Matteo Luciani : Citation Profile


Are you Matteo Luciani?

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

8

H index

8

i10 index

234

Citations

RESEARCH PRODUCTION:

12

Articles

33

Papers

RESEARCH ACTIVITY:

   15 years (2004 - 2019). See details.
   Cites by year: 15
   Journals where Matteo Luciani has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 20 (7.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu244
   Updated: 2020-05-16    RAS profile: 2020-04-17    
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Relations with other researchers


Works with:

Barigozzi, Matteo (9)

Conflitti, Cristina (4)

Pundit, Madhavi (3)

Ramayandi, Arief (3)

Lippi, Marco (3)

Dungey, Mardi (2)

veronese, giovanni (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 (11)

Barigozzi, Matteo (8)

Modugno, Michele (8)

Bragoli, Daniela (8)

Hallin, Marc (6)

Soccorsi, Stefano (6)

Ferrara, Laurent (6)

Napoletano, Mauro (5)

Georgiadis, Georgios (5)

Creel, Jerome (5)

Cites to:

Reichlin, Lucrezia (90)

Lippi, Marco (67)

Forni, Mario (65)

Giannone, Domenico (56)

Hallin, Marc (49)

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
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)5
Finance and Economics Discussion Series / 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 / University of Tasmania, Tasmanian School of Business and Economics2
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
2019Approximate 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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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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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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2018One Money, Many Markets - A Factor Model Approach to Monetary Policy in the Euro Area with High-Frequency Identification. (2018). Duarte, Joao ; Corsetti, Giancarlo ; Mann, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1816.

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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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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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2018Common Factors of Commodity Prices. (2018). Giannone, Domenico ; Ferrara, Laurent ; delle Chiaie, Simona. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12767.

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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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2018Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions. (2018). Geraci, Marco Valerio ; Gnabo, Jean-Yves. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:53:y:2018:i:03:p:1371-1390_00.

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2018Debt and stabilization policy: Evidence from a Euro Area FAVAR. (2018). Zubairy, Sarah ; Jackson Young, Laura ; Owyang, Michael T. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:67-91.

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2018Using rule-based updating procedures to improve the performance of composite indicators. (2018). Sturm, Jan-Egbert ; Abberger, Klaus ; 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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2018Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate. (2018). Soybilgen, Baris ; Yazgan, Ege . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:99-108.

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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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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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2018Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

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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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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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2018Effective network inference through multivariate information transfer estimation. (2018). Gnabo, Jean-Yves ; Dahlqvist, Carl-Henrik. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:499:y:2018:i:c:p:376-394.

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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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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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2018One money, many markets: a factor model approach to monetary policy in the Euro Area with high-frequency identification. (2018). Duarte, Joao ; Corsetti, Giancarlo ; Mann, Samuel. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87182.

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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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2018Is GDP Overstating Economic Activity?. (2018). Spiegel, Mark ; Liu, Zheng ; Tallman, Eric. In: FRBSF Economic Letter. RePEc:fip:fedfel:00165.

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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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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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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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2018Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios. (2018). Rüth, Sebastian ; Bachmann, Ruediger. In: 2018 Meeting Papers. RePEc:red:sed018:212.

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2018The Changing Network of Financial Market Linkages: The Asian Experience. (2018). Dungey, Mardi ; Volkov, Vladimir ; Sayeed, Mohammad Abu ; Kangogo, Moses ; Chowdhury, Biplob. In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0558.

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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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2018Bottom-up or direct? Forecasting German GDP in a data-rich environment. (2018). Scheufele, Rolf ; Heinisch, Katja. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1218-x.

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2018The changing transmission mechanism of US monetary policy. (2018). Morley, James ; Tien, Pao-Lin ; Endut, Norhana . In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1240-7.

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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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2018Implementing an Approximate Dynamic Factor Model to Nowcast GDP Using Sensitivity Analysis. (2018). Duarte, Pablo ; Sussmuth, Bernd. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:14:y:2018:i:1:d:10.1007_s41549-018-0026-0.

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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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2018Bank Regulation and Financial Stability. (2018). Bui, Christina. In: PhD Thesis. RePEc:uts:finphd:5-2018.

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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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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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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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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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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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2018Do National Account Statistics Underestimate US Real Output Growth? In: FEDS Notes.
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2019Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index In: FEDS Notes.
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Common and Idiosyncratic Inflation In: FEDS Notes.
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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.
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2015Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models In: Journal of Forecasting.
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