Fabrizio Venditti : Citation Profile

Are you Fabrizio Venditti?

Banca d'Italia

12

H index

13

i10 index

575

Citations

RESEARCH PRODUCTION:

16

Articles

39

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2006 - 2023). See details.
   Cites by year: 33
   Journals where Fabrizio Venditti has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 19 (3.2 %)

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   Permalink: http://citec.repec.org/pve306
   Updated: 2024-11-04    RAS profile: 2023-10-03    
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Relations with other researchers

Works with:

Delle Monache, Davide (5)

Petrella, Ivan (5)

Di Nino, Virginia (4)

Alonso Alvarez, Irma (3)

Stracca, Livio (3)

Arrigoni, Simone (3)

Affinito, Massimiliano (2)

Budnik, Katarzyna (2)

Jimborean, Ramona (2)

Dewachter, Hans (2)

Gonzalez, Clara (2)

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

Is cited by:

Kilian, Lutz (13)

Marcellino, Massimiliano (13)

Baumeister, Christiane (12)

Tamborini, Roberto (11)

Busetti, Fabio (9)

Fritsche, Ulrich (7)

Hamilton, James (6)

Siklos, Pierre (6)

Mignon, Valérie (6)

Salisu, Afees (6)

Bagnai, Alberto (6)

Cites to:

Reichlin, Lucrezia (45)

Kilian, Lutz (45)

Giannone, Domenico (44)

Marcellino, Massimiliano (23)

Watson, Mark (19)

Gourinchas, Pierre-Olivier (17)

Rebucci, Alessandro (17)

Cesa-Bianchi, Ambrogio (17)

Pesaran, Mohammad (15)

Petrella, Ivan (14)

Gopinath, Gita (14)

Main data

Where Fabrizio Venditti has published?

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

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank11
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area10
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Questioni di Economia e Finanza (Occasional Papers) / Bank of Italy, Economic Research and International Relations Area4
Working Papers / Banco de Espańa2
Occasional Paper Series / European Central Bank2

Recent works citing Fabrizio Venditti (2024 and 2023)

YearTitle of citing document
2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121.

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2024Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

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2023The drivers of market-based inflation expectations in the euro area and in the US. (2023). Rossi, Luca ; Hoynck, Christian. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_779_23.

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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.

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2023The Global Financial Cycle and Country Risk in Emerging Markets During Stress Episodes: A Copula-CoVaR Approach. (2023). Romero, José ; Melo-Velandia, Luis ; Ramirez-Gonzalez, Mahicol Stiben. In: Borradores de Economia. RePEc:bdr:borrec:1231.

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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.

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2023Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand. (2023). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10350.

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2023Reasons Behind Words: OPEC Narratives and the Oil Market. (2023). Joets, Marc ; Brunetti, Celso ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-24.

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2023The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat
2023The EU’s Open Strategic Autonomy from a central banking perspective. Challenges to the monetary policy landscape from a changing geopolitical environment.. (2023). Viani, Francesca ; Pérez, Javier ; McQuade, Peter ; Kataryniuk, Iván ; Almeida, Ana M ; Khalil, Makram ; Geeroms, Hans ; Jeudy, Bruno-Philippe ; Viilmann, Natalja ; Gerinovics, Rinalds ; Balteanu, Irina ; Habib, Maurizio ; Caffarelli, Filippo Vergara ; Freier, Maximilian ; Tylko-Tylczynska, Kalina Paula ; Perez, Javier J ; Garcia-Lecuona, Maria ; Valenta, Vilem ; Faccia, Donata ; Strobel, Felix ; Ioannou, Demosthenes ; Esser, Andreas ; van Schaik, Ilona ; Essers, Dennis ; Zangrandi, Michele Savini ; di Stefano, Enrica ; Timini, Jacopo ; Clancy, Daragh ; Negrin, Pauline ; Cuadro-Saez, Lucia ; Pulst, Daniela ; Campos, Rodolfo ; Miola, Andrea ; Borra
2024The impact of climate change and policies on productivity. (2024). Strobel, Johannes ; Schulte, Patrick ; Röhe, Oke ; Parker, Miles ; Bijnens, Gert ; Anyfantaki, Sofia ; de Mulder, Jan ; Colciago, Andrea ; Loureno, Nuno ; Schroth, Joachim ; Rohe, Oke ; Merikull, Jaanika ; Lopez-Garcia, Paloma ; Labhard, Vincent ; Falck, Elisabeth. In: Occasional Paper Series. RePEc:ecb:ecbops:2024340.

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2023Using machine learning to measure financial risk in China. (2023). Ricci, Martino ; Azqueta-Gavaldon, Andres ; Apostolou, Apostolos ; Al-Haschimi, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20232767.

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2023BEAST: A model for the assessment of system-wide risks and macroprudential policies. (2023). Boucherie, Louis ; Janokova, Martina ; Velasco, Sofia ; Panos, Jiri ; Lampe, Max ; Dimitrov, Ivan ; Vagliano, Gianluca ; Gross, Johannes ; Budnik, Katarzyna. In: Working Paper Series. RePEc:ecb:ecbwps:20232855.

