10
H index
10
i10 index
313
Citations
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:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Matteo Luciani. | Is cited by: | Cites to: |
Year | Title of citing document |
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2020 | Targeting 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. Full description at Econpapers || Download paper |
2020 | Approximate State Space Modelling of Unobserved Fractional Components. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | Macroeconomic Forecasting with Fractional Factor Models. (2020). Hartl, Tobias. In: Papers. RePEc:arx:papers:2005.04897. Full description at Econpapers || Download paper |
2020 | Dynamic 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. Full description at Econpapers || Download paper |
2020 | Alternative 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. Full description at Econpapers || Download paper |
2020 | Growth 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. Full description at Econpapers || Download paper |
2020 | FISS – 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. Full description at Econpapers || Download paper |
2020 | Making 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. Full description at Econpapers || Download paper |
2020 | Jump 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. Full description at Econpapers || Download paper |
2020 | Oil 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. Full description at Econpapers || Download paper |
2020 | Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates. (2020). Schiman, Stefan ; Badinger, Harald. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8558. Full description at Econpapers || Download paper |
2020 | Las plataformas digitales, la productividad y el empleo en Colombia. (2020). Fernandez, Cristina ; Benavides, Juan. In: Informes de Investigación. RePEc:col:000124:018276. Full description at Econpapers || Download paper |
2020 | Drawing 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. Full description at Econpapers || Download paper |
2020 | Disaggregated 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. Full description at Econpapers || Download paper |
2020 | Collateral 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. Full description at Econpapers || Download paper |
2020 | Measuring 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. Full description at Econpapers || Download paper |
2020 | Credit 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. Full description at Econpapers || Download paper |
2020 | Nearest 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. Full description at Econpapers || Download paper |
2020 | Digital 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. Full description at Econpapers || Download paper |
2020 | Are 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. Full description at Econpapers || Download paper |
2020 | Monetary 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. Full description at Econpapers || Download paper |
2020 | Drawing 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. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: Working Papers. RePEc:fip:feddwp:88598. Full description at Econpapers || Download paper |
2020 | One 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. Full description at Econpapers || Download paper |
2020 | Estimating 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. Full description at Econpapers || Download paper |
2020 | An 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. Full description at Econpapers || Download paper |
2020 | Drawing 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. Full description at Econpapers || Download paper |
2020 | “Credit view†on monetary policy in Russia. (2020). Pestova, Anna. In: Applied Econometrics. RePEc:ris:apltrx:0388. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | Contagion or interdependence? Comparing signed and unsigned spillovers. (2020). Volkov, Vladimir ; Islam, Raisul. In: Working Papers. RePEc:tas:wpaper:33214. Full description at Econpapers || Download paper |
2020 | Measuring 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. Full description at Econpapers || Download paper |
2020 | Measuring 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. Full description at Econpapers || Download paper |
2020 | A multiâ€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. Full description at Econpapers || Download paper |
2020 | Oil 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. Full description at Econpapers || Download paper |
2020 | Increasing 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | A comment on the dynamic factor model with dynamic factors. (2020). Ruiz, Esther ; Poncela, Pilar. In: Economics Discussion Papers. RePEc:zbw:ifwedp:20207. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | Oil Price Pass-through into Core Inflation In: The Energy Journal. [Full Text][Citation analysis] | article | 6 |
2017 | Oil 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 | |
2017 | Oil 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 | |
2017 | Oil Price Pass-Through into Core Inflation.(2017) In: FEDS Notes. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2019 | Oil Price Pass-Through into Core Inflation.(2019) In: FEDS Notes. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2020 | Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm In: Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models In: Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | A model for vast panels of volatilities In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
2013 | Do euro area countries respond asymmetrically to the common monetary policy? In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 66 |
2014 | Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?.(2014) In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | article | |
2012 | Do 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 | |
2013 | Do 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 | |
2013 | Uncertainty and heterogeneity in factor models forecasting In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 2 |
2012 | Uncertainty and Heterogeneity in factor models forecasting.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2017 | Surfing through the GFC: Systemic Risk in Australia In: The Economic Record. [Full Text][Citation analysis] | article | 10 |
2015 | Surfing through the GFC: systemic risk in Australia.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2010 | Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Monetary Policy and the Housing Market: A Structural Factor Analysis In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 38 |
2010 | Monetary 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 | |
2013 | Monetary Policy, and the Housing Market: A Structural Factor Analysis.(2013) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2015 | Monetary Policy and the Housing Market: A Structural Factor Analysis.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
2013 | Nowcasting Norway In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 26 |
2014 | Nowcasting Norway.(2014) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
2014 | Dynamic Factor Models, Cointegration and Error Correction Mechanisms In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 7 |
2016 | Dynamic Factor Models, Cointegration, and Error Correction Mechanisms.(2016) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2011 | Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 27 |
2014 | Forecasting with approximate dynamic factor models: The role of non-pervasive shocks.(2014) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
2018 | Systemic risk in the US: Interconnectedness as a circuit breaker In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
2012 | Ranking Systemically Important Financial Institutions In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 18 |
2012 | Ranking systemically important financial institutions.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2012 | Ranking Systemically Important Financial Institutions.(2012) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2011 | Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model In: European Economy - Economic Papers 2008 - 2015. [Full Text][Citation analysis] | paper | 8 |
2015 | Nowcasting Indonesia In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 17 |
2015 | Nowcasting Indonesia.(2015) In: ADB Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2018 | Nowcasting Indonesia.(2018) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2017 | Non-Stationary Dynamic Factor Models for Large Datasets In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 9 |
2017 | Common Factors, Trends, and Cycles in Large Datasets In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 2 |
2020 | Common and Idiosyncratic Inflation In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Common and Idiosyncratic Inflation.(2020) In: FEDS Notes. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Do National Account Statistics Underestimate US Real Output Growth? In: FEDS Notes. [Full Text][Citation analysis] | paper | 1 |
2019 | Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index In: FEDS Notes. [Full Text][Citation analysis] | paper | 1 |
2020 | Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors In: Econometrics. [Full Text][Citation analysis] | article | 1 |
2004 | A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area In: Rivista di Politica Economica. [Full Text][Citation analysis] | article | 0 |
2004 | A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area.(2004) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2011 | The determinants of investment in information and communication technologies In: Economics of Innovation and New Technology. [Full Text][Citation analysis] | article | 31 |
2015 | Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 20 |
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