luca onorante : Citation Profile


Are you luca onorante?

European Commission (98% share)
European Central Bank (2% share)

13

H index

14

i10 index

561

Citations

RESEARCH PRODUCTION:

13

Articles

44

Papers

4

Chapters

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 31
   Journals where luca onorante has often published
   Relations with other researchers
   Recent citing documents: 104.    Total self citations: 11 (1.92 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pon21
   Updated: 2022-11-19    RAS profile: 2022-10-09    
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Relations with other researchers


Works with:

Huber, Florian (14)

Koop, Gary (8)

Hirschbühl, Dominik (4)

Crespo Cuaresma, Jesus (4)

Azqueta-Gavaldon, Andres (3)

Pfarrhofer, Michael (3)

Hauzenberger, Niko (2)

Rannenberg, Ansgar (2)

Lozej, Matija (2)

Moretti, Laura (2)

Zakipour-Saber, Shayan (2)

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

Is cited by:

Koop, Gary (36)

Huber, Florian (21)

Korobilis, Dimitris (17)

Pfarrhofer, Michael (17)

Lenza, Michele (14)

Hauzenberger, Niko (14)

Clark, Todd (10)

Chan, Joshua (10)

Rodríguez Caballero, Carlos (9)

Roventini, Andrea (9)

Osbat, Chiara (9)

Cites to:

Koop, Gary (24)

Korobilis, Dimitris (19)

Giannone, Domenico (18)

Reichlin, Lucrezia (11)

Watson, Mark (10)

Ball, Laurence (10)

Castelnuovo, Efrem (9)

Lenza, Michele (9)

Clark, Todd (9)

Litterman, Robert (9)

Mazumder, Sandeep (8)

Main data


Where luca onorante has published?


Journals with more than one article published# docs
Journal of Business & Economic Statistics3

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank14
Papers / arXiv.org6
EcoMod2010 / EcoMod3
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Research Technical Papers / Central Bank of Ireland2
Economics Working Papers / European University Institute2
Working Papers / Joint Research Centre, European Commission2

Recent works citing luca onorante (2022 and 2021)


YearTitle of citing document
2021Expecting the unexpected: economic growth under stress. (2021). Ortega, Esther Ruiz ; Rodriguez-Caballero, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: CREATES Research Papers. RePEc:aah:create:2021-06.

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2021The Soundness of Financial Institutions In The Fragile Five Countries. (2021). Akpinar, Ozgur ; Kose, Ali ; Okur, Mustafa. In: International Journal of Business Research and Management (IJBRM). RePEc:aml:intbrm:v:12:y:2021:i:3:p:89-102.

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2022.

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2021Inference in Bayesian Additive Vector Autoregressive Tree Models. (2020). Huber, Florian ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.16333.

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2021Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices. (2020). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Papers. RePEc:arx:papers:2010.01844.

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2022Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938.

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2021Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

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2021General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393.

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2021COVID-19 and Estimation of Macroeconomic Factors. (2021). Ng, Serena. In: Papers. RePEc:arx:papers:2103.02732.

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2021Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632.

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2022Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin ; Koop, Gary. In: Papers. RePEc:arx:papers:2103.04944.

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2021Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions. (2021). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2107.07804.

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2021Decoupling Shrinkage and Selection for the Bayesian Quantile Regression. (2021). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2107.08498.

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2021Implicit Copulas: An Overview. (2021). Smith, Michael Stanley. In: Papers. RePEc:arx:papers:2109.04718.

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2021Forecasting pandemic tax revenues in a small, open economy. (2021). Telarico, Fabio Ashtar. In: Papers. RePEc:arx:papers:2112.15431.

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2022Predicting Default Probabilities for Stress Tests: A Comparison of Models. (2022). Guth, Martin. In: Papers. RePEc:arx:papers:2202.03110.

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2022Performance of long short-term memory artificial neural networks in nowcasting during the COVID-19 crisis. (2022). Hopp, Daniel. In: Papers. RePEc:arx:papers:2203.11872.

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2022Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2022Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. (2022). Zhu, Dan ; Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2209.01910.

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2022Uncertainty and Monetary Policy Experimentation: Empirical Challenges and Insights from Academic Literature. (2022). Sekkel, Rodrigo ; Matveev, Dmitry ; Cacciatore, Matteo. In: Discussion Papers. RePEc:bca:bocadp:22-9.

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2021Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19. (2021). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:21-2.

