8
H index
8
i10 index
284
Citations
European Central Bank | 8 H index 8 i10 index 284 Citations RESEARCH PRODUCTION: 12 Articles 24 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: |
Journals with more than one article published | # docs |
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International Journal of Forecasting | 2 |
Year | Title of citing document |
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2019 | Multivariate Filter Estimation of Potential Output for the United States: An Extension with Labor Market Hysteresis. (2019). Nurbekyan, Armen ; Mkhatrishvili, Shalva ; Laxton, Douglas ; Wang, Hou ; Torosyan, Lusine ; Avetisyan, Hayk ; Alichi, Ali. In: Working Papers. RePEc:ara:wpaper:003. Full description at Econpapers || Download paper |
2019 | A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics. (2019). Lillo, Fabrizio ; Corsi, Fulvio ; Bormetti, Giacomo ; Buccheri, Giuseppe . In: Papers. RePEc:arx:papers:1803.04894. Full description at Econpapers || Download paper |
2019 | Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025. Full description at Econpapers || Download paper |
2019 | Forecasting the US GDP Components in the short run. (2019). Celov, Dmitrij ; Jokubaitis, Saulius. In: Papers. RePEc:arx:papers:1906.07992. Full description at Econpapers || Download paper |
2019 | Simulation smoothing for nowcasting with large mixed-frequency VARs. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1907.01075. Full description at Econpapers || Download paper |
2017 | Macroeconomic activity and risk indicators: an unstable relationship. (2017). Marcellino, Massimiliano ; Abbate, Angela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1756. Full description at Econpapers || Download paper |
2018 | The Italian employment-rich recovery: a closer look. (2018). Viviano, Eliana ; Bovini, Giulia. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_461_18. Full description at Econpapers || Download paper |
2018 | Weakness in Italy’s core inflation and the Phillips curve: the role of labour and financial indicators. (2018). Conti, Antonio ; Gigante, Concetta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_466_18. Full description at Econpapers || Download paper |
2019 | Sources and implications of resource misallocation: new evidence from firm-level marginal products and user costs. (2019). Manaresi, Francesco ; Lenzu, Simone . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_485_19. Full description at Econpapers || Download paper |
2019 | The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks. (2019). Neri, Stefano ; Siviero, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_486_19. Full description at Econpapers || Download paper |
2017 | A quantitative analysis of risk premia in the corporate bond market. (2017). Cecchetti, Sara. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1141_17. Full description at Econpapers || Download paper |
2018 | The global component of inflation volatility. (2018). Marcellino, Massimiliano ; Corsello, Francesco ; Carriero, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1170_18. Full description at Econpapers || Download paper |
2018 | Short term forecasts of economic activity: are fortnightly factors useful?. (2018). Monteforte, Libero ; Raponi, Valentina. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1177_18. Full description at Econpapers || Download paper |
2018 | Labor market and financial shocks: a time varying analysis. (2018). Nispi Landi, Valerio ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1179_18. Full description at Econpapers || Download paper |
2019 | Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713. Full description at Econpapers || Download paper |
2018 | Has inflation targeting become less credible?. (2018). Sussman, Nathan ; Zohar, Osnat. In: BIS Working Papers. RePEc:bis:biswps:729. Full description at Econpapers || Download paper |
2019 | Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data. (2019). Mikosch, Heiner ; Solanko, Laura. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:19-35. Full description at Econpapers || Download paper |
2018 | EUROPEAN CENTRAL BANK FOOTPRINTS ON INFLATION FORECAST UNCERTAINTY. (2018). Makarova, Svetlana . In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:637-652. Full description at Econpapers || Download paper |
2019 | Has the 2008 financial crisis and its aftermath changed the impact of inflation on inflation uncertainty in member states of the european monetary union?. (2019). Nonejad, Nima. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:2:p:246-276. Full description at Econpapers || Download paper |
2018 | Business cycle narratives. (2018). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0064. Full description at Econpapers || Download paper |
2019 | Business Cycle Narratives. (2019). Thorsrud, Leif ; Larsen, Vegard. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7468. Full description at Econpapers || Download paper |
2018 | Improving the predictability of commodity prices in US inflation: The role of coffee price. (2018). Salisu, Afees ; Adediran, Idris ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0041. Full description at Econpapers || Download paper |
2018 | Time-varying wage Phillips curves in the euro area with a new measure for labor market slack. (2018). de Haan, Jakob ; Bonam, Dennis ; van Limbergen, Duncan . In: DNB Working Papers. RePEc:dnb:dnbwpp:587. Full description at Econpapers || Download paper |
2019 | Price convergence in the European Union – What has changed?. (2019). Hałka, Aleksandra ; Leszczyska-Paczesna, Agnieszka ; Haka, Aleksandra. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:226-241. Full description at Econpapers || Download paper |
