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Details about Matteo Ciccarelli

Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Matteo Ciccarelli.

Last updated 2019-02-11. Update your information in the RePEc Author Service.

Short-id: pci57


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Working Papers

2019

  1. The link between labor cost and price inflation in the euro area
    Working Paper Series, European Central Bank Downloads View citations (2)

2017

  1. Low inflation in the euro area: Causes and consequences
    Occasional Paper Series, European Central Bank Downloads View citations (18)
  2. Unconventional monetary policy and the anchoring of inflation expectations
    Working Paper Series, European Central Bank Downloads View citations (4)

2016

  1. Mending the broken link: heterogeneous bank lending and monetary policy pass-through
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School Downloads View citations (21)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (22)
    Working Paper Series, European Central Bank (2016) Downloads View citations (24)

2015

  1. International spillovers in inflation expectations
    Working Paper Series, European Central Bank Downloads View citations (1)

2013

  1. Financial shocks and the macroeconomy: heterogeneity and non-linearities
    Occasional Paper Series, European Central Bank Downloads View citations (14)
  2. Heterogeneous transmission mechanism: monetary policy and financial fragility in the euro area
    Working Paper Series, European Central Bank Downloads View citations (73)
  3. Panel Vector Autoregressive Models: A Survey
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (90)
    Also in Working Paper Series, European Central Bank (2013) Downloads View citations (90)

2012

  1. ClubMed? Cyclical fluctuations in the Mediterranean basin
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (12)
    Also in Working Papers, Barcelona Graduate School of Economics (2011) Downloads View citations (2)

    See also Journal Article in Journal of International Economics (2012)
  2. Do institutional changes affect business cycles? Evidence from Europe
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (32)
    Also in Working Papers, Banco de España (2009) Downloads View citations (12)

    See also Journal Article in Journal of Economic Dynamics and Control (2012)
  3. Heterogeneity and cross-country spillovers in macroeconomic-financial linkages
    Working Papers, Banco de España Downloads View citations (13)
    Also in Working Paper Series, European Central Bank (2012) Downloads View citations (19)

2011

  1. Cyclical fluctuations in the Mediterranean basin
    Working Paper Series, European Central Bank Downloads View citations (2)
  2. Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (3)
    Also in CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2011) Downloads View citations (1)

2010

  1. Trusting the bankers: a new look at the credit channel of monetary policy
    Working Paper Series, European Central Bank Downloads View citations (81)
    See also Journal Article in Review of Economic Dynamics (2015)

2009

  1. The Effects of Monetary Policy on Unemployment Dynamics Under Model Uncertainty. Evidence from the US and the Euro Area
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy Downloads View citations (2)
    Also in CESifo Working Paper Series, CESifo Group Munich (2009) Downloads View citations (3)
    Working Paper Series, European Central Bank (2009) Downloads View citations (2)
  2. What drives euro area break-even inflation rates?
    Working Paper Series, European Central Bank Downloads View citations (4)

2008

  1. Estimating multi-country VAR models
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads
    Also in Working Paper Series, European Central Bank (2006) Downloads View citations (8)
    Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy (2007) Downloads
    Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (17)

    See also Journal Article in International Economic Review (2009)
  2. Global inflation
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (17)
    Also in Working Paper Series, European Central Bank (2005) Downloads View citations (46)
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) (2006) Downloads View citations (1)
    Working Papers Central Bank of Chile, Central Bank of Chile (2005) Downloads View citations (4)

    See also Journal Article in The Review of Economics and Statistics (2010)
  3. 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 Downloads

2007

  1. Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro area
    2007 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy (2006) Downloads View citations (1)
  2. Information combination and forecast (st)ability evidence from vintages of time-series data
    Working Paper Series, European Central Bank Downloads View citations (10)

2006

  1. Price setting and inflation persistence: did EMU matter?
    Working Paper Series, European Central Bank Downloads View citations (38)
    See also Journal Article in Economic Policy (2006)
  2. The Dutch block of the ESCB multi-country model
    Working Paper Series, European Central Bank Downloads View citations (8)

2005

  1. Testing Gibrat's Legacy: A Bayesian Approach to Study the Growth of Firms
    Working Papers, Utrecht School of Economics Downloads
    See also Journal Article in Structural Change and Economic Dynamics (2007)

2004

  1. Has the Transmission Mechanism of European Monetary Policy Changed in the Run-Up to EMU?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article in European Economic Review (2006)
  2. Similarities and Convergence in G7 Cycles
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    Also in Working Paper Series, European Central Bank (2004) Downloads View citations (17)
    Working Papers, Banco de España (2004) Downloads View citations (9)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2004) Downloads View citations (15)

    See also Journal Article in Journal of Monetary Economics (2007)

2003

  1. Bayesian Vars; A Survey of the Recent Literature with An Application to the European Monetary System
    IMF Working Papers, International Monetary Fund Downloads View citations (8)
  2. Measuring Contagion with a Bayesian Time-Varying Coefficient Model
    IMF Working Papers, International Monetary Fund Downloads View citations (7)
    Also in Working Paper Series, European Central Bank (2003) Downloads View citations (11)
  3. Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2002) Downloads View citations (4)