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2022Macroeconomic Predictions Using Payments Data and Machine Learning. (2022). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:22-10.

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2021Learning, expectations and monetary policy. (2021). Garcia Sanchez, Pablo. In: BCL working papers. RePEc:bcl:bclwop:bclwp153.

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2021New dimensions of regulatory complexity and their economic cost. An analysis using text mining. (2021). Mora-Sanguinetti, Juan ; de Lucio, Juan. In: Working Papers. RePEc:bde:wpaper:2107.

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2021Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138.

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2021Job Polarization and the Flattening of the Price Phillips Curve. (2021). Siena, Daniele ; Riccardo, Zago. In: Working papers. RePEc:bfr:banfra:819.

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2022When Could Macroprudential and Monetary Policies Be in Conflict?. (2022). Levieuge, Gregory ; Revelo, Jose Garcia. In: Working papers. RePEc:bfr:banfra:871.

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2021A Phillips curve for the euro area. (2021). Mazumder, Sandeep ; Ball, Laurence. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:1:p:2-17.

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2021AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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2021Income inequality and macroeconomic instability. (2021). Qureshi, Irfan ; Memon, Sonan. In: Review of Development Economics. RePEc:bla:rdevec:v:25:y:2021:i:2:p:758-789.

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2021The Bias and Efficiency of the ECB Inflation Projections: a State Dependent Analysis. (2021). Jalasjoki, Pirkka ; Granziera, Eleonora ; Paloviita, Maritta. In: Working Paper. RePEc:bno:worpap:2021_1.

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2021Macroprudential policy interactions in a sectoral DSGE model with staggered interest rates. (2021). Hinterschweiger, Marc ; Stratton, Tom ; Ozden, Tolga ; Khairnar, Kunal. In: Bank of England working papers. RePEc:boe:boeewp:0904.

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2021The bias and efficiency of the ECB inflation projections: a State dependent analysis. (2021). Paloviita, Maritta ; Jalasjoki, Pirkka ; Granziera, Eleonora. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_007.

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2021Stochastic model specification in Markov switching vector error correction models. (2021). Huber, Florian ; Niko, Hauzenberger ; Thomas, Zorner ; Michael, Pfarrhofer ; Florian, Huber. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:7.

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2022Mortgage credit and house prices: evidence to inform macroprudential policy. (2022). Arigoni, Filippo ; McCann, Fergal ; Yao, Fang. In: Financial Stability Notes. RePEc:cbi:fsnote:11/fs/22.

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2021Time-Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2021). Reif, Magnus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9271.

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2021Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York. (2021). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9365.

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2021Toward a general framework for constructing and evaluating core inflation measures. (2021). Sansone, Andrés ; Fornero, Jorge ; Carlomagno, Guillermo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:913.

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2021Holding the Economy by the Tail: Analysis of Short- and Long-run Macroeconomic Risks. (2021). Franta, Michal ; Libich, Jan. In: Working Papers. RePEc:cnb:wpaper:2021/3.

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2022Nowcasting Macroeconomic Variables Using High-Frequency Fiscal Data. (2022). Ambrisko, Robert . In: Working Papers. RePEc:cnb:wpaper:2022/5.

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2021Expecting the unexpected: economic growth under stress. (2021). Gonzalezrivera, Gloria ; Rodriguez, Carlos Vladimir ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32148.

