13
H index
16
i10 index
645
Citations
European Commission (98% share) | 13 H index 16 i10 index 645 Citations RESEARCH PRODUCTION: 15 Articles 45 Papers 4 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 luca onorante. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Business & Economic Statistics | 4 |
Year | Title of citing document |
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2022 | . Full description at Econpapers || Download paper |
2023 | Dynamic 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 |
2022 | Developments 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 |
2023 | Sparse 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 |
2022 | Approximate 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 |
2022 | Predicting 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 |
2022 | Performance 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 |
2022 | Bayesian 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 |
2023 | Bayesian 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 |
2023 | Efficient 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 |
2023 | Reservoir 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 |
2023 | Enhanced 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 |
2023 | Bayesian 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 |
2022 | Understanding the food component of inflation. (2022). Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2212.09380. Full description at Econpapers || Download paper |
2023 | Coarsened 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 |
2023 | Fast 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 |
2023 | Generalized Autoregressive Score Trees and Forests. (2023). Simsek, Yasin ; Patton, Andrew J. In: Papers. RePEc:arx:papers:2305.18991. Full description at Econpapers || Download paper |
2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers || Download paper |
2022 | Uncertainty 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 |
2022 | Macroeconomic 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 |
2023 | Central 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 |
2022 | When 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 |
2022 | Understanding the Food Component of Inflation. (2022). Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1056. Full description at Econpapers || Download paper |
2023 | Is 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 |
2022 | Mortgage 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 |
2022 | Nowcasting Macroeconomic Variables Using High-Frequency Fiscal Data. (2022). Ambrisko, Robert . In: Working Papers. RePEc:cnb:wpaper:2022/5. Full description at Econpapers || Download paper |
2023 | The 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 |
2023 | Nowcasting 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 |
2023 | Density 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 |
2022 | Analyzing 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 |
2023 | Fast 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 |
2022 | Modeling 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 |
2022 | Economic 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 |
2023 | Can 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 |
2022 | The 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 |
2023 | Coordination 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 |
2022 | Estimation of large dimensional time varying VARs using copulas. (2022). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002439. Full description at Econpapers || Download paper |
2023 | Uncertainty 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 |
2023 | Oil 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 |
2022 | Boosting 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 |
2023 | Forecasting 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 |
2023 | Does 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 |
2023 | The 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 |
2023 | Real-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 |
2022 | When 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 |
2022 | Wage 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 |
2022 | Do 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 |
2023 | Cross-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 |
2022 | Drafting “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 |
2022 | A 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 |
2022 | Risky 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 |
2022 | Responding 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 |
2023 | A 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 |
2022 | Tail 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 |
2023 | Bayesian 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 |
2023 | Inflation 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 |
2022 | Measuring 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 |
2023 | Nowcasting 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 |
2022 | Ciblage 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 |
2022 | Sources 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 |
2022 | Euro 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 |
2023 | A 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 |
2023 | Bayesian 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 |
2022 | Nowcasting 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 |
2022 | Monetary 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 |
2022 | Economic 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 |
2023 | The 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 |
2022 | Uncertainty 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 |
2023 | Economic 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 |
2023 | Predicting 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 |
2023 | Fast 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 |
2022 | General 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 |
2023 | Subspace 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 |
2023 | Censored 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 |
2022 | Evaluating 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 |
2023 | Modeling 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 |
2023 | Out 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 |
2022 | Addressing 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 |
2022 | Bayesian 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 |
Year | Title | Type | Cited |
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2014 | Dynamic Model Averaging in Large Model Spaces Using Dynamic Occams Window In: Papers. [Full Text][Citation analysis] | paper | 4 |