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2023Financial shock transmission to heterogeneous firms: the earnings-based borrowing constraint channel. (2023). Grothe, Magdalena ; Chiu, Livia ; van Robays, Ine ; Schulze, Tatjana. In: Working Paper Series. RePEc:ecb:ecbwps:20232860.

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

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2023Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

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2023Fast estimation of a large TVP-VAR model with score-driven volatilities. (2023). Hong, Yongmiao ; Ye, Shiqi ; Zheng, Tingguo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001689.

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2023Eurozone prices: A tale of convergence and divergence. (2023). Garcia-Hiernaux, Alfredo ; Guerrero, David E ; Gonzalez-Perez, Maria T. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002304.

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2023Does an inflation target zone help or hinder price stability?. (2023). Tamborini, Roberto ; della Posta, Pompeo. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003449.

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2023The drivers of market-based inflation expectations in the euro area and in the US. (2023). Rossi, Luca ; Hoynck, Christian. In: Economics Letters. RePEc:eee:ecolet:v:232:y:2023:i:c:s0165176523003488.

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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.

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2023A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548.

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2023Heterogeneous effects of macroprudential policies on firm leverage and value. (2023). Suh, Hyunduk ; Yang, Jin Young. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000704.

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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.

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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.

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

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2023Nowcasting GDP with a pool of factor models and a fast estimation algorithm. (2023). Schroder, Maximilian ; Eraslan, Sercan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1460-1476.

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2023Forecasting GDP growth rates in the United States and Brazil using Google Trends. (2023). Clements, Michael ; Urquhart, Andrew ; Bantis, Evripidis. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1909-1924.

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

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2023Public debt and r-g risks in advanced economies: Eurozone versus stand-alone. (2023). Heimberger, Philipp. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000785.

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2023Flights to safe assets in bond markets: Evidence from emerging market economies. (2023). Janus, Jakub. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001742.

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

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2023Subsample stability, change detection and dynamics of oil and metal markets: A recursive approach. (2023). Shahbaz, Muhammad ; Napari, Ayuba ; Ul, Asad. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003124.

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2023Risk-off shocks and spillovers in safe havens. (2023). Beirne, John ; Sugandi, Eric. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001737.

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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.

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2023Global risk and market conditions. (2023). Carrieri, Francesca ; Akbari, Amir. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:51-70.

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2023Leverage cycles, growth shocks, and sudden stops in capital inflows. (2023). Emter, Lorenz. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:711-731.

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2023Central bank digital currency: A systematic literature review using text mining approach. (2023). Vu, Ngoc Bich ; Ngo, Vu Minh ; Hoang, Yen Hai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000156.

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2023Dollar Dominance in Cross-border Bank Loans and Its Response to Uncertainties. (2023). Ying, XU ; Hiroyuki, Ito. In: Discussion papers. RePEc:eti:dpaper:23028.

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2023Heterogeneity in the Pass-Through from Oil to Gasoline Prices: A New Instrument for Estimating the Price Elasticity of Gasoline Demand. (2023). Zhou, Xiaoqing ; Kilian, Lutz. In: Working Papers. RePEc:fip:feddwp:95512.

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2023Making Waves: Monetary Policy and Its Asymmetric Transmission in a Globalized World. (2023). Georgiadis, Georgios ; Strasser, Georg ; Stracca, Livio ; Jarocinski, Marek ; Dedola, Luca. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:2:a:2.

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2023Global and Domestic Financial Cycles: Variations on a Theme. (2023). BORIO, Claudio ; Avdjiev, Stefan ; Aldasoro, Iñaki ; Disyatat, Piti. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:5:a:2.

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2023The effects of two benchmarks on Russian crude oil prices. (2023). Berument, Hakan M ; Dogan, Nukhet ; Sahin, Goktug. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09441-0.

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2023Symmetric and Asymmetric Dynamics of Output Gap and Inflation Relation for Turkish Economy. (2023). Cil, Almila Burgac ; Bier, Burhan. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2023:y:2023:i:5:id:842:p:520-549.

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2023Measuring tourism demand nowcasting performance using a monotonicity test. (2023). Liu, Ying ; Song, Haiyan ; Wang, Yongjing. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:5:p:1302-1327.

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2023Nowcasting Japan’s GDP. (2023). Tachi, Yuta ; Hayashi, Fumio. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02301-w.

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2023Consistency, distributional convergence, and optimality of score-driven filters. (2023). Lucas, Andre ; Lin, Yicong ; Beutner, Eric A. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230051.

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2023Inflation surprises in a New Keynesian economy with a true consumption function. The Eurozone as an inflation target zone. (2023). Tamborini, Roberto. In: DEM Working Papers. RePEc:trn:utwprg:2023/1.

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2023Nowcasting world GDP growth with high?frequency data. (2022). Meunier, Baptiste ; Jardet, Caroline. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:6:p:1181-1200.

