12
H index
12
i10 index
506
Citations
Banca d'Italia | 12 H index 12 i10 index 506 Citations RESEARCH PRODUCTION: 14 Articles 35 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Fabrizio Venditti. | Is cited by: | Cites to: |
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International Journal of Forecasting | 2 |
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2021 | Expecting 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. Full description at Econpapers || Download paper |
2021 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper |
2021 | The Kernel Trick for Nonlinear Factor Modeling. (2021). Kutateladze, Varlam. In: Papers. RePEc:arx:papers:2103.01266. Full description at Econpapers || Download paper |
2022 | A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263. Full description at Econpapers || Download paper |
2022 | Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149. Full description at Econpapers || Download paper |
2022 | Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121. Full description at Econpapers || Download paper |
2021 | Measuring the impact of a bank failure on the real economy. An EU-wide analytical framework. (2021). Vacca, Valerio ; Ricci, Giacomo ; Miani, Claudia ; Ballesteros, Elisa Llorente ; Hoeretzeder, Silvia ; Ebner, Andr ; di Primio, Luciano ; Bravo, Antonio J ; Boschi, Natalie ; Westman, Hanna ; Biraschi, Paolo ; Schellerer, Stefan ; Bichlmeier, Fabian ; Santioni, Raffaele. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_626_21. Full description at Econpapers || Download paper |
2021 | Financial condition indices for emerging market economies: can Google help?. (2021). Ferriani, Fabrizio ; Gazzani, Andrea. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_653_21. Full description at Econpapers || Download paper |
2021 | Forecasting Italian GDP growth with epidemiological data. (2021). Villa, Stefania ; Flaccadoro, Marco ; Conteduca, Francesco ; Emiliozzi, Simone ; Borin, Alessandro ; Aprigliano, Valentina ; Marchetti, Sabina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_664_21. Full description at Econpapers || Download paper |
2022 | Cross-border regulatory spillovers and macroprudential policy coordination. (2022). Pereira, Luiz Awazu ; Jackson, Timothy ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:1007. Full description at Econpapers || Download paper |
2022 | Inflation convergence over time: Sector?level evidence within Europe. (2022). YILMAZKUDAY, HAKAN. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:183-217. Full description at Econpapers || Download paper |
2021 | Nowcasting monthly GDP with big data: A model averaging approach. (2021). Proietti, Tommaso ; Giovannelli, Alessandro. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:2:p:683-706. Full description at Econpapers || Download paper |
2021 | Domestic and Global Determinants of Inflation: Evidence from Expectile Regression*. (2021). Delle Monache, Davide ; Busetti, Fabio ; Caivano, Michele. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:982-1001. Full description at Econpapers || Download paper |
2022 | A tale of two global monetary policies. (2022). Nenova, Tsvetelina ; Agrippino, Silvia Miranda ; Mirandaagrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0972. Full description at Econpapers || Download paper |
2021 | Financial cycle ? A critical analysis of the methodology for its identification. (2021). Kurowski, Ukasz. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:3:p:99-116. Full description at Econpapers || Download paper |
2021 | CaÃda y convergencia mundial de las tasas de inflación. (2021). Posada, Carlos ; Rhenals, Remberto ; Gomez, Wilman. In: Documentos de Trabajo CIEF. RePEc:col:000122:019129. Full description at Econpapers || Download paper |
2021 | CaÃda y convergencia mundial de las tasas de inflación. (2021). Monterrosa, Remberto Rhenals ; Posada, Carlos Esteban ; Gmez, Wilman Arturo. In: Borradores Departamento de EconomÃa. RePEc:col:000196:019618. Full description at Econpapers || Download paper |
2021 | Expecting 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. Full description at Econpapers || Download paper |
2021 | The 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 |
2021 | Inflation 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 |
2021 | The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Maddaloni, Angela ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Martin, Alberto ; Jovanovic, Mario ; Miettinen, Pavo ; Andreeva, Desislava ; Cuciniello, Vincenzo ; Albertazzi, Ugo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Garabedian, Garo ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Balfoussia, Hiona ; Ioannidis, Michael ; Patriek, Matic ; Fernandez, Luis ; Kok, Christoffer ; Cassar, Alan ; Klein, Melanie ; Papageorghiou, Maria ; Fahr, Stephan ; Falagiarda, Matteo ; Adolf, Petra ; |
2022 | E pluribus plures: shock dependency of the USD pass-through to real and financial variables. (2022). Ferrari Minesso, Massimo ; Grab, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20222684. Full description at Econpapers || Download paper |
