luca onorante : Citation Profile


Are you luca onorante?

European Commission (98% share)
European Central Bank (2% share)

13

H index

16

i10 index

645

Citations

RESEARCH PRODUCTION:

15

Articles

45

Papers

4

Chapters

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 33
   Journals where luca onorante has often published
   Relations with other researchers
   Recent citing documents: 87.    Total self citations: 11 (1.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pon21
   Updated: 2023-11-04    RAS profile: 2023-09-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Huber, Florian (15)

Koop, Gary (10)

Hirschbühl, Dominik (5)

Pfarrhofer, Michael (5)

Azqueta-Gavaldon, Andres (3)

Zakipour-Saber, Shayan (2)

Crespo Cuaresma, Jesus (2)

Moretti, Laura (2)

Hauzenberger, Niko (2)

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

Is cited by:

Koop, Gary (48)

Huber, Florian (46)

Pfarrhofer, Michael (25)

Korobilis, Dimitris (18)

Hauzenberger, Niko (15)

Lenza, Michele (14)

Clark, Todd (11)

Mitchell, James (11)

Roventini, Andrea (11)

Napoletano, Mauro (11)

Chan, Joshua (10)

Cites to:

Koop, Gary (24)

Korobilis, Dimitris (19)

Giannone, Domenico (19)

Reichlin, Lucrezia (12)

Watson, Mark (12)

Coibion, Olivier (11)

Ball, Laurence (11)

Gorodnichenko, Yuriy (11)

Litterman, Robert (10)

Kenny, Geoff (9)

Castelnuovo, Efrem (9)

Main data


Where luca onorante has published?


Journals with more than one article published# docs
Journal of Business & Economic Statistics4

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank14
Papers / arXiv.org6
EcoMod2010 / EcoMod3
Research Technical Papers / Central Bank of Ireland2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Economics Working Papers / European University Institute2
Working Papers / Joint Research Centre, European Commission2

Recent works citing luca onorante (2023 and 2022)


YearTitle of citing document
2022.

Full description at Econpapers || Download paper

2023Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. (2020). Huber, Florian ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2005.03906.

Full description at Econpapers || Download paper

2022Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938.

Full description at Econpapers || Download paper

2023Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577.

Full description at Econpapers || Download paper

2022Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin ; Koop, Gary. In: Papers. RePEc:arx:papers:2103.04944.

Full description at Econpapers || Download paper

2022Predicting Default Probabilities for Stress Tests: A Comparison of Models. (2022). Guth, Martin. In: Papers. RePEc:arx:papers:2202.03110.

Full description at Econpapers || Download paper

2022Performance of long short-term memory artificial neural networks in nowcasting during the COVID-19 crisis. (2022). Hopp, Daniel. In: Papers. RePEc:arx:papers:2203.11872.

Full description at Econpapers || Download paper

2022Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. (2022). Zhu, Dan ; Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2209.01910.

Full description at Econpapers || Download paper

2023Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970.

Full description at Econpapers || Download paper

2023Efficient variational approximations for state space models. (2022). Nibbering, Didier ; Loaiza-Maya, Rub'En. In: Papers. RePEc:arx:papers:2210.11010.

Full description at Econpapers || Download paper

2023Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

Full description at Econpapers || Download paper

2023Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752.

Full description at Econpapers || Download paper

2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

Full description at Econpapers || Download paper

2022Understanding the food component of inflation. (2022). Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2212.09380.

Full description at Econpapers || Download paper

2023Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

Full description at Econpapers || Download paper

2023Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2305.16827.

Full description at Econpapers || Download paper

2023Generalized Autoregressive Score Trees and Forests. (2023). Simsek, Yasin ; Patton, Andrew J. In: Papers. RePEc:arx:papers:2305.18991.

Full description at Econpapers || Download paper

2023Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821.

Full description at Econpapers || Download paper

2022Uncertainty and Monetary Policy Experimentation: Empirical Challenges and Insights from Academic Literature. (2022). Sekkel, Rodrigo ; Matveev, Dmitry ; Cacciatore, Matteo. In: Discussion Papers. RePEc:bca:bocadp:22-9.

Full description at Econpapers || Download paper

2022Macroeconomic Predictions Using Payments Data and Machine Learning. (2022). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:22-10.

Full description at Econpapers || Download paper

2023Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022When Could Macroprudential and Monetary Policies Be in Conflict?. (2022). Levieuge, Gregory ; Revelo, Jose Garcia. In: Working papers. RePEc:bfr:banfra:871.