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2024Estimation of short?run predictive factor for US growth using state employment data. (2023). Basistha, Arabinda. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:34-50.

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2023Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand. (2023). Kilian, Lutz ; Zhou, Xiaoqing. In: CFS Working Paper Series. RePEc:zbw:cfswop:685.

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Works by Fabrizio Venditti:

YearTitleTypeCited
2016The Financial Stability Dark Side of Monetary Policy In: BCAM Working Papers.
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2017The financial stability dark side of monetary policy.(2017) In: Temi di discussione (Economic working papers).
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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.
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2016Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation.(2016) In: Advances in Econometrics.
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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]		paper3
2019The benefits and costs of adjusting bank capitalisation: evidence from euro area countries.(2019) In: Working Paper Series.
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This paper has nother version. Agregated cites: 3		paper
2020Strategic interactions and price dynamics in the global oil market In: Working Papers.
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2020Strategic interactions and price dynamics in the global oil market.(2020) In: Working Paper Series.
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2022Strategic interactions and price dynamics in the global oil market.(2022) In: Energy Economics.
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This paper has nother version. Agregated cites: 3		article
2014Surprise! Euro area inflation has fallen In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper32
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
2014The effects of the crisis on production potential and household spending in Italy In: Workshop and Conferences.
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2015Short term inflation forecasting: the M.E.T.A. approach In: Temi di discussione (Economic working papers).
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2017Short-term inflation forecasting: The M.E.T.A. approach.(2017) In: International Journal of Forecasting.
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2015The time varying effect of oil price shocks on euro-area exports In: Temi di discussione (Economic working papers).
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2015The time varying effect of oil price shocks on euro-area exports.(2015) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 36		article
2017Large time-varying parameter VARs: a non-parametric approach In: Temi di discussione (Economic working papers).
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2016Large Time-Varying Parameter VARs: A Non-Parametric Approach.(2016) In: CEPR Discussion Papers.
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2020Price dividend ratio and long-run stock returns: a score driven state space model In: Temi di discussione (Economic working papers).
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2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model.(2019) In: CEPR Discussion Papers.
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2020Price dividend ratio and long-run stock returns: a score driven state space model.(2020) In: Working Paper Series.
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2021Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model.(2021) In: Journal of Business & Economic Statistics.
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2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model.(2019) In: EMF Research Papers.
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2008Forecasting inflation and tracking monetary policy in the euro area: does national information help? In: Temi di discussione (Economic working papers).
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2008Forecasting inflation and tracking monetary policy in the euro area: does national information help?.(2008) In: Working Paper Series.
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2013Forecasting inflation and tracking monetary policy in the euro area: does national information help?.(2013) In: Empirical Economics.
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2010Down the non-linear road from oil to consumer energy prices: no much asymmetry along the way In: Temi di discussione (Economic working papers).
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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).
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2014Do food commodity prices have asymmetric effects on euro-area inflation?.(2014) In: Studies in Nonlinear Dynamics & Econometrics.
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2013Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility In: Temi di discussione (Economic working papers).
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2013Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility.(2013) In: CEPR Discussion Papers.
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2016Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility.(2016) In: Journal of Business & Economic Statistics.
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2015Failing to Forecast Low Inflation and Phillips Curve Instability: A Euro-Area Perspective In: International Finance.
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2016Adaptive state space models with applications to the business cycle and financial stress In: CEPR Discussion Papers.
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2018The global financial cycle: implications for the global economy and the euro area In: Economic Bulletin Articles.
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2016Macroprudential effects of systemic bank stress In: Macroprudential Bulletin.
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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.
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2006Inflation convergence and divergence within the European Monetary Union In: Working Paper Series.
[Full Text][Citation analysis]		paper142
2007Inflation Convergence and Divergence within the European Monetary Union.(2007) In: International Journal of Central Banking.
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2019The global capital flows cycle: structural drivers and transmission channels In: Working Paper Series.
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2020The fundamentals of safe assets In: Working Paper Series.
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2020The fundamentals of safe assets.(2020) In: Journal of International Money and Finance.
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2020The simpler the better: measuring financial conditions for monetary policy and financial stability In: Working Paper Series.
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2021The simpler, the better: Measuring financial conditions for monetary policy and financial stability.(2021) In: EIB Working Papers.
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2020The influence of OPEC+ on oil prices: a quantitative assessment In: Working Paper Series.
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2020Global financial markets and oil price shocks in real time In: Working Paper Series.
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2022Leaning against the global financial cycle In: Working Paper Series.
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2013From oil to consumer energy prices: How much asymmetry along the way? In: Energy Economics.
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2015Forecasting economic activity with targeted predictors In: International Journal of Forecasting.
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2023Decomposing the Monetary Policy Multiplier In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2017A daily indicator of economic growth for the euro area In: International Journal of Computational Economics and Econometrics.
[Full Text][Citation analysis]		article4
2022Measuring Financial Conditions using Equal Weights Combination In: IMF Economic Review.
[Full Text][Citation analysis]		article3

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