Marco Jacopo Lombardi : Citation Profile

Bank for International Settlements (BIS)

19

H index

30

i10 index

1420

Citations

RESEARCH PRODUCTION:

28

Articles

54

Papers

2

Books

10

Chapters

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 64
   Journals where Marco Jacopo Lombardi has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 32 (2.2 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plo54
   Updated: 2025-04-12    RAS profile: 2023-04-11    
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Relations with other researchers

Works with:

Viviano, Eliana (3)

Zakrajšek, Egon (2)

Kohlscheen, Emanuel (2)

Kohlscheen, Emanuel (2)

Mihaljek, Dubravko (2)

Kohlscheen, Emanuel (2)

Riggi, Marianna (2)

De Fiore, Fiorella (2)

SHIM, ILHYOCK (2)

Mohanty, Madhusudan (2)

Hofmann, Boris (2)

Shin, Hyun Song (2)

Renault, Théodore (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Jacopo Lombardi.

Is cited by:

Vespignani, Joaquin (27)

Ratti, Ronald (22)

Kočenda, Evžen (17)

Calzolari, Giorgio (15)

Krippner, Leo (15)

Hodula, Martin (14)

Halbleib, Roxana (14)

Eickmeier, Sandra (13)

Feldkircher, Martin (12)

GUPTA, RANGAN (12)

BORIO, Claudio (11)

Cites to:

Pesaran, Mohammad (46)

Giannone, Domenico (42)

Kilian, Lutz (41)

BORIO, Claudio (36)

Reichlin, Lucrezia (33)

Hofmann, Boris (16)

Peersman, Gert (16)

Coibion, Olivier (16)

Gorodnichenko, Yuriy (16)

Juselius, John (14)

Williams, John (14)

Main data

Production by document typearticlebookpaperchapter2002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202401020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024050100Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 19Most cited documents1234567891011121314151617181920210100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250401020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Marco Jacopo Lombardi has published?

Journals with more than one article published# docs
BIS Quarterly Review5
Empirical Economics3
International Journal of Central Banking3
Computational Statistics & Data Analysis3

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements19
Working Paper Series / European Central Bank10
Econometrics Working Papers Archive / Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"7
Staff Working Papers / Bank of Canada2
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area2

Recent works citing Marco Jacopo Lombardi (2025 and 2024)

Year  ↓Title of citing document  ↓
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.

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2024Taylor Rule and Shadow Rates: theory and empirical analysis. (2024). Lupiani, Camilla. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24218.

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2024Some considerations on the Phillips curve after the pandemic. (2024). Viviano, Eliana ; lo Bello, Salvatore. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_842_24.

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2024Keeping the momentum: how finance can continue to support growth in EMEs. (2024). Zampolli, Fabrizio ; Mehrotra, Aaron ; Banerjee, Ryan Niladri. In: BIS Papers chapters. RePEc:bis:bisbpc:148-01.

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2024Sectoral credit shifts and potential issues in economic growth. (2024). Of, Bank. In: BIS Papers chapters. RePEc:bis:bisbpc:148-13.

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2024Interest rate risk exposures of non-financial corporates and households. (2024). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:70.

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2024Whither inflation targeting as a global monetary standard?. (). Borio, Claudio. In: BIS Working Papers. RePEc:bis:biswps:1230.

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2025Geopolitics meets monetary policy: decoding their impact on cross-border bank lending. (2025). Stebunovs, Viktors ; Pradhan, Swapan-Kumar ; Takats, Elod ; Temesvary, Judit. In: BIS Working Papers. RePEc:bis:biswps:1247.

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2024Consumers macroeconomic expectations. (2024). Lamla, Michael ; Dräger, Lena ; Drger, Lena. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:427-451.

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

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2025Effects of Energy Prices on Food Consumer Price Inflation. (2025). Moessner, Richhild. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11682.

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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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2024Can passive monetary policy decrease the debt burden?. (2024). Shen, Wenyi ; Mao, Ruoyun ; Yang, Shu-Chun S. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002087.

