Matteo Luciani : Citation Profile

Are you Matteo Luciani?

13

H index

16

i10 index

458

Citations

RESEARCH PRODUCTION:

13

Articles

37

Papers

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 25
   Journals where Matteo Luciani has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 24 (4.98 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu244
   Updated: 2024-01-16    RAS profile: 2023-03-10    
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Relations with other researchers

Works with:

Barigozzi, Matteo (5)

Lippi, Marco (2)

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

Is cited by:

Giannone, Domenico (15)

Barigozzi, Matteo (15)

Cette, Gilbert (14)

Poncela, Pilar (13)

Kilian, Lutz (12)

Hallin, Marc (11)

Ruiz, Esther (10)

Lippi, Marco (10)

Modugno, Michele (9)

Bragoli, Daniela (8)

Creel, Jerome (8)

Cites to:

Reichlin, Lucrezia (158)

Lippi, Marco (109)

Forni, Mario (108)

Giannone, Domenico (103)

Hallin, Marc (81)

Bai, Jushan (55)

Ng, Serena (54)

Watson, Mark (39)

Barigozzi, Matteo (23)

Stock, James (22)

Diebold, Francis (22)

Main data

Where Matteo Luciani has published?

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)7
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)6
Working Papers ECARES / ULB -- Universite Libre de Bruxelles5
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles3
Papers / arXiv.org2
Working Papers / Department of the Treasury, Ministry of the Economy and of Finance2
Working Papers / University of Tasmania, Tasmanian School of Business and Economics2
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area2

Recent works citing Matteo Luciani (2024 and 2023)

YearTitle of citing document
2023??????? ????????? ??? ?? ??????-????????? ????????? (???) ?? ????????: ???? ??????????. // The impact of the increase in prices for fuels and lubricants on inflation: the experience of Kazakhstan.. (2023). Сейдахметов Ансар // Seidakhmetov Ansar, ; Чернявский Денис // Chernyavskiy Denis, . In: Working Papers. RePEc:aob:wpaper:44.

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2023Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887.

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2023Factor-augmented tree ensembles. (2021). Pellegrino, Filippo. In: Papers. RePEc:arx:papers:2111.14000.

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2023Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

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2023Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2023sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings. (2023). Gibberd, Alex ; Chan, Tak-Shing ; Mosley, Luke. In: Papers. RePEc:arx:papers:2303.14125.

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2023Robust Impulse Responses using External Instruments: the Role of Information. (2023). Mazzali, Marco ; Franconi, Alessandro ; Brignone, Davide. In: Papers. RePEc:arx:papers:2307.06145.

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2023Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

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2023Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2023Assessing the pass-through of energy prices to inflation in the euro area. (2023). Corsello, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_745_23.

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2023Energy price shocks and inflation in the euro area. (2023). Tagliabracci, Alex ; delle Monache, Davide ; Corsello, Francesco ; Conflitti, Cristina ; Busetti, Fabio ; Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_792_23.

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2023Natural gas and the macroeconomy: not all energy shocks are alike. (2023). Gazzani, Andrea ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1428_23.

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2023ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304.

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2023Global house prices since 1950. (2023). Sustek, Roman ; Mumtaz, Haroon. In: Discussion Papers. RePEc:cfm:wpaper:2307.

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2023A tail of labor supply and a tale of monetary policy. (2023). ferroni, filippo ; Cantore, Cristiano ; Theophilopoulou, Angeliki ; Mumtaz, Haroon. In: Discussion Papers. RePEc:cfm:wpaper:2308.

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2023Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359.

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2023The cross-industry effects of monetary policy: New evidence from Bangladesh. (2023). Roy, Ripon ; Bhattacharya, Prasad Sankar. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002912.

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2023Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models. (2023). Ruiz, Esther ; Poncela, Pilar ; Fresoli, Diego. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002719.

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2023Parametric estimation of long memory in factor models. (2023). Ergemen, Yunus Emre. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1483-1499.

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2023High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research. (2023). Anderson, Brian ; Deistler, Manfred ; Lippi, Marco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:3-16.

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2023Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market. (2023). Amenounve, Edoh ; Soumare, Issouf ; Kanga, Desire. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000365.

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2023A broader perspective on the inflationary effects of energy price shocks. (2023). Kilian, Lutz ; Zhou, Xiaoqing. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003912.

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2023Long-term equilibrium relationship analysis and energy-saving measures of metro energy consumption and its influencing factors based on cointegration theory and an ARDL model. (2023). Chen, Hongyu ; Liu, Yang ; Feng, Zongbao ; Skibniewski, Mirosaw J. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pd:s0360544222028511.

