Matteo Luciani : Citation Profile


Are you Matteo Luciani?

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

7

H index

4

i10 index

124

Citations

RESEARCH PRODUCTION:

7

Articles

22

Papers

RESEARCH ACTIVITY:

   11 years (2004 - 2015). See details.
   Cites by year: 11
   Journals where Matteo Luciani has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 11 (8.15 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plu244
   Updated: 2017-05-20    RAS profile: 2016-07-18    
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Relations with other researchers


Works with:

Dungey, Mardi (5)

Barigozzi, Matteo (4)

Veredas, David (3)

Monteforte, Libero (2)

Ricci, Lorenzo (2)

Conti, Antonio (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 (9)

Barigozzi, Matteo (6)

Lenza, Michele (5)

Prettner, Klaus (5)

Giannone, Domenico (5)

Banbura, Marta (4)

Krippner, Leo (4)

Brownlees, Christian (4)

Dungey, Mardi (4)

Blot, Christophe (4)

Creel, Jerome (4)

Cites to:

Reichlin, Lucrezia (48)

Lippi, Marco (34)

Forni, Mario (33)

Ng, Serena (27)

Hallin, Marc (27)

Bai, Jushan (24)

Giannone, Domenico (23)

Diebold, Francis (20)

Watson, Mark (20)

Bollerslev, Tim (15)

Andersen, Torben (13)

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
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area2
Working Papers / Department of the Treasury, Ministry of the Economy and of Finance2

Recent works citing Matteo Luciani (2017 and 2016)


YearTitle of citing document
2016Generalized Efficient Inference on Factor Models with Long-Range Dependence. (2016). Ergemen, Yunus Emre . In: CREATES Research Papers. RePEc:aah:create:2016-05.

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

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

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2016The Pre-Great Recession Slowdown in Productivity.. (2016). Mojon, Benoit ; Fernald, John ; Cette, Gilbert. In: Working papers. RePEc:bfr:banfra:586.

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2016Labour market regulations and capital labour substitution.. (2016). MAIRESSE, Jacques ; Lopez, Jimmy ; Cette, Gilbert. In: Working papers. RePEc:bfr:banfra:604.

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

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2016Tracking the Slowdown in Long-Run GDP Growth. (2016). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Discussion Papers. RePEc:cfm:wpaper:1604.

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2016Analyses of the Czech Republics Current Economic Alignment with the Euro Area 2016. (2016). Belling, Vojtech ; Solc, Jan ; Komarkova, Zlatuse ; Babecky, Jan ; Pfeifer, Lukas ; Kucharcukova, Oxana Babecka ; Pasalicova, Renata ; Arnostova, Katerina ; Matejkova, Lucie ; Holub, Tomas ; Novotny, Filip ; Gurtler, Martin ; Kubicova, Ivana ; Komarek, Lubos ; Kral, Petr ; Hromadkova, Eva ; Rusnak, Marek ; Ruzicka, Lubos ; Saxa, Branislav ; Bruha, Jan ; Vozar, Mario ; Snobl, Radek ; Benecka, Sona ; Vojta, Martin ; Soukup, Pavel . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:as16.

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Dynamic Factor model with infinite dimensional factor space: forecasting. (2016). Lippi, Marco ; Giovannelli, Alessandro ; Forni, Mario ; Soccorsi, Stefano . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11161.

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2016Measuring Nonfundamentalness for Structural VARs. (2016). Soccorsi, Stefano . In: Working Papers ECARES. RePEc:eca:wpaper:2013/222962.

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2016Dynamic Factor Model with Infinite Dimensional Factor Space: Forecasting. (2016). Lippi, Marco ; Giovannelli, Alessandro ; Forni, Mario ; Soccorsi, Stefano . In: Working Papers ECARES. RePEc:eca:wpaper:2013/228908.

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2016The Impact of Macroeconomic News on the Euro-Dollar Exchange Rate. (2016). Caruso, Alberto. In: Working Papers ECARES. RePEc:eca:wpaper:2013/235612.

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

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2016The response of asset prices to monetary policy shocks: stronger than thought. (2016). Kerssenfischer, Mark ; Alessi, Lucia. In: Working Paper Series. RePEc:ecb:ecbwps:20161967.

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

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2016Efficient estimation of approximate factor models via penalized maximum likelihood. (2016). Liao, Yuan ; Bai, Jushan. In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:1-18.