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2024Understanding the role of Chinas factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction. (2024). Miao, Xinru ; Chen, Peng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1464-1483.

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2024Sovereign spread divergence owing to inflation and redenomination risk countered by unconventional monetary policy in the Eurozone. (2024). Kiss, Gábor Dávid ; Alipanah, Sabri. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s026499932300425x.

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2024Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Zhang, Mingda ; Memon, Bilal Ahmed ; Hunjra, Ahmed Imran ; Aslam, Faheem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093.

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2024The international impact of a fragile EMU. (2024). Stracca, Livio ; Pagliari, Maria Sole ; Ioannou, Demosthenes. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002751.

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2024The clarity of monetary policy communication and financial market volatility in developing economies. (2024). Sohn, Wook ; Jombo, Wytone ; Vyshnevskyi, Iegor. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000165.

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2024Chinas monetary policy framework and global commodity prices. (2024). Sousa, Ricardo ; Hammoudeh, Shawkat ; Nguyen, Duc Khuong. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324004754.

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2024Bank credit, consumption risk, and the cross-section of expected returns. (2024). Ho, JI. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000358.

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2024Bank connectedness and excessive risk-taking: Some cross-country evidence. (2024). Yan, Yuanyun ; Wu, JI ; Chen, Minghua ; Wang, Peiwen. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301293x.

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2024Financial technology, regional financial agglomeration, and urban economic resilience. (2024). Zhang, Chenming ; Tang, Mingyue ; He, Bei. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010201.

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2024Estimating shadow policy rates in a small open economy and the role of foreign factors. (2024). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001730.

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2024Losing traction? The real effects of monetary policy when interest rates are low. (2024). Hofmann, Boris ; Disyatat, Piti ; BORIO, Claudio ; Ahmed, Rashad. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623002000.

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2024Is the slope of the euro area Phillips curve steeper than it seems? Heterogeneity and identification. (2024). van Veen, Tom ; Lieb, Lenard ; Schuffels, Johannes ; Kool, Clemens. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001451.

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2024A bank-level analysis of interest rate pass-through in South Africa. (2024). Steenkamp, Daan ; Greenwood-Nimmo, Matthew ; van Jaarsveld, Rossouw. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:82:y:2024:i:c:s0164070424000545.

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2024Asymmetric effects of uncertainty on investment: Empirical evidence from India. (2024). Roy, Amrita ; Adil, Masudul Hasan. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000082.

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2024China’s macroeconomic performance affects trading partners: How can their policies respond?. (2024). Hussain, Ibrar ; Ma, Jingmei ; Alam, Aftab. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:46:y:2024:i:2:p:448-474.

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2024Global risk and the dollar. (2024). Schumann, Ben ; Muller, Gernot J ; Georgiadis, Georgios. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000023.

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2024Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets. (2024). Billah, Syed ; Balli, Faruk ; Hadhri, Sinda ; Shaik, Muneer. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001574.

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2024On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

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2024Risk-averse corporate investment behavior and the effectiveness of quantitative easing. (2024). Wu, Ying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1270-1286.

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2024A composite index for workers’ bargaining power and the inflation rate in the United States, 1960–2018. (2024). Romaniello, Davide ; Levrero, Enrico Sergio ; Fontanari, Claudia. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:682-698.

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2024International monetary policy and cryptocurrency markets: dynamic and spillover effects. (2022). Sousa, Ricardo ; Elsayed, Ahmed H. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115305.

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2024Does the Fed Adhere to its Mandate? Estimating the Federal Reserves Objective Function. (2024). El-Shagi, Makram. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202403.

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2024How Does Fiscal Policy affect the Transmission of Monetary Policy into Cross-border Bank Lending? Cross-country Evidence. (2024). Temesvary, Judit ; Takats, Elod ; Pradhan, Swapan-Kumar ; Takts, Eld. In: International Finance Discussion Papers. RePEc:fip:fedgif:1400.

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2024Factor Input Prices and Unemployment in Uganda. (2024). Katarangi, Asaph Kaburura ; Kijjambu, Frederick Nsambu ; Musiita, Benjamin. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:16:y:2024:i:1:p:52-66.

