luca onorante : Citation Profile

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

17

H index

20

i10 index

838

Citations

RESEARCH PRODUCTION:

22

Articles

49

Papers

4

Chapters

RESEARCH ACTIVITY:

   21 years (2004 - 2025). See details.
   Cites by year: 39
   Journals where luca onorante has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 15 (1.76 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pon21
   Updated: 2026-04-04    RAS profile: 2026-03-09    
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Relations with other researchers

Works with:

Huber, Florian (13)

Pfarrhofer, Michael (8)

Koop, Gary (7)

Ratto, Marco (3)

Tiozzo Pezzoli, Luca (3)

Barbaglia, Luca (3)

Hirschbühl, Dominik (3)

Pericoli, Filippo Maria (2)

Hauzenberger, Niko (2)

Cseres-Gergely, Zsombor (2)

Le Blanc, Julia (2)

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

Is cited by:

Huber, Florian (63)

Koop, Gary (59)

Pfarrhofer, Michael (37)

Marcellino, Massimiliano (18)

Korobilis, Dimitris (18)

Lenza, Michele (17)

Hauzenberger, Niko (15)

Nibbering, Didier (13)

Banbura, Marta (12)

Maheu, John (12)

Chan, Joshua (12)

Cites to:

Koop, Gary (35)

Coibion, Olivier (26)

Gorodnichenko, Yuriy (26)

Giannone, Domenico (23)

Korobilis, Dimitris (20)

Weber, Michael (19)

Watson, Mark (15)

bloom, nicholas (14)

Litterman, Robert (13)

Reichlin, Lucrezia (13)

Schorfheide, Frank (12)

Main data

Where luca onorante has published?

Journals with more than one article published# docs
Journal of Business & Economic Statistics4
International Journal of Forecasting4
European Economic Review2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank14
Papers / arXiv.org9
EcoMod2010 / EcoMod3
JRC Working Papers in Economics and Finance / Joint Research Centre, European Commission3
Economics Working Papers / European University Institute2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Research Technical Papers / Central Bank of Ireland2

Recent works citing luca onorante (2026 and 2025)

YearTitle of citing document
2024Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?. (2024). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:1711.00564.

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2025Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2025). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2024Bayesian Neural Networks for Macroeconomic Analysis. (2024). Marcellino, Massimiliano ; Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2211.04752.

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2025Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2024). Goulet Coulombe, Philippe ; Frenette, Mikael ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2025The Dynamic Triple Gamma Prior as a Shrinkage Process Prior for Time-Varying Parameter Models. (2025). Fruhwirth-Schnatter, Sylvia ; Knaus, Peter. In: Papers. RePEc:arx:papers:2312.10487.

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2026Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Oka, Tatsushi ; Wang, Yunyun ; Zhu, Dan. In: Papers. RePEc:arx:papers:2403.12456.

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2025Robustly estimating heterogeneity in factorial data using Rashomon Partitions. (2024). McCormick, Tyler H ; Chandrasekhar, Arun G ; Venkateswaran, Aparajithan ; Sankar, Anirudh. In: Papers. RePEc:arx:papers:2404.02141.

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2024Comparing predictive ability in presence of instability over a very short time. (2024). Rossini, Luca ; Iacone, Fabrizio ; Viselli, Andrea. In: Papers. RePEc:arx:papers:2405.11954.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

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2024Time Series Feature Redundancy Paradox: An Empirical Study Based on Mortgage Default Prediction. (2024). Huang, Chengyue ; Yang, Yahe. In: Papers. RePEc:arx:papers:2501.00034.

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2025Minnesota BART. (2025). Carvalho, Carlos M ; Lima, Pedro A ; Herren, Andrew ; Lopes, Hedibert F. In: Papers. RePEc:arx:papers:2503.13759.

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2025Let the Tree Decide: FABART A Non-Parametric Factor Model. (2025). Velasco, Sofia. In: Papers. RePEc:arx:papers:2506.11551.

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2026SABR-Informed Multitask Gaussian Process: A Synthetic-to-Real Framework for Implied Volatility Surface Construction. (2025). Zhuang, Jirong ; Wu, Xuan. In: Papers. RePEc:arx:papers:2506.22888.

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2025A New Perspective of the Meese-Rogoff Puzzle: Application of Sparse Dynamic Shrinkage. (2025). Song, Yong ; Maneesoonthorn, Worapree ; Fan, Zheng. In: Papers. RePEc:arx:papers:2507.14408.