2021 | The Black Sea Region Energy Cooperation: Current Trends and Prospects. (2021). Takmakova, Elena V ; Kasyanenko, Tatiana G ; Loseva, Olga V ; Sergeeva, Natalia V ; Abramov, Valery L ; Krasyukova, Natalia L ; Prokofiev, Stanislav E ; Panina, Olga V ; Bakulina, Anna A. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-32. Full description at Econpapers || Download paper |
2021 | The time-varying risk of Italian GDP. (2021). Pacella, Claudia ; Busetti, Fabio ; delle Monache, Davide ; Caivano, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001115. Full description at Econpapers || Download paper |
2021 | Bayesian 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. Full description at Econpapers || Download paper |
2021 | Revisiting the role of economic uncertainty in oil price fluctuations: Evidence from a new time-varying oil market model. (2021). Yang, MO ; Wei, YU ; Yi, Heling ; Lyu, Yongjian. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002054. Full description at Econpapers || Download paper |
2021 | Price convergence: Representation and testing. (2021). Garcia-Hiernaux, Alfredo ; Guerrero, David E. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002303. Full description at Econpapers || Download paper |
2021 | The dynamics of global financial cycle and domestic economic cycles: Evidence from India and Indonesia. (2021). Juhro, Solikin ; Anglingkusumo, Reza ; Prabheesh, K P. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:831-842. Full description at Econpapers || Download paper |
2021 | Time-varying wage Phillips curves in the euro area with a new measure for labor market slack. (2021). Van Limbergen, Duncan ; de Haan, Jakob ; Bonam, Dennis. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:157-171. Full description at Econpapers || Download paper |
2021 | Resurrecting the Phillips Curve in Low-Inflation Times. (2021). Conti, Antonio. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:172-195. Full description at Econpapers || Download paper |
2021 | Global convergence of inflation rates. (2021). Lee, Chien-Chiang ; Liu, Tie-Ying. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001212. Full description at Econpapers || Download paper |
2022 | Financial condition indices for emerging market economies: Can Google help?. (2022). Gazzani, Andrea Giovanni ; Ferriani, Fabrizio. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001410. Full description at Econpapers || Download paper |
2021 | Missing observations in observation-driven time series models. (2021). Blasques, Francisco ; Koopman, S J ; Gorgi, P. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:542-568. Full description at Econpapers || Download paper |
2021 | Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860. Full description at Econpapers || Download paper |
2021 | Impulse response analysis for structural dynamic models with nonlinear regressors. (2021). Kilian, Lutz ; Pesavento, Elena ; Herrera, Ana Maria ; Gonalves, Silvia. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:107-130. Full description at Econpapers || Download paper |
2021 | Gross capital inflows and outflows: Twins or distant cousins?. (2021). Taşdemir, Fatma ; Tademir, Fatma ; Ozmen, Erdal. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:3:s0939362521000297. Full description at Econpapers || Download paper |
2022 | Estimation 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. Full description at Econpapers || Download paper |
2021 | Mothballing in a Duopoly: Evidence from a (Shale) Oil Market. (2021). Vergalli, Sergio ; Kort, Peter ; Miniaci, Raffaele ; Menoncin, Francesco ; Hagspiel, Verena ; Comincioli, Nicola. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004539. Full description at Econpapers || Download paper |
2022 | World oil price impacts on country-specific fuel markets: Evidence of a muted global rebound effect. (2022). Shelby, Michael ; Gonzalez, Manuel ; Larson, Justin ; Jones, Jason ; Galperin, Diana ; Wood, Dallas. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322001931. Full description at Econpapers || Download paper |
2021 | Good volatility, bad volatility and economic uncertainty: Evidence from the crude oil futures market. (2021). Yang, MO ; Hu, Yingyi ; Wei, YU ; Lyu, Yongjian. In: Energy. RePEc:eee:energy:v:222:y:2021:i:c:s0360544221001730. Full description at Econpapers || Download paper |
2022 | High frequency correlation dynamics and day-of-the-week effect: A score-driven approach in an emerging market stock exchange. (2022). Karahan, Cenk C ; Bahcivan, Hulusi. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003215. Full description at Econpapers || Download paper |
2021 | The COVID-19 shock and long-term interest rates in emerging market economies. (2021). Janus, Jakub. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s154461232100057x. Full description at Econpapers || Download paper |
2022 | A tale of two global monetary policies. (2022). Nenova, Tsvetelina ; Miranda-Agrippino, Silvia. In: Journal of International Economics. RePEc:eee:inecon:v:136:y:2022:i:c:s0022199622000381. Full description at Econpapers || Download paper |