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2024The three co’s to jointly model commodity markets: co-production, co-consumption and co-trading. (2024). Rathgeber, Andreas ; Papenfuss, Patric ; Schischke, Amelie. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02471-1.

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2024Transmission and impact of stock market shocks on the world economy. (2024). Attilio, Luccas Assis. In: Central Bank Review. RePEc:tcb:cebare:v:24:y:2024:i:1:article:100149.

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2024Banking systems in the euro zone and transmission of monetary policy. (2024). Attilio, Luccas Assis ; Fernandez, Fernandez ; Alejandro, Jose. In: Central Bank Review. RePEc:tcb:cebare:v:24:y:2024:i:1:p:1-24.

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2024Sovereign Risk and Local Currency Lending Rates: Evidence from Five OECD Countries. (2024). Gul, Selcuk. In: CBT Research Notes in Economics. RePEc:tcb:econot:2403.

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2024If Children Aren’t Full, Can Adults Eat?. (2024). Muller, Miriam ; Kalle, Alina. In: World Bank Publications - Reports. RePEc:wbk:wboper:42272.

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2024The convenience yield under commodity financialization. (2024). Photina, Evangelia K ; Milonas, Nikolaos T. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:631-652.

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Works by Marco Jacopo Lombardi:

Year  ↓Title  ↓Type  ↓Cited  ↓
2020The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article16
2020The dollar, bank leverage and real economic activity: an evolving relationship.(2020) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2010‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession In: Staff Working Papers.
[Full Text][Citation analysis]		paper1
2012Short-Term Forecasting of the Japanese Economy Using Factor Models In: Staff Working Papers.
[Full Text][Citation analysis]		paper12
2012Short-term forecasting of the Japanese economy using factor models.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2020Bargaining power and the Phillips curve: a micro-macro analysis In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper6
2020Bargaining power and the Phillips curve: a micro-macro analysis.(2020) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2012The impact of monetary policy shocks on commodity prices In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper138
2010The impact of monetary policy shocks on commodity prices.(2010) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 138		paper
2013The Impact of Monetary Policy Shocks on Commodity Prices.(2013) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 138		article
2017Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles In: Revista ESPE - Ensayos sobre Política Económica.
[Full Text][Citation analysis]		article0
2017Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles.(2017) In: Revista ESPE - Ensayos Sobre Política Económica.
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This paper has nother version. Agregated cites: 0		article
2014Has Asian emerging market monetary policy been too procyclical when responding to swings in commodity prices? In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter11
2023The two-regime view of inflation In: BIS Papers.
[Full Text][Citation analysis]		book8
2013Interest rate pass-through since the financial crisis In: BIS Quarterly Review.
[Full Text][Citation analysis]		article58
2015Oil and debt In: BIS Quarterly Review.
[Full Text][Citation analysis]		article22
2015(Why) Is investment weak? In: BIS Quarterly Review.
[Full Text][Citation analysis]		article55
2019Financial conditions and purchasing managers indices: exploring the links In: BIS Quarterly Review.
[Full Text][Citation analysis]		article3
2024Sectoral price dynamics in the last mile of post-Covid-19 disinflation In: BIS Quarterly Review.
[Full Text][Citation analysis]		article0
2024The wage-price pass-through across sectors: evidence from the euro area In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2024The wage-price pass-through across sectors: evidence from the euro area.(2024) In: Working Paper Series.
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This paper has nother version. Agregated cites: 0		paper
2024Fiscal stimulus plans and households expectations In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2013On the correlation between commodity and equity returns: implications for portfolio allocation In: BIS Working Papers.
[Full Text][Citation analysis]		paper73
2016On the correlation between commodity and equity returns: Implications for portfolio allocation.(2016) In: Journal of Commodity Markets.
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This paper has nother version. Agregated cites: 73		article
2014A shadow policy rate to calibrate US monetary policy at the zero lower bound In: BIS Working Papers.
[Full Text][Citation analysis]		paper182
2018A Shadow Policy Rate to Calibrate U.S. Monetary Policy at the Zero Lower Bound.(2018) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 182		article
