Fabrizio Venditti : Citation Profile

Banca d'Italia

14

H index

15

i10 index

660

Citations

RESEARCH PRODUCTION:

20

Articles

44

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 34
   Journals where Fabrizio Venditti has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 19 (2.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve306
   Updated: 2025-12-20    RAS profile: 2025-10-13    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Di Nino, Virginia (4)

Arrigoni, Simone (3)

Petrella, Ivan (3)

Delle Monache, Davide (3)

Alonso Alvarez, Irma (3)

Cova, Pietro (3)

Stracca, Livio (3)

Stracca, Livio (3)

Kataryniuk, Iván (2)

Gazzani, Andrea Giovanni (2)

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

Is cited by:

Marcellino, Massimiliano (14)

Kilian, Lutz (13)

Baumeister, Christiane (12)

Tamborini, Roberto (11)

Busetti, Fabio (9)

Fritsche, Ulrich (7)

Mignon, Valérie (7)

Siklos, Pierre (6)

Delle Monache, Davide (6)

Carriero, Andrea (6)

Gazzani, Andrea Giovanni (6)

Cites to:

Giannone, Domenico (57)

Reichlin, Lucrezia (50)

Kilian, Lutz (49)

Marcellino, Massimiliano (25)

Watson, Mark (22)

Gourinchas, Pierre-Olivier (21)

Rebucci, Alessandro (19)

Cesa-Bianchi, Ambrogio (17)

Caballero, Ricardo (17)

Gertler, Mark (16)

Karadi, Peter (16)

Main data

Where Fabrizio Venditti has published?

Journals with more than one article published# docs
International Journal of Forecasting2
Energy Economics2
Journal of Business & Economic Statistics2
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank12
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area12
Questioni di Economia e Finanza (Occasional Papers) / Bank of Italy, Economic Research and International Relations Area6
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Occasional Paper Series / European Central Bank3
Working Papers / Banco de Espaa2

Recent works citing Fabrizio Venditti (2025 and 2024)

YearTitle of citing document
2025How OPEC Oil Shocks Shape U.S. CPI Inflation: Evidence from an IV-SVAR Approach. (2025). Kim, Hyeongwoo ; Bhandari, Subash. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-06.

Full description at Econpapers || Download paper

2024Unconventional monetary policy in a high-inflation regime: evidence from Argentina. (2024). Baioni, Tomás ; Toms, Baioni. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4709.

Full description at Econpapers || Download paper

2024Rockets and Feathers in the Oil and Gasoline Markets: In-Depth Analysis of Three Asymmetries. (2024). Qiu, Feng ; Zhang, Wenbei. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:344062.

Full description at Econpapers || Download paper

2024Rockets and Feathers in the Oil and Gasoline Markets: In-Depth Analysis of Three Asymmetries. (2024). Zhang, Wenbei ; Qiu, Feng. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:344062.

Full description at Econpapers || Download paper

2024Time-Varying Parameters as Ridge Regressions. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2009.00401.

Full description at Econpapers || Download paper

2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2024). Rossini, Luca ; Iacopini, Matteo ; Ravazzolo, Francesco. In: Papers. RePEc:arx:papers:2211.16121.

Full description at Econpapers || Download paper

2025Regressions under Adverse Conditions. (2025). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

Full description at Econpapers || Download paper

2024Generating density nowcasts for U.S. GDP growth with deep learning: Bayes by Backprop and Monte Carlo dropout. (2024). , Krist'Of ; Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2405.15579.

Full description at Econpapers || Download paper

2025Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models. (2024). Krabbe, Frederik. In: Papers. RePEc:arx:papers:2412.19555.

Full description at Econpapers || Download paper

2024Carbon pricing in the EU: fundamentals or market sentiment?. (2024). Gazzani, Andrea Giovanni ; Taboga, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_901_24.

Full description at Econpapers || Download paper

2025Energy price shocks and their effects on the main macroeconomic variables: a Bayesian SVAR analysis. (2025). Lilla, Francesca ; Infante, Luigi ; Pasetto, Michela E. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_926_25.

Full description at Econpapers || Download paper

2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

Full description at Econpapers || Download paper

2025Uncovering the inventory-business cycle nexus. (2025). Rossi, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1478_25.

Full description at Econpapers || Download paper

2025The macroeconomic effects of a greener technology mix. (2025). Gazzani, Andrea Giovanni ; Natoli, Filippo ; Ferriani, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1482_25.