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2025Forecasting in small open emerging economies Evidence from Thailand. (2025). Aunsri, Nattapol ; Taveeapiradeecharoen, Paponpat. In: Papers. RePEc:arx:papers:2509.14805.

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2025Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347.

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2025Are the Bank of Koreas Inflation Forecasts Biased Toward the Target?. (2025). Lee, Seojeong ; Seong, Eunkyu. In: Papers. RePEc:arx:papers:2512.16068.

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2026Direct Gaussian Process Predictive Regressions with Mixed Frequency Data. (2026). Massimiliano, Niko Hauzenberger. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26265.

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2025Risk Scenarios and Macroeconomic Forecasts. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stephane. In: Working Papers. RePEc:bbh:wpaper:24-01.

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2025Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: Working Papers. RePEc:bbh:wpaper:25-04.

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2025Risk Scenarios and Macroeconomic Forecasts. (2025). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stphane. In: Staff Working Papers. RePEc:bca:bocawp:25-28.

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2025Quantifying Uncertainty in France’s Debt Trajectory: A VAR Based Analysis. (2025). Cochard, Marion ; Baret, KA ; Bec, Frdrique. In: Working papers. RePEc:bfr:banfra:1019.

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2026Out-of-Sample Density Prediction of the End-of-Month Price of Crude Oil and the U.S. Economic Policy Uncertainty Index. (2026). Nima, Nonejad. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:18:y:2026:i:1:p:1-47:n:1002.

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2024Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods. (2024). Koop, Gary ; Huber, Florian ; Gary, Koop ; Florian, Huber ; Niko, Hauzenberger. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:201-225:n:2.

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2025Forecasting Macro with Finance. (2025). Schmitz, N ; Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2574.

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2025Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-15.

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2024Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806.

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2025Word2Prices: embedding central bank communications for inflation prediction. (2025). Lenza, Michele ; Comazzi, Fabio Alberto ; Araujo, Douglas ; Bokan, Nikola. In: Working Paper Series. RePEc:ecb:ecbwps:20253047.

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2025From losses to buffer - calibrating the positive neutral CCyB rate in the euro area. (2025). Stammwitz, Florian ; Pirovano, Mara ; Pereira, Ana ; de Nora, Giorgia. In: Working Paper Series. RePEc:ecb:ecbwps:20253061.

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2025From risk to buffer: calibrating the positive neutral CCyB rate in the euro area. (2025). Herrera, Luis ; Scalone, Valerio ; Pirovano, Mara. In: Working Paper Series. RePEc:ecb:ecbwps:20253075.

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2026Fiscal monitoring with VARs. (2026). Sokol, Andrej ; Monti, Francesca ; Giannone, Domenico ; Cimadomo, Jacopo ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20263186.

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2025Boosting credit risk models. (2025). Baesens, Bart ; Smedts, Kristien. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:4:s0890838923000884.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2025Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints. (2025). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan ; Pettenuzzo, Davide. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000272.

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2025Using Google search data to examine factory automation and its effect on employment. (2025). Diebold, Cline. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1301-1328.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Liu, Ying ; Wen, Long ; Song, Haiyan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2024Trends and cycles during the COVID-19 pandemic period. (2024). Maria, José ; Júlio, Paulo ; Julio, Paulo. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001871.

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2025Common and country-specific uncertainty shocks in europe: Why their nature matters for policy. (2025). Šestořád, Tomáš ; Baxa, Jaromir ; Estod, Tom. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001051.

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2024Extreme weather shocks and state-level inflation of the United States. (2024). GUPTA, RANGAN ; Sheng, Xin ; Liao, Wenting ; Karmakar, Sayar. In: Economics Letters. RePEc:eee:ecolet:v:238:y:2024:i:c:s0165176524001976.

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2025Nonparametric mixed frequency monitoring macro-at-risk. (2025). Pfarrhofer, Michael ; Marcellino, Massimiliano. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525003350.

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2025The systemic nature of European uncertainty. (2025). Pastorek, Daniel ; Kapounek, Svatopluk ; Albrecht, Peter. In: Economics Letters. RePEc:eee:ecolet:v:256:y:2025:i:c:s0165176525004471.

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2025Bayesian neural networks for macroeconomic analysis. (2025). Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s030440762400188x.

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2025Global value chains and the Phillips curve: A challenge for monetary policy. (2025). Siena, Daniele ; Zago, Riccardo ; Florio, Anna. In: European Economic Review. RePEc:eee:eecrev:v:174:y:2025:i:c:s0014292125000169.