2021 | Improving the predictability of stock returns with global financial cycle and oil price in oil-exporting African countries. (2021). Adekoya, Oluwasegun ; Oduyemi, Gabriel O ; Akinseye, Ademola B ; Ogunbowale, Gideon O. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:166-181. Full description at Econpapers || Download paper |
2021 | Sparse structures with LASSO through principal components: Forecasting GDP components in the short-run. (2021). Leipus, Remigijus ; Celov, Dmitrij ; Jokubaitis, Saulius. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:759-776. Full description at Econpapers || Download paper |
2022 | The kernel trick for nonlinear factor modeling. (2022). Kutateladze, Varlam. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:165-177. Full description at Econpapers || Download paper |
2021 | Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis. (2021). Zhou, Yinggang ; Chen, Hongyi ; Cheng, Xin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000085. Full description at Econpapers || Download paper |
2021 | Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2021). Baumeister, Christiane ; Hamilton, James D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000541. Full description at Econpapers || Download paper |
2022 | Risk, financial stability and FDI. (2022). Lamla, Michael ; Kontonikas, Alexandros ; Kellard, Neil M ; Wood, Geoffrey ; Maiani, Stefano. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560620301881. Full description at Econpapers || Download paper |
2022 | EME financial conditions: Which global shocks matter?. (2022). Manu, Ana-Simona ; Lodge, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001303. Full description at Econpapers || Download paper |
2021 | Time-varying effects of global economic policy uncertainty shocks on crude oil price volatility?New evidence. (2021). Yang, MO ; Wei, YU ; Tuo, Siwei ; Lyu, Yongjian. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309739. Full description at Econpapers || Download paper |
2021 | Economic uncertainty shocks and Chinas commodity futures returns: A time-varying perspective. (2021). Yang, MO ; Hu, Yingyi ; Yi, Heling ; Lyu, Yongjian. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720310072. Full description at Econpapers || Download paper |
2022 | An analysis of OPEC oil production reaction to non-OPEC oil supply. (2022). Mefteh-Wali, Salma ; Lahiani, Amine ; Kisswani, Khalid M. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001027. Full description at Econpapers || Download paper |
2022 | Three channels of monetary policy international transmission: Identifying spillover effects from the US to China. (2022). Zhao, Xuankai ; Cheng, Feiyang ; Sensoy, Ahmet ; Zhang, MI. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000587. Full description at Econpapers || Download paper |
2022 | Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks. (2022). Guo, Jiaqi ; Long, Shaobo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000770. Full description at Econpapers || Download paper |
2022 | Forecasting economic activity using preselected predictors: the case of Cyprus. (2022). Pashourtidou, Nicoletta ; Anaxagorou, Christiana. In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:16:y:2022:i:1:p:11-36. Full description at Econpapers || Download paper |
2022 | Macroeconomic Forecasting in a Multi-country Context. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Bai, Yu. In: Working Papers. RePEc:fip:fedcwq:93660. Full description at Econpapers || Download paper |
2022 | A Theory of the Global Financial Cycle. (2021). Davis, Jonathan ; van Wincoop, Eric. In: Globalization Institute Working Papers. RePEc:fip:feddgw:93046. Full description at Econpapers || Download paper |
2022 | Forecasting Industrial Production Using Its Aggregated and Disaggregated Series or a Combination of Both: Evidence from One Emerging Market Economy. (2022). Valls Pereira, Pedro ; Mendonça, Diogo ; de Prince, Diogo ; Maral, Emerson Fernandes ; FernandesMaral, Emerson . In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:27-:d:839662. Full description at Econpapers || Download paper |
2021 | A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities. (2021). Ur, Mobeen ; Chen, James Ming. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6099-:d:642541. Full description at Econpapers || Download paper |
2021 | Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg. (2021). Fantazzini, Dean ; Pushchelenko, Julia ; Kurbatskii, Alexey ; Mironenkov, Alexey. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:4:p:48-803:d:667485. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2021 | Vulnerable Funding in the Global Economy.. (2021). Uribe, Jorge ; Garron, Ignacio ; Chuliá, Helena. In: IREA Working Papers. RePEc:ira:wpaper:202106. Full description at Econpapers || Download paper |
2022 | Density forecasts of inflation using Gaussian process regression models.. (2022). Claveria, Oscar ; Torra, Salvador ; Monte, Enric ; Soric, Petar. In: IREA Working Papers. RePEc:ira:wpaper:202210. Full description at Econpapers || Download paper |