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2021The implications of globalisation for the ECB monetary policy strategy. (2021). Schmitz, Martin ; Lastauskas, Povilas ; Kataryniuk, Iván ; JOCHEM, Axel ; Gunnella, Vanessa ; Georgiadis, Georgios ; Fontagné, Lionel ; Feldkircher, Martin ; Everett, Mary ; Carvalho, Daniel ; Labhard, Vincent ; Bricongne, Jean-Charles ; Felettigh, Alberto ; Cova, Pietro ; Dimitropoulou, Dimitra ; Hemmerle, Yannick ; Siena, Daniele ; Osbat, Chiara ; Venditti, Fabrizio ; Kuhnlenz, Markus ; Baumann, Ursel ; Zumer, Tina ; Parraga, Susana ; de Luigi, Clara ; Serafini, Roberta ; Mattias, Nilsson ; Carluccio, Juan ; Korhonen, Iikka ; Wacket, Helmut ; Banerjee, Biswajit ; Eichler, Eric ; Giron, Celestino ; Meinen, Philipp ; de Bandt, Olivier ; del Giudice, Davide ; van Schaik, Ilona ; Mozzanica, Mirco Balatti ; Dorrucci, Ettore ; Coim
2021Inflation expectations and their role in Eurosystem forecasting. (2021). Tagliabracci, Alex ; Pönkä, Harri ; Meyler, Aidan ; Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Krasnopjorovs, Olegs ; Kearney, Ide ; DARRACQ PARIES, Matthieu ; Colavecchio, Roberta ; BOBEICA, Elena ; Paredes, Joan ; Robert, Pierre-Antoine ; Iskrev, Nikolay ; Jonckheere, Jana ; Speck, Christian ; Jorgensen, Casper ; Stockhammar, Par ; Bessonovs, Andrejs ; Trezzi, Riccardo ; Hutchinson, John ; Vilmi, Lauri ; Stanisawska, Ewa ; Fritzer, Friedrich ; Schupp, Fabian ; Yziak, Tomasz ; Boninghausen, Benjamin ; Hartwig, Benny ; Galati, Gabriele ; Ponka, Harri ; Tengely, Veronika ; Maletic, Matjaz ; Brazdik, Frantiek ; Kasimati, Evangelia ; Charalampakis, Evangelos ; Paloviita, Maritta ; Tirpak, Marcel ; Riggi, Marianna ; Hartmann, Matthias ; Dam
2021Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212604.

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2021Nowcasting euro area GDP with news sentiment: a tale of two crises. (2021). Kalamara, Eleni ; Ashwin, Julian ; Saiz, Lorena. In: Working Paper Series. RePEc:ecb:ecbwps:20212616.

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2021Forecasting tourism recovery amid COVID-19. (2021). Liu, Chang ; Wen, Long ; Song, Haiyan ; Zhang, Hanyuan. In: Annals of Tourism Research. RePEc:eee:anture:v:87:y:2021:i:c:s0160738321000116.

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2022Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach. (2022). Wichitaksorn, Nuttanan. In: Journal of Asian Economics. RePEc:eee:asieco:v:78:y:2022:i:c:s1049007821001494.

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2021Banks, money, and the zero lower bound on deposit rates. (2021). Kumhof, Michael ; Wang, Xuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:132:y:2021:i:c:s0165188921001433.

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2022Economic uncertainty and natural language processing; The case of Russia. (2022). Rybinski, Krzysztof ; Rybiski, Krzysztof ; Makarova, Svetlana ; Charemza, Wojciech. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:546-562.

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2021Bayesian TVP-VARX models with time invariant long-run multipliers. (2021). Polbin, Andrey ; Belomestny, Denis ; Krymova, Ekaterina. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001206.

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2021Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:60-87.

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2021Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

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2021Tracking GDP in real-time using electricity market data: Insights from the first wave of COVID-19 across Europe. (2021). Fanghella, Valeria ; Fezzi, Carlo. In: European Economic Review. RePEc:eee:eecrev:v:139:y:2021:i:c:s0014292121002178.

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2022Estimation of large dimensional time varying VARs using copulas. (2022). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002439.

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2021Economic consequences of follow-up disasters: Lessons from the 2011 Great East Japan Earthquake. (2021). Hamano, Masashige ; Vermeulen, Wessel N ; Evgenidis, Anastasios. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004321.

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2021Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977.

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2021Nowcasting Russian GDP using forecast combination approach. (2021). Zhemkov, Michael. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:10-24.

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2022Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York. (2022). Lahiri, Kajal ; Yang, Cheng. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:545-566.

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2022Dynamic logistic regression and variable selection: Forecasting and contextualizing civil unrest. (2022). Wilson, Alyson G ; Korkmaz, Gizem ; Pazdernik, Karl ; Bakerman, Jordan. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:648-661.

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2022When could Macroprudential and Monetary Policies be in Conflict?. (2022). Levieuge, Gregory ; Garcia, Jose D. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:139:y:2022:i:c:s0378426622000838.

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2022Wage and unemployment: Evidence from online job vacancy data. (2022). Talavera, Oleksandr ; Pham, Tho ; Tsapin, Andriy ; Faryna, Oleksandr. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:50:y:2022:i:1:p:52-70.

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2021On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty. (2021). Pfarrhofer, Michael ; Stelzer, Anna ; Hauzenberger, Niko. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:822-845.