Full description at Econpapers || Download paper

2025What drives policy rate expectations? Evidence from the post-pandemic monetary policy cycle. (2025). Bernardini, Marco ; Baldo, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1500_25.

Full description at Econpapers || Download paper

2025Seeds of Inflation: Geopolitical Risk and Inflation: The Role of Energy Markets. (2025). Pinchetti, Marco. In: Working papers. RePEc:bfr:banfra:1005.

Full description at Econpapers || Download paper

2024Global Value Chains and the Phillips Curve: a Challenge for Monetary Policy. (2024). Siena, Daniele ; Florio, Anna ; Zago, Riccardo. In: Working papers. RePEc:bfr:banfra:970.

Full description at Econpapers || Download paper

2024Does membership of the EMU matter for economic and financial outcomes?. (2024). Song, Suyong ; Kishor, N ; Ardakani, Omid M. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:3:p:416-447.

Full description at Econpapers || Download paper

2024Inflation surprises in a New Keynesian economy with a “true” consumption function. (2024). Tamborini, Roberto. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1192-1215.

Full description at Econpapers || Download paper

2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

Full description at Econpapers || Download paper

2025ETF (Mis)pricing. (2025). Kraus, W ; Kirilenko, A ; Xiao, M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2537.

Full description at Econpapers || Download paper

2025ETF (Mis)pricing. (2025). Kirilenko, A ; Kraus, W ; Xiao, M ; Linton, O B. In: Janeway Institute Working Papers. RePEc:cam:camjip:2515.

Full description at Econpapers || Download paper

2024The impact of climate change and policies on productivity. (2024). Strobel, Johannes ; Schulte, Patrick ; Röhe, Oke ; Parker, Miles ; Meriküll, Jaanika ; Colciago, Andrea ; Bijnens, Gert ; Anyfantaki, Sofia ; Loureno, Nuno ; Schroth, Joachim ; de Mulder, Jan ; Merikull, Jaanika ; Falck, Elisabeth ; Labhard, Vincent ; Lopez-Garcia, Paloma ; Rohe, Oke. In: Occasional Paper Series. RePEc:ecb:ecbops:2024340.

Full description at Econpapers || Download paper

2024Mutual funds and safe government bonds: do returns matter?. (2024). Graziano, Marco ; Habib, Maurizio Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20242931.

Full description at Econpapers || Download paper

2024Burn now or never? Climate change exposure and investment of fossil fuel firms. (2024). Manu, Ana-Simona ; Adolfsen, Jakob ; Heissel, Malte ; Vinci, Francesca. In: Working Paper Series. RePEc:ecb:ecbwps:20242945.

Full description at Econpapers || Download paper

2025Supply shocks and inflation: timely insights from financial markets. (2025). Minesso, Massimo Ferrari ; Cassinis, Maria Giulia ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20253096.

Full description at Econpapers || Download paper

2025The impact of the global financial cycle on Chinas cross-border capital flows. (2025). Wang, Hao ; Fan, Lifu ; Huang, Yang ; He, Xuan. In: China Economic Review. RePEc:eee:chieco:v:91:y:2025:i:c:s1043951x25000367.

Full description at Econpapers || Download paper

2024On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching?. (2024). Sola, Martin ; Kenc, Turalay ; Caravello, Tomas E ; Driffill, John. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001118.

Full description at Econpapers || Download paper

2025Oil price shocks and US business cycles. (2025). Qureshi, Irfan A ; Ahmad, Ghufran. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925000983.

Full description at Econpapers || Download paper

2025Resilience of energy market under geopolitical risks: What’s the policy implications?. (2025). Chang, Chun-Ping ; Li, Jing ; Yin, Zhujia ; Zhu, Yingxin ; Cao, Jie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1706-1724.

Full description at Econpapers || Download paper

2025Time-varying sources of fluctuations in global inflation. (2025). Ko, Juyoung ; Kim, Won Joong ; Piao, Chunyan ; Kwon, Won Soon. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003274.

Full description at Econpapers || Download paper

2025Global financial risk and uncovered interest parity premia in Central and Eastern Europe. (2025). Janus, Jakub. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000732.

Full description at Econpapers || Download paper

2025Inflation shocks and the New Keynesian model: When should central banks fear inflation expectations?. (2025). Mazzocchi, Ronny ; Tamborini, Roberto ; Gobbi, Lucio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001482.

