Details about Antonello D'Agostino

Access statistics for papers by Antonello D'Agostino.

Last updated 2023-09-08. Update your information in the RePEc Author Service.

Short-id: pda266

Working Papers

2016

1. A global trade model for the euro area
   Working Paper Series, European Central Bank
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015) View citations (4)
   See also Journal Article in International Journal of Central Banking (2017)
2. Euro Area Sovereign Ratings: An Analysis of Fundamental Criteria and Subjective Judgement
   Working Papers, European Stability Mechanism View citations (3)
3. Expectation-driven cycles: Time-Varying Effects
   EcoMod2016, EcoMod
   Also in Working Paper Series, European Central Bank (2015)
   Working Papers, Banco de Portugal, Economics and Research Department (2015) View citations (1)

2015

4. Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy
   Working Paper Series, European Central Bank View citations (7)
   Also in Working Papers, European Stability Mechanism (2015) View citations (3)
   See also Journal Article in Journal of Applied Econometrics (2016)
5. Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (11)
   See also Chapter (2016)

2013

6. Financial shocks and the macroeconomy: heterogeneity and non-linearities
   Occasional Paper Series, European Central Bank View citations (31)
7. The pricing of G7 sovereign bond spreads: the times, they are a-changin
   Working Paper Series, European Central Bank View citations (16)
   Also in MPRA Paper, University Library of Munich, Germany (2012) View citations (14)
   See also Journal Article in Journal of Banking & Finance (2014)

2012

8. Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years
   Working Paper Series, European Central Bank View citations (5)

2011

9. A Century of Inflation Forecasts
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
   See also Journal Article in The Review of Economics and Statistics (2012)
10. Are some forecasters really better than others?
    MPRA Paper, University Library of Munich, Germany View citations (1)
    Also in Working Papers, School of Economics, University College Dublin (2010) View citations (1)
    Research Technical Papers, Central Bank of Ireland (2010)
    See also Journal Article in Journal of Money, Credit and Banking (2012)
11. Assessing the sensitivity of inflation to economic activity
    Working Paper Series, European Central Bank View citations (6)
12. Nowcasting Irish GDP
    MPRA Paper, University Library of Munich, Germany View citations (5)
    Also in Research Technical Papers, Central Bank of Ireland (2008) View citations (20)
    See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2012)
13. The predictive content of sectoral stock prices: a US-euro area comparison
    Working Paper Series, European Central Bank View citations (2)
14. Understanding and forecasting aggregate and disaggregate price dynamics
    Working Paper Series, European Central Bank View citations (16)
    Also in Research Technical Papers, Central Bank of Ireland (2010)
    See also Journal Article in Empirical Economics (2014)

2010

15. Macroeconomic forecasting and structural change
    Working Paper Series, European Central Bank View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (28)
    Research Technical Papers, Central Bank of Ireland (2009) View citations (47)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2009) View citations (73)
    See also Journal Article in Journal of Applied Econometrics (2013)

2008

16. Are sectoral stock prices useful for predicting euro area GDP?
    Research Technical Papers, Central Bank of Ireland View citations (6)
    Also in Working Paper Series, European Central Bank (2008) View citations (6)
17. Federal Reserve information during the great moderation
    Open Access publications, School of Economics, University College Dublin View citations (20)
    Also in Open Access publications, School of Economics, University College Dublin (2007) View citations (2)
    Research Technical Papers, Central Bank of Ireland (2007) View citations (5)
    MPRA Paper, University Library of Munich, Germany (2007) View citations (2)
    Working Papers, School of Economics, University College Dublin (2007) View citations (2)
    See also Journal Article in Journal of the European Economic Association (2008)
18. Identifying and Forecasting House Price Dynamics in Ireland
    Research Technical Papers, Central Bank of Ireland View citations (2)