Full description at Econpapers || Download paper

2022Understanding the Food Component of Inflation. (2022). Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1056.

Full description at Econpapers || Download paper

2023Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314.

Full description at Econpapers || Download paper

2022Mortgage credit and house prices: evidence to inform macroprudential policy. (2022). Arigoni, Filippo ; McCann, Fergal ; Yao, Fang. In: Financial Stability Notes. RePEc:cbi:fsnote:11/fs/22.

Full description at Econpapers || Download paper

2022Nowcasting Macroeconomic Variables Using High-Frequency Fiscal Data. (2022). Ambrisko, Robert . In: Working Papers. RePEc:cnb:wpaper:2022/5.

Full description at Econpapers || Download paper

2023The effectiveness of borrower-based macroprudential policies: a cross-country analysis using an integrated micro-macro simulation model. (2023). Tereanu, Eugen ; Gross, Marco ; Forletta, Marco ; Giannoulakis, Stelios. In: Working Paper Series. RePEc:ecb:ecbwps:20232795.

Full description at Econpapers || Download paper

2023Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815.

Full description at Econpapers || Download paper

2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

Full description at Econpapers || Download paper

2022Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach. (2022). Wichitaksorn, Nuttanan. In: Journal of Asian Economics. RePEc:eee:asieco:v:78:y:2022:i:c:s1049007821001494.

Full description at Econpapers || Download paper

2023Fast Bayesian inference on spectral analysis of multivariate stationary time series. (2023). Prado, Raquel ; Hu, Zhixiong. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001761.

Full description at Econpapers || Download paper

2022Modeling tail risks of inflation using unobserved component quantile regressions. (2022). Pfarrhofer, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s016518892200197x.

Full description at Econpapers || Download paper

2022Economic uncertainty and natural language processing; The case of Russia. (2022). Rybinski, Krzysztof ; Rybiski, Krzysztof ; Makarova, Svetlana ; Charemza, Wojciech. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:546-562.

Full description at Econpapers || Download paper

2023Can the transition from Basel II to III change the monetary policy impact on the Iranian economy and banking system?. (2023). Tavakolian, Hossein ; Nadri, Kamran ; Afzali, Mohammad Arbab. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:357-371.

Full description at Econpapers || Download paper

2022The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress. (2022). Balcilar, Mehmet ; Aygun, Gurcan ; Ozdemir, Huseyin ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001371.

Full description at Econpapers || Download paper

2023Coordination and non-coordination risks of monetary and macroprudential authorities: A robust welfare analysis. (2023). Górajski, Mariusz ; Kuchta, Zbigniew ; Gorajski, Mariusz. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000451.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Uncertainty shocks in emerging economies: A global to local approach for identification. (2023). Miescu, Mirela S. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000661.

Full description at Econpapers || Download paper

2023Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540.

Full description at Econpapers || Download paper

2022Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York. (2022). Lahiri, Kajal ; Yang, Cheng. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:545-566.

Full description at Econpapers || Download paper

2023Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage. (2023). Poon, Aubrey ; Koop, Gary ; Gefang, Deborah. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:346-363.

Full description at Econpapers || Download paper

2023Does the Phillips curve help to forecast euro area inflation?. (2023). Bobeica, Elena ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390.

Full description at Econpapers || Download paper

2023The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539.

Full description at Econpapers || Download paper

2023Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921.

Full description at Econpapers || Download paper

2022When could Macroprudential and Monetary Policies be in Conflict?. (2022). Levieuge, Gregory ; Garcia, Jose D. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:139:y:2022:i:c:s0378426622000838.

Full description at Econpapers || Download paper

2022Wage and unemployment: Evidence from online job vacancy data. (2022). Talavera, Oleksandr ; Pham, Tho ; Tsapin, Andriy ; Faryna, Oleksandr. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:50:y:2022:i:1:p:52-70.

Full description at Econpapers || Download paper

2022Do expert experience and characteristics affect inflation forecasts?. (2022). Saadon, Yossi ; El-Shagi, Makram ; Benchimol, Jonathan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:201:y:2022:i:c:p:205-226.

Full description at Econpapers || Download paper

2023Cross-country uncertainty spillovers: Evidence from international survey data. (2023). Beckmann, Joscha ; Schussler, Rainer ; Koop, Gary ; Davidson, Sharada Nia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001632.

