Matteo Luciani : Citation Profile

13

H index

16

i10 index

494

Citations

RESEARCH PRODUCTION:

13

Articles

41

Papers

RESEARCH ACTIVITY:

   21 years (2004 - 2025). See details.
   Cites by year: 23
   Journals where Matteo Luciani has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 26 (5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu244
   Updated: 2025-04-19    RAS profile: 2023-03-10    
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Relations with other researchers

Works with:

Barigozzi, Matteo (7)

Lippi, Marco (2)

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

Is cited by:

Barigozzi, Matteo (25)

Giannone, Domenico (15)

Hallin, Marc (15)

Cette, Gilbert (14)

Poncela, Pilar (13)

Ruiz, Esther (12)

Zhou, Xiaoqing (12)

Kilian, Lutz (12)

Lippi, Marco (10)

Modugno, Michele (9)

Napoletano, Mauro (9)

Cites to:

Reichlin, Lucrezia (173)

Giannone, Domenico (121)

Lippi, Marco (113)

Forni, Mario (109)

Hallin, Marc (82)

Ng, Serena (61)

Bai, Jushan (61)

Watson, Mark (42)

Barigozzi, Matteo (26)

Banbura, Marta (22)

Stock, James (22)

Main data

Production by document typepaperarticle20042005200620072008200920102011201220132014201520162017201820192020202120222023202420250510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20042005200620072008200920102011201220132014201520162017201820192020202120222023202420250204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 13Most cited documents123456789101112131415050100Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Matteo Luciani has published?

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)9
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)7
Working Papers ECARES / ULB -- Universite Libre de Bruxelles5
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles3
Papers / arXiv.org2
Working Papers / Department of the Treasury, Ministry of the Economy and of Finance2
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area2
Working Papers / University of Tasmania, Tasmanian School of Business and Economics2

Recent works citing Matteo Luciani (2025 and 2024)

Year  ↓Title of citing document  ↓
2024??????? ????????? ??? ?? ??????-????????? ????????? (???) ?? ????????: ???? ??????????. // The impact of the increase in prices for fuels and lubricants on inflation: the experience of Kazakhstan.. (2023). Сейдахметов Ансар // Seidakhmetov Ansar, ; Чернявский Денис // Chernyavskiy Denis, . In: Working Papers. RePEc:aob:wpaper:44.

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2024The international effects of central bank information shocks. (2019). Stelzer, Anna ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1912.03158.

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2024A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2024Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

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2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2024VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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2025Quasi maximum likelihood estimation of high-dimensional approximate dynamic matrix factor models via the EM algorithm. (2025). Barigozzi, Matteo ; Trapin, Luca. In: Papers. RePEc:arx:papers:2502.04112.

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2024A Conversation With Marc Hallin. (2024). Genest, Christian. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:2:p:137-159.

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2024Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity. (2024). Caporale, Guglielmo Maria ; Piqueras, Pedro Jos ; Gil-Alana, Luis Alberiko. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11486.

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2024Does the inflation pass-through of gasoline price shocks depend on the level of inflation?. (2024). Grundler, Daniel. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524004129.

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2024Monetary policy and house price heterogeneity: Evidence from the U.K. (2024). Margaris, Aristotelis. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s016517652400507x.

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2024Inferential theory for generalized dynamic factor models. (2024). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000593.

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2024Greenflation, a myth or fact? Empirical evidence from 26 OECD countries. (2024). Chung, Changwoo ; Kim, Jinsoo. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006145.

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2024Energy shocks in the Euro area: Disentangling the pass-through from oil and gas prices to inflation. (2024). Manera, Matteo ; Valenti, Daniele ; Casoli, Chiara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001414.

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2024Energy price surges and inflation: Fiscal policy to the rescue?. (2024). Wegmueller, Philipp ; Glocker, Christian ; Wegmller, Philipp. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001888.

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2024Digital advancement and its effect on business model design: Qualitative-empirical insights. (2024). Sendra, Francisco Javier ; Reuter, Ute ; Laudien, Sven M ; Botella-Carrubi, Dolores. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523007886.

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2024Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Piqueras, Pedro Jose. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:4:p:39-:d:1547771.

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2024Monetary policy and growth-at-risk: the role of institutional quality. (2024). Emter, Lorenz ; Moura, Afonso S ; Zorell, Nico ; Setzer, Ralph. In: Working Papers. RePEc:ptu:wpaper:w202414.

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2024Modeling Common Bubbles: A Mixed Causal Non-Causal Dynamic Factor Model. (2024). Mingoli, Gabriele. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240072.