2022 | The Role of Wage Bargaining Institutions in the Phillips curve Flattening. (2022). Thommen, Yann ; Saadaoui, Jamel ; Ligonniere, Ksamuel ; de Palma, Francesco. In: Working Papers REM. RePEc:ise:remwps:wp02362022. Full description at Econpapers || Download paper |
2021 | Time-Varying Dictionary and the Predictive Power of FED Minutes. (2021). Mohsin, Mohammed ; Godeiro, Lucas Lucio ; Lima, Luiz Renato. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10039-9. Full description at Econpapers || Download paper |
2022 | Quantum Computing and Deep Learning Methods for GDP Growth Forecasting. (2022). Fernandez-Gamez, Manuel A ; Salas, Belen M ; Alaminos, David. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10110-z. Full description at Econpapers || Download paper |
2022 | Crude oil prices pass-through to retail petroleum product prices in Nigeria: evidence from hidden cointegration approach. (2022). Olayungbo, David ; Ojeyinka, Titus. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:2:d:10.1007_s10644-021-09336-6. Full description at Econpapers || Download paper |
2022 | Inflation puzzles, the Phillips Curve and output expectations: new perspectives from the Euro Zone. (2022). Tamborini, Roberto ; Sardone, Alessandro ; Passamani, Giuliana. In: Empirica. RePEc:kap:empiri:v:49:y:2022:i:1:d:10.1007_s10663-021-09515-8. Full description at Econpapers || Download paper |
2022 | The determinants of sovereign risk premiums in the UK and the European government bond market: the impact of Brexit. (2022). Kadiric, Samir. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:19:y:2022:i:2:d:10.1007_s10368-022-00535-8. Full description at Econpapers || Download paper |
2022 | Exploring the Systemic Risk of Domestic Banks with ?CoVaR and Elastic-Net. (2022). Sorrentino, Alberto Maria ; Bianchi, Michele Leonardo. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:62:y:2022:i:1:d:10.1007_s10693-021-00366-9. Full description at Econpapers || Download paper |
2022 | Nowcasting Real GDP for Saudi Arabia1*. (2022). Barnett, William ; Alkhareif, Ryadh M. In: Open Economies Review. RePEc:kap:openec:v:33:y:2022:i:2:d:10.1007_s11079-021-09634-6. Full description at Econpapers || Download paper |
2022 | Attention to the Tail(s): Global Financial Conditions and Exchange Rate Risks. (2022). Sokol, Andrej ; Eguren-Martin, Fernando. In: IMF Economic Review. RePEc:pal:imfecr:v:70:y:2022:i:3:d:10.1057_s41308-022-00160-0. Full description at Econpapers || Download paper |
2022 | “Economically inefficient and legally untenable”: constitutional limitations on the introduction of central bank digital currencies in the EU. (2022). Cullen, Jay. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:23:y:2022:i:1:d:10.1057_s41261-021-00162-4. Full description at Econpapers || Download paper |
2021 | Kernel-based Time-Varying IV estimation: handle with care. (2021). Valentini, Francesco ; Lucchetti, Riccardo. In: MPRA Paper. RePEc:pra:mprapa:110033. Full description at Econpapers || Download paper |
2021 | Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg. (2021). Fantazzini, Dean ; Kurbatskii, Alexey ; Mironenkov, Alexey ; Pushchelenko, Julia. In: MPRA Paper. RePEc:pra:mprapa:110452. Full description at Econpapers || Download paper |
2022 | Cross-border flights to safe assets in bond markets: evidence from emerging market economies. (2022). Janus, Jakub. In: MPRA Paper. RePEc:pra:mprapa:113875. Full description at Econpapers || Download paper |
2022 | An Infinite Hidden Markov Model with Stochastic Volatility. (2022). Yang, Qiao ; Maheu, John M ; Li, Chenxing. In: MPRA Paper. RePEc:pra:mprapa:115456. Full description at Econpapers || Download paper |
2021 | The effect of the international movement of the factor of production (capital and labor) on the balance of primary incomes. (2021). Ima, Ondej. In: ?eský finan?ní a ú?etní ?asopis. RePEc:prg:jnlcfu:v:2021:y:2021:i:2:id:561. Full description at Econpapers || Download paper |
2022 | Financial Stability Surveillance Tools: Evaluating the Performance of Stress Indices. (2022). Chiyaba, Grivas ; Mtwaepelo, Kaelo. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2022-06. Full description at Econpapers || Download paper |
2021 | When the United States and the People’s Republic of China Sneeze: International Real and Financial Spillovers in Asia. (2021). Volz, Ulrich ; Beirne, John ; Renzhi, Nuobu. In: ADBI Working Papers. RePEc:ris:adbiwp:1288. Full description at Econpapers || Download paper |
2022 | Measuring extreme risk dependence between the oil and gas markets. (2022). Louhichi, Wael ; Jawadi, Fredj ; Ftiti, Zied ; ben Ameur, Hachmi. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-020-03796-1. Full description at Econpapers || Download paper |
2021 | Estimating a time-varying financial conditions index for South Africa. (2021). Kabundi, Alain ; Mbelu, Asithandile. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-020-01844-0. Full description at Econpapers || Download paper |
