Fabrizio Venditti : Citation Profile

Are you Fabrizio Venditti?

Banca d'Italia

12

H index

12

i10 index

506

Citations

RESEARCH PRODUCTION:

14

Articles

35

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2006 - 2020). See details.
   Cites by year: 36
   Journals where Fabrizio Venditti has often published
   Relations with other researchers
   Recent citing documents: 98.    Total self citations: 15 (2.88 %)

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   Permalink: http://citec.repec.org/pve306
   Updated: 2023-01-28    RAS profile: 2021-02-21    
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Relations with other researchers

Works with:

Petrella, Ivan (4)

Delle Monache, Davide (4)

Marcellino, Massimiliano (3)

Jimborean, Ramona (2)

Budnik, Katarzyna (2)

Kapetanios, George (2)

Alonso Alvarez, Irma (2)

Di Nino, Virginia (2)

Gonzalez, Clara (2)

Stracca, Livio (2)

Affinito, Massimiliano (2)

Dewachter, Hans (2)

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

Is cited by:

Marcellino, Massimiliano (14)

Baumeister, Christiane (11)

Rodríguez Caballero, Carlos (9)

Busetti, Fabio (9)

Kilian, Lutz (9)

Fritsche, Ulrich (7)

Tamborini, Roberto (7)

Siklos, Pierre (6)

Carriero, Andrea (6)

Delle Monache, Davide (6)

Bagnai, Alberto (6)

Cites to:

Kilian, Lutz (44)

Giannone, Domenico (40)

Reichlin, Lucrezia (34)

Marcellino, Massimiliano (20)

Pesaran, M (14)

Watson, Mark (14)

Waggoner, Daniel (12)

Rubio-Ramirez, Juan F (12)

Rünstler, Gerhard (12)

Banbura, Marta (12)

Forni, Mario (11)

Main data

Where Fabrizio Venditti has published?

Journals with more than one article published# docs
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area10
Working Paper Series / European Central Bank10
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Questioni di Economia e Finanza (Occasional Papers) / Bank of Italy, Economic Research and International Relations Area4
Working Papers / Banco de Espaa2

Recent works citing Fabrizio Venditti (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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2021Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2021The Kernel Trick for Nonlinear Factor Modeling. (2021). Kutateladze, Varlam. In: Papers. RePEc:arx:papers:2103.01266.

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2022A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263.

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2022Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149.

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2022Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121.

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2021Measuring 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.

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2021Financial 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.

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2021Forecasting 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.

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2022Cross-border regulatory spillovers and macroprudential policy coordination. (2022). Pereira, Luiz Awazu ; Jackson, Timothy ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:1007.

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2022Inflation 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.

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2021Nowcasting 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.

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2021Domestic 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.

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2022A tale of two global monetary policies. (2022). Nenova, Tsvetelina ; Agrippino, Silvia Miranda ; Mirandaagrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0972.

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2021Financial 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.

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2021Caída y convergencia mundial de las tasas de inflación. (2021). Posada, Carlos ; Rhenals, Remberto ; Gomez, Wilman. In: Documentos de Trabajo CIEF. RePEc:col:000122:019129.

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2021Caída y convergencia mundial de las tasas de inflación. (2021). Monterrosa, Remberto Rhenals ; Posada, Carlos Esteban ; Gmez, Wilman Arturo. In: Borradores Departamento de Economía. RePEc:col:000196:019618.

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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
2021The 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 ;
2022E 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.

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2021The 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.

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2021The 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.

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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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2021Revisiting 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.

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2021Price convergence: Representation and testing. (2021). Garcia-Hiernaux, Alfredo ; Guerrero, David E. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002303.

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2021The 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.

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2021Time-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.

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2021Resurrecting 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.

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2021Global 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.

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2022Financial 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.

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2021Missing 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.

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2021Bayesian 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.

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2021Impulse 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.

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2021Gross 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.

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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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2021Mothballing 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.

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2022World 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.

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2021Good 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.

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2022High 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.

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2021The 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.

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2022A 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.

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2021Improving 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.

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2021Sparse 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.

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2022The 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.

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2021Is 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.

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2021Reprint: 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.

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2022Risk, 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.

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2022EME 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.

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2021Time-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.

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2021Economic 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.

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2022An 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.

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2022Three 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.

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2022Infectious 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.

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2022Forecasting 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.

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2022Macroeconomic Forecasting in a Multi-country Context. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Bai, Yu. In: Working Papers. RePEc:fip:fedcwq:93660.

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2022A Theory of the Global Financial Cycle. (2021). Davis, Jonathan ; van Wincoop, Eric. In: Globalization Institute Working Papers. RePEc:fip:feddgw:93046.

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2022Forecasting 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.

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2021A 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.

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2021Forecasting 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.

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2022.

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2021Vulnerable Funding in the Global Economy.. (2021). Uribe, Jorge ; Garron, Ignacio ; Chuliá, Helena. In: IREA Working Papers. RePEc:ira:wpaper:202106.

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2022Density 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.

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2022The 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.

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2021Time-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.

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2022Quantum 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.

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2022Crude 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.

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2022Inflation 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.

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2022The 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.

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2022Exploring 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.

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2022Nowcasting 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.

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2022Attention 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.

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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.

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2021Kernel-based Time-Varying IV estimation: handle with care. (2021). Valentini, Francesco ; Lucchetti, Riccardo. In: MPRA Paper. RePEc:pra:mprapa:110033.

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2021Forecasting 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.

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2022Cross-border flights to safe assets in bond markets: evidence from emerging market economies. (2022). Janus, Jakub. In: MPRA Paper. RePEc:pra:mprapa:113875.

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2022An Infinite Hidden Markov Model with Stochastic Volatility. (2022). Yang, Qiao ; Maheu, John M ; Li, Chenxing. In: MPRA Paper. RePEc:pra:mprapa:115456.