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2023Systemic risk in non financial companies: Does governance matter?. (2023). Soana, Maria Gaia ; Cucinelli, Doriana. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001175.

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2023Monetary policy shocks and consumer expectations in the euro area. (2023). Scharler, Johann ; Grundler, Daniel ; Geiger, Martin. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001404.

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2023Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

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2023Targeting predictors in random forest regression. (2023). Nielsen, Mikkel Slot ; Muhlbach, Nicolaj Sondergaard ; Christensen, Bent Jesper ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:841-868.

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2023One-stop source: A global database of inflation. (2023). Ohnsorge, Franziska ; Kose, Ayhan ; Ha, Jongrim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000979.

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2023Oil tail risks and the realized variance of consumer prices in advanced economies. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300466x.

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2023A proposal for constructing and evaluating core inflation measures. (2023). Fornero, Jorge ; Carlomagno, Guillermo ; Sansone, Andres. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:3:s2666143823000157.

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2023Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies. (2023). Yunus, Nafeesa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:211-232.

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2023Effects of oil shocks and central bank credibility on price diffusion. (2023). de Mendonça, Helder ; Garcia, Pedro Mendes ; de Mendona, Helder Ferreira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:304-317.

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2023Oil Price Shocks and Inflation. (2023). Kilian, Lutz ; Zhou, Xiaoqing. In: Working Papers. RePEc:fip:feddwp:96618.

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2023Monetary Policy Implications on Macroeconomic Performance in the Common Monetary Area: A Panel-SVAR Framework. (2023). Mukorera, Sophia ; Shumba, Theron. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:5:p:144-:d:1144118.

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2023Effect of Inflation, Exchange Rate, Interest Rates and Income on House Sales: a Case of Turkiye. (2023). Peker, Osman ; Sanli, Orhan. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:10:y:2023:i:1:p:37-60.

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2023THE EXPANSIONARY EFFECTS OF HOUSING CREDIT SUPPLY SHOCKS. (2023). Motta, Giorgio ; Miescu, Mirela Sorina ; Rossi, Raffaele ; Pontiggia, Dario. In: Working Papers. RePEc:lan:wpaper:399832231.

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2023Fiscal Policy and Asset Prices in a Dynamic Factor Model with Cointegrated Factors. (2023). Takumah, Wisdom. In: MPRA Paper. RePEc:pra:mprapa:117897.

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2023Decomposing Supply and Demand Driven Inflation. (2023). Shapiro, Adam Hale. In: RBA Annual Conference Papers. RePEc:rba:rbaacp:acp2023-03.

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2023EnhancingtheQuarterlyProjectionModel. (2023). Pirozhkova, Ekaterina ; Rudi, Luchelle Soobyah ; Rakgalakane, Jeffrey. In: Working Papers. RePEc:rbz:wpaper:11044.

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2023Enhancing the Quarterly Projection Model. (2023). Soobyah, Luchelle ; Steinbach, Rudi ; Rakgalakane, Jeffrey ; Pirozhkova, Ekaterina. In: Working Papers. RePEc:rbz:wpaper:11048.

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2023The Vector Error Correction Index Model: Representation, Estimation and Identification. (2023). Cubadda, Gianluca ; Mazzali, Marco. In: CEIS Research Paper. RePEc:rtv:ceisrp:556.

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2023Applied Regional Economic Research Can Improve Development Strategies and Drive Better Outcomes. (2023). Williams, Nichelle ; Forbes, Allison ; Poole, Kenneth E. In: Economic Development Quarterly. RePEc:sae:ecdequ:v:37:y:2023:i:1:p:85-95.

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2023Understanding trend inflation through the lens of the goods and services sectors. (2023). Wong, Benjamin ; Eo, Yunjong ; Uzeda, Luis. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:5:p:751-766.

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2023Nowcasting the state of the Italian economy: The role of financial markets. (2023). Silvestrini, Andrea ; Ceci, Donato. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1569-1593.

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2023A broader perspective on the inflationary effects of energy price shocks. (2023). Kilian, Lutz ; Zhou, Xiaoqing. In: CFS Working Paper Series. RePEc:zbw:cfswop:686.

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2023Consumption categories, household attention, and inflation expectations: Implications for optimal monetary policy. (2023). Dietrich, Alexander M. In: University of Tübingen Working Papers in Business and Economics. RePEc:zbw:tuewef:157.