2019 | Oil price shocks, economic policy uncertainty and China’s trade: A quantitative structural analysis. (2019). Wei, Yanfeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:20-31. Full description at Econpapers || Download paper |
2018 | DSGE Models with observation-driven time-varying volatility. (2018). Angelini, Giovanni ; Gorgi, Paolo. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:169-171. Full description at Econpapers || Download paper |
2019 | Closed-form results for vector moving average models with a univariate estimation approach. (2019). Sbrana, Giacomo ; Poloni, Federico. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:27-52. Full description at Econpapers || Download paper |
2018 | Tactical sales forecasting using a very large set of macroeconomic indicators. (2018). Aghezzaf, El-Houssaine ; Desmet, Bram ; Sagaert, Yves R ; Kourentzes, Nikolaos. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:2:p:558-569. Full description at Econpapers || Download paper |
2018 | Revisiting the forecasting accuracy of Phillips curve: The role of oil price. (2018). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:334-356. Full description at Econpapers || Download paper |
2018 | Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model. (2018). Pan, Zhiyuan ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:177-187. Full description at Econpapers || Download paper |
2019 | Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling. (2019). Hong, Yongmiao ; Zhang, Xun ; Sun, Yuying ; Wang, Shouyang. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:165-173. Full description at Econpapers || Download paper |
2019 | Crude oil futures trading and uncertainty. (2019). Czudaj, Robert. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:793-811. Full description at Econpapers || Download paper |
2018 | Time-varying effects of oil supply and demand shocks on Chinas macro-economy. (2018). Lin, Boqiang ; Gong, XU. In: Energy. RePEc:eee:energy:v:149:y:2018:i:c:p:424-437. Full description at Econpapers || Download paper |
2019 | Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes. (2019). Swanson, Norman R ; Guney, Ethem I ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:555-572. Full description at Econpapers || Download paper |
2019 | Combining wavelet decomposition with machine learning to forecast gold returns. (2019). Risse, Marian. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:601-615. Full description at Econpapers || Download paper |
2019 | Bagged neural networks for forecasting Polish (low) inflation. (2019). Szafranek, Karol. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1042-1059. Full description at Econpapers || Download paper |
2018 | Dynamics and factors of inflation convergence in the European union. (2018). Kočenda, Evžen ; Brož, Václav ; Koenda, Even. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:93-111. Full description at Econpapers || Download paper |
2018 | New evidence on the evolution of the anchoring of inflation expectations. (2018). buono, ines ; Formai, Sara. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:39-54. Full description at Econpapers || Download paper |
2019 | A review of the evidence on the relation between crude oil prices and petroleum product prices. (2019). Lee, Thomas K ; Hoelscher, Seth A ; Fernando, Chitru S ; Ederington, Louis H ; Linn, Scott C. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:1-15. Full description at Econpapers || Download paper |
2019 | Did monetary policy fuel the housing bubble? An application to Ireland. (2019). Hellinckx, Kevin ; Moons, Cindy. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:2:p:294-315. Full description at Econpapers || Download paper |
2019 | Inflation projections for monetary policy decision making. (2019). Alvarez, Luis ; Sanchez, Isabel. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:4:p:568-585. Full description at Econpapers || Download paper |
2019 | Time-varying effects of international copper price shocks on Chinas producer price index. (2019). Zhao, Cong ; Wen, Fenghua ; Hu, Chunyan. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:507-514. Full description at Econpapers || Download paper |
2018 | Analyzing of consumer price index influence on inflation by multiple linear regression. (2018). Cogoljevi, Duan ; Piljan, Ivan ; Mati, Ivana ; Roganovi, Milo ; Gavrilovi, Milan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:941-944. Full description at Econpapers || Download paper |
2019 | Incorporating macroeconomic leading indicators in tactical capacity planning. (2019). Aghezzaf, El-Houssaine ; de Vuyst, Stijn ; Kourentzes, Nikolaos ; Sagaert, Yves R ; Desmet, Bram. In: International Journal of Production Economics. RePEc:eee:proeco:v:209:y:2019:i:c:p:12-19. Full description at Econpapers || Download paper |
2018 | Forecasting economic activity in sectors of the Cypriot economy. (2018). Pashourtidou, Nicoletta ; Karagiannakis, Charalampos ; Papamichael, Christos . In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:12:y:2018:i:2:p:24-66. Full description at Econpapers || Download paper |
2019 | Now-casting Spain. (2019). GarcÃa, Manu ; Rubio-Ramirez, Juan F ; Garcia, Manu. In: Working Papers. RePEc:fda:fdaddt:2019-03. Full description at Econpapers || Download paper |
2018 | Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework. (2018). Drachal, Krzysztof. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1207-:d:145404. Full description at Econpapers || Download paper |
2018 | Estimating the Efficiency and Impacts of Petroleum Product Pricing Reforms in China. (2018). Deng, Chuxiong ; Sun, Chuanwang ; Jiang, Zhujun . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:1080-:d:139614. Full description at Econpapers || Download paper |
