Details about Matteo Ciccarelli

Access statistics for papers by Matteo Ciccarelli.

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

Short-id: pci57

Working Papers

2019

1. The link between labor cost and price inflation in the euro area
   Working Paper Series, European Central Bank View citations (40)

2017

2. Low inflation in the euro area: Causes and consequences
   Occasional Paper Series, European Central Bank View citations (94)
3. Unconventional monetary policy and the anchoring of inflation expectations
   Working Paper Series, European Central Bank View citations (14)

2016

4. Mending the broken link: heterogeneous bank lending and monetary policy pass-through
   Working Paper Series, European Central Bank View citations (44)
   Also in Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2016) View citations (45)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (45)

2015

5. ClubMed? Cyclical Fluctuations in the Mediterranean Basin
   Working Papers, Barcelona School of Economics View citations (2)
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2012) View citations (32)
   See also Journal Article ClubMed? Cyclical fluctuations in the Mediterranean basin, Journal of International Economics, Elsevier (2012) View citations (28) (2012)
6. International spillovers in inflation expectations
   Working Paper Series, European Central Bank View citations (8)

2013

7. Financial shocks and the macroeconomy: heterogeneity and non-linearities
   Occasional Paper Series, European Central Bank View citations (31)
8. Heterogeneous transmission mechanism: monetary policy and financial fragility in the euro area
   Working Paper Series, European Central Bank View citations (157)
9. Panel Vector Autoregressive Models: A Survey
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (326)
   Also in Working Paper Series, European Central Bank (2013) View citations (313)

2012

10. Do institutional changes affect business cycles? Evidence from Europe
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (53)
    Also in Working Papers, Banco de España (2009) View citations (18)
    See also Journal Article Do institutional changes affect business cycles? Evidence from Europe, Journal of Economic Dynamics and Control, Elsevier (2012) View citations (50) (2012)
11. Heterogeneity and cross-country spillovers in macroeconomic-financial linkages
    Working Papers, Banco de España View citations (21)
    Also in Working Paper Series, European Central Bank (2012) View citations (26)

2011

12. Cyclical fluctuations in the Mediterranean basin
    Working Paper Series, European Central Bank View citations (4)
13. Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset
    CESifo Working Paper Series, CESifo View citations (5)
    Also in CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2011) View citations (5)

2010

14. Trusting the bankers: a new look at the credit channel of monetary policy
    Working Paper Series, European Central Bank View citations (141)
    See also Journal Article Trusting the Bankers: A New Look at the Credit Channel of Monetary Policy, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2015) View citations (139) (2015)

2009

15. 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 View citations (4)
    Also in Working Paper Series, European Central Bank (2009) View citations (8)
    CESifo Working Paper Series, CESifo (2009) View citations (8)
16. What drives euro area break-even inflation rates?
    Working Paper Series, European Central Bank View citations (11)

2008

17. Estimating multi-country VAR models
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
    Also in Working Paper Series, European Central Bank (2006) View citations (13)
    Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (22)
    Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy (2007) View citations (2)
    See also Journal Article ESTIMATING MULTICOUNTRY VAR MODELS, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2009) View citations (217) (2009)
18. Global inflation
    Working Paper Series, Federal Reserve Bank of Chicago View citations (17)
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2006) View citations (1)
    Working Papers Central Bank of Chile, Central Bank of Chile (2005) View citations (4)
    Working Paper Series, European Central Bank (2005) View citations (64)
    See also Journal Article Global Inflation, The Review of Economics and Statistics, MIT Press (2010) View citations (113) (2010)
19. 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

20. Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro area
    2007 Meeting Papers, Society for Economic Dynamics View citations (10)
    Also in Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy (2006) View citations (1)
21. Information combination and forecast (st)ability evidence from vintages of time-series data
    Working Paper Series, European Central Bank View citations (11)

2006

22. Price setting and inflation persistence: did EMU matter?
    Working Paper Series, European Central Bank View citations (41)
23. The Dutch block of the ESCB multi-country model
    Working Paper Series, European Central Bank View citations (8)

2005

24. Testing Gibrat's Legacy: A Bayesian Approach to Study the Growth of Firms
    Working Papers, Utrecht School of Economics
    See also Journal Article Testing Gibrat's legacy: A Bayesian approach to study the growth of firms, Structural Change and Economic Dynamics, Elsevier (2007) View citations (13) (2007)

2004

25. Has the Transmission Mechanism of European Monetary Policy Changed in the Run-Up to EMU?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    See also Journal Article Has the transmission mechanism of European monetary policy changed in the run-up to EMU?, European Economic Review, Elsevier (2006) View citations (39) (2006)
26. Similarities and Convergence in G7 Cycles
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
    Also in Working Papers, Banco de España (2004) View citations (17)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2004) View citations (20)
    Working Paper Series, European Central Bank (2004) View citations (21)
    See also Journal Article Similarities and convergence in G-7 cycles, Journal of Monetary Economics, Elsevier (2007) View citations (186) (2007)

