luca onorante : Citation Profile

Are you luca onorante?

European Commission (98% share)
European Central Bank (2% share)

14

H index

17

i10 index

710

Citations

RESEARCH PRODUCTION:

19

Articles

47

Papers

4

Chapters

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 35
   Journals where luca onorante has often published
   Relations with other researchers
   Recent citing documents: 100.    Total self citations: 15 (2.07 %)

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   Permalink: http://citec.repec.org/pon21
   Updated: 2024-12-03    RAS profile: 2024-06-07    
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Relations with other researchers

Works with:

Huber, Florian (17)

Koop, Gary (10)

Pfarrhofer, Michael (7)

Hirschbühl, Dominik (6)

Azqueta-Gavaldon, Andres (4)

Ratto, Marco (3)

Tiozzo Pezzoli, Luca (3)

Barbaglia, Luca (3)

Pericoli, Filippo Maria (2)

Hauzenberger, Niko (2)

Piersanti, Fabio Massimo (2)

Le Blanc, Julia (2)

Moretti, Laura (2)

Cseres-Gergely, Zsombor (2)

Martinez-Martin, Jaime (2)

Zakipour-Saber, Shayan (2)

Crespo Cuaresma, Jesus (2)

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

Is cited by:

Koop, Gary (59)

Huber, Florian (54)

Pfarrhofer, Michael (26)

Korobilis, Dimitris (18)

Lenza, Michele (15)

Hauzenberger, Niko (15)

Banbura, Marta (12)

Maheu, John (12)

Chan, Joshua (11)

Roventini, Andrea (11)

Mitchell, James (11)

Cites to:

Koop, Gary (32)

Gorodnichenko, Yuriy (26)

Coibion, Olivier (26)

Giannone, Domenico (23)

Korobilis, Dimitris (19)

Weber, Michael (19)

Watson, Mark (15)

Reichlin, Lucrezia (13)

Lenza, Michele (12)

Litterman, Robert (12)

bloom, nicholas (12)

Main data

Where luca onorante has published?

Journals with more than one article published# docs
Journal of Business & Economic Statistics4
International Journal of Forecasting3

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank14
Papers / arXiv.org7
Working Papers / Joint Research Centre, European Commission3
EcoMod2010 / EcoMod3
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Research Technical Papers / Central Bank of Ireland2
Economics Working Papers / European University Institute2

Recent works citing luca onorante (2024 and 2023)

YearTitle of citing document
2024Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?. (2017). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:1711.00564.

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2023Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. (2020). Huber, Florian ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2005.03906.

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2023Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577.

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2023Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970.

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2023Efficient variational approximations for state space models. (2022). Nibbering, Didier ; Loaiza-Maya, Rub'En. In: Papers. RePEc:arx:papers:2210.11010.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2024Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

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2023Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2305.16827.

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2023Generalized Autoregressive Score Trees and Forests. (2023). Simsek, Yasin ; Patton, Andrew J. In: Papers. RePEc:arx:papers:2305.18991.

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2023Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2024Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Zhu, Dan ; Oka, Tatsushi ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2403.12456.

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2023Application of Artificial Intelligence and Machine Learning in the Conduct of Monetary Policy by Central Banks. (2023). Georgieva, Sonya. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:8:p:177-199.

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2023.

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2024.

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2023Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18.

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2023Natural gas and the macroeconomy: not all energy shocks are alike. (2023). Gazzani, Andrea ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1428_23.

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2023Estimation of Economic Policy Uncertainty. (2023). Trunin, Pavel ; Petrova, Diana. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:82:y:2023:i:3:p:48-61.

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2023Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314.

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2024Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods. (2024). Florian, Huber ; Gary, Koop ; Niko, Hauzenberger. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:201-225:n:2.

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2024Risk Scenarios and Macroeconomic Forecasts. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stphane. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-03.

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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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2023The effectiveness of borrower-based macroprudential policies: a cross-country analysis using an integrated micro-macro simulation model. (2023). Tereanu, Eugen ; Gross, Marco ; Forletta, Marco ; Giannoulakis, Stelios. In: Working Paper Series. RePEc:ecb:ecbwps:20232795.

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2023Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815.

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2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

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2023What drives core inflation? The role of supply shocks. (2023). Bobeica, Elena ; Babura, Marta ; Hernandez, Catalina Martinez. In: Working Paper Series. RePEc:ecb:ecbwps:20232875.

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2024Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Menz, Jan-Oliver ; Wieland, Elisabeth ; Schnorrenberger, Richard ; Carstensen, Kai ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930.