Full description at Econpapers || Download paper

2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024The Effects of Monetary Policy on Capital Flows: An Emerging Market Survey. (2024). Villamizar-Villegas, mauricio ; Arango-Lozano, Lucia ; Fajardo-Baquero, Nicols ; Castelblanco, Geraldine ; Ruiz-Sanchez, Maria A. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000621.

Full description at Econpapers || Download paper

2025From the core to the European periphery: Spillover effects of financial cycles. (2025). Jursa, Luk ; Jank, Jan. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000548.

Full description at Econpapers || Download paper

2024Do petrol prices affect inflation and inflation expectations? Evidence from New Zealand. (2024). Vatsa, Puneet ; Pino, Gabriel. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006479.

Full description at Econpapers || Download paper

2025Pandemic, Ukraine, OPEC+ and strategic stockpiles: Taming the oil market in turbulent times. (2025). Smith, James ; Pierru, Axel ; Almutairi, Hossa. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001422.

Full description at Econpapers || Download paper

2025The global supply pressure and oil supply–demand shocks: A time-scale and quantile analysis. (2025). Wu, Bangzheng. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003792.

Full description at Econpapers || Download paper

2025Analysing a frequency and quantile connectedness spillover dynamics nexus: Metals, grains, and energy markets under economic signals. (2025). Padhan, Hemachandra ; Kocoglu, Mustafa. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325004049.

Full description at Econpapers || Download paper

2024From oil surges to renewable shifts: Unveiling the dynamic impact of supply and demand shocks in global crude oil market on U.S. clean energy trends. (2024). Esmaeili, Parisa ; Rafei, Meysam ; Salari, Mahmoud ; Balsalobre-Lorente, Daniel. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002726.

Full description at Econpapers || Download paper

2024Hedging and safe haven assets dynamics in developed and developing markets: Are different markets that much different?. (2024). Gurdgiev, Constantin ; Petrovskiy, Alexander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005756.

Full description at Econpapers || Download paper

2025How does foreign economic policy uncertainty affect domestic analyst earnings forecasts?. (2025). Zhou, Xiaozhou ; Song, Jian. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000146.

Full description at Econpapers || Download paper

2025Can bilateral RMB swap reduce monetary policy spillovers from the United States to China?. (2025). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Cheng, Feiyang ; Zhang, MI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000472.

Full description at Econpapers || Download paper

2024Capital flow dynamics and the synchronization of financial cycles and business cycles in emerging market economies. (2024). Juhro, Solikin ; Narayan, Paresh Kumar ; Iyke, Bernard Njindan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000465.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Optimal hierarchical EWMA forecasting. (2024). Sbrana, Giacomo ; Pelagatti, Matteo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:616-625.

Full description at Econpapers || Download paper

2024An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors. (2024). Liu, Yang ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1391-1409.

Full description at Econpapers || Download paper

2025The time-varying Multivariate Autoregressive Index model. (2025). Guardabascio, Barbara ; Cubadda, Gianluca ; Grassi, Stefano. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:175-190.

Full description at Econpapers || Download paper

2025Asymmetric uncertainty: Nowcasting using skewness in real-time data. (2025). Labonne, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:229-250.

Full description at Econpapers || Download paper

2024Vulnerable funding in the global economy. (2024). Uribe, Jorge ; Chuliá, Helena ; Garrn, Ignacio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002280.

Full description at Econpapers || Download paper

2024Quantitative easing and the spillover effects from the crude oil market to other financial markets: Evidence from QE1 to QE3. (2024). Lyu, Yongjian ; Zhang, Xinyu ; Yang, MO ; Cao, Jin ; Liu, Jiatao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001900.

Full description at Econpapers || Download paper

2025The intersection of security attributes of national debt and socially responsible investment objectives. (2025). Liu, Yang ; Tan, Rong ; Wang, Aihua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560624002523.

Full description at Econpapers || Download paper

2025Monetary policy spillovers: Is this time different?. (2025). Chen, Hongyi ; Tillmann, Peter. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000130.

Full description at Econpapers || Download paper

2024Managing the oil market under misinformation: A reasonable quest?. (2024). Smith, James ; Pierru, Axel ; Almutairi, Hossa. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000229.

Full description at Econpapers || Download paper

2024Commonalities and heterogeneity in the Iberian business cycle. (2024). Morão, Hugo ; Afonso, Antonio. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000240.

Full description at Econpapers || Download paper

2025The effectiveness of OPEC and OPEC+ from 2009 to 2024: An empirical appraisal. (2025). Montant, Gil. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000716.

