Details about Matteo Ciccarelli

Access statistics for papers by Matteo Ciccarelli.

Last updated 2009-07-14. Update your information in the RePEc Author Service.

Short-id: pci57

Working Papers

2009

1. Do institutional changes affect business cycles? Evidence from Europe
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
2. The Effects of Monetary Policy on Unemployment Dynamics under Model Uncertainty - Evidence from the US and the Euro Area
   CESifo Working Paper Series, CESifo Group Munich
3. What drives euro area break-even inflation rates?
   Working Paper Series, European Central Bank

2008

4. Estimating Multi-country VAR models
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
   Also in Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations
   Working Paper Series, European Central Bank (2006) View citations
   Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy (2007)
5. Global inflation
   Working Paper Series, Federal Reserve Bank of Chicago View citations
   Also in Kiel Working Papers, Kiel Institute for the World Economy (2007)
   Working Paper Series, European Central Bank (2005) View citations
   Working Papers Central Bank of Chile, Central Bank of Chile (2005) View citations
6. Inflation models, optimal monetary policy and uncertain unemployment dynamics: Evidence from the US and the euro area
   Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy

2007

7. Inflation forecasts, monetary policy and unemployment dynamics: evidence from the US and the euro area
   Working Paper Series, European Central Bank View citations
   Also in Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy (2006)
8. Information combination and forecast (st)ability. Evidence from vintages of time-series data
   Working Paper Series, European Central Bank

2006

9. Price setting and inflation persistence: did EMU matter?
   Working Paper Series, European Central Bank View citations
   See also Journal Article in Economic Policy (2006)
10. The Dutch block of the ESCB multi-country model
    Working Paper Series, European Central Bank View citations

2004

11. Has the Transmission Mechanism of European Monetary Policy Changed in the Run-Up to EMU?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    See also Journal Article in European Economic Review (2006)
12. Similarities and Convergence in G-7 Cycles
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations
    Also in Working Paper Series, European Central Bank (2004) View citations
    Banco de España Working Papers, Banco de España (2004) View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations
    See also Journal Article in Journal of Monetary Economics (2007)
13. Testing Gibrat's Legacy: A Bayesian Approach to Study the Growth of Firms
    Working Papers, Utrecht School of Economics
    See also Journal Article in Structural Change and Economic Dynamics (2007)

2003

14. Bayesian VARs: A Survey of the Recent Literature with an Application to the European Monetary System
    IMF Working Papers, International Monetary Fund
15. Measuring Contagion with a Bayesian Time-Varying Coefficient Model
    IMF Working Papers, International Monetary Fund View citations
    Also in Working Paper Series, European Central Bank (2003) View citations
16. Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2002)

2002

17. FROM GIBRAT'S LEGACY TO GIBRAT'S FALLACY. A BAYESIAN APPROACH TO STUDY THE GROWTH OF FIRMS
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations
    Also in Working Papers, University of Bergamo, Department of Economics (2002)
18. The Transmission Mechanism of European Monetary Policy: Is There Heterogeneity? Is it Changing over Time?
    IMF Working Papers, International Monetary Fund View citations

2001

19. Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2000) View citations
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1999) View citations
    See also Journal Article in Journal of Econometrics (2004)
20. TESTING RESTRICTIONS IN NORMAL DATA MODELS USING GIBBS SAMPLING
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations

Journal Articles

2007

1. Similarities and convergence in G-7 cycles
   Journal of Monetary Economics, 2007, 54, (3), 850-878 View citations
   See also Working Paper (2004)
2. Testing Gibrat's legacy: A Bayesian approach to study the growth of firms
   Structural Change and Economic Dynamics, 2007, 18, (3), 348-369
   See also Working Paper (2004)

2006

3. Has the transmission mechanism of European monetary policy changed in the run-up to EMU?
   European Economic Review, 2006, 50, (3), 737-776 View citations
   See also Working Paper (2004)
4. Price setting and inflation persistence: did EMU matter?
   Economic Policy, 2006, 21, (46), 353-387 View citations
   See also Working Paper (2006)

2005

5. Profit differentials and innovation
   Economics of Innovation and New Technology, 2005, 14, (1-2), 43-61 View citations

2004

6. Forecasting and turning point predictions in a Bayesian panel VAR model
   Journal of Econometrics, 2004, 120, (2), 327-359 View citations
   See also Working Paper (2001)
7. Testing restrictions in hierarchical normal data models using Gibbs sampling
   Research in Economics, 2004, 58, (2), 135-157