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2022Do expert experience and characteristics affect inflation forecasts?. (2022). Saadon, Yossi ; El-Shagi, Makram ; Benchimol, Jonathan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:201:y:2022:i:c:p:205-226.

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2021Economic sentiment during the COVID pandemic: Evidence from search behaviour in the EU. (2021). van der Wielen, Wouter ; Barrios, Salvador. In: Journal of Economics and Business. RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304148.

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2021The impact of macroprudential policies on capital flows in CESEE. (2021). Huber, Florian ; Eller, Markus ; Vashold, Lukas ; Schuberth, Helene ; Hauzenberger, Niko. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001467.

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2022Drafting “better regulation”: The economic cost of regulatory complexity. (2022). Mora-Sanguinetti, Juan S ; de Lucio, Juan. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:1:p:163-183.

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2022A babel of web-searches: Googling unemployment during the pandemic. (2022). Mazzarella, Gianluca ; Geraci, Andrea ; Colagrossi, Marco ; Caperna, Giulio. In: Labour Economics. RePEc:eee:labeco:v:74:y:2022:i:c:s0927537121001329.

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2021Structural scenario analysis with SVARs. (2021). Petrella, Ivan ; Rubio-Ramirez, Juan F ; Antolin-Diaz, Juan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:798-815.

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2021New Ways of Modeling Loan-to-Income Distributions and their Evolution in Time - A Probability Copula Approach. (2021). Temnov, Grigory ; Gerth, Florian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:217-236.

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2022Risky mortgages, credit shocks and cross-border spillovers. (2022). Poblacion, Javier ; de Quinto, Alicia ; Buesa, Alejandro. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:717-733.

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2022Responding to import surges: Price transmission from international to local soybean markets. (2022). Pan, Zheng ; Zheng, Xuyun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:584-597.

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2021Labour market hierarchies and the macro-economy – Do labour market dualities affect wage growth in Europe?. (2021). Ramskogler, Paul. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:56:y:2021:i:c:p:154-165.

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2021Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality. (2021). GUPTA, RANGAN ; Balcilar, Mehmet ; Pierdzioch, Christian ; Berisha, Edmond. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:57:y:2021:i:c:p:87-92.

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2021Addressing COVID-19 Outliers in BVARs with Stochastic Volatility. (2021). Mertens, Elmar ; Clark, Todd ; Marcellino, Massimiliano ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:89757.

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2022Tail Forecasting with Multivariate Bayesian Additive Regression Trees. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Huber, Florian ; Clark, Todd ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:90366.

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2021Forecasting in the Absence of Precedent. (2021). Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:92993.

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2021New York FED Staff Nowcasts and Reality: What Can We Learn about the Future, the Present, and the Past?. (2021). Siliverstovs, Boriss. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:11-:d:511974.

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2021???????????? ?? ????????? ??????? ??? ???????? ? ????? ???????? ?????????. (2021). Telarico, Fabio Ashtar. In: Post-Print. RePEc:hal:journl:hal-03500128.

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2022Ciblage des prévisions dinflation : Un nouveau cadre pour la politique monétaire ?. (2022). Pinshi, Christian. In: Working Papers. RePEc:hal:wpaper:hal-03548273.

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2021What Does Below, but Close to, 2 Percent Mean? Assessing the ECBs Reaction Function with Real-Time Data. (2021). Jalasjoki, Pirkka ; Haavio, Markus ; Paloviita, Maritta ; Kilponen, Juha. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2021:q:2:a:4.

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2021Uncertainty indicators based on expectations of business and consumer surveys. (2021). Claveria, Oscar. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:2:d:10.1007_s10663-020-09479-1.

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2021Targeting inflation targeting: the influence of interest groups. (2021). Heckelman, Jac ; Wilson, Bonnie. In: Public Choice. RePEc:kap:pubcho:v:189:y:2021:i:3:d:10.1007_s11127-021-00905-x.

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2021Whatever it takes to understand a central banker - Embedding their words using neural networks.. (2021). Baumgärtner, Martin ; Zahner, Johannes. In: MAGKS Papers on Economics. RePEc:mar:magkse:202130.

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2021A Model-Based Comparison of Macroprudential Tools. (2021). Rots, Eyno ; Szekely, Barnabas. In: MNB Working Papers. RePEc:mnb:wpaper:2021/3.

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2021Modeling Macroeconomic Variations after Covid-19. (2021). Ng, Serena. In: NBER Working Papers. RePEc:nbr:nberwo:29060.

