary policy and herd behavior: International evidence. (2020). Spyrou, Spyros ; Makrychoriti, Panagiota ; Krokida, Styliani-Iris. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:386-417.

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2019A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio. (2019). Belkacem, Lotfi ; Boubaker, Heni ; Karmous, Aida. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312695.

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2020The empirical properties of euro area M3, 1980-2017. (2020). Carcel, Hector ; Villanova, Hector Carcel ; Jung, Alexander. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:37-49.

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2019The creative response and international trade11The comments of the anonymous referees and the editor are gratefully acknowledged. The funding of my Department are acknowledged.. (2019). antonelli, cristiano ; Cristiano, Antonelli . In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:51:y:2019:i:c:p:445-452.

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2019Synchronization Patterns in the European Union. (2019). Napoletano, Mauro ; Luu, Duc Thi ; Guerini, Mattia. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1918.

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2020Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: Working Papers. RePEc:fip:feddwp:88598.

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2019Monetary Policy, Housing Rents and Inflation Dynamics. (2019). Duarte, Joao ; Dias, Daniel. In: International Finance Discussion Papers. RePEc:fip:fedgif:1248.

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2019Coupling and Coordination Development of Australian Energy, Economy, and Ecological Environment Systems from 2007 to 2016. (2019). Chen, Mu-Yen ; Yan, Xin. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6568-:d:289343.

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2019Synchronization Patterns in the European Union. (2019). Napoletano, Mauro ; Luu, Duc Thi ; Guerini, Mattia. In: GREDEG Working Papers. RePEc:gre:wpaper:2019-30.

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2019Synchronization patterns in the European Union. (2019). Napoletano, Mauro ; Guerini, Mattia ; Luu, Duc Thi. In: Working Papers. RePEc:hal:wpaper:halshs-02375416.

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2019Asset Pricing vs Asset Expected Returning in Factor Models. (2019). Favero, Carlo ; Melone, Alessandro. In: Working Papers. RePEc:igi:igierp:651.

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2020Estimating Non-stationary Common Factors: Implications for Risk Sharing. (2020). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9875-9.

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2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: NBER Working Papers. RePEc:nbr:nberwo:26606.

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2019Financial structure, institutional quality and monetary policy transmission: A Meta-Analysis.. (2019). Tripathi, Shruti ; Bhattacharya, Rudrani ; Chowdhury, Sahana Roy ; Roychowdhury, Sahana . In: Working Papers. RePEc:npf:wpaper:19/274.

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2019Nowcasting GDP Growth Using a Coincident Economic Indicator for India. (2019). Kumar, Pankaj ; Ghosh, Saurabh ; Bhadury, Soumya. In: MPRA Paper. RePEc:pra:mprapa:96007.

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2019What is the Investment Loss due to Uncertainty?. (2019). Panagiotidis, Theodore ; Printzis, Panagiotis. In: Working Paper series. RePEc:rim:rimwps:19-06.

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2020“Credit view” on monetary policy in Russia. (2020). Pestova, Anna. In: Applied Econometrics. RePEc:ris:apltrx:0388.

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2019Monetary Policy Shocks in the Russian Economy and Their Macroeconomic Effects. (2019). Rostova, Natalia A ; Mamonov, Mikhail E ; Pestova, Anna A. In: Economic Policy. RePEc:rnp:ecopol:ep1926.

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2019NEAREST COMOMENT ESTIMATION WITH UNOBSERVED FACTORS. (2019). Boudt, Kris ; Verdonck, Tim ; Cornilly, Dries. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/970.

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2019Synchronization patterns in the European Union. (2019). Napoletano, Mauro ; Guerini, Mattia ; Luu, Duc Thi. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/5q8fnecj1u87ka099dc571bhi2.

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2019On the penalized maximum likelihood estimation of high-dimensional approximate factor model. (2019). Yao, Chaoli ; Yang, HU ; Wang, Shaoxin. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:2:d:10.1007_s00180-019-00869-z.

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2019Restoring euro area monetary transmission: Which role for government bond rates?. (2019). Wollmershäuser, Timo ; Siemsen, Thomas ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver ; Hristov, Nikolay. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:3:d:10.1007_s00181-018-1467-y.

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2020The role of temporal dependence in factor selection and forecasting oil prices. (2020). Mjelde, James W ; Pourahmadi, Mohsen ; Binder, Kyle E. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1574-9.

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2019Synchronization Patterns in the European Union. (2019). Napoletano, Mauro ; Guerini, Mattia ; Luu, Duc Thi. In: LEM Papers Series. RePEc:ssa:lemwps:2019/33.

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2020Contagion or interdependence? Comparing signed and unsigned spillovers. (2020). Volkov, Vladimir ; Islam, Raisul. In: Working Papers. RePEc:tas:wpaper:33214.

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2020Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates. (2020). Schiman, Stefan ; Badinger, Harald. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2020:i:608.

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2020Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates. (2020). Schiman, Stefan ; Badinger, Harald. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp300.

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2020A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis. (2020). Pfarrhofer, Michael ; Huber, Florian ; Piribauer, Philipp. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:6:p:911-926.

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2020Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector. (2020). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: EconStor Preprints. RePEc:zbw:esprep:222580.

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2020A replication of A quasi-maximum likelihood approach for large, approximate dynamic factor models (Review of Economics and Statistics, 2012). (2020). Venetis, Ioannis ; Lucchetti, Riccardo. In: Economics Discussion Papers. RePEc:zbw:ifwedp:20205.