2003

27. Measuring contagion with a Bayesian, time-varying coefficient model
    Working Paper Series, European Central Bank View citations (14)
28. Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2002) View citations (4)

2002

29. 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 (1)
    Also in Working Papers (-2012), University of Bergamo, Department of Economics (2002) View citations (1)

2001

30. Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1999) View citations (7)
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2000) View citations (7)
    See also Journal Article Forecasting and turning point predictions in a Bayesian panel VAR model, Journal of Econometrics, Elsevier (2004) View citations (134) (2004)
31. TESTING RESTRICTIONS IN NORMAL DATA MODELS USING GIBBS SAMPLING
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (1)
32. The Transmission Mechanism of European Monetary Policy: Is There Heterogeneity? Is It Changing Over Time?
    Working Papers, Banco de España View citations (14)

Journal Articles

2016

1. Commonalities and cross-country spillovers in macroeconomic-financial linkages
   The B.E. Journal of Macroeconomics, 2016, 16, (1), 231-275 View citations (13)

2015

2. Trusting the Bankers: A New Look at the Credit Channel of Monetary Policy
   Review of Economic Dynamics, 2015, 18, (4), 979-1002 View citations (139)
   See also Working Paper Trusting the bankers: a new look at the credit channel of monetary policy, Working Paper Series (2010) View citations (141) (2010)
   Software Item Code and data files for "Trusting the bankers: A new look at the credit channel of monetary policy", Computer Codes (2014) (2014)

2013

3. Heterogeneous transmission mechanism and the credit channel in the euro area
   Research Bulletin, 2013, 18, 2-8

2012

4. ClubMed? Cyclical fluctuations in the Mediterranean basin
   Journal of International Economics, 2012, 88, (1), 162-175 View citations (28)
   See also Working Paper ClubMed? Cyclical Fluctuations in the Mediterranean Basin, Working Papers (2015) View citations (2) (2015)
5. Do institutional changes affect business cycles? Evidence from Europe
   Journal of Economic Dynamics and Control, 2012, 36, (10), 1520-1533 View citations (50)
   See also Working Paper Do institutional changes affect business cycles? Evidence from Europe, Economics Working Papers (2012) View citations (53) (2012)
6. Monetary policy analysis and data revisions – vintage combination from a real-time dataset
   Research Bulletin, 2012, 15, 7-11

2010

7. Evaluating the effect of monetary policy on unemployment with alternative inflation forecasts
   Economic Modelling, 2010, 27, (1), 237-253 View citations (7)
8. Forecast uncertainty: sources, measurement and evaluation
   Journal of Applied Econometrics, 2010, 25, (4), 509-513 View citations (7)
9. Global Inflation
   The Review of Economics and Statistics, 2010, 92, (3), 524-535 View citations (113)
   See also Working Paper Global inflation, Working Paper Series (2008) View citations (17) (2008)

2009

10. ESTIMATING MULTICOUNTRY VAR MODELS
    International Economic Review, 2009, 50, (3), 929-959 View citations (217)
    See also Working Paper Estimating multi-country VAR models, Economics Working Papers (2008) (2008)
11. 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 View citations (4)

2007

12. Similarities and convergence in G-7 cycles
    Journal of Monetary Economics, 2007, 54, (3), 850-878 View citations (186)
    See also Working Paper Similarities and Convergence in G7 Cycles, CEPR Discussion Papers (2004) View citations (10) (2004)
13. Testing Gibrat's legacy: A Bayesian approach to study the growth of firms
    Structural Change and Economic Dynamics, 2007, 18, (3), 348-369 View citations (13)
    See also Working Paper Testing Gibrat's Legacy: A Bayesian Approach to Study the Growth of Firms, Working Papers (2005) (2005)

2006

14. A real-time database for the euro area
    Research Bulletin, 2006, 5, 6-8 View citations (3)
15. 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 (39)
    See also Working Paper Has the Transmission Mechanism of European Monetary Policy Changed in the Run-Up to EMU?, CEPR Discussion Papers (2004) View citations (4) (2004)

2005

16. Is inflation a global phenomenon?
    Research Bulletin, 2005, 3, 6-7 View citations (3)
17. Profit differentials and innovation
    Economics of Innovation and New Technology, 2005, 14, (1-2), 43-61 View citations (77)

2004

18. Forecasting and turning point predictions in a Bayesian panel VAR model
    Journal of Econometrics, 2004, 120, (2), 327-359 View citations (134)
    See also Working Paper Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model, CEPR Discussion Papers (2001) View citations (1) (2001)
19. Testing restrictions in hierarchical normal data models using Gibbs sampling
    Research in Economics, 2004, 58, (2), 135-157

2003

20. BVARs: A Survey of the Recent Literature with an Application to the European Monetary System
    Rivista di Politica Economica, 2003, 93, (5), 47-112 View citations (12)

Undated

21. 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 View citations (8)

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
   See also Journal Article Trusting the Bankers: A New Look at the Credit Channel of Monetary Policy, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2015) View citations (139) (2015)