Fabrizio Venditti : Citation Profile

Banca d'Italia

13

H index

14

i10 index

611

Citations

RESEARCH PRODUCTION:

17

Articles

38

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2006 - 2023). See details.
   Cites by year: 35
   Journals where Fabrizio Venditti has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 18 (2.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve306
   Updated: 2025-04-12    RAS profile: 2023-10-03    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Di Nino, Virginia (4)

Stracca, Livio (3)

Alonso Alvarez, Irma (3)

Arrigoni, Simone (3)

Delle Monache, Davide (3)

Petrella, Ivan (3)

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 (13)

Baumeister, Christiane (12)

Tamborini, Roberto (11)

Busetti, Fabio (9)

Mignon, Valérie (7)

Fritsche, Ulrich (7)

Bagnai, Alberto (6)

Siklos, Pierre (6)

Salisu, Afees (6)

Hamilton, James (6)

Cites to:

Reichlin, Lucrezia (45)

Kilian, Lutz (45)

Giannone, Domenico (44)

Marcellino, Massimiliano (23)

Watson, Mark (19)

Gourinchas, Pierre-Olivier (17)

Rebucci, Alessandro (17)

Cesa-Bianchi, Ambrogio (17)

Pesaran, Mohammad (15)

Gopinath, Gita (14)

Petrella, Ivan (14)

Main data

Production by document typechapterpaperarticle2006200720082009201020112012201320142015201620172018201920202021202220230510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2006200720082009201020112012201320142015201620172018201920202021202220230255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200620072008200920102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200620072008200920102011201220132014201520162017201820192020202120222023050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 13Most cited documents1234567891011121314150100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Fabrizio Venditti has published?

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

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank11
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area10
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Questioni di Economia e Finanza (Occasional Papers) / Bank of Italy, Economic Research and International Relations Area4
Working Papers / Banco de Espa�a2
Occasional Paper Series / European Central Bank2

Recent works citing Fabrizio Venditti (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

Full description at Econpapers || Download paper

2024Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models. (2024). Krabbe, Frederik. In: Papers. RePEc:arx:papers:2412.19555.

Full description at Econpapers || Download paper

2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

Full description at Econpapers || Download paper

2024Does membership of the EMU matter for economic and financial outcomes?. (2024). Song, Suyong ; Kishor, N ; Ardakani, Omid M. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:3:p:416-447.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching?. (2024). Sola, Martin ; Kenc, Turalay ; Caravello, Tomas E ; Driffill, John. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001118.

Full description at Econpapers || Download paper

2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500.

Full description at Econpapers || Download paper

2024The Effects of Monetary Policy on Capital Flows: An Emerging Market Survey. (2024). Villamizar-Villegas, mauricio ; Arango-Lozano, Lucia ; Castelblanco, Geraldine ; Ruiz-Sanchez, Maria A ; Fajardo-Baquero, Nicols. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000621.

Full description at Econpapers || Download paper

2024From oil surges to renewable shifts: Unveiling the dynamic impact of supply and demand shocks in global crude oil market on U.S. clean energy trends. (2024). Esmaeili, Parisa ; Rafei, Meysam ; Salari, Mahmoud ; Balsalobre-Lorente, Daniel. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002726.

Full description at Econpapers || Download paper

2024Hedging and safe haven assets dynamics in developed and developing markets: Are different markets that much different?. (2024). Gurdgiev, Constantin ; Petrovskiy, Alexander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005756.

Full description at Econpapers || Download paper

2024Capital flow dynamics and the synchronization of financial cycles and business cycles in emerging market economies. (2024). Juhro, Solikin ; Narayan, Paresh Kumar ; Iyke, Bernard Njindan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000465.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors. (2024). Liu, Yang ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1391-1409.

Full description at Econpapers || Download paper

2024Vulnerable funding in the global economy. (2024). Uribe, Jorge ; Chuliá, Helena ; Garrn, Ignacio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002280.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Heterogeneity in the pass-through from oil to gasoline prices: A new instrument for estimating the price elasticity of gasoline demand. (2024). Zhou, Xiaoqing ; Kilian, Lutz. In: Journal of Public Economics. RePEc:eee:pubeco:v:232:y:2024:i:c:s0047272724000355.

Full description at Econpapers || Download paper

2024IFCI-SA: International financial conditions index for South American economies. (2024). Garcia-Hiernaux, Alfredo ; Fried-Gindel, Alejandro ; Brum-Civelli, Conrado. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003003.

Full description at Econpapers || Download paper

2025The Global Financial Cycle and country risk in emerging markets during stress episodes: A Copula-CoVaR approach. (2025). Romero, José ; Ramrez-Gonzlez, Mahicol Stiben ; Melo-Velandia, Luis Fernando. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003945.

Full description at Econpapers || Download paper

2025Identifying Useful Indicators for Nowcasting GDP in Sweden. (2025). Mazur, Stepan ; Raftab, Mariya ; Karlsson, Sune. In: Working Papers. RePEc:hhs:oruesi:2025_004.

Full description at Econpapers || Download paper

2024How do supply or demand shocks affect the US oil market?. (2024). Golpe, Antonio ; Martn-Lvarez, Juan Manuel ; Feria, Julia ; Vides, Jos Carlos. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00561-8.

Full description at Econpapers || Download paper

2024Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets. (2024). Bogobska, Joanna ; Szczepocki, Piotr ; Feder-Sempach, Ewa. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00589-w.