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Works by Matteo Luciani:

YearTitleTypeCited
2019Oil Price Pass-through into Core Inflation In: The Energy Journal.
[Full Text][Citation analysis]		article30
2017Oil price pass-through into core inflation.(2017) In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2017Oil Price Pass-Through into Core Inflation.(2017) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2017Oil Price Pass-Through into Core Inflation.(2017) In: FEDS Notes.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2019Oil Price Pass-Through into Core Inflation.(2019) In: FEDS Notes.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2022Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm In: Papers.
[Full Text][Citation analysis]		paper6
2019Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models In: Papers.
[Full Text][Citation analysis]		paper13
2012A model for vast panels of volatilities In: Working Papers.
[Full Text][Citation analysis]		paper13
2013Do euro area countries respond asymmetrically to the common monetary policy? In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper85
2014Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?.(2014) In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		article
2012Do Euro area countries respond asymmetrically to the common monetary policy?.(2012) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper
2013Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?.(2013) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 85		paper
2013Uncertainty and heterogeneity in factor models forecasting In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper1
2012Uncertainty and Heterogeneity in factor models forecasting.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2017Surfing through the GFC: Systemic Risk in Australia In: The Economic Record.
[Full Text][Citation analysis]		article14
2015Surfing through the GFC: systemic risk in Australia.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2010Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis In: Working Papers.
[Full Text][Citation analysis]		paper1
2012Monetary Policy and the Housing Market: A Structural Factor Analysis In: Working Papers ECARES.
[Full Text][Citation analysis]		paper53
2010Monetary Policy and the Housing Market: A Structural Factor Analysis.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2013Monetary Policy, and the Housing Market: A Structural Factor Analysis.(2013) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2015Monetary Policy and the Housing Market: A Structural Factor Analysis.(2015) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		article
2013Nowcasting Norway In: Working Papers ECARES.
[Full Text][Citation analysis]		paper29
2014Nowcasting Norway.(2014) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2014Dynamic Factor Models, Cointegration and Error Correction Mechanisms In: Working Papers ECARES.
[Full Text][Citation analysis]		paper7
2016Dynamic Factor Models, Cointegration, and Error Correction Mechanisms.(2016) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 7		paper
2021Inferential Theory for Generalized Dynamic Factor Models In: Working Papers ECARES.
[Full Text][Citation analysis]		paper0
2011Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks In: Working Papers ECARES.
[Full Text][Citation analysis]		paper29
2014Forecasting with approximate dynamic factor models: The role of non-pervasive shocks.(2014) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2018Systemic risk in the US: Interconnectedness as a circuit breaker In: Economic Modelling.
[Full Text][Citation analysis]		article13
2021Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors In: Journal of Econometrics.
[Full Text][Citation analysis]		article15
2012Ranking Systemically Important Financial Institutions In: CAMA Working Papers.
[Full Text][Citation analysis]		paper22
2012Ranking systemically important financial institutions.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 22		paper
2012Ranking Systemically Important Financial Institutions.(2012) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 22		paper
2011Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model In: European Economy - Economic Papers 2008 - 2015.
[Full Text][Citation analysis]		paper9
2015Nowcasting Indonesia In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper18
2015Nowcasting Indonesia.(2015) In: ADB Economics Working Paper Series.
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This paper has nother version. Agregated cites: 18		paper
2018Nowcasting Indonesia.(2018) In: Empirical Economics.
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This paper has nother version. Agregated cites: 18		article
2016Non-Stationary Dynamic Factor Models for Large Datasets In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper16
2017Common Factors, Trends, and Cycles in Large Datasets In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper2
2020Common and Idiosyncratic Inflation In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper4
2020Common and Idiosyncratic Inflation.(2020) In: FEDS Notes.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2021Relative prices and pure inflation since the mid-1990s In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2018Do National Account Statistics Underestimate US Real Output Growth? In: FEDS Notes.
[Full Text][Citation analysis]		paper2
2019Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index In: FEDS Notes.
[Full Text][Citation analysis]		paper7
2021Quantifying the COVID-19 Effects on Core PCE Price Inflation In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2020Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors In: Econometrics.
[Full Text][Citation analysis]		article11
2004A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area In: Rivista di Politica Economica.
[Full Text][Citation analysis]		article0
2004A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area.(2004) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2011The determinants of investment in information and communication technologies In: Economics of Innovation and New Technology.
[Full Text][Citation analysis]		article35
2015Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models In: Journal of Forecasting.
[Full Text][Citation analysis]		article23

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