Michele Piffer : Citation Profile


Are you Michele Piffer?

King's College London

3

H index

1

i10 index

47

Citations

RESEARCH PRODUCTION:

3

Articles

9

Papers

RESEARCH ACTIVITY:

   5 years (2013 - 2018). See details.
   Cites by year: 9
   Journals where Michele Piffer has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppi481
   Updated: 2020-08-01    RAS profile: 2019-10-19    
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Relations with other researchers


Works with:

Rieth, Malte (3)

Podstawski, Maximilian (3)

Bruns, Martin (2)

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

Is cited by:

Kilian, Lutz (6)

Wohar, Mark (5)

Selmi, Refk (3)

Schlaak, Thore (3)

GUPTA, RANGAN (3)

bouoiyour, jamal (3)

Lee, Seohyun (2)

Venditti, Fabrizio (2)

Castelnuovo, Efrem (2)

Stracca, Livio (2)

Olasehinde-Williams, Godwin (1)

Cites to:

bloom, nicholas (7)

Fratzscher, Marcel (7)

Ehrmann, Michael (6)

mumtaz, haroon (5)

Giannone, Domenico (5)

de Haan, Jakob (5)

Blinder, Alan (5)

Jansen, David-Jan (5)

Lenza, Michele (4)

Cesa-Bianchi, Ambrogio (4)

Gertler, Mark (4)

Main data


Where Michele Piffer has published?


Working Papers Series with more than one paper published# docs
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research5

Recent works citing Michele Piffer (2019 and 2018)


YearTitle of citing document
2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1806.07623.

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2019Unconventional monetary policy tools: a cross-country analysis. (2019). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:63.

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2020The global effects of global risk and uncertainty. (2020). Bonciani, Dario ; Ricci, Martino. In: Bank of England working papers. RePEc:boe:boeewp:0863.

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2018Identifying Uncertainty Shocks due to Geopolitical Swings in Korea. (2018). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan. In: Working Papers. RePEc:bok:wpaper:1826.

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2019Tracking Uncertainty through the Relative Sentiment Shift Series. (2019). Lee, Seohyun ; Nyman, Rickard. In: Working Papers. RePEc:bok:wpaper:1912.

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2018Identification and estimation issues in Structural Vector Autoregressions with external instruments. (2018). Fanelli, Luca ; Angelini, Giovanni. In: Working Papers. RePEc:bol:bodewp:wp1122.

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2019Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7697.

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2019Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7902.

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2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8153.

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2019Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14047.

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2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14460.

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2018Monetary Policy, External Instruments and Heteroskedasticity. (2018). Schlaak, Thore ; Rieth, Malte ; Podstawski, Maximilian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1749.

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2020Heteroskedastic Proxy Vector Autoregressions. (2020). Schlaak, Thore ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1876.

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2019Global growth on life support? The contributions of fiscal and monetary policy since the global financial crisis. (2019). Miescu, Mirela S ; Lodge, David ; Baumann, Ursel. In: Working Paper Series. RePEc:ecb:ecbwps:20192248.

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2019The global capital flows cycle: structural drivers and transmission channels. (2019). Venditti, Fabrizio ; Habib, Maurizio Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20192280.

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2020The fundamentals of safe assets. (2020). Venditti, Fabrizio ; Stracca, Livio ; Habib, Maurizio Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20202355.

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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:105-116.

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2019Deconstructing uncertainty. (2019). Samaniego, Roberto. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:22-41.

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2019Loan supply, credit markets and the euro area financial crisis. (2019). DARRACQ PARIES, Matthieu ; Altavilla, Carlo ; Nicoletti, Giulio ; Carlo Altavilla , . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:109:y:2019:i:c:s037842661930233x.

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2020The fundamentals of safe assets. (2020). Stracca, Livio ; Venditti, Fabrizio ; Habib, Maurizio Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:102:y:2020:i:c:s0261560619305650.

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2019International spillovers of U.S. financial volatility. (2019). Berg, Kimberly ; Vu, Nam T. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:19-34.

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2017The Aggregate and Country-Specific Effectiveness of ECB Policy: Evidence from an External Instruments (VAR) Approach. (2017). Hafemann, Lucas ; Tillmann, Peter ; PeterTillmann, . In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:063.

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2019Asymptotically Valid Bootstrap Inference for Proxy SVARs. (2019). Lunsford, Kurt ; Jentsch, Carsen . In: Working Papers. RePEc:fip:fedcwq:190800.

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2019Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz. In: Working Papers. RePEc:fip:feddwp:1907.

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2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: Working Papers. RePEc:fip:feddwp:87676.

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2020Patent-Based News Shocks. (2020). Vukotic, Marija ; Cascaldi-Garcia, Danilo. In: International Finance Discussion Papers. RePEc:fip:fedgif:1277.

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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Post-Print. RePEc:hal:journl:hal-01817067.