2019 | Inducing Sparsity and Shrinkage in Time-Varying Parameter Models In: Papers. [Full Text][Citation analysis] | paper | 39 |
2019 | Inducing 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 | |
2019 | Inducing 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 | |
2021 | Inducing 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 | |
2021 | Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models In: Papers. [Full Text][Citation analysis] | paper | 12 |
2022 | Fast 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 | |
2020 | Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models In: Papers. [Full Text][Citation analysis] | paper | 6 |
2021 | Combining 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 | |
2020 | Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs In: Papers. [Full Text][Citation analysis] | paper | 33 |
2021 | Nowcasting 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 | |
2023 | Nowcasting 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 | |
2021 | Nowcasting 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 | |
2022 | Forecasting euro area inflation using a huge panel of survey expectations In: Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Countercyclical capital regulation in a small open economy DSGE model In: IFC Bulletins chapters. [Full Text][Citation analysis] | chapter | 27 |
2017 | Countercyclical 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 | |
2018 | Countercyclical 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 | |
2015 | Assessing the impact of macroprudential measures In: Economic Letters. [Full Text][Citation analysis] | paper | 31 |
2019 | Phillips curves in the euro area In: Research Technical Papers. [Full Text][Citation analysis] | paper | 29 |
2019 | Phillips curves in the euro area.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2009 | Inflation and Inflation Uncertainty in the Euro Area In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 37 |
2009 | Inflation 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 | |
2010 | Inflation 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 | |
2010 | Inflation and Inflation Uncertainty in the Euro Area.(2010) In: EcoMod2010. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
2012 | Inflation and inflation uncertainty in the euro area.(2012) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | article | |
2008 | Is U.S. Fiscal Policy Optimal? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2006 | The Economic Importance of Fiscal Rules In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2006 | The Economic Importance of Fiscal Rules.(2006) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2007 | The Economic Importance of Fiscal Rules.(2007) In: Palgrave Macmillan Books. [Citation analysis] This paper has another version. Agregated cites: 7 | chapter | |
2010 | Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 144 |
2010 | Short-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 | |
2014 | Short-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 | |
2021 | Using machine learning and big data to analyse the business cycle In: Economic Bulletin Articles. [Full Text][Citation analysis] | article | 1 |
2019 | Sources of economic policy uncertainty in the euro area: a machine learning approach In: Economic Bulletin Boxes. [Full Text][Citation analysis] | article | 2 |
2006 | Fiscal convergence before entering the EMU In: Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2010 | Fiscal Convergence Before Entering the EMU.(2010) In: EcoMod2004. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2008 | The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 32 |
2010 | The 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 | |
2010 | Food price pass-through in the euro area The role of asymmetries and non-linearities In: Working Paper Series. [Full Text][Citation analysis] | paper | 22 |
2010 | Food 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 | |
2012 | Estimating Phillips curves in turbulent times using the ECBs survey of professional forecasters In: Working Paper Series. [Full Text][Citation analysis] | paper | 22 |
2011 | Estimating 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 | |
2014 | Central 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] | paper | 76 |
2014 | Central 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 | |
2014 | Central 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 | |
2019 | The macroeconomic effects of international uncertainty In: Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2019 | Merging structural and reduced-form models for forecasting: opening the DSGE-VAR box In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Economic policy uncertainty in the euro area: an unsupervised machine learning approach In: Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
2020 | Nowcasting business cycle turning points with stock networks and machine learning In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2011 | Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2023 | Sources of Economic Policy Uncertainty in the euro area In: European Economic Review. [Full Text][Citation analysis] | article | 1 |
2020 | Fragility and the effect of international uncertainty shocks In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 8 |
2010 | The Emergence and Survival of Inflation Expectations In: EcoMod2010. [Full Text][Citation analysis] | paper | 0 |
2008 | The Revision of the Stability and Growth Pact: The Medium-Term Objective In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2019 | Macroeconomic Nowcasting Using Google Probabilities? In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 26 |
2023 | The ECB Strategy Review - Implications for the Space of Monetary Policy In: European Economy - Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Interaction of Fiscal Policies on the Euro Area: How Much Pressure on the ECB? In: Economics Working Papers. [Full Text][Citation analysis] | paper | 4 |
2012 | Food 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] | article | 32 |
2022 | Testing big data in a big crisis: Nowcasting under COVID-19 In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | Fiscal, 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] | paper | 0 |
2014 | Rejoinder In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2015 | Letter to the Editor In: Journal of Official Statistics. [Full Text][Citation analysis] | article | 5 |
2017 | The macroeconomic effects of international uncertainty shocks In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 13 |
2017 | The 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 |
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