2017 | Understanding inflation dynamics in the Euro Area: deviants and commonalities across member countries. (2017). Amberger, Johanna ; Fendel, Ralf. In: Empirica. RePEc:kap:empiri:v:44:y:2017:i:2:d:10.1007_s10663-016-9322-x. Full description at Econpapers || Download paper |
2018 | Testing for Inflation Convergence among European Union Countries:A Panel Approach. (2018). Fountas, Stilianos ; Tsafa-Karakatsanidou, Maria. In: Discussion Paper Series. RePEc:mcd:mcddps:2018_09. Full description at Econpapers || Download paper |
2018 | Is euro area lowflation here to stay ? Insights from a time-varying parameter model with survey data. (2018). Wauters, Joris ; Stevens, Arnoud. In: Working Paper Research. RePEc:nbb:reswpp:201810-355. Full description at Econpapers || Download paper |
2018 | Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:84275. Full description at Econpapers || Download paper |
2019 | Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis. (2019). Thomakos, Dimitrios ; Silva, Emmanuel Sirimal ; Hassani, Hossein ; Rua, Antonio. In: Working Papers. RePEc:ptu:wpaper:w201913. Full description at Econpapers || Download paper |
2018 | Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris. In: Working Paper series. RePEc:rim:rimwps:18-20. Full description at Econpapers || Download paper |
2017 | Determining the number of factors after stationary univariate transformations. (2017). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1158-5. Full description at Econpapers || Download paper |
2018 | National information and euro area monetary policy: a generalized ordered choice approach. (2018). Brauning, Christina ; Fendel, Ralf. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-017-1238-1. Full description at Econpapers || Download paper |
2019 | Crude oil futures trading and uncertainty. (2019). Czudaj, Robert. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep027. Full description at Econpapers || Download paper |
2018 | Missing Observations in Observation-Driven Time Series Models. (2018). Koopman, Siem Jan ; Blasques, Francisco ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180013. Full description at Econpapers || Download paper |
2018 | DSGE Models with Observation-Driven Time-Varying parameters. (2018). Angelini, Giovanni ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180030. Full description at Econpapers || Download paper |
2018 | Inflation dynamics during the Financial Crisis in Europe: cross-sectional identification of long-run inflation expectations. (2018). Holtemöller, Oliver ; Holtemoller, Oliver ; Dany-Knedlik, Geraldine. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181520. 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 | 3 |
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: 3 | 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 | 8 |
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: 8 | chapter | |
2014 | Surprise! Euro area inflation has fallen In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 17 |
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 | 1 |
2018 | A risk dashboard for the Italian economy In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 0 |
2019 | An indicator of macro-financial stress for Italy In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 0 |
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 | 13 |
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: 13 | article | |
2017 | Large time-varying parameter VARs: a non-parametric approach In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 1 |
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: 1 | 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 | 3 |
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: 3 | 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: 3 | 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 | 3 |
2012 | Forecasting economic activity with higher frequency targeted predictors In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 14 |
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 | 25 |
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: 25 | 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: 25 | article | |
2015 | Failing to Forecast Low Inflation and Phillips Curve Instability: A Euro-Area Perspective In: International Finance. [Full Text][Citation analysis] | article | 20 |
2016 | Adaptive state space models with applications to the business cycle and financial stress In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2018 | The global financial cycle: implications for the global economy and the euro area In: Economic Bulletin Articles. [Full Text][Citation analysis] | article | 0 |
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 | 1 |
2006 | Inflation convergence and divergence within the European Monetary Union In: Working Paper Series. [Full Text][Citation analysis] | paper | 118 |
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: 118 | article | |
2019 | The benefits and costs of adjusting bank capitalisation: evidence from euro area countries In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2013 | From oil to consumer energy prices: How much asymmetry along the way? In: Energy Economics. [Full Text][Citation analysis] | article | 27 |
2015 | Forecasting economic activity with targeted predictors In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 14 |
2017 | A daily indicator of economic growth for the euro area In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 1 |
2016 | A daily indicator of economic growth for the euro area.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper |
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