2002

  1. 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) Downloads View citations (1)
    Also in Working Papers (-2012), University of Bergamo, Department of Economics (2002) Downloads
  2. The Transmission Mechanism of European Monetary Policy; Is There Heterogeneity? Is it Changing over Time?
    IMF Working Papers, International Monetary Fund Downloads View citations (21)
    Also in Working Papers, Banco de España (2001) Downloads View citations (10)

2001

  1. Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2000) Downloads View citations (7)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1999) Downloads View citations (7)

    See also Journal Article in Journal of Econometrics (2004)
  2. TESTING RESTRICTIONS IN NORMAL DATA MODELS USING GIBBS SAMPLING
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (1)

Journal Articles

2016

  1. Commonalities and cross-country spillovers in macroeconomic-financial linkages
    The B.E. Journal of Macroeconomics, 2016, 16, (1), 231-275 Downloads View citations (5)

2015

  1. Trusting the Bankers: A New Look at the Credit Channel of Monetary Policy
    Review of Economic Dynamics, 2015, 18, (4), 979-1002 Downloads View citations (48)
    See also Software Item (2014)
    Working Paper (2010)

2013

  1. Heterogeneous transmission mechanism and the credit channel in the euro area
    Research Bulletin, 2013, 18, 2-8 Downloads
  2. Heterogeneous transmission mechanism: monetary policy and financial fragility in the eurozone
    Economic Policy, 2013, 28, (75), 459-512 Downloads View citations (77)

2012

  1. ClubMed? Cyclical fluctuations in the Mediterranean basin
    Journal of International Economics, 2012, 88, (1), 162-175 Downloads View citations (12)
    See also Working Paper (2012)
  2. Do institutional changes affect business cycles? Evidence from Europe
    Journal of Economic Dynamics and Control, 2012, 36, (10), 1520-1533 Downloads View citations (34)
    See also Working Paper (2012)
  3. Monetary policy analysis and data revisions – vintage combination from a real-time dataset
    Research Bulletin, 2012, 15, 7-11 Downloads

2010

  1. Evaluating the effect of monetary policy on unemployment with alternative inflation forecasts
    Economic Modelling, 2010, 27, (1), 237-253 Downloads View citations (5)
  2. Forecast uncertainty: sources, measurement and evaluation
    Journal of Applied Econometrics, 2010, 25, (4), 509-513 Downloads View citations (4)
  3. Global Inflation
    The Review of Economics and Statistics, 2010, 92, (3), 524-535 Downloads View citations (114)
    See also Working Paper (2008)

2009

  1. ESTIMATING MULTICOUNTRY VAR MODELS
    International Economic Review, 2009, 50, (3), 929-959 Downloads View citations (147)
    See also Working Paper (2008)
  2. The Effects of Monetary Policy on Unemployment Dynamics under Model Uncertainty: Evidence from the United States and the Euro Area
    Journal of Money, Credit and Banking, 2009, 41, (7), 1265-1300 Downloads View citations (2)

2007

  1. Similarities and convergence in G-7 cycles
    Journal of Monetary Economics, 2007, 54, (3), 850-878 Downloads View citations (164)
    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 Downloads View citations (12)
    See also Working Paper (2005)

2006

  1. A real-time database for the euro area
    Research Bulletin, 2006, 5, 6-8 Downloads View citations (3)
  2. Has the transmission mechanism of European monetary policy changed in the run-up to EMU?
    European Economic Review, 2006, 50, (3), 737-776 Downloads View citations (30)
    See also Working Paper (2004)
  3. Price setting and inflation persistence: did EMU matter?
    Economic Policy, 2006, 21, (46), 353-387 Downloads View citations (22)
    See also Working Paper (2006)

2005

  1. Is inflation a global phenomenon?
    Research Bulletin, 2005, 3, 6-7 Downloads View citations (2)
  2. Profit differentials and innovation
    Economics of Innovation and New Technology, 2005, 14, (1-2), 43-61 Downloads View citations (47)

2004

  1. Forecasting and turning point predictions in a Bayesian panel VAR model
    Journal of Econometrics, 2004, 120, (2), 327-359 Downloads View citations (80)
    See also Working Paper (2001)
  2. Testing restrictions in hierarchical normal data models using Gibbs sampling
    Research in Economics, 2004, 58, (2), 135-157 Downloads

2003

  1. BVARs: A Survey of the Recent Literature with an Application to the European Monetary System
    Rivista di Politica Economica, 2003, 93, (5), 47-112 Downloads View citations (7)

Undated

  1. Measuring contagion and interdependence with a Bayesian time-varying coefficient model: An application to the Chilean FX market during the Argentine crisis
    Journal of Financial Econometrics, 5, (2), 285-320 Downloads View citations (1)

Software Items

2014

  1. Code and data files for "Trusting the bankers: A new look at the credit channel of monetary policy"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2015)
 
Page updated 2019-09-21