2014Has the transmission of policy rates to lending rates been impaired by the Global Financial Crisis? In: BIS Working Papers.
[Full Text][Citation analysis]		paper22
2015Why did bank lending rates diverge from policy rates after the financial crisis? In: BIS Working Papers.
[Full Text][Citation analysis]		paper79
2015Why Did Bank Lending Rates Diverge from Policy Rates After the Financial Crisis?.(2015) In: Discussion Papers.
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This paper has nother version. Agregated cites: 79		paper
2015The biofuel connection: impact of US regulation on oil and food prices In: BIS Working Papers.
[Full Text][Citation analysis]		paper4
2016Fiscal sustainability and the financial cycle In: BIS Working Papers.
[Full Text][Citation analysis]		paper20
2016Output gaps and policy stabilisation in Latin America: the effect of commodity and capital flow cycles In: BIS Working Papers.
[Full Text][Citation analysis]		paper8
2017The real effects of household debt in the short and long run In: BIS Working Papers.
[Full Text][Citation analysis]		paper73
2017Global impact of US and euro area unconventional monetary policies: a comparison In: BIS Working Papers.
[Full Text][Citation analysis]		paper43
2018Monetary policy spillovers, global commodity prices and cooperation In: BIS Working Papers.
[Full Text][Citation analysis]		paper7
2018Monetary policy spillovers, global commodity prices and cooperation.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 7		paper
2018Measuring financial cycle time In: BIS Working Papers.
[Full Text][Citation analysis]		paper19
2019Measuring financial cycle time.(2019) In: Bank of England working papers.
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This paper has nother version. Agregated cites: 19		paper
2020The impact of unconventional monetary policies on retail lending and deposit rates in the euro area In: BIS Working Papers.
[Full Text][Citation analysis]		paper3
2021Income inequality and the depth of economic downturns In: BIS Working Papers.
[Full Text][Citation analysis]		paper4
2021Income Inequality and the depth of economic downturns.(2021) In: Economics Letters.
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This paper has nother version. Agregated cites: 4		article
2021Fiscal and monetary policy interactions in a low interest rate world In: BIS Working Papers.
[Full Text][Citation analysis]		paper19
2021Are households indifferent to monetary policy announcements? In: BIS Working Papers.
[Full Text][Citation analysis]		paper14
2015Has the Transmission of Policy Rates to Lending Rates Changed in the Wake of the Global Financial Crisis? In: International Finance.
[Full Text][Citation analysis]		article31
2012Oil price density forecasts: exploring the linkages with stock markets In: Working Paper.
[Full Text][Citation analysis]		paper12
2012Oil price density forecasts: Exploring the linkages with stock markets.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 12		paper
2007Indirect estimation of elliptical stable distributions In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper17
2009Indirect estimation of elliptical stable distributions.(2009) In: Computational Statistics & Data Analysis.
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This paper has nother version. Agregated cites: 17		article
2010Energy markets and the euro area macroeconomy In: Occasional Paper Series.
[Full Text][Citation analysis]		paper2
2007(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate In: Working Paper Series.
[Full Text][Citation analysis]		paper8
2009External shocks and international inflation linkages: a global VAR analysis In: Working Paper Series.
[Full Text][Citation analysis]		paper63
2009The role of financial variables in predicting economic activity In: Working Paper Series.
[Full Text][Citation analysis]		paper48
2012The Role of Financial Variables in predicting economic activity.(2012) In: Journal of Forecasting.
[Citation analysis]
This paper has nother version. Agregated cites: 48		article
2010Global commodity cycles and linkages a FAVAR approach In: Working Paper Series.
[Full Text][Citation analysis]		paper89
2012Global commodity cycles and linkages: a FAVAR approach.(2012) In: Empirical Economics.
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This paper has nother version. Agregated cites: 89		article
2011Bayesian prior elicitation in DSGE models: macro- vs micro-priors In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2012Bayesian prior elicitation in DSGE models: Macro- vs micropriors.(2012) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 12		article
2011Do financial investors destabilize the oil price? In: Working Paper Series.
[Full Text][Citation analysis]		paper111
2011Do Financial Investors Destabilize the Oil Price?.(2011) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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This paper has nother version. Agregated cites: 111		paper
2011Forecasting economic growth in the euro area during the Great Moderation and the Great Recession In: Working Paper Series.
[Full Text][Citation analysis]		paper17
