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

313

Citations

RESEARCH PRODUCTION:

12

Articles

34

Papers

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 19
   Journals where Matteo Luciani has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 21 (6.29 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plu244
   Updated: 2021-01-16    RAS profile: 2020-04-17    
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Relations with other researchers

Works with:

Barigozzi, Matteo (7)

Conflitti, Cristina (4)

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:

Cette, Gilbert (13)

Giannone, Domenico (12)

Barigozzi, Matteo (11)

Modugno, Michele (8)

Caruso, Alberto (8)

Hallin, Marc (8)

Bragoli, Daniela (8)

Ferrara, Laurent (6)

Soccorsi, Stefano (6)

Lenza, Michele (5)

Creel, Jerome (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
Papers / arXiv.org2
Working Papers / Department of the Treasury, Ministry of the Economy and of Finance2
Working Papers / University of Tasmania, Tasmanian School of Business and Economics2

Recent works citing Matteo Luciani (2021 and 2020)

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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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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2020Alternative measures of underlying inflation in the euro area. (2020). Conflitti, Cristina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_593_20.

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2020Growth factors in developed countries: A 1960-2019 growth accounting decomposition. (2020). Spiezia, Vincenzo ; Cette, Gilbert ; Vincenzo, Spiezia ; Aurelien, Devillard ; Gilbert, Cette . In: Working papers. RePEc:bfr:banfra:783.

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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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2020Making Fiscal Adjustments Using Event Probability Forecasts in OECD Countries. (2020). Ong, Kian ; Lee, Kevin ; Shields, Kalvinder K. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:294-313.

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2020Jump Risk in the US Financial Sector. (2020). Yao, Wenying ; Gajurel, Dinesh ; Jeyasreedharan, Nagaratnam ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:331-349.

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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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2020Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates. (2020). Schiman, Stefan ; Badinger, Harald. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8558.

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

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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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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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2020Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620302060.

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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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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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2020One Money, Many Markets: Monetary Transmission and Housing Financing in the Euro Area. (2020). Mann, Samuel ; Duarte, Joao B ; Corsetti, Giancarlo. In: IMF Working Papers. RePEc:imf:imfwpa:2020/108.

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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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2020An analysis of systemic risk in worldwide economic sentiment indices. (2020). Yanovski, Boyan ; Luu, Duc Thi ; Lux, Thomas. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:4:d:10.1007_s10663-019-09464-3.

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

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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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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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2020Oil prices, gasoline prices and inflation expectations: A new model and new facts. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CFS Working Paper Series. RePEc:zbw:cfswop:645.

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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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Works by Matteo Luciani:

YearTitleTypeCited
2019Oil Price Pass-through into Core Inflation In: The Energy Journal.
[Full Text][Citation analysis]		article6
2017Oil price pass-through into core inflation.(2017) In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2017Oil Price Pass-Through into Core Inflation.(2017) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2017Oil Price Pass-Through into Core Inflation.(2017) In: FEDS Notes.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2019Oil Price Pass-Through into Core Inflation.(2019) In: FEDS Notes.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2020Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm In: Papers.
[Full Text][Citation analysis]		paper1
2019Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models In: Papers.
[Full Text][Citation analysis]		paper1
2012A model for vast panels of volatilities In: Working Papers.
[Full Text][Citation analysis]		paper12
2013Do euro area countries respond asymmetrically to the common monetary policy? In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper66
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: 66		article
2012Do Euro area countries respond asymmetrically to the common monetary policy?.(2012) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66		paper
2013Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?.(2013) In: ULB Institutional Repository.
[Citation analysis]
This paper has another version. Agregated cites: 66		paper
2013Uncertainty and heterogeneity in factor models forecasting In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper2
2012Uncertainty and Heterogeneity in factor models forecasting.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 2		paper
2017Surfing through the GFC: Systemic Risk in Australia In: The Economic Record.
[Full Text][Citation analysis]		article10
2015Surfing through the GFC: systemic risk in Australia.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 10		paper
2010Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis In: Working Papers.
[Full Text][Citation analysis]		paper1
2012Monetary Policy and the Housing Market: A Structural Factor Analysis In: Working Papers ECARES.
[Full Text][Citation analysis]		paper38
2010Monetary Policy and the Housing Market: A Structural Factor Analysis.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38		paper
2013Monetary Policy, and the Housing Market: A Structural Factor Analysis.(2013) In: ULB Institutional Repository.
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This paper has another version. Agregated cites: 38		paper
2015Monetary Policy and the Housing Market: A Structural Factor Analysis.(2015) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 38		article
2013Nowcasting Norway In: Working Papers ECARES.
[Full Text][Citation analysis]		paper26
2014Nowcasting Norway.(2014) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 26		article
2014Dynamic Factor Models, Cointegration and Error Correction Mechanisms In: Working Papers ECARES.
[Full Text][Citation analysis]		paper7
2016Dynamic Factor Models, Cointegration, and Error Correction Mechanisms.(2016) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 7		paper
2011Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks In: Working Papers ECARES.
[Full Text][Citation analysis]		paper27
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.
[Full Text][Citation analysis]		article8
2012Ranking Systemically Important Financial Institutions In: CAMA Working Papers.
[Full Text][Citation analysis]		paper18
2012Ranking systemically important financial institutions.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 18		paper
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.
[Full Text][Citation analysis]		paper8
2015Nowcasting Indonesia In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper17
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.
[Full Text][Citation analysis]		paper9
2017Common Factors, Trends, and Cycles in Large Datasets In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper2
2020Common and Idiosyncratic Inflation In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2020Common and Idiosyncratic Inflation.(2020) In: FEDS Notes.
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This paper has another version. Agregated cites: 0		paper
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.
[Full Text][Citation analysis]		article1
2004A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area In: Rivista di Politica Economica.
[Full Text][Citation analysis]		article0
2004A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area.(2004) In: ULB Institutional Repository.
[Citation analysis]
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2011The determinants of investment in information and communication technologies In: Economics of Innovation and New Technology.
[Full Text][Citation analysis]		article31
2015Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models In: Journal of Forecasting.
[Full Text][Citation analysis]		article20

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