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2023Fast Bayesian inference on spectral analysis of multivariate stationary time series. (2023). Prado, Raquel ; Hu, Zhixiong. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001761.

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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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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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2024Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment. (2024). Furceri, Davide ; Choi, Sangyup ; Yoo, Seung Yong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000514.

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2023Can the transition from Basel II to III change the monetary policy impact on the Iranian economy and banking system?. (2023). Tavakolian, Hossein ; Nadri, Kamran ; Afzali, Mohammad Arbab. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:357-371.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2023Coordination and non-coordination risks of monetary and macroprudential authorities: A robust welfare analysis. (2023). Górajski, Mariusz ; Kuchta, Zbigniew ; Gorajski, Mariusz. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000451.

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2024Inflation dynamics and persistence: The importance of the uncertainty channel. (2024). Canepa, Alessandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000603.

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2023Implicit Copulas: An Overview. (2023). Smith, Michael Stanley. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:81-104.

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2023Uncertainty shocks in emerging economies: A global to local approach for identification. (2023). Miescu, Mirela S. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000661.

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2023Monetary policy and the wage inflation-unemployment tradeoff. (2023). Gabriel, Ricardo Duque. In: European Economic Review. RePEc:eee:eecrev:v:159:y:2023:i:c:s0014292123001939.

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2024Financial markets and legal challenges to unconventional monetary policy. (2024). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292124000096.

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2023Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540.

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2023Nowcasting industrial production using linear and non-linear models of electricity demand. (2023). Galdi, Giulio ; Casarin, Roberto ; Ravazzolo, Francesco ; Fezzi, Carlo ; Ferrari, Davide. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005042.

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2024Corporate social responsibility and firm-level systematic risk: The moderating effect of economic policy uncertainty. (2024). Liu, Shasha ; Kong, Dongmin ; Wang, Zhixiao. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001583.

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2023Euro area uncertainty and Euro exchange rate volatility: Exploring the role of transnational economic policy. (2023). Pastorek, Daniel. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323007237.

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2023Global impacts of US monetary policy uncertainty shocks. (2023). Lastauskas, Povilas ; Minh, Anh Dinh. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001162.

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2024Spillover effects of US monetary policy on emerging markets amidst uncertainty. (2024). Lastauskas, Povilas ; Minh, Anh Dinh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000222.

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2023Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage. (2023). Poon, Aubrey ; Koop, Gary ; Gefang, Deborah. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:346-363.

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2023Does the Phillips curve help to forecast euro area inflation?. (2023). Bobeica, Elena ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390.

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2023The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539.

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2023Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921.

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2023Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2023Cross-country uncertainty spillovers: Evidence from international survey data. (2023). Beckmann, Joscha ; Schussler, Rainer ; Koop, Gary ; Davidson, Sharada Nia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001632.

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2023Commodity terms of trade co-movement: Global and regional factors. (2023). Zhou, Hang ; Xia, Tian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001456.

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2023A proposal for constructing and evaluating core inflation measures. (2023). Fornero, Jorge ; Carlomagno, Guillermo ; Sansone, Andres. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:3:s2666143823000157.

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2023The sources of economic uncertainty: Evidence from eurozone markets. (2023). Liosi, Konstantina. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:69:y:2023:i:c:s1042444x23000300.

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2023Political referenda and investment: Evidence from Scotland. (2023). Azqueta-Gavaldon, Andres. In: European Journal of Political Economy. RePEc:eee:poleco:v:80:y:2023:i:c:s0176268023001180.

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2024Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach. (2024). Cao, Yan ; Cheng, Sheng ; Liang, Ruibin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008764.

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2023A snapshot of Central Bank (two year) forecasting: a mixed picture. (2023). Pradhan, Manoj ; Goodhart, C. A. E., . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118680.

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2023Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470.

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2023Inflation and Real Activity over the Business Cycle. (2023). Song, Dongho ; Nicolo, Giovanni ; Bianchi, Francesco. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96640.

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2023Nowcasting Economic Activity Using Electricity Market Data: The Case of Lithuania. (2023). Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Lukauskas, Mantas. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:5:p:134-:d:1137785.

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2024REINVIGORATING GVA NOWCASTING IN THE POSTPANDEMIC PERIOD: A CASE STUDY FOR INDIA. (2024). Ghosh, Saurabh ; Bhadury, Soumya. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:sig:p:95-130.

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2023A Robustness Analysis of Newspaper-based Indices. (2023). Pastorek, Daniel ; Valovic, Roman. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:89_2023.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2023Are Phillips curves in CESEE still alive and well behaved?. (2023). Huber, Florian ; Schreiner, Josef. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2023:i:q3/23:b:1.