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2025Density forecasts of inflation: A quantile regression forest approach. (2025). Paredes, Joan ; Lenza, Michele ; Moutachaker, Ins. In: European Economic Review. RePEc:eee:eecrev:v:178:y:2025:i:c:s0014292125001291.

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2025Iterated Dynamic Model Averaging and application to inflation forecasting. (2025). Chen, Sihan ; Ming, Lei ; Yang, Haoxi. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001826.

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2025Non-stationary financial risk factors and macroeconomic vulnerability for the UK. (2025). Szendrei, Tibor ; Varga, Katalin. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007981.

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2025Anatomy of a fall: Economic policy uncertainty and foreign income in large European banks. (2025). Gerek, Caner ; Tuncez, Ahmet M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:104:y:2025:i:c:s1042443125000964.

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2025The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2024A multi-task encoder-dual-decoder framework for mixed frequency data prediction. (2024). Lin, Jiahe ; Michailidis, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:942-957.

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2024Nowcasting with panels and alternative data: The OECD weekly tracker. (2024). Woloszko, Nicolas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1302-1335.

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2025Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2025). Rossini, Luca ; Pfarrhofer, Michael ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:361-376.

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2025Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2025). Chakraborty, Tanujit ; Sengupta, Shovon ; Singh, Sunny Kumar. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:953-981.

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2025Time-varying parameters as ridge regressions. (2025). Coulombe, Philippe Goulet. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:982-1002.

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2025Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2025). Kastner, Gregor ; Gruber, Luis. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:4:p:1589-1619.

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2026Forecasting for monetary policy. (2026). Coroneo, Laura. In: International Journal of Forecasting. RePEc:eee:intfor:v:42:y:2026:i:1:p:22-33.

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2025The effects of inflation uncertainty on firms and the macroeconomy. (2025). Binder, Carola ; Ozturk, Ezgi ; Sheng, Xuguang Simon. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002262.

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2025Listening to the Market: Music sentiment and cryptocurrency returns. (2025). Yarovaya, Larisa ; Naeem, Muhammad Abubakr ; Younus, Mehak ; Hadhri, Sinda. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001299.

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2025The macroeconomic impact of asymmetric uncertainty shocks. (2025). Jentsch, Carsten ; Rieger, Jonas ; Schmidt, Torsten ; Blagov, Boris ; Mller, Henrik. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000106.

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2024Estimating the output gap in times of COVID-19. (2024). Fornero, Jorge ; Durand, Luigi. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000115.

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2024Navigating the “twin titans” of global manufacturing: The impact of US and China on industrial production forecasting in G20 nations. (2024). Ahmad, Wasim ; Kumar, Utkarsh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002610.

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2025Mainshocks and aftershocks: Assessing the resilience of Asia-Pacific stock markets amid global financial cycle shocks. (2025). Sun, Chentong ; Li, Yanshuang ; Dong, Zibing ; Yi, Shangkun ; Wu, Fenglin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000575.

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2025US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries. (2025). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002594.

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2024Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach. (2024). Cao, Yan ; Li, Xinran ; Cheng, Sheng ; Liang, Ruibin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008764.

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2024REINVIGORATING GVA NOWCASTING IN THE POSTPANDEMIC PERIOD: A CASE STUDY FOR INDIA. (2024). Bhadury, Soumya ; Ghosh, Saurabh. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:sig:p:95-130.

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2025Measuring Interdependence of Inflation Uncertainty. (2025). Lee, Seohyun. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10635-z.

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2025Impact of monetary and macroprudential policy shocks on systemic risk: what role for the central bank governance ?. (2025). Jbir, Hamdi. In: MPRA Paper. RePEc:pra:mprapa:125437.

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2024Extreme Weather Shocks and State-Level Inflation of the United States. (2024). GUPTA, RANGAN ; Sheng, Xin ; Liao, Wenting ; Karmakar, Sayar. In: Working Papers. RePEc:pre:wpaper:202402.

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2024Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202420.

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2025Climaterelated transition risks in Southern African banks financial exposure and policy implications. (2025). Dirks, Maximilian ; Dorazio, Paola ; Schmidt, Torsten. In: Working Papers. RePEc:rbz:wpaper:11085.

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2025The impact of the official statistics revision on the accuracy of the Russian macroeconomic indicators nowcasting models. (2025). Makeeva, Natalia. In: Applied Econometrics. RePEc:ris:apltrx:021520.