Full description at Econpapers || Download paper

2022Drafting “better regulation”: The economic cost of regulatory complexity. (2022). Mora-Sanguinetti, Juan S ; de Lucio, Juan. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:1:p:163-183.

Full description at Econpapers || Download paper

2022A babel of web-searches: Googling unemployment during the pandemic. (2022). Mazzarella, Gianluca ; Geraci, Andrea ; Colagrossi, Marco ; Caperna, Giulio. In: Labour Economics. RePEc:eee:labeco:v:74:y:2022:i:c:s0927537121001329.

Full description at Econpapers || Download paper

2022Risky mortgages, credit shocks and cross-border spillovers. (2022). Poblacion, Javier ; de Quinto, Alicia ; Buesa, Alejandro. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:717-733.

Full description at Econpapers || Download paper

2022Responding to import surges: Price transmission from international to local soybean markets. (2022). Pan, Zheng ; Zheng, Xuyun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:584-597.

Full description at Econpapers || Download paper

2023A snapshot of Central Bank (two year) forecasting: a mixed picture. (2023). Pradhan, Manoj ; Goodhart, C. A. E., . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118680.

Full description at Econpapers || Download paper

2022Tail Forecasting with Multivariate Bayesian Additive Regression Trees. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Huber, Florian ; Clark, Todd ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:90366.

Full description at Econpapers || Download paper

2023Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470.

Full description at Econpapers || Download paper

2023Inflation and Real Activity over the Business Cycle. (2023). Song, Dongho ; Nicolo, Giovanni ; Bianchi, Francesco. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96640.

Full description at Econpapers || Download paper

2022Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers. (2022). Moramarco, Graziano. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2022:i:1:p:2-:d:1017952.

Full description at Econpapers || Download paper

2023Nowcasting Economic Activity Using Electricity Market Data: The Case of Lithuania. (2023). Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Lukauskas, Mantas. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:5:p:134-:d:1137785.

Full description at Econpapers || Download paper

2023???????????? ?? ????????? ??????? ??? ???????? ? ????? ???????? ?????????. (2021). Telarico, Fabio Ashtar. In: Post-Print. RePEc:hal:journl:hal-03500128.

Full description at Econpapers || Download paper

2022Ciblage des prévisions dinflation : Un nouveau cadre pour la politique monétaire ?. (2022). Pinshi, Christian. In: Working Papers. RePEc:hal:wpaper:hal-03548273.

Full description at Econpapers || Download paper

2022Sources and Channels of Nonlinearities and Instabilities of the Phillips Curve: Results for the Euro Area and Its Member States. (2022). Wagner, Martin ; Reichold, Karsten ; Drenkovska, Marija ; Damjanovic, Milan. In: IHS Working Paper Series. RePEc:ihs:ihswps:40.

Full description at Econpapers || Download paper

2022Euro Area Deflationary Pressure Index. (2022). Ragusa, Giuseppe ; Brugnolini, Luca. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:3:d:10.1007_s10614-021-10170-1.

Full description at Econpapers || Download paper

2023A Robustness Analysis of Newspaper-based Indices. (2023). Pastorek, Daniel ; Valovic, Roman. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:89_2023.

Full description at Econpapers || Download paper

2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

Full description at Econpapers || Download paper

2022Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model. (2022). Kohns, David ; Bhattacharjee, Arnab. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:538.

Full description at Econpapers || Download paper

2022Monetary Policy Uncertainty and its impact on the real economy: Empirical Evidence from the Euro area. (2022). Quelhas, Joo. In: MPRA Paper. RePEc:pra:mprapa:113621.

Full description at Econpapers || Download paper

2022Economic Uncertainty and Exchange Market Pressure: Evidence From China. (2022). Liu, Lin. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068485.

Full description at Econpapers || Download paper

2023The Heterogeneity of European Bank Lending and the Role of Economic Policy Uncertainty. (2023). Mazurkova, Dajana ; Pastorek, Daniel. In: Journal of Economics / Ekonomicky casopis. RePEc:sav:journl:v:71:y:2023:i:3:p:258-278.

Full description at Econpapers || Download paper

2022Uncertainty in an emerging market economy: evidence from Thailand. (2022). Luangaram, Pongsak ; Apaitan, Tosapol ; Manopimoke, Pym. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02054-y.