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2024What contributes to consumer price inflation? A novel decomposition framework with an application to Austria (Martin Schneider). (2024). Schneider, Martin. In: Working Papers. RePEc:onb:oenbwp:255.

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2024Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging. (2024). Luo, Jiawen ; Fu, Shengjie ; Cepni, Oguzhan ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202420.

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2023The Heterogeneity of European Bank Lending and the Role of Economic Policy Uncertainty. (2023). Mazurkova, Dajana ; Pastorek, Daniel. In: Journal of Economics / Ekonomicky casopis. RePEc:sav:journl:v:71:y:2023:i:3:p:258-278.

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2023Economic forecasting in a pandemic: some evidence from Singapore. (2023). Choy, Keen Meng ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02311-8.

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2023Predicting inflation component drivers in Nigeria: a stacked ensemble approach. (2023). Anthony, Abel ; Joshua, Jeremiah D ; Taiwo, Oyedamola F ; Akanni, Elijah O ; Akande, Emmanuel O. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00384-2.

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2023Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Koop, Gary ; Huber, Florian. In: Working Papers. RePEc:str:wpaper:2309.

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2023Subspace shrinkage in conjugate Bayesian vector autoregressions. (2023). Koop, Gary ; Huber, Florian. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:556-576.

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2023Censored density forecasts: Production and evaluation. (2023). Mitchell, James ; Weale, Martin. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:5:p:714-734.

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2024Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions. (2024). Huber, Florian ; Pruser, Jan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:269-291.

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2024Modeling the relation between the US real economy and the corporate bond?yield spread in Bayesian VARs with non?Gaussian innovations. (2023). Österholm, Pär ; Osterholm, Par ; Nguyen, Hoang ; Mazur, Stepan ; Kiss, Tamas. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:347-368.

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2023Out of Bounds: Do SPF Respondents Have Anchored Inflation Expectations?. (2023). Verbrugge, Randal ; Janson, Wesley ; Binder, Carola. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:559-576.

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2023Heterogeneity in the Effects of Uncertainty Shocks on Labor Market Dynamics and Extensive vs. Intensive Margins of Adjustment. (2023). Furceri, Davide ; Choi, Sangyup ; Yoo, Seung Yong. In: Working papers. RePEc:yon:wpaper:2023rwp-222.

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2024Forecasting economic activity using a neural network in uncertain times: Monte Carlo evidence and application to the German GDP. (2024). Holtemöller, Oliver ; Kozyrev, Boris ; Holtemoller, Oliver. In: IWH Discussion Papers. RePEc:zbw:iwhdps:287749.

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Works by luca onorante:

YearTitleTypeCited
2014Dynamic Model Averaging in Large Model Spaces Using Dynamic Occams Window In: Papers.
[Full Text][Citation analysis]		paper4
2019Inducing Sparsity and Shrinkage in Time-Varying Parameter Models In: Papers.
[Full Text][Citation analysis]		paper44
2019Inducing sparsity and shrinkage in time-varying parameter models.(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2019Inducing Sparsity and Shrinkage in Time-Varying Parameter Models.(2019) In: Working Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2021Inducing Sparsity and Shrinkage in Time-Varying Parameter Models.(2021) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		article
2021Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models In: Papers.
[Full Text][Citation analysis]		paper19
2022Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models.(2022) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2020Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models In: Papers.
[Full Text][Citation analysis]		paper8
2021Combining shrinkage and sparsity in conjugate vector autoregressive models.(2021) In: Journal of Applied Econometrics.
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2020Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs In: Papers.
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2021Nowcasting in a pandemic using non-parametric mixed frequency VARs.(2021) In: Working Paper Series.
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2023Nowcasting in a pandemic using non-parametric mixed frequency VARs.(2023) In: Journal of Econometrics.
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2021Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs.(2021) In: Working Papers.
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2022Forecasting euro area inflation using a huge panel of survey expectations In: Papers.
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2024Forecasting euro area inflation using a huge panel of survey expectations.(2024) In: International Journal of Forecasting.
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2024Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model In: Papers.
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2017Countercyclical capital regulation in a small open economy DSGE model In: IFC Bulletins chapters.
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2017Countercyclical Capital Regulation in a Small Open Economy DSGE Model.(2017) In: Research Technical Papers.
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2018Countercyclical capital regulation in a small open economy DSGE model.(2018) In: Working Paper Series.
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2024Merging Structural and Reduced-Form Models for Forecasting In: The B.E. Journal of Macroeconomics.
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2015Assessing the impact of macroprudential measures In: Economic Letters.
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2019Phillips curves in the euro area In: Research Technical Papers.
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2019Phillips curves in the euro area.(2019) In: Working Paper Series.
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2009Inflation and Inflation Uncertainty in the Euro Area In: CESifo Working Paper Series.
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2009Inflation and Inflation Uncertainty in the Euro Area.(2009) In: Discussion Papers of DIW Berlin.
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2010Inflation and inflation uncertainty in the euro area.(2010) In: Working Paper Series.
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2010Inflation and Inflation Uncertainty in the Euro Area.(2010) In: EcoMod2010.
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2012Inflation and inflation uncertainty in the euro area.(2012) In: Empirical Economics.
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2008Is U.S. Fiscal Policy Optimal? In: Working Papers.
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2006The Economic Importance of Fiscal Rules In: CEPR Discussion Papers.
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2006The Economic Importance of Fiscal Rules.(2006) In: Economics Working Papers.
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2007The Economic Importance of Fiscal Rules.(2007) In: Palgrave Macmillan Books.
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2010Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach In: CEPR Discussion Papers.
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2010Short-term inflation projections: a Bayesian vector autoregressive approach.(2010) In: Working Papers ECARES.
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2014Short-term inflation projections: A Bayesian vector autoregressive approach.(2014) In: International Journal of Forecasting.
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2021Using machine learning and big data to analyse the business cycle In: Economic Bulletin Articles.
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2019Sources of economic policy uncertainty in the euro area: a machine learning approach In: Economic Bulletin Boxes.
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2006Fiscal convergence before entering the EMU In: Working Paper Series.
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2010Fiscal Convergence Before Entering the EMU.(2010) In: EcoMod2004.
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2008The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area In: Working Paper Series.
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2010The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area.(2010) In: Journal of Policy Modeling.
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2010Food price pass-through in the euro area The role of asymmetries and non-linearities In: Working Paper Series.
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2010Food Price Pass-Through in the Euro Area: the Role of Asymmetries and Non-Linearities.(2010) In: EcoMod2010.
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2012Estimating Phillips curves in turbulent times using the ECBs survey of professional forecasters In: Working Paper Series.
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2011Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters*.(2011) In: Working Papers.
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2014Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences In: Working Paper Series.
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2014Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences.(2014) In: Staff Reports.
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2014Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences.(2014) In: Journal of Business & Economic Statistics.
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2019The macroeconomic effects of international uncertainty In: Working Paper Series.
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2019Merging structural and reduced-form models for forecasting: opening the DSGE-VAR box In: Working Paper Series.
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2020Economic policy uncertainty in the euro area: an unsupervised machine learning approach In: Working Paper Series.
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2020Nowcasting business cycle turning points with stock networks and machine learning In: Working Paper Series.
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2011Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters In: SIRE Discussion Papers.
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2024The economic impact of general vs. targeted lockdowns: New insights from Italian municipalities In: Economic Modelling.
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2023Sources of Economic Policy Uncertainty in the euro area In: European Economic Review.
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2023Testing big data in a big crisis: Nowcasting under Covid-19 In: International Journal of Forecasting.
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2022Testing big data in a big crisis: Nowcasting under COVID-19.(2022) In: Working Papers.
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2020Fragility and the effect of international uncertainty shocks In: Journal of International Money and Finance.
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2010The Emergence and Survival of Inflation Expectations In: EcoMod2010.
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2008The Revision of the Stability and Growth Pact: The Medium-Term Objective In: Chapters.
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2019Macroeconomic Nowcasting Using Google Probabilities? In: Advances in Econometrics.
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2023The ECB Strategy Review - Implications for the Space of Monetary Policy In: European Economy - Discussion Papers.
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2006Interaction of Fiscal Policies on the Euro Area: How Much Pressure on the ECB? In: Economics Working Papers.
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2012Food Price Pass-Through in the Euro Area: Non-Linearities and the Role of the Common Agricultural Policy In: International Journal of Central Banking.
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2023Two Approaches to Saving the Economy: Micro-Level Effects of Covid-19 Lockdowns in Italy In: Working Papers.
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2004Fiscal, monetary and wage policies in a MU: is there a need for fiscal rules? In: Money Macro and Finance (MMF) Research Group Conference 2003.
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2014Rejoinder In: Journal of Business & Economic Statistics.
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2015Letter to the Editor In: Journal of Official Statistics.
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2017The macroeconomic effects of international uncertainty shocks In: Department of Economics Working Papers.
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2017The macroeconomic effects of international uncertainty shocks.(2017) In: Department of Economics Working Paper Series.
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