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2024Forecasting CPI with multisource data: The value of media and internet information. (2024). Jin, Wei ; Fan, Xinyue ; Zheng, Tingguo ; Fang, Kuangnan. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:702-753.

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Works by Matteo Luciani:

Year  ↓Title  ↓Type  ↓Cited  ↓
2019Oil Price Pass-through into Core Inflation In: The Energy Journal.
[Full Text][Citation analysis]		article37
2017Oil price pass-through into core inflation.(2017) In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2017Oil Price Pass-Through into Core Inflation.(2017) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2017Oil Price Pass-Through into Core Inflation.(2017) In: FEDS Notes.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2019Oil Price Pass-Through into Core Inflation.(2019) In: FEDS Notes.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2024Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm In: Papers.
[Full Text][Citation analysis]		paper9
2024Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm.(2024) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2019Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models In: Papers.
[Full Text][Citation analysis]		paper14
2012A model for vast panels of volatilities In: Working Papers.
[Full Text][Citation analysis]		paper13
2013Do euro area countries respond asymmetrically to the common monetary policy? In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper92
2014Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?.(2014) In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 92		article
2012Do Euro area countries respond asymmetrically to the common monetary policy?.(2012) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 92		paper
2013Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?.(2013) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 92		paper
2013Uncertainty and heterogeneity in factor models forecasting In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper1
2012Uncertainty and Heterogeneity in factor models forecasting.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2017Surfing through the GFC: Systemic Risk in Australia In: The Economic Record.
[Full Text][Citation analysis]		article14
2015Surfing through the GFC: systemic risk in Australia.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2010Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis In: Working Papers.
[Full Text][Citation analysis]		paper1
2012Monetary Policy and the Housing Market: A Structural Factor Analysis In: Working Papers ECARES.
[Full Text][Citation analysis]		paper55
2010Monetary Policy and the Housing Market: A Structural Factor Analysis.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2013Monetary Policy, and the Housing Market: A Structural Factor Analysis.(2013) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2015Monetary Policy and the Housing Market: A Structural Factor Analysis.(2015) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		article
2013Nowcasting Norway In: Working Papers ECARES.
[Full Text][Citation analysis]		paper28
2014Nowcasting Norway.(2014) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
2014Dynamic Factor Models, Cointegration and Error Correction Mechanisms In: Working Papers ECARES.
[Full Text][Citation analysis]		paper7
2016Dynamic Factor Models, Cointegration, and Error Correction Mechanisms.(2016) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2021Inferential Theory for Generalized Dynamic Factor Models In: Working Papers ECARES.
[Full Text][Citation analysis]		paper5
2011Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks In: Working Papers ECARES.
[Full Text][Citation analysis]		paper30
2014Forecasting with approximate dynamic factor models: The role of non-pervasive shocks.(2014) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		article
2018Systemic risk in the US: Interconnectedness as a circuit breaker In: Economic Modelling.
[Full Text][Citation analysis]		article13
2021Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
2012Ranking Systemically Important Financial Institutions In: CAMA Working Papers.
[Full Text][Citation analysis]		paper22
2012Ranking systemically important financial institutions.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 22		paper
2012Ranking Systemically Important Financial Institutions.(2012) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 22		paper
2011Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model In: European Economy - Economic Papers 2008 - 2015.
[Full Text][Citation analysis]		paper9
2015Nowcasting Indonesia In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper20
2015Nowcasting Indonesia.(2015) In: ADB Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2018Nowcasting Indonesia.(2018) In: Empirical Economics.
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This paper has nother version. Agregated cites: 20		article
2016Non-Stationary Dynamic Factor Models for Large Datasets In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper16
2017Common Factors, Trends, and Cycles in Large Datasets In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper2
2020Common and Idiosyncratic Inflation In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper4
2020Common and Idiosyncratic Inflation.(2020) In: FEDS Notes.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2021Relative prices and pure inflation since the mid-1990s In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2024Measuring the Euro Area Output Gap In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2018Do National Account Statistics Underestimate US Real Output Growth? In: FEDS Notes.
[Full Text][Citation analysis]		paper2
2019Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index In: FEDS Notes.
[Full Text][Citation analysis]		paper8
2021Quantifying the COVID-19 Effects on Core PCE Price Inflation In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2025The Euro Area has a growth problem In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2023Lessons from Nowcasting GDP across the World In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper0
2020Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors In: Econometrics.
[Full Text][Citation analysis]		article13
2004A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area In: Rivista di Politica Economica.
[Full Text][Citation analysis]		article0
2004A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area.(2004) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2011The determinants of investment in information and communication technologies In: Economics of Innovation and New Technology.
[Full Text][Citation analysis]		article37
2015Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models In: Journal of Forecasting.
[Full Text][Citation analysis]		article23

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team