Matteo Luciani : Citation Profile


Are you Matteo Luciani?

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

8

H index

6

i10 index

179

Citations

RESEARCH PRODUCTION:

8

Articles

27

Papers

RESEARCH ACTIVITY:

   13 years (2004 - 2017). See details.
   Cites by year: 13
   Journals where Matteo Luciani has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 17 (8.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu244
   Updated: 2018-04-14    RAS profile: 2017-12-03    
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Relations with other researchers


Works with:

Barigozzi, Matteo (6)

Lippi, Marco (3)

Dungey, Mardi (2)

Conti, Antonio (2)

Ricci, Lorenzo (2)

veronese, giovanni (2)

Veredas, David (2)

Ramayandi, Arief (2)

Pundit, Madhavi (2)

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

Is cited by:

Cette, Gilbert (10)

Modugno, Michele (10)

Giannone, Domenico (9)

Barigozzi, Matteo (8)

Soccorsi, Stefano (6)

Chernis, Tony (6)

Bragoli, Daniela (6)

Blot, Christophe (5)

Prettner, Klaus (5)

Caruso, Alberto (5)

Dahlhaus, Tatjana (5)

Cites to:

Reichlin, Lucrezia (90)

Forni, Mario (72)

Lippi, Marco (70)

Hallin, Marc (53)

Giannone, Domenico (47)

Bai, Jushan (43)

Ng, Serena (41)

Watson, Mark (35)

Diebold, Francis (21)

Stock, James (20)

Granger, Clive (16)

Main data


Where Matteo Luciani has published?


Working Papers Series with more than one paper published# docs
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles5
Working Papers ECARES / ULB -- Universite Libre de Bruxelles4
Working Papers / University of Tasmania, Tasmanian School of Business and Economics2
Working Papers / Department of the Treasury, Ministry of the Economy and of Finance2
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area2

Recent works citing Matteo Luciani (2018 and 2017)


YearTitle of citing document
2017Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; Chernis, Tony ; Binette, Andre . In: Discussion Papers. RePEc:bca:bocadp:17-2.

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2017A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Chernis, Tony ; Sekkel, Rodrigo . In: Staff Working Papers. RePEc:bca:bocawp:17-2.

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2017Long-term growth and productivity projections in advanced countries.. (2017). Lecat, Remy ; Cette, Gilbert ; Ly-Marin, C. In: Working papers. RePEc:bfr:banfra:617.

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2018One Money, Many Markets - A Factor Model Approach to Monetary Policy in the Euro Area with High-Frequency Identification. (2018). Corsetti, G ; Mann, S ; Duarte, J B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1816.

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2017Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Ruth, Sebastian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6458.

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2018One Money, Many Markets. (2018). Duarte, Joao ; Corsetti, Giancarlo ; Mann, Samuel . In: Discussion Papers. RePEc:cfm:wpaper:1805.

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2017Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2017. (2017). Komarek, Lubos ; Arnostova, Katerina ; Saxa, Branislav ; Hromadkova, Eva ; Ruzicka, Lubos ; Holub, Tomas ; Pfeifer, Lukas ; Hledik, Tibor ; Pasalicova, Renata ; Gurtler, Martin ; Vozar, Mario ; Matejkova, Lucie ; Bruha, Jan ; Vojta, Martin ; Mala, Barbora ; Benecka, Sona ; Vlcek, Jan ; Novotny, Filip ; Belling, Vojtech ; Solc, Jan ; Kubicova, Ivana ; Babecky, Jan ; Snobl, Radek ; Kral, Petr ; Kucharcukova, Oxana Babecka ; Soukup, Pavel ; Komarkova, Zlatuse ; Adam, Tomas ; Siuda, Vojtech. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:as17.

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2017Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Rueth, Sebastian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12024.

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2017Employment protection legislation impacts on capital and skill composition. (2017). Cette, Gilbert ; Jacques, Mairesse ; Jimmy, Lopez. In: Working Papers. RePEc:crs:wpaper:2017-57.

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2017US Monetary Policy and the Euro Area. (2017). Hanisch, Max. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1701.

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2017Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models. (2017). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/248676.

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2017Low inflation and monetary policy in the euro area. (2017). Nobili, Andrea ; Neri, Stefano ; Conti, Antonio. In: Working Paper Series. RePEc:ecb:ecbwps:20172005.

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2017Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina . In: Working Paper Series. RePEc:ecb:ecbwps:20172082.

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2017Common factors of commodity prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working Paper Series. RePEc:ecb:ecbwps:20172112.

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2017Withdrawal of Italy from the euro area: Stochastic simulations of a structural macroeconometric model. (2017). Mongeau Ospina, Christian Alexander ; Granville, Brigitte ; Bagnai, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:524-538.

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2018Using rule-based updating procedures to improve the performance of composite indicators. (2018). Abberger, Klaus ; Sturm, Jan-Egbert ; Siliverstovs, Boriss ; Graff, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:127-144.

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2018Nowcasting with the help of foreign indicators: The case of Mexico. (2018). Caruso, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:160-168.

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2017Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements. (2017). Chang, Ya-Ting ; Hsu, Chih-Chiang ; Gau, Yin-Feng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:172-192.

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2017The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries. (2017). Hanisch, Max ; Kempa, Bernd. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:70-88.

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2017Generalized dynamic factor models and volatilities: estimation and forecasting. (2017). Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:307-321.

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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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2017A now-casting model for Canada: Do U.S. variables matter?. (2017). Modugno, Michele ; Bragoli, Daniela . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:786-800.