Full description at Econpapers || Download paper

2024Nonlinearity, Endogeneity, and Interaction: Implications for European Reform of Budgetary Rules. (2024). Travaglini, Giuseppe ; Bellocchi, Alessandro. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:10:y:2024:i:2:d:10.1007_s40797-023-00253-3.

Full description at Econpapers || Download paper

2024Dynamics of Capital Flows and Global Factors: Case of Emerging Economies. (2024). Dua, Pami ; Verma, Neha. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:4:d:10.1007_s40953-024-00409-7.

Full description at Econpapers || Download paper

Works by Fabrizio Venditti:

Year  ↓Title  ↓Type  ↓Cited  ↓
2016The Financial Stability Dark Side of Monetary Policy In: BCAM Working Papers.
[Full Text][Citation analysis]		paper6
2017The financial stability dark side of monetary policy.(2017) In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper11
2016Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation.(2016) In: Advances in Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		chapter
2019The benefits and costs of adjusting bank capitalisation: evidence from euro area countries In: Working Papers.
[Full Text][Citation analysis]		paper3
2019The benefits and costs of adjusting bank capitalisation: evidence from euro area countries.(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2020Strategic interactions and price dynamics in the global oil market In: Working Papers.
[Full Text][Citation analysis]		paper3
2020Strategic interactions and price dynamics in the global oil market.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2022Strategic interactions and price dynamics in the global oil market.(2022) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2014Surprise! Euro area inflation has fallen In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper32
2015Wages and prices in Italy during the crisis: the firms� perspective In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper7
2018A risk dashboard for the Italian economy In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper3
2019An indicator of macro-financial stress for Italy In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper4
2014The effects of the crisis on production potential and household spending in Italy In: Workshop and Conferences.
[Full Text][Citation analysis]		paper0
2015Short term inflation forecasting: the M.E.T.A. approach In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper5
2017Short-term inflation forecasting: The M.E.T.A. approach.(2017) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2015The time varying effect of oil price shocks on euro-area exports In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper36
2015The time varying effect of oil price shocks on euro-area exports.(2015) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		article
2017Large time-varying parameter VARs: a non-parametric approach In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper21
2016Large Time-Varying Parameter VARs: A Non-Parametric Approach.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2019Large time‐varying parameter VARs: A nonparametric approach.(2019) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		article
2020Price dividend ratio and long-run stock returns: a score driven state space model In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper4
2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Price dividend ratio and long-run stock returns: a score driven state space model.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2021Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model.(2021) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2008Forecasting inflation and tracking monetary policy in the euro area: does national information help? In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper9
2008Forecasting inflation and tracking monetary policy in the euro area: does national information help?.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2013Forecasting inflation and tracking monetary policy in the euro area: does national information help?.(2013) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2010Down the non-linear road from oil to consumer energy prices: no much asymmetry along the way In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper5
2012Forecasting economic activity with higher frequency targeted predictors In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper17
2012Do food commodity prices have asymmetric effects on Euro-Area inflation? In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper6
2014Do food commodity prices have asymmetric effects on euro-area inflation?.(2014) In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2013Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper63
2013Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 63		paper
2016Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility.(2016) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 63		article
2015Failing to Forecast Low Inflation and Phillips Curve Instability: A Euro-Area Perspective In: International Finance.
[Full Text][Citation analysis]		article40
2016Adaptive state space models with applications to the business cycle and financial stress In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2018The global financial cycle: implications for the global economy and the euro area In: Economic Bulletin Articles.
[Full Text][Citation analysis]		article13
2016Macroprudential effects of systemic bank stress In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article1
2010Energy markets and the euro area macroeconomy In: Occasional Paper Series.
[Full Text][Citation analysis]		paper2
2021The implications of globalisation for the ECB monetary policy strategy In: Occasional Paper Series.
[Full Text][Citation analysis]		paper2
2006Inflation convergence and divergence within the European Monetary Union In: Working Paper Series.
[Full Text][Citation analysis]		paper142
2007Inflation Convergence and Divergence within the European Monetary Union.(2007) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 142		article
2019The global capital flows cycle: structural drivers and transmission channels In: Working Paper Series.
[Full Text][Citation analysis]		paper27
2020The fundamentals of safe assets In: Working Paper Series.
[Full Text][Citation analysis]		paper24
2020The fundamentals of safe assets.(2020) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
2020The simpler the better: measuring financial conditions for monetary policy and financial stability In: Working Paper Series.
[Full Text][Citation analysis]		paper15
2021The simpler, the better: Measuring financial conditions for monetary policy and financial stability.(2021) In: EIB Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2020The influence of OPEC+ on oil prices: a quantitative assessment In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2020Global financial markets and oil price shocks in real time In: Working Paper Series.
[Full Text][Citation analysis]		paper9
2022Leaning against the global financial cycle In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2013From oil to consumer energy prices: How much asymmetry along the way? In: Energy Economics.
[Full Text][Citation analysis]		article41
2015Forecasting economic activity with targeted predictors In: International Journal of Forecasting.
[Full Text][Citation analysis]		article36
2023Decomposing the Monetary Policy Multiplier In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2017A daily indicator of economic growth for the euro area In: International Journal of Computational Economics and Econometrics.
[Full Text][Citation analysis]		article6
2022Measuring Financial Conditions using Equal Weights Combination In: IMF Economic Review.
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team