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2022Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model. (2022). Kohns, David ; Bhattacharjee, Arnab. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:538.

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2022Monetary Policy Uncertainty and its impact on the real economy: Empirical Evidence from the Euro area. (2022). Quelhas, Joo. In: MPRA Paper. RePEc:pra:mprapa:113621.

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2021Curb your enthusiasm: the aggregate short-run effects of a borrower-based measure. (2021). Abreu, Daniel ; Passinhas, Joana. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e202107.

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2022Economic Uncertainty and Exchange Market Pressure: Evidence From China. (2022). Liu, Lin. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068485.

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2021Forecasting inflation in the euro area: countries matter!. (2021). Capolongo, Angela ; Pacella, Claudia. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01959-4.

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2022Uncertainty in an emerging market economy: evidence from Thailand. (2022). Luangaram, Pongsak ; Apaitan, Tosapol ; Manopimoke, Pym. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02054-y.

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2021On the Aggregation of Survey-Based Economic Uncertainty Indicators Between Different Agents and Across Variables. (2021). Claveria, Oscar. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:1:d:10.1007_s41549-020-00050-2.

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2021Risky mortgages, credit shocks and cross-border spillovers. (2021). de Quinto, Alicia ; Buesa, Alejandro ; Poblacion, Francisco Javier. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021123.

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2021Expecting the unexpected: economic growth under stress. (2021). Ruiz, Esther ; Rodriguez-Caballero, Vladimir ; Gonzalez-Rivera, Gloria. In: Working Papers. RePEc:ucr:wpaper:202106.

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2021Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711.

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2021Preface. (2021). Steve, Smallwood ; Elbieta, Goata ; Johan, Bryant ; Jakub, Bijak . In: Journal of Official Statistics. RePEc:vrs:offsta:v:37:y:2021:i:3:p:533-541:n:5.

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2022General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred ; Pfarrhofer, Michael. In: Working Papers in Regional Science. RePEc:wiw:wus046:8006.

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2021The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR. (2021). Papadamou, Stephanos ; Evgenidis, Anastasios. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5684-5703.

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2021An approach to increasing forecast?combination accuracy through VAR error modeling. (2021). Wilfling, Bernd ; Weigt, Till . In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:4:p:686-699.

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2021Should crude oil price volatility receive more attention than the price of crude oil? An empirical investigation via a large?scale out?of?sample forecast evaluation of US macroeconomic data. (2021). Nonejad, Nima. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:5:p:769-791.

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2022Evaluating the Eurosystem/ECB staff macroeconomic projections: The first 20 years. (2022). Lambrias, Kyriacos ; Kontogeorgos, G. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:213-229.

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More than 100 citations found, this list is not complete...

Works by luca onorante:


YearTitleTypeCited
2014Dynamic Model Averaging in Large Model Spaces Using Dynamic Occams Window In: Papers.
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2016Dynamic model averaging in large model spaces using dynamic Occam?s window.(2016) In: European Economic Review.
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2019Inducing Sparsity and Shrinkage in Time-Varying Parameter Models In: Papers.
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2019Inducing sparsity and shrinkage in time-varying parameter models.(2019) In: Working Paper Series.
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2019Inducing Sparsity and Shrinkage in Time-Varying Parameter Models.(2019) In: Working Papers in Economics.
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paper
2021Inducing Sparsity and Shrinkage in Time-Varying Parameter Models.(2021) In: Journal of Business & Economic Statistics.
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2021Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models In: Papers.
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2020Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models In: Papers.
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paper2
2021Combining shrinkage and sparsity in conjugate vector autoregressive models.(2021) In: Journal of Applied Econometrics.
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article
2020Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs In: Papers.
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2021Nowcasting in a pandemic using non-parametric mixed frequency VARs.(2021) In: Working Paper Series.
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2021Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs.(2021) In: Working Papers.
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2022Forecasting euro area inflation using a huge panel of survey expectations In: Papers.
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2017Countercyclical capital regulation in a small open economy DSGE model In: IFC Bulletins chapters.
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chapter25
2017Countercyclical Capital Regulation in a Small Open Economy DSGE Model.(2017) In: Research Technical Papers.
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paper
2018Countercyclical capital regulation in a small open economy DSGE model.(2018) In: Working Paper Series.
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2015Assessing the impact of macroprudential measures In: Economic Letters.
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paper28
2019Phillips curves in the euro area In: Research Technical Papers.
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paper28
2019Phillips curves in the euro area.(2019) In: Working Paper Series.
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2009Inflation and Inflation Uncertainty in the Euro Area In: CESifo Working Paper Series.
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paper36
2009Inflation and Inflation Uncertainty in the Euro Area.(2009) In: Discussion Papers of DIW Berlin.
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paper
2010Inflation and inflation uncertainty in the euro area.(2010) In: Working Paper Series.
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paper
2010Inflation and Inflation Uncertainty in the Euro Area.(2010) In: EcoMod2010.
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paper
2012Inflation and inflation uncertainty in the euro area.(2012) In: Empirical Economics.
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article
2008Is U.S. Fiscal Policy Optimal? In: Working Papers.
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paper1
2006The Economic Importance of Fiscal Rules In: CEPR Discussion Papers.
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paper7
2006The Economic Importance of Fiscal Rules.(2006) In: Economics Working Papers.
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2007The Economic Importance of Fiscal Rules.(2007) In: Palgrave Macmillan Books.
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chapter
2010Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach In: CEPR Discussion Papers.
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paper133
2010Short-term inflation projections: a Bayesian vector autoregressive approach.(2010) In: Working Papers ECARES.
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paper
2014Short-term inflation projections: A Bayesian vector autoregressive approach.(2014) In: International Journal of Forecasting.
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2021Using machine learning and big data to analyse the business cycle In: Economic Bulletin Articles.
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article0
2019Sources of economic policy uncertainty in the euro area: a machine learning approach In: Economic Bulletin Boxes.
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article1
2006Fiscal convergence before entering the EMU In: Working Paper Series.
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paper8
2010Fiscal Convergence Before Entering the EMU.(2010) In: EcoMod2004.
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paper
2008The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area In: Working Paper Series.
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paper32
2010The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area.(2010) In: Journal of Policy Modeling.
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2010Food price pass-through in the euro area The role of asymmetries and non-linearities In: Working Paper Series.
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paper17
2010Food Price Pass-Through in the Euro Area: the Role of Asymmetries and Non-Linearities.(2010) In: EcoMod2010.
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paper
2012Estimating Phillips curves in turbulent times using the ECBs survey of professional forecasters In: Working Paper Series.
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paper20
2011Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters*.(2011) In: Working Papers.
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paper
2014Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences In: Working Paper Series.
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paper68
2014Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences.(2014) In: Staff Reports.
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This paper has another version. Agregated cites: 68
paper
2014Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences.(2014) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 68
article
2019The macroeconomic effects of international uncertainty In: Working Paper Series.
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paper7
2019Merging structural and reduced-form models for forecasting: opening the DSGE-VAR box In: Working Paper Series.
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paper0
2020Economic policy uncertainty in the euro area: an unsupervised machine learning approach In: Working Paper Series.
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paper9
2020Nowcasting business cycle turning points with stock networks and machine learning In: Working Paper Series.
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paper0
2011Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters In: SIRE Discussion Papers.
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paper4
2020Fragility and the effect of international uncertainty shocks In: Journal of International Money and Finance.
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article5
2010The Emergence and Survival of Inflation Expectations In: EcoMod2010.
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paper0
2008The Revision of the Stability and Growth Pact: The Medium-Term Objective In: Chapters.
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chapter0
2019Macroeconomic Nowcasting Using Google Probabilities In: Advances in Econometrics.
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chapter9
2006Interaction of Fiscal Policies on the Euro Area: How Much Pressure on the ECB? In: Economics Working Papers.
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paper4
2012Food Price Pass-Through in the Euro Area: Non-Linearities and the Role of the Common Agricultural Policy In: International Journal of Central Banking.
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article28
2022Testing big data in a big crisis: Nowcasting under COVID-19 In: Working Papers.
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paper0
2004Fiscal, monetary and wage policies in a MU: is there a need for fiscal rules? In: Money Macro and Finance (MMF) Research Group Conference 2003.
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paper0
2014Rejoinder In: Journal of Business & Economic Statistics.
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article0
2015Letter to the Editor In: Journal of Official Statistics.
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article4
2017The macroeconomic effects of international uncertainty shocks In: Department of Economics Working Papers.
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paper13
2017The macroeconomic effects of international uncertainty shocks.(2017) In: Department of Economics Working Paper Series.
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paper

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