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2021The 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.

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2022Financial Stability Surveillance Tools: Evaluating the Performance of Stress Indices. (2022). Chiyaba, Grivas ; Mtwaepelo, Kaelo. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2022-06.

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2021When 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.

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2022Measuring 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.

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2021Estimating 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.

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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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2021Are 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.

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2021Investment funds, monetary policy, and the global financial cycle. (2021). Kaufmann, Christoph. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021119.

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2021Measuring 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.

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2021Time-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.

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2021Is High Inflation the New Challenge for Central Banks?. (2021). Tamborini, Roberto ; Roberto, Luigi Bonatti. In: DEM Working Papers. RePEc:trn:utwprg:2021/14.

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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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2021The Fed, housing and household debt over time. (2021). Rella, Giacomo. In: Department of Economics University of Siena. RePEc:usi:wpaper:850.

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2021The 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.

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2021Is 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.

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2022Oil 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.

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2022Nowcasting 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.

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2023Estimation 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.

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2021What drives the German TARGET balances? Evidence from a BVAR approach. (2021). JOCHEM, Axel ; Bettendorf, Timo. In: Discussion Papers. RePEc:zbw:bubdps:122021.

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2022Real-time nowcasting with sparse factor models. (2022). Hauber, Philipp. In: EconStor Preprints. RePEc:zbw:esprep:251551.

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Works by Fabrizio Venditti:

YearTitleTypeCited
2016The Financial Stability Dark Side of Monetary Policy In: BCAM Working Papers.
[Full Text][Citation analysis]		paper5
2017The financial stability dark side of monetary policy.(2017) In: Temi di discussione (Economic working papers).
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This paper has another version. Agregated cites: 5		paper
2015Common 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]		paper12
2016Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation.(2016) In: Advances in Econometrics.
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This paper has another version. Agregated cites: 12		chapter
2019The benefits and costs of adjusting bank capitalisation: evidence from euro area countries In: Working Papers.
[Full Text][Citation analysis]		paper2
2019The benefits and costs of adjusting bank capitalisation: evidence from euro area countries.(2019) In: Working Paper Series.
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This paper has another version. Agregated cites: 2		paper
2020Strategic interactions and price dynamics in the global oil market In: Working Papers.
[Full Text][Citation analysis]		paper3
2020Strategic interactions and price dynamics in the global oil market.(2020) In: Working Paper Series.
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This paper has another version. Agregated cites: 3		paper
2014Surprise! Euro area inflation has fallen In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper26
2015Wages and prices in Italy during the crisis: the firms� perspective In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper7
2018A risk dashboard for the Italian economy In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper3
2019An indicator of macro-financial stress for Italy In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper4
2014The effects of the crisis on production potential and household spending in Italy In: Workshop and Conferences.
[Full Text][Citation analysis]		paper0
2015Short term inflation forecasting: the M.E.T.A. approach In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper4
2017Short-term inflation forecasting: The M.E.T.A. approach.(2017) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 4		article
2015The time varying effect of oil price shocks on euro-area exports In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper31
2015The 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
2017Large time-varying parameter VARs: a non-parametric approach In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper15
2016Large Time-Varying Parameter VARs: A Non-Parametric Approach.(2016) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 15		paper
2019Large 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
2020Price dividend ratio and long-run stock returns: a score driven state space model In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper0
2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model.(2019) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 0		paper
2020Price dividend ratio and long-run stock returns: a score driven state space model.(2020) In: Working Paper Series.
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This paper has another version. Agregated cites: 0		paper
2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model.(2019) In: EMF Research Papers.
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This paper has another version. Agregated cites: 0		paper
2008Forecasting inflation and tracking monetary policy in the euro area: does national information help? In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper9
2008Forecasting 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
2013Forecasting inflation and tracking monetary policy in the euro area: does national information help?.(2013) In: Empirical Economics.
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This paper has another version. Agregated cites: 9		article
2010Down 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]		paper5
2012Forecasting economic activity with higher frequency targeted predictors In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper17
2012Do food commodity prices have asymmetric effects on Euro-Area inflation? In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper6
2014Do 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
2013Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper55
2013Short-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
2016Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility.(2016) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 55		article
2015Failing to Forecast Low Inflation and Phillips Curve Instability: A Euro-Area Perspective In: International Finance.
[Full Text][Citation analysis]		article38
2016Adaptive state space models with applications to the business cycle and financial stress In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2018The global financial cycle: implications for the global economy and the euro area In: Economic Bulletin Articles.
[Full Text][Citation analysis]		article9
2016Macroprudential effects of systemic bank stress In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article0
2010Energy markets and the euro area macroeconomy In: Occasional Paper Series.
[Full Text][Citation analysis]		paper2
2006Inflation convergence and divergence within the European Monetary Union In: Working Paper Series.
[Full Text][Citation analysis]		paper137
2007Inflation 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
2019The global capital flows cycle: structural drivers and transmission channels In: Working Paper Series.
[Full Text][Citation analysis]		paper20
2020The fundamentals of safe assets In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2020The 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
2020The simpler the better: measuring financial conditions for monetary policy and financial stability In: Working Paper Series.
[Full Text][Citation analysis]		paper9
2020The influence of OPEC+ on oil prices: a quantitative assessment In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2020Global financial markets and oil price shocks in real time In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2013From oil to consumer energy prices: How much asymmetry along the way? In: Energy Economics.
[Full Text][Citation analysis]		article31
2015Forecasting economic activity with targeted predictors In: International Journal of Forecasting.
[Full Text][Citation analysis]		article28
2017A daily indicator of economic growth for the euro area In: International Journal of Computational Economics and Econometrics.
[Full Text][Citation analysis]		article4

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