Fabrizio Venditti : Citation Profile


Are you Fabrizio Venditti?

Banca d'Italia

12

H index

14

i10 index

553

Citations

RESEARCH PRODUCTION:

17

Articles

39

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2006 - 2023). See details.
   Cites by year: 32
   Journals where Fabrizio Venditti has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 19 (3.32 %)

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   Permalink: http://citec.repec.org/pve306
   Updated: 2024-01-16    RAS profile: 2023-10-03    
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Relations with other researchers


Works with:

Petrella, Ivan (5)

Delle Monache, Davide (5)

Stracca, Livio (3)

Arrigoni, Simone (3)

Alonso Alvarez, Irma (3)

Di Nino, Virginia (2)

Affinito, Massimiliano (2)

Dewachter, Hans (2)

Budnik, Katarzyna (2)

Jimborean, Ramona (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:

Marcellino, Massimiliano (14)

Kilian, Lutz (12)

Baumeister, Christiane (12)

Tamborini, Roberto (9)

Busetti, Fabio (9)

Fritsche, Ulrich (7)

Bagnai, Alberto (6)

Salisu, Afees (6)

Mignon, Valérie (6)

Carriero, Andrea (6)

Hamilton, James (6)

Cites to:

Kilian, Lutz (45)

Reichlin, Lucrezia (45)

Giannone, Domenico (44)

Marcellino, Massimiliano (23)

Watson, Mark (19)

Cesa-Bianchi, Ambrogio (17)

Rebucci, Alessandro (17)

Gourinchas, Pierre-Olivier (17)

Pesaran, Mohammad (15)

Petrella, Ivan (14)

Koop, Gary (13)

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
Questioni di Economia e Finanza (Occasional Papers) / Bank of Italy, Economic Research and International Relations Area4
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Working Papers / Banco de Espańa2
Occasional Paper Series / European Central Bank2

Recent works citing Fabrizio Venditti (2024 and 2023)


YearTitle of citing document
2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2023Regressions 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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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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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
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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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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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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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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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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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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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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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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2023An efficient approach to structural breaks and the case of automobile gasoline consumption in Australia. (2023). Hensher, David A ; Zeng, Jingjing ; Li, Zheng. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:169:y:2023:i:c:s0965856423000149.

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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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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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2023Estimation 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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paper6
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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paper11
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.
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paper2
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: 2
paper
2020Strategic interactions and price dynamics in the global oil market In: Working Papers.
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paper3
2020Strategic interactions and price dynamics in the global oil market.(2020) In: Working Paper Series.
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This paper has nother version. Agregated cites: 3
paper
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).
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paper31
2015Wages and prices in Italy during the crisis: the firms� perspective In: Questioni di Economia e Finanza (Occasional Papers).
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paper7
2018A risk dashboard for the Italian economy In: Questioni di Economia e Finanza (Occasional Papers).
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paper3
2019An indicator of macro-financial stress for Italy In: Questioni di Economia e Finanza (Occasional Papers).
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paper4
2014The effects of the crisis on production potential and household spending in Italy In: Workshop and Conferences.
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paper0
2015Short term inflation forecasting: the M.E.T.A. approach In: Temi di discussione (Economic working papers).
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paper4
2017Short-term inflation forecasting: The M.E.T.A. approach.(2017) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 4
article
2015The time varying effect of oil price shocks on euro-area exports In: Temi di discussione (Economic working papers).
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paper34
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: 34
article
2017Large time-varying parameter VARs: a non-parametric approach In: Temi di discussione (Economic working papers).
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paper17
2016Large Time-Varying Parameter VARs: A Non-Parametric Approach.(2016) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 17
paper
2019Large time?varying parameter VARs: A nonparametric approach.(2019) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 17
article
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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paper1
2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model.(2019) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 1
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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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This paper has nother version. Agregated cites: 1
article
2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model.(2019) In: EMF Research Papers.
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This paper has nother version. Agregated cites: 1
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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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This paper has nother version. Agregated cites: 9
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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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This paper has nother version. Agregated cites: 9
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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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paper5
2012Forecasting economic activity with higher frequency targeted predictors In: Temi di discussione (Economic working papers).
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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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This paper has nother version. Agregated cites: 6
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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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paper59
2013Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility.(2013) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 59
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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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article
2015Failing to Forecast Low Inflation and Phillips Curve Instability: A Euro-Area Perspective In: International Finance.
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article40
2016Adaptive state space models with applications to the business cycle and financial stress In: CEPR Discussion Papers.
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paper9
2018The global financial cycle: implications for the global economy and the euro area In: Economic Bulletin Articles.
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article12
2016Macroprudential effects of systemic bank stress In: Macroprudential Bulletin.
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article1
2010Energy markets and the euro area macroeconomy In: Occasional Paper Series.
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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.
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2007Inflation Convergence and Divergence within the European Monetary Union.(2007) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 140
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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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This paper has nother version. Agregated cites: 18
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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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This paper has nother version. Agregated cites: 11
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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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article29
2023Decomposing the Monetary Policy Multiplier In: Working Paper Series.
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2017A daily indicator of economic growth for the euro area In: International Journal of Computational Economics and Econometrics.
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article4
2022Measuring Financial Conditions using Equal Weights Combination In: IMF Economic Review.
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article2

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