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2017Unconventional Monetary Policy Effects on Bank Lending in the Euro Area. (2017). Behrendt, Stefan. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2017-002.

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2019The effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approachThe effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approach. (2019). Bertsche, Dominik. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1906.

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2020Identification of SVAR Models by Combining Sign Restrictions With External Instruments. (2020). Braun, Robin ; Brüggemann, Ralf ; Bruggemann, Ralf. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:2001.

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2019Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy. (2019). Mumtaz, Haroon ; Miescu, Mirela. In: Working Papers. RePEc:lan:wpaper:280730188.

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2017The aggregate and country-speci c e ectiveness of ECB policy: evidence from an external instruments (VAR) approach. (2017). Tillmann, Peter ; PeterTillmann, ; Hafemann, Lucas. In: MAGKS Papers on Economics. RePEc:mar:magkse:201720.

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2019Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0234.

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2020Measuring the effects of U.S. uncertainty and monetary conditions on EMEs macroeconomic dynamics. (2020). Trecroci, Carmine ; Rivolta, Giulia. In: MPRA Paper. RePEc:pra:mprapa:99403.

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2018The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels. (2018). Wohar, Mark ; Olasehinde-Williams, Godwin ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201857.

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2020The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Dul, Wiehan ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202001.

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2020The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach. (2020). Salisu, Afees ; Bouri, Elie ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202043.

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2019Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy. (2019). Mumtaz, Haroon ; Miescu, Mirela S. In: Working Papers. RePEc:qmw:qmwecw:894.

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2019Proxy-SVAR as a Bridge for Identification with Higher Frequency Data. (2019). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni. In: 2019 Meeting Papers. RePEc:red:sed019:855.

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2020Brave New World? Bitcoin is not the New Gold: Understanding Cryptocurrency Price Dynamics. (2020). Choi, Sangyup ; Shin, Junhyeok. In: Working papers. RePEc:yon:wpaper:2020rwp-167.

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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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2019Credit intermediation and the transmission of macro-financial uncertainty: International evidence. (2019). Gächter, Martin ; Stockl, Sebastian ; Geiger, Martin ; Gachter, Martin. In: EconStor Preprints. RePEc:zbw:esprep:204444.

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2017Same, but different: Testing monetary policy shock measures. (2017). Kriwoluzky, Alexander ; Ettmeier, Stephanie . In: IWH Discussion Papers. RePEc:zbw:iwhdps:92017.

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2019Kurzfristige ökonomische Effekte eines Brexit auf die deutsche Wirtschaft: Studie im Auftrag des Bundesministeriums für Wirtschaft und Energie. (2019). Michelsen, Claus ; Lindner, Axel ; Kampfe, Martina ; Holtemoller, Oliver ; Gebauer, Stefan ; Drygalla, Andrej ; Dany-Knedlik, Geraldine ; Brautzsch, Hans-Ulrich ; Schlaak, Thore ; Rieth, Malte. In: IWH Online. RePEc:zbw:iwhonl:32019.

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2017Für eine zukunftsorientierte Wirtschaftspolitik. Jahresgutachten 2017/18. (2017). . In: Annual Economic Reports / Jahresgutachten. RePEc:zbw:svrwjg:201718.

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Works by Michele Piffer:


YearTitleTypeCited
2017Identifying Uncertainty Shocks Using the Price of Gold In: CESifo Working Paper Series.
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paper30
2016Identifying Uncertainty Shocks Using the Price of Gold.(2016) In: Discussion Papers of DIW Berlin.
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This paper has another version. Agregated cites: 30
paper
2018Identifying Uncertainty Shocks Using the Price of Gold.(2018) In: Economic Journal.
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This paper has another version. Agregated cites: 30
article
2016Uncertainty Shock from the Brexit Vote Decreases Investment and GDP in the Euro Area and Germany In: DIW Economic Bulletin.
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article0
2015Monetary Policy and the Risk-Taking Channel In: DIW Roundup: Politik im Fokus.
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paper0
2016Monetary Policy and Defaults in the US In: Discussion Papers of DIW Berlin.
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paper2
2016Assessing Identifying Restrictions in SVAR Models In: Discussion Papers of DIW Berlin.
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paper1
2016Unconventional Monetary Policy, Fiscal Side Effects and Euro Area (Im)balances In: Discussion Papers of DIW Berlin.
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paper7
2016Unconventional Monetary Policy, Fiscal Side Effects and Euro Area (Im)balances.(2016) In: Annual Conference 2016 (Augsburg): Demographic Change.
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This paper has another version. Agregated cites: 7
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2019Bayesian Structural VAR Models: A New Approach for Prior Beliefs on Impulse Responses In: Discussion Papers of DIW Berlin.
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paper7
2018Bayesian Structural VAR models: a new approach for prior beliefs on impulse responses.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 7
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2013FEEM Award 2013. The Winners Are... In: Review of Environment, Energy and Economics - Re3.
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