Full description at Econpapers || Download paper

2023Economic forecasting in a pandemic: some evidence from Singapore. (2023). Choy, Keen Meng ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02311-8.

Full description at Econpapers || Download paper

2023Predicting inflation component drivers in Nigeria: a stacked ensemble approach. (2023). Anthony, Abel ; Joshua, Jeremiah D ; Taiwo, Oyedamola F ; Akanni, Elijah O ; Akande, Emmanuel O. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00384-2.

Full description at Econpapers || Download paper

2023Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Koop, Gary ; Huber, Florian. In: Working Papers. RePEc:str:wpaper:2309.

Full description at Econpapers || Download paper

2022General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred ; Pfarrhofer, Michael. In: Working Papers in Regional Science. RePEc:wiw:wus046:8006.

Full description at Econpapers || Download paper

2023Subspace shrinkage in conjugate Bayesian vector autoregressions. (2023). Koop, Gary ; Huber, Florian. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:556-576.

Full description at Econpapers || Download paper

2023Censored density forecasts: Production and evaluation. (2023). Mitchell, James ; Weale, Martin. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:5:p:714-734.

Full description at Econpapers || Download paper

2022Evaluating the Eurosystem/ECB staff macroeconomic projections: The first 20 years. (2022). Lambrias, Kyriacos ; Kontogeorgos, G. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:213-229.

Full description at Econpapers || Download paper

2023Modeling the relation between the US real economy and the corporate bond?yield spread in Bayesian VARs with non?Gaussian innovations. (2023). Österholm, Pär ; Osterholm, Par ; Nguyen, Hoang ; Mazur, Stepan ; Kiss, Tamas. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:347-368.

Full description at Econpapers || Download paper

2023Out of Bounds: Do SPF Respondents Have Anchored Inflation Expectations?. (2023). Verbrugge, Randal ; Janson, Wesley ; Binder, Carola. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:559-576.

Full description at Econpapers || Download paper

2022Addressing COVID-19 outliers in BVARs with stochastic volatility. (2022). Marcellino, Massimiliano ; Clark, Todd ; Mertens, Elmar ; Carriero, Andrea. In: Discussion Papers. RePEc:zbw:bubdps:132022.

Full description at Econpapers || Download paper

2022Bayesian VARs and prior calibration in times of COVID-19. (2022). Hartwig, Benny. In: Discussion Papers. RePEc:zbw:bubdps:522022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

Works by luca onorante:


YearTitleTypeCited
2014Dynamic Model Averaging in Large Model Spaces Using Dynamic Occams Window In: Papers.
[Full Text][Citation analysis]
paper4
2019Inducing Sparsity and Shrinkage in Time-Varying Parameter Models In: Papers.
[Full Text][Citation analysis]
paper39
2019Inducing sparsity and shrinkage in time-varying parameter models.(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
2019Inducing Sparsity and Shrinkage in Time-Varying Parameter Models.(2019) In: Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
2021Inducing Sparsity and Shrinkage in Time-Varying Parameter Models.(2021) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
article
2021Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models In: Papers.
[Full Text][Citation analysis]
paper12
2022Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models.(2022) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2020Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models In: Papers.
[Full Text][Citation analysis]
paper6
2021Combining shrinkage and sparsity in conjugate vector autoregressive models.(2021) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2020Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs In: Papers.
[Full Text][Citation analysis]
paper33
2021Nowcasting in a pandemic using non-parametric mixed frequency VARs.(2021) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
2023Nowcasting in a pandemic using non-parametric mixed frequency VARs.(2023) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
article
2021Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
2022Forecasting euro area inflation using a huge panel of survey expectations In: Papers.
[Full Text][Citation analysis]
paper0
2017Countercyclical capital regulation in a small open economy DSGE model In: IFC Bulletins chapters.
[Full Text][Citation analysis]
chapter27
2017Countercyclical Capital Regulation in a Small Open Economy DSGE Model.(2017) In: Research Technical Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2018Countercyclical capital regulation in a small open economy DSGE model.(2018) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2015Assessing the impact of macroprudential measures In: Economic Letters.
[Full Text][Citation analysis]
paper31
2019Phillips curves in the euro area In: Research Technical Papers.
[Full Text][Citation analysis]
paper29
2019Phillips curves in the euro area.(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2009Inflation and Inflation Uncertainty in the Euro Area In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper37
2009Inflation and Inflation Uncertainty in the Euro Area.(2009) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2010Inflation and inflation uncertainty in the euro area.(2010) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2010Inflation and Inflation Uncertainty in the Euro Area.(2010) In: EcoMod2010.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2012Inflation and inflation uncertainty in the euro area.(2012) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
article
2008Is U.S. Fiscal Policy Optimal? In: Working Papers.
[Full Text][Citation analysis]
paper1
2006The Economic Importance of Fiscal Rules In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper7
2006The Economic Importance of Fiscal Rules.(2006) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2007The Economic Importance of Fiscal Rules.(2007) In: Palgrave Macmillan Books.
[Citation analysis]
This paper has another version. Agregated cites: 7
chapter
2010Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper144
2010Short-term inflation projections: a Bayesian vector autoregressive approach.(2010) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 144
paper
2014Short-term inflation projections: A Bayesian vector autoregressive approach.(2014) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 144
article
2021Using machine learning and big data to analyse the business cycle In: Economic Bulletin Articles.
[Full Text][Citation analysis]
article1
2019Sources of economic policy uncertainty in the euro area: a machine learning approach In: Economic Bulletin Boxes.
[Full Text][Citation analysis]
article2
2006Fiscal convergence before entering the EMU In: Working Paper Series.
[Full Text][Citation analysis]
paper8
2010Fiscal Convergence Before Entering the EMU.(2010) In: EcoMod2004.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2008The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area In: Working Paper Series.
[Full Text][Citation analysis]
paper32
2010The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area.(2010) In: Journal of Policy Modeling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
article
2010Food price pass-through in the euro area The role of asymmetries and non-linearities In: Working Paper Series.
[Full Text][Citation analysis]
paper22
2010Food Price Pass-Through in the Euro Area: the Role of Asymmetries and Non-Linearities.(2010) In: EcoMod2010.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2012Estimating Phillips curves in turbulent times using the ECBs survey of professional forecasters In: Working Paper Series.
[Full Text][Citation analysis]
paper22
2011Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters*.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2014Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences In: Working Paper Series.
[Full Text][Citation analysis]
paper76
2014Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
paper
2014Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences.(2014) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
article
2019The macroeconomic effects of international uncertainty In: Working Paper Series.
[Full Text][Citation analysis]
paper8
2019Merging structural and reduced-form models for forecasting: opening the DSGE-VAR box In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2020Economic policy uncertainty in the euro area: an unsupervised machine learning approach In: Working Paper Series.
[Full Text][Citation analysis]
paper10
2020Nowcasting business cycle turning points with stock networks and machine learning In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2011Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters In: SIRE Discussion Papers.
[Full Text][Citation analysis]
paper4
2023Sources of Economic Policy Uncertainty in the euro area In: European Economic Review.
[Full Text][Citation analysis]
article1
2020Fragility and the effect of international uncertainty shocks In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article8
2010The Emergence and Survival of Inflation Expectations In: EcoMod2010.
[Full Text][Citation analysis]
paper0
2008The Revision of the Stability and Growth Pact: The Medium-Term Objective In: Chapters.
[Full Text][Citation analysis]
chapter0
2019Macroeconomic Nowcasting Using Google Probabilities? In: Advances in Econometrics.
[Full Text][Citation analysis]
chapter26
2023The ECB Strategy Review - Implications for the Space of Monetary Policy In: European Economy - Discussion Papers.
[Full Text][Citation analysis]
paper0
2006Interaction of Fiscal Policies on the Euro Area: How Much Pressure on the ECB? In: Economics Working Papers.
[Full Text][Citation analysis]
paper4
2012Food Price Pass-Through in the Euro Area: Non-Linearities and the Role of the Common Agricultural Policy In: International Journal of Central Banking.
[Full Text][Citation analysis]
article32
2022Testing big data in a big crisis: Nowcasting under COVID-19 In: Working Papers.
[Full Text][Citation analysis]
paper1
2004Fiscal, monetary and wage policies in a MU: is there a need for fiscal rules? In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]
paper0
2014Rejoinder In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0
2015Letter to the Editor In: Journal of Official Statistics.
[Full Text][Citation analysis]
article5
2017The macroeconomic effects of international uncertainty shocks In: Department of Economics Working Papers.
[Full Text][Citation analysis]
paper13
2017The macroeconomic effects of international uncertainty shocks.(2017) In: Department of Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team