Full description at Econpapers || Download paper

2024Geopolitical risk and crude oil price predictability: Novel decomposition ensemble approach based ternary interval number series. (2024). Chen, Yiyan ; Li, YE ; Lean, Hooi Hooi. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003337.

Full description at Econpapers || Download paper

2025Natural gas and the macroeconomy: Not all energy shocks are alike. (2025). Gazzani, Andrea Giovanni ; Alessandri, Piergiorgio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000200.

Full description at Econpapers || Download paper

2025Does benchmark-driven investment amplify the impact of the global financial cycle on emerging markets?. (2025). Feng, Yun ; Chen, Yang ; Zhang, Zhipeng ; Liu, Qing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x2400341x.

Full description at Econpapers || Download paper

2024Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand. (2024). Zhou, Xiaoqing ; Kilian, Lutz. In: Journal of Public Economics. RePEc:eee:pubeco:v:232:y:2024:i:c:s0047272724000355.

Full description at Econpapers || Download paper

2025Monetary policy spillovers and the role of prudential policies in the European Union. (2025). Coman, Andra. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025000826.

Full description at Econpapers || Download paper

2024IFCI-SA: International financial conditions index for South American economies. (2024). Garcia-Hiernaux, Alfredo ; Fried-Gindel, Alejandro ; Brum-Civelli, Conrado. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003003.

Full description at Econpapers || Download paper

2025The Global Financial Cycle and country risk in emerging markets during stress episodes: A Copula-CoVaR approach. (2025). Romero, José ; Ramrez-Gonzlez, Mahicol Stiben ; Melo-Velandia, Luis Fernando. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003945.

Full description at Econpapers || Download paper

2025State-dependent pricing of monetary policy nonlinearities and inflation at risk for China. (2025). Xiao, Qiang ; Cao, Honghong ; He, Yongda ; Oxley, Les. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000170.

Full description at Econpapers || Download paper

2024Monetary Tightening, Inflation Drivers and Financial Stress. (2023). Shapiro, Adam ; Manea, Cristina ; Boissay, Frédéric ; Collard, Fabrice. In: Working Paper Series. RePEc:fip:fedfwp:97503.

Full description at Econpapers || Download paper

2024Local Projections. (2024). Jorda, Oscar ; Taylor, Alan M. In: Working Paper Series. RePEc:fip:fedfwp:98669.

Full description at Econpapers || Download paper

2024Robust Assessment of External Vulnerabilities in an Emerging Market During Stress Scenarios. (2024). Symington, Philip Rory ; Martinez, Diego Alejandro. In: IHEID Working Papers. RePEc:gii:giihei:heidwp15-2024.

Full description at Econpapers || Download paper

2025Identifying Useful Indicators for Nowcasting GDP in Sweden. (2025). Mazur, Stepan ; Karlsson, Sune ; Raftab, Mariya. In: Working Papers. RePEc:hhs:oruesi:2025_004.

Full description at Econpapers || Download paper

2025Monetary Tightening and Financial Stress During Supply- versus Demand-Driven Inflation. (2025). Collard, F ; Boissay, F ; Manea, C ; Shapiro, A. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2025:q:2:a:4.

Full description at Econpapers || Download paper

2025Understanding Firm Dynamics with Daily Data. (2025). Rostam-Afschar, Davud ; Hack, Lukas. In: IZA Discussion Papers. RePEc:iza:izadps:dp17882.

Full description at Econpapers || Download paper

2024Price Pass-Through Dependence on the Source of Cost Increases: Evidence from the European Gasoline Market. (2024). POLEMIS, MICHAEL ; Deltas, George. In: Review of Industrial Organization. RePEc:kap:revind:v:65:y:2024:i:2:d:10.1007_s11151-024-09954-0.

Full description at Econpapers || Download paper

2024Time-Varying Structural Approximate Dynamic Factor Model. (2024). Liu, Qingfeng ; Zhao, Ziyan. In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:2401.

Full description at Econpapers || Download paper

2025Estimating the R-Star in the US: A Score-Driven State-Space Model with Time-Varying Volatility Persistence. (2025). Storti, Giuseppe ; Pl, Tibor. In: MPRA Paper. RePEc:pra:mprapa:125338.

Full description at Econpapers || Download paper

2024Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator. (2024). Hartigan, Luke ; Rosewall, Tom. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2024-04.