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2017Business tendency surveys and macroeconomic fluctuations. (2017). Scheufele, Rolf ; Kaufmann, Daniel . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:878-893.

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2017Nowcasting BRIC+M in real time. (2017). Dahlhaus, Tatjana ; Guenette, Justin-Damien ; Vasishtha, Garima . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:915-935.

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2017Network, market, and book-based systemic risk rankings. (2017). van de Leur, Michiel ; Lucas, Andre ; Seeger, Norman J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:84-90.

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2017The impact of oil shocks on the housing market: Evidence from Canada and U.S. (2017). Escobari, Diego ; Egly, Peter V ; Killins, Robert N. In: Journal of Economics and Business. RePEc:eee:jebusi:v:93:y:2017:i:c:p:15-28.

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2017Housing market stability, mortgage market structure, and monetary policy: Evidence from the euro area. (2017). Zhu, Bing ; Sebastian, Steffen ; Betzinger, Michael . In: Journal of Housing Economics. RePEc:eee:jhouse:v:37:y:2017:i:c:p:1-21.

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2017The effectiveness of conventional and unconventional monetary policy: Evidence from a structural dynamic factor model for Japan. (2017). Hanisch, Max. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:110-134.

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2017Spillover effects from Euro area monetary policy across Europe: A factor-augmented VAR approach. (2017). Potjagailo, Galina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:72:y:2017:i:c:p:127-147.

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2017Macroeconomic nowcasting and forecasting with big data. (2017). Tambalotti, Andrea ; Sbordone, Argia ; Giannone, Domenico ; Caratelli, Daniele ; Bok, Brandyn. In: Staff Reports. RePEc:fip:fednsr:830.

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2017The Impact of Oil Shocks on the Housing Market: Evidence from Canada and U.S.. (2017). Escobari, Diego ; Egly, Peter V ; Killins, Robert N. In: MPRA Paper. RePEc:pra:mprapa:80529.

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2017SYSTEMATIC MONETARY POLICY AND THE MACROECONOMIC EFFECTS OF SHIFTS IN LOAN-TO-VALUE RATIOS. (2017). Rüth, Sebastian ; Bachmann, Ruediger ; Ruth, Sebastian . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:17/934.

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2017A dynamic factor model for nowcasting Canadian GDP growth. (2017). Chernis, Tony ; Sekkel, Rodrigo . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1254-1.

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2017Dynamical Interaction Between Financial and Business Cycles. (2017). Billio, Monica ; Petronevich, Anna. In: Working Papers. RePEc:ven:wpaper:2017:24.

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2017Business Cycle Dating and Forecasting with Real-time Swiss GDP Data. (2017). Glocker, Christian ; Wegmuller, Philipp . In: WIFO Working Papers. RePEc:wfo:wpaper:y:2017:i:542.

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2017The effects of US monetary policy shocks: Applying external instrument identification to a dynamic factor model. (2017). Kerssenfischer, Mark. In: Discussion Papers. RePEc:zbw:bubdps:082017.

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2018Implementing an approximate dynamic factor model to nowcast GDP using sensitivity analysis. (2018). Duarte, Pablo ; Sussmuth, Bernd. In: Working Papers. RePEc:zbw:leiwps:152.

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Works by Matteo Luciani:


YearTitleTypeCited
2012A model for vast panels of volatilities In: Working Papers.
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paper8
2013Do euro area countries respond asymmetrically to the common monetary policy? In: Temi di discussione (Economic working papers).
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paper33
2014Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?.(2014) In: Oxford Bulletin of Economics and Statistics.
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This paper has another version. Agregated cites: 33
article
2012Do Euro area countries respond asymmetrically to the common monetary policy?.(2012) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 33
paper
2013Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?.(2013) In: ULB Institutional Repository.
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This paper has another version. Agregated cites: 33
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2013Uncertainty and heterogeneity in factor models forecasting In: Temi di discussione (Economic working papers).
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paper2
2012Uncertainty and Heterogeneity in factor models forecasting.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 2
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2017Surfing through the GFC: Systemic Risk in Australia In: The Economic Record.
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article2
2015Surfing through the GFC: systemic risk in Australia.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 2
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2010Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis In: Working Papers.
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paper1
2012Monetary Policy and the Housing Market: A Structural Factor Analysis In: Working Papers ECARES.
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paper25
2010Monetary Policy and the Housing Market: A Structural Factor Analysis.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 25
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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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paper19
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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paper1
2011Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks In: Working Papers ECARES.
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paper16
2014Forecasting with approximate dynamic factor models: The role of non-pervasive shocks.(2014) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 16
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2012Ranking Systemically Important Financial Institutions In: CAMA Working Papers.
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paper13
2012Ranking systemically important financial institutions.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 13
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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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paper8
2016Dynamic Factor Models, Cointegration, and Error Correction Mechanisms In: Finance and Economics Discussion Series.
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paper2
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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2017Oil Price Pass-Through into Core Inflation In: Finance and Economics Discussion Series.
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2015Nowcasting Indonesia In: ADB Economics Working Paper Series.
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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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This paper has another version. Agregated cites: 0
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2011The determinants of investment in information and communication technologies In: Economics of Innovation and New Technology.
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2013A simple model for vast panels of volatilities In: ULB Institutional Repository.
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paper3
2013Googling SIFIs In: ULB Institutional Repository.
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paper7
2015Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models In: Journal of Forecasting.
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article7

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