2007

19. (Un)Predictability and Macroeconomic Stability
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    Also in Macroeconomics, University Library of Munich, Germany (2005) View citations (88)
    Working Paper Series, European Central Bank (2006) View citations (63)
    Research Technical Papers, Central Bank of Ireland (2006) View citations (20)
20. Comparing Alternative Predictors Based on Large-Panel Factor Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (38)
    Also in Working Paper Series, European Central Bank (2006) View citations (50)
    Research Technical Papers, Central Bank of Ireland (2006) View citations (54)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2012)
21. Does global liquidity help to forecast US inflation?
    MPRA Paper, University Library of Munich, Germany View citations (7)
    Also in Research Technical Papers, Central Bank of Ireland (2007) View citations (10)
    See also Journal Article in Journal of Money, Credit and Banking (2009)

2006

22. Sectoral Explanations of Employment in Europe: The Role of Services
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (8)
    Also in Research Technical Papers, Central Bank of Ireland (2006) View citations (13)
    Working Paper Series, European Central Bank (2006) View citations (18)
23. The Italian block of the ESCB multi-country model
    Working Paper Series, European Central Bank View citations (7)

2005

24. The Fed and the Stock Market
    Macroeconomics, University Library of Munich, Germany View citations (15)
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations (21)

Journal Articles

2022

1. Expectation‐Driven Cycles and the Changing Dynamics of Unemployment
   Journal of Money, Credit and Banking, 2022, 54, (7), 2173-2191

2021

2. Is Anything Predictable in Market-Based Surprises?
   Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, 2021, 7, (3), 387-410

2017

3. A Global Trade Model for the Euro Area
   International Journal of Central Banking, 2017, 13, (4), 1-34 View citations (8)
   See also Working Paper (2016)

2016

4. Combining Time Variation and Mixed Frequencies: an Analysis of Government Spending Multipliers in Italy
   Journal of Applied Econometrics, 2016, 31, (7), 1276-1290 View citations (17)
   See also Working Paper (2015)

2014

5. The pricing of G7 sovereign bond spreads – The times, they are a-changin
   Journal of Banking & Finance, 2014, 47, (C), 155-176 View citations (45)
   See also Working Paper (2013)
6. Understanding and forecasting aggregate and disaggregate price dynamics
   Empirical Economics, 2014, 46, (2), 765-788 View citations (16)
   See also Working Paper (2011)

2013

7. Macroeconomic forecasting and structural change
   Journal of Applied Econometrics, 2013, 28, (1), 82-101 View citations (243)
   See also Working Paper (2010)

2012

8. A Century of Inflation Forecasts
   The Review of Economics and Statistics, 2012, 94, (4), 1097-1106 View citations (19)
   See also Working Paper (2011)
9. Are Some Forecasters Really Better Than Others?
   Journal of Money, Credit and Banking, 2012, 44, (4), 715-732 View citations (36)
   Also in Journal of Money, Credit and Banking, 2012, 44, (4), 715-732 (2012) View citations (15)
   See also Working Paper (2011)
10. Comparing Alternative Predictors Based on Large‐Panel Factor Models
    Oxford Bulletin of Economics and Statistics, 2012, 74, (2), 306-326 View citations (50)
    See also Working Paper (2007)
11. Nowcasting Irish GDP
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2012, 2012, (2), 21-31 View citations (22)
    See also Working Paper (2011)

2009

12. Does Global Liquidity Help to Forecast U.S. Inflation?
    Journal of Money, Credit and Banking, 2009, 41, (2‐3), 479-489 View citations (3)
    Also in Journal of Money, Credit and Banking, 2009, 41, (2-3), 479-489 (2009) View citations (53)
    See also Working Paper (2007)

2008

13. Federal Reserve Information During the Great Moderation
    Journal of the European Economic Association, 2008, 6, (2-3), 609-620 View citations (33)
    See also Working Paper (2008)

Chapters

2016

1. Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models
   A chapter in Dynamic Factor Models, 2016, vol. 35, pp 569-594 View citations (15)
   See also Working Paper (2015)