2008Indirect Estimation of α-Stable Distributions and Processes In: Econometrics Journal.
[Full Text][Citation analysis]		article14
2004Indirect estimation of alpha-stable distributions and processes..(2004) In: Econometrics Working Papers Archive.
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This paper has nother version. Agregated cites: 14		paper
2007Bayesian inference for [alpha]-stable distributions: A random walk MCMC approach In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article9
2004Bayesian inference for alpha-stable distributions: a random walk MCMC approach..(2004) In: Econometrics Working Papers Archive.
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This paper has nother version. Agregated cites: 9		paper
2009Indirect estimation of [alpha]-stable stochastic volatility models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article12
2006Indirect estimation of alpha-stable stochastic volatility models.(2006) In: Econometrics Working Papers Archive.
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This paper has nother version. Agregated cites: 12		paper
2019The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article20
2010The Emergence and Survival of Inflation Expectations In: EcoMod2010.
[Full Text][Citation analysis]		paper0
2002Analytic Hessian Matrices and the Computation of FIGARCH Estimates In: Econometrics Working Papers Archive.
[Full Text][Citation analysis]		paper6
2002Analytic Hessian matrices and the computation of FIGARCH estimates.(2002) In: Statistical Methods & Applications.
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This paper has nother version. Agregated cites: 6		article
2002GARCH-based Volatility Forecasts for Market Volatility Indices In: Econometrics Working Papers Archive.
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2004On-line Bayesian estimation of AR signals in symmetric alpha-stable noise. In: Econometrics Working Papers Archive.
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2005The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes In: Econometrics Working Papers Archive.
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2008The effect of seasonal adjustment on the properties of business cycle regimes.(2008) In: Journal of Applied Econometrics.
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2020Monetary Policy, Commodity Prices, and Misdiagnosis Risk In: International Journal of Central Banking.
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2009The Role of Financial Variables in Predicting Economic Activity in the Euro Area In: IMF Working Papers.
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2009Key elements of global inflation In: Discussion Papers.
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2010Key Elements of Global Inflation.(2010) In: RBA Annual Conference Volume (Discontinued).
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2023Workers’ Bargaining Power and the Phillips Curve: A Micro–Macro Analysis In: Journal of the European Economic Association.
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2010Catching the Flu from the United States In: Palgrave Macmillan Books.
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2010Introduction In: Palgrave Macmillan Books.
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2010Business Cycle Synchronisation: Disentangling Global Trade and Financial Linkages In: Palgrave Macmillan Books.
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2010Business Cycle Synchronisation: The United States and the Euro Area In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2010The United States and the Euro Area: What Do Structural Models Say About the Linkages? In: Palgrave Macmillan Books.
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2010The United States and the Euro Area: The Role of Financial Variables In: Palgrave Macmillan Books.
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2010Economic Interactions US-Euro Area Over the 2007–9 Financial Crisis: What Did We Learn? In: Palgrave Macmillan Books.
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2010The US-Euro Area Relationship in a Context of Possible Systemic Changes In: Palgrave Macmillan Books.
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2010Conclusion In: Palgrave Macmillan Books.
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2006(Un)naturally low? In: Computing in Economics and Finance 2006.
[Citation analysis]		paper1
2022The relationship of household debt and growth in the short and long run In: Empirical Economics.
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2022Correction to: The relationship of household debt and growth in the short and long run In: Empirical Economics.
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2015The use of payment systems data as early indicators of economic activity In: Applied Economics Letters.
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2009Indirect inference of elliptical fat tailed distributions In: ULB Institutional Repository.
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2012Monetary policy and the oil futures market In: Discussion Papers.
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