2021 | Forecasting 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. Full description at Econpapers || Download paper |
2021 | Are the European Commission’s Business and Consumer Survey Results Coincident Indicators for Maltese Economic Activity?. (2021). Ellul, Reuben ; Grech, Aaron G. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:1:d:10.1007_s41549-020-00044-0. Full description at Econpapers || Download paper |
2021 | Investment funds, monetary policy, and the global financial cycle. (2021). Kaufmann, Christoph. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021119. Full description at Econpapers || Download paper |
2021 | Measuring the impact of a bank failure on the real economy: an EU-wide analytical framework. (2021). Vacca, Valerio ; Schellerer, Stefan ; Bichlmeier, Fabian ; Santioni, Raffaele ; Ricci, Giacomo ; Miani, Claudia ; Ballesteros, Elisa Llorente ; Hoeretzeder, Silvia ; Ebner, Andre ; di Primio, Luciano ; Bravo, Antonio J ; Boschi, Natalie ; Westman, Hanna ; Biraschi, Paolo. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021122. Full description at Econpapers || Download paper |
2021 | Time-varying state correlations in state space models and their estimation via indirect inference. (2021). van den Brakel, Jan ; Smeekes, Stephan ; Palm, Franz ; Koopman, Siem Jan ; Schiavoni, Caterina. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210020. Full description at Econpapers || Download paper |
2021 | Is High Inflation the New Challenge for Central Banks?. (2021). Tamborini, Roberto ; Roberto, Luigi Bonatti. In: DEM Working Papers. RePEc:trn:utwprg:2021/14. Full description at Econpapers || Download paper |
2021 | Expecting the unexpected: economic growth under stress. (2021). Ruiz, Esther ; Rodriguez-Caballero, Vladimir ; Gonzalez-Rivera, Gloria. In: Working Papers. RePEc:ucr:wpaper:202106. Full description at Econpapers || Download paper |
2021 | The Fed, housing and household debt over time. (2021). Rella, Giacomo. In: Department of Economics University of Siena. RePEc:usi:wpaper:850. Full description at Econpapers || Download paper |
2021 | The Link between Financial Globalisation and Integration into Global Value Chains and Macroeconomic Impacts. (2021). Hölzl, Werner ; Holzl, Werner. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2021:i:632. Full description at Econpapers || Download paper |
2021 | Is euro area lowflation here to stay? Insights from a time?varying parameter model with survey data. (2021). Wauters, Joris ; Stevens, Arnoud. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:5:p:566-586. Full description at Econpapers || Download paper |
2022 | Oil prices, gasoline prices, and inflation expectations. (2022). Zhou, Xiaoqing ; Kilian, Lutz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:5:p:867-881. Full description at Econpapers || Download paper |
2022 | Nowcasting world GDP growth with high?frequency data. (2022). Meunier, Baptiste ; Jardet, Caroline. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:6:p:1181-1200. Full description at Econpapers || Download paper |
2023 | Estimation of short?run predictive factor for US growth using state employment data. (2023). Basistha, Arabinda. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:34-50. Full description at Econpapers || Download paper |
2021 | What drives the German TARGET balances? Evidence from a BVAR approach. (2021). JOCHEM, Axel ; Bettendorf, Timo. In: Discussion Papers. RePEc:zbw:bubdps:122021. Full description at Econpapers || Download paper |
2022 | Real-time nowcasting with sparse factor models. (2022). Hauber, Philipp. In: EconStor Preprints. RePEc:zbw:esprep:251551. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2016 | The Financial Stability Dark Side of Monetary Policy In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 5 |
2017 | The financial stability dark side of monetary policy.(2017) In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2015 | Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 12 |
2016 | Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation.(2016) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | chapter | |
2019 | The benefits and costs of adjusting bank capitalisation: evidence from euro area countries In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | The benefits and costs of adjusting bank capitalisation: evidence from euro area countries.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2020 | Strategic interactions and price dynamics in the global oil market In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | Strategic interactions and price dynamics in the global oil market.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2014 | Surprise! Euro area inflation has fallen In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 26 |
2015 | Wages and prices in Italy during the crisis: the firms� perspective In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 7 |
2018 | A risk dashboard for the Italian economy In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 3 |