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2025Natural language processing and financial markets: semi-supervised modelling of coronavirus and economic news. (2025). MORENO-PÉREZ, CARLOS ; Minozzo, Marco ; Moreno-Prez, Carlos. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:19:y:2025:i:3:d:10.1007_s11634-024-00596-4.

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2026Informativeness of the federal reserve chair communication’s sentiment on the monetary policy uncertainty. (2026). Paccagnini, Alessia ; Kypraios, Emmanuel ; Arismendi-Zambrano, Juan. In: Annals of Operations Research. RePEc:spr:annopr:v:357:y:2026:i:1:d:10.1007_s10479-024-06414-6.

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2025Introducing shrinkage in heavy-tailed state space models to predict equity excess returns. (2025). Pfarrhofer, Michael ; Kastner, Gregor ; Huber, Florian. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-023-02437-3.

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2025Nowcasting and short-term forecasting of G-20 countries GDP with endogenous regime-switching MIDAS models. (2025). Stankevich, Ivan. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:3:d:10.1007_s00181-025-02771-8.

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2024Predicting Tail-Risks for the Italian Economy. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Tornese, Tommaso ; Boeck, Maximilian. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-025-00106-1.

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2025Does uncertainty matter for household consumption? A mean and a two tails approach. (2025). Manou, Konstantina ; Papapetrou, Evangelia. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:4:d:10.1007_s12197-025-09727-9.

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2025Results for Short-Term Forecasting of Economic Dynamics Based on Bridge Equations and Time Series Extrapolation. (2025). Ustinov, V S ; Gusev, M S ; Rakoch, R E. In: Studies on Russian Economic Development. RePEc:spr:sorede:v:36:y:2025:i:3:d:10.1134_s1075700725700029.

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2025The French and European Multi-faceted Crisis (Part 1). (2025). Sapir, Jacques. In: Studies on Russian Economic Development. RePEc:spr:sorede:v:36:y:2025:i:5:d:10.1134_s1075700725700455.

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2024Locally time-varying parameter regression. (2024). He, Zhongfang. In: Econometric Reviews. RePEc:taf:emetrv:v:43:y:2024:i:5:p:269-300.

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2024Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions. (2024). Huber, Florian ; Pruser, Jan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:269-291.

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2024Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks. (2024). Huber, Florian ; Koop, Gary. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1301-1320.

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2024Forecasts with Bayesian vector autoregressions under real time conditions. (2024). Pfarrhofer, Michael. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:771-801.

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2024Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?. (2024). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin ; Gruber, Luis. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2126-2145.

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2025A Snapshot of Central Bank (Two‐Year) Forecasting: A Mixed Picture. (2025). Pradhan, Manoj. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:3:p:1097-1131.

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2025The Bias of the ECB Inflation Projections: A State‐Dependent Analysis. (2025). Jalasjoki, Pirkka ; Paloviita, Maritta ; Granziera, Eleonora. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:3:p:922-940.

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2025Housing Boom‐Bust Cycles and Asymmetric Macroprudential Policy. (2025). Gatt, William. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:2-3:p:615-643.

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2026Forecasting inflation: The sum of the cycles outperforms the whole. (2026). Verona, Fabio. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:335013.

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Works by luca onorante:

YearTitleTypeCited
2014Dynamic Model Averaging in Large Model Spaces Using Dynamic Occams Window In: Papers.
[Full Text][Citation analysis]		paper34
2016Dynamic model averaging in large model spaces using dynamic Occam׳s window.(2016) In: European Economic Review.
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This paper has nother version. Agregated cites: 34		article
2019Inducing Sparsity and Shrinkage in Time-Varying Parameter Models In: Papers.
[Full Text][Citation analysis]		paper54
2019Inducing sparsity and shrinkage in time-varying parameter models.(2019) In: Working Paper Series.
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This paper has nother version. Agregated cites: 54		paper
2019Inducing Sparsity and Shrinkage in Time-Varying Parameter Models.(2019) In: Working Papers in Economics.
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This paper has nother version. Agregated cites: 54		paper
2021Inducing Sparsity and Shrinkage in Time-Varying Parameter Models.(2021) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 54		article
2021Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models In: Papers.
[Full Text][Citation analysis]		paper24
2022Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models.(2022) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 24		article
2020Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models In: Papers.
[Full Text][Citation analysis]		paper9
2021Combining shrinkage and sparsity in conjugate vector autoregressive models.(2021) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 9		article
2020Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs In: Papers.
[Full Text][Citation analysis]		paper60
2021Nowcasting in a pandemic using non-parametric mixed frequency VARs.(2021) In: Working Paper Series.
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This paper has nother version. Agregated cites: 60		paper
2023Nowcasting in a pandemic using non-parametric mixed frequency VARs.(2023) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 60		article
2021Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs.(2021) In: JRC Working Papers in Economics and Finance.
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This paper has nother version. Agregated cites: 60		paper
2022Forecasting euro area inflation using a huge panel of survey expectations In: Papers.
[Full Text][Citation analysis]		paper5
2024Forecasting euro area inflation using a huge panel of survey expectations.(2024) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 5		article
2024Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model In: Papers.
[Full Text][Citation analysis]		paper0
2026Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model.(2026) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 0		article
2024Asymmetries in Financial Spillovers In: Papers.
[Full Text][Citation analysis]		paper0
2025Nowcasting the euro area with social media data 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]		chapter30
2017Countercyclical Capital Regulation in a Small Open Economy DSGE Model.(2017) In: Research Technical Papers.
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This paper has nother version. Agregated cites: 30		paper
2023Countercyclical capital regulation in a small open economy DSGE model.(2023) In: Macroeconomic Dynamics.
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This paper has nother version. Agregated cites: 30		article
2018Countercyclical capital regulation in a small open economy DSGE model.(2018) In: Working Paper Series.
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This paper has nother version. Agregated cites: 30		paper
2024Merging Structural and Reduced-Form Models for Forecasting In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article1
2015Assessing the impact of macroprudential measures In: Economic Letters.
[Full Text][Citation analysis]		paper33
2019Phillips curves in the euro area In: Research Technical Papers.
[Full Text][Citation analysis]		paper35
2019Phillips curves in the euro area.(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2009Inflation and Inflation Uncertainty in the Euro Area In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper40
2009Inflation and Inflation Uncertainty in the Euro Area.(2009) In: Discussion Papers of DIW Berlin.
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2010Inflation and inflation uncertainty in the euro area.(2010) In: Working Paper Series.
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This paper has nother version. Agregated cites: 40		paper
2010Inflation and Inflation Uncertainty in the Euro Area.(2010) In: EcoMod2010.
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This paper has nother version. Agregated cites: 40		paper
2012Inflation and inflation uncertainty in the euro area.(2012) In: Empirical Economics.
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This paper has nother version. Agregated cites: 40		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 nother version. Agregated cites: 7		paper
2007The Economic Importance of Fiscal Rules.(2007) In: Palgrave Macmillan Books.
[Citation analysis]
This paper has nother version. Agregated cites: 7		chapter
2010Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper159
2010Short-term inflation projections: a Bayesian vector autoregressive approach.(2010) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 159		paper
2014Short-term inflation projections: A Bayesian vector autoregressive approach.(2014) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 159		article
2021Using machine learning and big data to analyse the business cycle In: Economic Bulletin Articles.
[Full Text][Citation analysis]		article3
2019Sources of economic policy uncertainty in the euro area: a machine learning approach In: Economic Bulletin Boxes.
[Full Text][Citation analysis]		article5
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 nother 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]		paper35
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 nother version. Agregated cites: 35		article
2010Food price pass-through in the euro area The role of asymmetries and non-linearities In: Working Paper Series.
[Full Text][Citation analysis]		paper23
2010Food Price Pass-Through in the Euro Area: the Role of Asymmetries and Non-Linearities.(2010) In: EcoMod2010.
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This paper has nother version. Agregated cites: 23		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.
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This paper has nother 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]		paper91
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.
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This paper has nother version. Agregated cites: 91		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.
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This paper has nother version. Agregated cites: 91		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]		paper12
2020Nowcasting business cycle turning points with stock networks and machine learning In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2011Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper4
2024The economic impact of general vs. targeted lockdowns: New insights from Italian municipalities In: Economic Modelling.
[Full Text][Citation analysis]		article0
2023Sources of Economic Policy Uncertainty in the euro area In: European Economic Review.
[Full Text][Citation analysis]		article19
2023Testing big data in a big crisis: Nowcasting under Covid-19 In: International Journal of Forecasting.
[Full Text][Citation analysis]		article12
2022Testing big data in a big crisis: Nowcasting under COVID-19.(2022) In: JRC Working Papers in Economics and Finance.
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This paper has nother version. Agregated cites: 12		paper
2020Fragility and the effect of international uncertainty shocks In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article18
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]		chapter27
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]		article35
2023Two Approaches to Saving the Economy: Micro-Level Effects of Covid-19 Lockdowns in Italy In: JRC Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper0
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.
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This paper has nother version. Agregated cites: 13		paper

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