Full description at Econpapers || Download paper

2024The Time-Varying Multivariate Autoregressive Index Model. (2024). Guardabascio, Barbara ; Cubadda, Gianluca ; Grassi, Stefano. In: CEIS Research Paper. RePEc:rtv:ceisrp:571.

Full description at Econpapers || Download paper

2025The macroeconomic effects of carbon pricing at a subnational level: evidence from California’s cap and trade. (2025). Baioni, Tomás ; Toms, Baioni. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:27:y:2025:i:2:d:10.1007_s10018-024-00429-w.

Full description at Econpapers || Download paper

2024How do supply or demand shocks affect the US oil market?. (2024). Vides, José Carlos ; Golpe, Antonio ; Martn-Lvarez, Juan Manuel ; Feria, Julia. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00561-8.

Full description at Econpapers || Download paper

2024Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets. (2024). Bogobska, Joanna ; Szczepocki, Piotr ; Feder-Sempach, Ewa. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00589-w.

Full description at Econpapers || Download paper

2024Nonlinearity, Endogeneity, and Interaction: Implications for European Reform of Budgetary Rules. (2024). Travaglini, Giuseppe ; Bellocchi, Alessandro. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:10:y:2024:i:2:d:10.1007_s40797-023-00253-3.

Full description at Econpapers || Download paper

2024Dynamics of Capital Flows and Global Factors: Case of Emerging Economies. (2024). Dua, Pami ; Verma, Neha. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:4:d:10.1007_s40953-024-00409-7.

Full description at Econpapers || Download paper

2025Decision Tree of the Bank of Russia. (2025). Postolit, E A ; Akhmedova, E A ; Latypov, R R. In: Studies on Russian Economic Development. RePEc:spr:sorede:v:36:y:2025:i:5:d:10.1134_s1075700725700388.

Full description at Econpapers || Download paper

2024An Empirical Inquiry into the Distributional Consequences of Energy Price Shocks. (2024). Fierro, Luca ; Martinoli, Mario. In: LEM Papers Series. RePEc:ssa:lemwps:2024/30.

Full description at Econpapers || Download paper

2025Are Hysteresis Effects Nonlinear?. (2025). Carnevale, Omar Pietro ; di Francesco, Damiano. In: LEM Papers Series. RePEc:ssa:lemwps:2025/32.

Full description at Econpapers || Download paper

2025What Makes the Oil Pricing Center? The Impact of Futures Markets and Production. (2025). Nagayasu, Jun ; Gong, Junlian. In: TUPD Discussion Papers. RePEc:toh:tupdaa:71.

Full description at Econpapers || Download paper

2024Expecting the unexpected: Stressed scenarios for economic growth. (2024). Ruiz, Esther ; Rodriguezcaballero, Vladimir C ; Gonzalezrivera, Gloria. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:926-942.

Full description at Econpapers || Download paper

2024Global political ties and the global financial cycle. (2024). HASAN, IFTEKHAR ; Ambrocio, Gene ; Li, Xiang. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:281065.

Full description at Econpapers || Download paper

2024Heterogeneity in bank responsiveness to policy and economic shocks: The role of capitalization. (2024). Kimundi, Gillian. In: KBA Centre for Research on Financial Markets and Policy Working Paper Series. RePEc:zbw:kbawps:297990.

Full description at Econpapers || Download paper

2024Understanding Firm Dynamics with Daily Data. (2024). Rostam-Afschar, Davud ; Hack, Lukas. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302376.

Full description at Econpapers || Download paper

Works by Fabrizio Venditti:

YearTitleTypeCited
2016The Financial Stability Dark Side of Monetary Policy In: BCAM Working Papers.
[Full Text][Citation analysis]		paper6
2017The financial stability dark side of monetary policy.(2017) In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2015Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation In: Birkbeck Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper11
2016Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation.(2016) In: Advances in Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		chapter
2019The benefits and costs of adjusting bank capitalisation: evidence from euro area countries In: Working Papers.
[Full Text][Citation analysis]		paper4
2019The benefits and costs of adjusting bank capitalisation: evidence from euro area countries.(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Strategic interactions and price dynamics in the global oil market In: Working Papers.
[Full Text][Citation analysis]		paper4
2020Strategic interactions and price dynamics in the global oil market.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2022Strategic interactions and price dynamics in the global oil market.(2022) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2014Surprise! Euro area inflation has fallen In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper33
2015Wages and prices in Italy during the crisis: the firms� perspective In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper7
2018A risk dashboard for the Italian economy In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper3
2019An indicator of macro-financial stress for Italy In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper4
2024US monetary policy spillovers to the euro area In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper0
2025The economic impact of European capital market integration In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper0
2014The effects of the crisis on production potential and household spending in Italy In: Workshop and Conferences.
[Full Text][Citation analysis]		paper0
2015Short term inflation forecasting: the M.E.T.A. approach In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper5
2017Short-term inflation forecasting: The M.E.T.A. approach.(2017) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2015The time varying effect of oil price shocks on euro-area exports In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper35
2015The time varying effect of oil price shocks on euro-area exports.(2015) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		article
2017Large time-varying parameter VARs: a non-parametric approach In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper22
2016Large Time-Varying Parameter VARs: A Non-Parametric Approach.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2019Large time‐varying parameter VARs: A nonparametric approach.(2019) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		article
2020Price dividend ratio and long-run stock returns: a score driven state space model In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper7
2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2020Price dividend ratio and long-run stock returns: a score driven state space model.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2021Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model.(2021) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2023Decomposing the monetary policy multiplier In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper4
2025Decomposing the monetary policy multiplier.(2025) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2023Decomposing the Monetary Policy Multiplier.(2023) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2024Oil price shocks in real time In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper14
2024Oil price shocks in real time.(2024) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2008Forecasting inflation and tracking monetary policy in the euro area: does national information help? In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper9
2008Forecasting inflation and tracking monetary policy in the euro area: does national information help?.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2013Forecasting inflation and tracking monetary policy in the euro area: does national information help?.(2013) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2010Down the non-linear road from oil to consumer energy prices: no much asymmetry along the way In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper5
2012Forecasting economic activity with higher frequency targeted predictors In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper17
2012Do food commodity prices have asymmetric effects on Euro-Area inflation? In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper6
2014Do food commodity prices have asymmetric effects on euro-area inflation?.(2014) In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2013Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper65
2013Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		paper
2016Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility.(2016) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		article
2015Failing to Forecast Low Inflation and Phillips Curve Instability: A Euro-Area Perspective In: International Finance.
[Full Text][Citation analysis]		article40
2016Adaptive state space models with applications to the business cycle and financial stress In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2018The global financial cycle: implications for the global economy and the euro area In: Economic Bulletin Articles.
[Full Text][Citation analysis]		article16
2016Macroprudential effects of systemic bank stress In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article1
2010Energy markets and the euro area macroeconomy In: Occasional Paper Series.
[Full Text][Citation analysis]		paper2
2021The implications of globalisation for the ECB monetary policy strategy In: Occasional Paper Series.
[Full Text][Citation analysis]		paper4
2025A strategic view on the economic and inflation environment in the euro area In: Occasional Paper Series.
[Full Text][Citation analysis]		paper0
2006Inflation convergence and divergence within the European Monetary Union In: Working Paper Series.
[Full Text][Citation analysis]		paper144
2007Inflation Convergence and Divergence within the European Monetary Union.(2007) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 144		article
2019The global capital flows cycle: structural drivers and transmission channels In: Working Paper Series.
[Full Text][Citation analysis]		paper30
2020The fundamentals of safe assets In: Working Paper Series.
[Full Text][Citation analysis]		paper27
2020The fundamentals of safe assets.(2020) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		article
2020The simpler the better: measuring financial conditions for monetary policy and financial stability In: Working Paper Series.
[Full Text][Citation analysis]		paper17
2021The simpler, the better: Measuring financial conditions for monetary policy and financial stability.(2021) In: EIB Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2020The influence of OPEC+ on oil prices: a quantitative assessment In: Working Paper Series.
[Full Text][Citation analysis]		paper8
2023The Influence of OPEC+ on Oil Prices: A Quantitative Assessment.(2023) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2020Global financial markets and oil price shocks in real time In: Working Paper Series.
[Full Text][Citation analysis]		paper9
2022Leaning against the global financial cycle In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2024The role of comovement and time-varying dynamics in forecasting commodity prices In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2013From oil to consumer energy prices: How much asymmetry along the way? In: Energy Economics.
[Full Text][Citation analysis]		article44
2015Forecasting economic activity with targeted predictors In: International Journal of Forecasting.
[Full Text][Citation analysis]		article36
2017A daily indicator of economic growth for the euro area In: International Journal of Computational Economics and Econometrics.
[Full Text][Citation analysis]		article6
2022Measuring Financial Conditions using Equal Weights Combination In: IMF Economic Review.
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team