2019 | An indicator of macro-financial stress for Italy In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 4 |
2014 | The effects of the crisis on production potential and household spending in Italy In: Workshop and Conferences. [Full Text][Citation analysis] | paper | 0 |
2015 | Short term inflation forecasting: the M.E.T.A. approach In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 4 |
2017 | Short-term inflation forecasting: The M.E.T.A. approach.(2017) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2015 | The time varying effect of oil price shocks on euro-area exports In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 31 |
2015 | The time varying effect of oil price shocks on euro-area exports.(2015) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | article | |
2017 | Large time-varying parameter VARs: a non-parametric approach In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 15 |
2016 | Large Time-Varying Parameter VARs: A Non-Parametric Approach.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2019 | Large time?varying parameter VARs: A nonparametric approach.(2019) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
2020 | Price dividend ratio and long-run stock returns: a score driven state space model In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 0 |
2019 | Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Price dividend ratio and long-run stock returns: a score driven state space model.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2019 | Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model.(2019) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2008 | Forecasting inflation and tracking monetary policy in the euro area: does national information help? In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 9 |
2008 | Forecasting inflation and tracking monetary policy in the euro area: does national information help?.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2013 | Forecasting inflation and tracking monetary policy in the euro area: does national information help?.(2013) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2010 | Down the non-linear road from oil to consumer energy prices: no much asymmetry along the way In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 5 |
2012 | Forecasting economic activity with higher frequency targeted predictors In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 17 |
2012 | Do food commodity prices have asymmetric effects on Euro-Area inflation? In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 6 |
2014 | Do food commodity prices have asymmetric effects on euro-area inflation?.(2014) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2013 | Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 55 |
2013 | Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
2016 | Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | article | |
2015 | Failing to Forecast Low Inflation and Phillips Curve Instability: A Euro-Area Perspective In: International Finance. [Full Text][Citation analysis] | article | 38 |
2016 | Adaptive state space models with applications to the business cycle and financial stress In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2018 | The global financial cycle: implications for the global economy and the euro area In: Economic Bulletin Articles. [Full Text][Citation analysis] | article | 9 |
2016 | Macroprudential effects of systemic bank stress In: Macroprudential Bulletin. [Full Text][Citation analysis] | article | 0 |
2010 | Energy markets and the euro area macroeconomy In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 2 |
2006 | Inflation convergence and divergence within the European Monetary Union In: Working Paper Series. [Full Text][Citation analysis] | paper | 137 |
2007 | Inflation Convergence and Divergence within the European Monetary Union.(2007) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 137 | article | |
2019 | The global capital flows cycle: structural drivers and transmission channels In: Working Paper Series. [Full Text][Citation analysis] | paper | 20 |
2020 | The fundamentals of safe assets In: Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
2020 | The fundamentals of safe assets.(2020) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2020 | The simpler the better: measuring financial conditions for monetary policy and financial stability In: Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
2020 | The influence of OPEC+ on oil prices: a quantitative assessment In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2020 | Global financial markets and oil price shocks in real time In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2013 | From oil to consumer energy prices: How much asymmetry along the way? In: Energy Economics. [Full Text][Citation analysis] | article | 31 |
2015 | Forecasting economic activity with targeted predictors In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 28 |
2017 | A daily indicator of economic growth for the euro area In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 4 |
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