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2016The pre-Great Recession slowdown in productivity. (2016). Mojon, Benoit ; Cette, Gilbert ; Fernald, John . In: European Economic Review. RePEc:eee:eecrev:v:88:y:2016:i:c:p:3-20.

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2016Systemic risk among European banks: A copula approach. (2016). Kleinow, Jacob ; Moreira, Fernando . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:42:y:2016:i:c:p:27-42.

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2016Forecasting and nowcasting economic growth in the euro area using factor models. (2016). Koopman, Siem Jan ; de Winter, Jasper ; Hindrayanto, Irma . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1284-1305.

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2016Nowcasting Turkish GDP and news decomposition. (2016). Modugno, Michele ; Soybilgen, Bari ; Yazgan, Ege . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1369-1384.

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

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2016The common factor in idiosyncratic volatility: Quantitative asset pricing implications. (2016). Van Nieuwerburgh, Stijn ; Herskovic, Bernard ; Lustig, Hanno ; Kelly, Bryan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:2:p:249-283.

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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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2016The role of loan portfolio losses and bank capital for Asian financial system resilience. (2016). Scheule, Harald ; Rosch, Daniel . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pb:p:289-305.

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2016Assessing the economic value of probabilistic forecasts in the presence of an inflation target. (2016). Wakerly, Elizabeth ; Vahey, Shaun ; Thamotheram, Craig ; McDonald, Christopher . In: CAMA Working Papers. RePEc:een:camaaa:2016-40.

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2016Heterogeneity in Euro Area Monetary Policy Transmission: Results from a large Multi-Country BVAR. (2016). Volz, Ute ; Scharnagl, Michael ; Mandler, Martin . In: EcoMod2016. RePEc:ekd:009007:9609.

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2016The pre-Great Recession slowdown in productivity. (2016). Mojon, Benoit ; Fernald, John ; Cette, Gilbert. In: Working Paper Series. RePEc:fip:fedfwp:2016-08.

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2016Dynamic Factor model with infinite dimensional factor space: forecasting. (2016). Lippi, Marco ; Giovannelli, Alessandro ; Forni, Mario ; Soccorsi, Stefano . In: Center for Economic Research (RECent). RePEc:mod:recent:120.

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2016Labour Market Regulations and Capital Intensity. (2016). MAIRESSE, Jacques ; Lopez, Jimmy ; Cette, Gilbert. In: NBER Working Papers. RePEc:nbr:nberwo:22603.

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2016Assessing the economic value of probabilistic forecasts in the presence of an inflation target. (2016). Wakerly, Elizabeth ; Vahey, Shaun ; McDonald, Chris ; Thamotheram, Craig . In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2016/10.

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

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2016The impact of ECB policies on Euro area investment. (2016). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/6m0bv06f219euqrh92910rst87.

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2016Model selection with factors and variables. (2016). Fosten, Jack. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2016_07.

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2016Heterogeneity in euro-area monetary policy transmission: Results from a large multi-country BVAR model. (2016). Mandler, Martin ; Volz, Ute ; Scharnagl, Michael . In: Discussion Papers. RePEc:zbw:bubdps:032016.

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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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2016Spillover effects from euro area monetary policy across the EU: A factor-augmented VAR approach. (2016). Potjagailo, Galina. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2033.

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2016Heterogeneity in euro area monetary policy transmission: results from a large multi-country BVAR model. (2016). Mandler, Martin ; Scharnagl, Michael ; Volz, Ute . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145847.

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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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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: 23
article
2012Do Euro area countries respond asymmetrically to the common monetary policy?.(2012) In: LSE Research Online Documents on Economics.
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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: 23
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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
paper
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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paper16
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: 16
paper
2013Monetary Policy, and the Housing Market: A Structural Factor Analysis.(2013) In: ULB Institutional Repository.
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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: 16
article
2013Nowcasting Norway In: Working Papers ECARES.
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paper7
2014Nowcasting Norway.(2014) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 7
article
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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paper9
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: 9
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2012Ranking Systemically Important Financial Institutions In: CAMA Working Papers.
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paper12
2012Ranking Systemically Important Financial Institutions.(2012) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 12
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2012Ranking systemically important financial institutions.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 12
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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: ADB Economics Working Paper Series.
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paper3
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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article19
2015Surfing through the GFC: systemic risk in Australia In: Working Papers.
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paper2
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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article5

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