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2020A comment on the dynamic factor model with dynamic factors. (2020). Ruiz, Esther ; Poncela, Pilar. In: Economics Discussion Papers. RePEc:zbw:ifwedp:20207.

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2020A replication of A quasi-maximum likelihood approach for large, approximate dynamic factor models (Review of Economics and Statistics, 2012). (2020). Venetis, Ioannis ; Lucchetti, Riccardo (Jack). In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:202014.

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2019Global financial cycles since 1880. (2019). Wolters, Maik ; Potjagailo, Galina. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2122.

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2019Global financial cycles since 1880. (2019). Wolters, Maik ; Potjagailo, Galina. In: IMFS Working Paper Series. RePEc:zbw:imfswp:132.

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2019Does one size fit all in the Euro Area? Some counterfactual evidence. (2019). Gasteiger, Emanuel ; Destefanis, Sergio ; Fragetta, Matteo. In: ECON WPS - Vienna University of Technology Working Papers in Economic Theory and Policy. RePEc:zbw:tuweco:052019.

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2019International trade, foreign direct investments, and firms’ systemic risk : Evidence from the Netherlands. (2019). Braekers, Roel ; Vancauteren, Mark ; van Cauwenberge, Annelies ; Vandemaele, Sigrid . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:361-386.

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2019Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes. (2019). Swanson, Norman R ; Guney, Ethem I ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:555-572.

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2019Macroeconomic news and market reaction: Surprise indexes meet nowcasting. (2019). Caruso, Alberto. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1725-1734.

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Works by Matteo Luciani:

YearTitleTypeCited
2019Oil Price Pass-through into Core Inflation In: The Energy Journal.
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2017Oil price pass-through into core inflation.(2017) In: Questioni di Economia e Finanza (Occasional Papers).
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2017Oil Price Pass-Through into Core Inflation.(2017) In: Finance and Economics Discussion Series.
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2017Oil Price Pass-Through into Core Inflation.(2017) In: FEDS Notes.
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2019Oil Price Pass-Through into Core Inflation.(2019) In: FEDS Notes.
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2019Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm In: Papers.
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2019Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models In: Papers.
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2012A model for vast panels of volatilities In: Working Papers.
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2013Do euro area countries respond asymmetrically to the common monetary policy? In: Temi di discussione (Economic working papers).
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2014Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?.(2014) In: Oxford Bulletin of Economics and Statistics.
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2012Do Euro area countries respond asymmetrically to the common monetary policy?.(2012) In: LSE Research Online Documents on Economics.
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2013Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?.(2013) In: ULB Institutional Repository.
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2013Uncertainty and heterogeneity in factor models forecasting In: Temi di discussione (Economic working papers).
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2012Uncertainty and Heterogeneity in factor models forecasting.(2012) In: Working Papers.
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2017Surfing through the GFC: Systemic Risk in Australia In: The Economic Record.
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2015Surfing through the GFC: systemic risk in Australia.(2015) In: Working Papers.
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2010Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis In: Working Papers.
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2012Monetary Policy and the Housing Market: A Structural Factor Analysis In: Working Papers ECARES.
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2010Monetary Policy and the Housing Market: A Structural Factor Analysis.(2010) In: Working Papers.
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2013Monetary Policy, and the Housing Market: A Structural Factor Analysis.(2013) In: ULB Institutional Repository.
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2015Monetary Policy and the Housing Market: A Structural Factor Analysis.(2015) In: Journal of Applied Econometrics.
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2013Nowcasting Norway In: Working Papers ECARES.
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2014Nowcasting Norway.(2014) In: International Journal of Central Banking.
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2014Dynamic Factor Models, Cointegration and Error Correction Mechanisms In: Working Papers ECARES.
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2016Dynamic Factor Models, Cointegration, and Error Correction Mechanisms.(2016) In: Finance and Economics Discussion Series.
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2011Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks In: Working Papers ECARES.
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2014Forecasting with approximate dynamic factor models: The role of non-pervasive shocks.(2014) In: International Journal of Forecasting.
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2018Systemic risk in the US: Interconnectedness as a circuit breaker In: Economic Modelling.
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2012Ranking Systemically Important Financial Institutions In: CAMA Working Papers.
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2012Ranking systemically important financial institutions.(2012) In: Working Papers.
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2012Ranking Systemically Important Financial Institutions.(2012) In: Tinbergen Institute Discussion Papers.
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2011Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model In: European Economy - Economic Papers 2008 - 2015.
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2015Nowcasting Indonesia In: Finance and Economics Discussion Series.
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2015Nowcasting Indonesia.(2015) In: ADB Economics Working Paper Series.
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2018Nowcasting Indonesia.(2018) In: Empirical Economics.
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2017Non-Stationary Dynamic Factor Models for Large Datasets In: Finance and Economics Discussion Series.
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2017Common Factors, Trends, and Cycles in Large Datasets In: Finance and Economics Discussion Series.
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2020Common and Idiosyncratic Inflation In: Finance and Economics Discussion Series.
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2020Common and Idiosyncratic Inflation.(2020) In: FEDS Notes.
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2018Do National Account Statistics Underestimate US Real Output Growth? In: FEDS Notes.
[Full Text][Citation analysis]		paper1
2019Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index In: FEDS Notes.
[Full Text][Citation analysis]		paper1
2020Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors In: Econometrics.
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2004A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area In: Rivista di Politica Economica.
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2004A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area.(2004) In: ULB Institutional Repository.
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2011The determinants of investment in information and communication technologies In: Economics of Innovation and New Technology.
[Full Text][Citation analysis]		article30
2015Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models In: Journal of Forecasting.
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