EconPapers    
Economics at your fingertips  
 

Details about Antonello D'Agostino

E-mail:
Homepage:http://www.antonellodagostino.com/
Workplace:Rokos Capital Management

Access statistics for papers by Antonello D'Agostino.

Last updated 2022-04-27. Update your information in the RePEc Author Service.

Short-id: pda266


Jump to Journal Articles Chapters

Working Papers

2016

  1. A global trade model for the euro area
    Working Paper Series, European Central Bank Downloads
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015) Downloads 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 Downloads View citations (2)
  3. Expectation-driven cycles: Time-Varying Effects
    EcoMod2016, EcoMod Downloads
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2015) Downloads View citations (1)
    Working Paper Series, European Central Bank (2015) Downloads

2015

  1. Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy
    Working Paper Series, European Central Bank Downloads View citations (7)
    Also in Working Papers, European Stability Mechanism (2015) Downloads View citations (3)

    See also Journal Article in Journal of Applied Econometrics (2016)
  2. 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.) Downloads View citations (11)
    See also Chapter (2016)

2013

  1. Financial shocks and the macroeconomy: heterogeneity and non-linearities
    Occasional Paper Series, European Central Bank Downloads View citations (37)
  2. The pricing of G7 sovereign bond spreads: the times, they are a-changin
    Working Paper Series, European Central Bank Downloads View citations (16)
    Also in MPRA Paper, University Library of Munich, Germany (2012) Downloads View citations (14)

    See also Journal Article in Journal of Banking & Finance (2014)

2012

  1. Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years
    Working Paper Series, European Central Bank Downloads View citations (4)

2011

  1. A Century of Inflation Forecasts
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    See also Journal Article in The Review of Economics and Statistics (2012)
  2. Are some forecasters really better than others?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in Research Technical Papers, Central Bank of Ireland (2010) Downloads
    Working Papers, School of Economics, University College Dublin (2010) Downloads View citations (1)

    See also Journal Article in Journal of Money, Credit and Banking (2012)
  3. Assessing the sensitivity of inflation to economic activity
    Working Paper Series, European Central Bank Downloads View citations (6)
  4. Nowcasting Irish GDP
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
    Also in Research Technical Papers, Central Bank of Ireland (2008) Downloads View citations (20)

    See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2012)
  5. The predictive content of sectoral stock prices: a US-euro area comparison
    Working Paper Series, European Central Bank Downloads View citations (2)
  6. Understanding and forecasting aggregate and disaggregate price dynamics
    Working Paper Series, European Central Bank Downloads View citations (16)
    Also in Research Technical Papers, Central Bank of Ireland (2010) Downloads

    See also Journal Article in Empirical Economics (2014)

2010

  1. Macroeconomic forecasting and structural change
    Working Paper Series, European Central Bank Downloads View citations (7)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2009) Downloads View citations (74)
    Research Technical Papers, Central Bank of Ireland (2009) Downloads View citations (47)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (9)

    See also Journal Article in Journal of Applied Econometrics (2013)

2008

  1. Are sectoral stock prices useful for predicting euro area GDP?
    Working Paper Series, European Central Bank Downloads View citations (4)
    Also in Research Technical Papers, Central Bank of Ireland (2008) Downloads View citations (4)
  2. Federal Reserve information during the great moderation
    Open Access publications, School of Economics, University College Dublin Downloads View citations (15)
    Also in Working Papers, School of Economics, University College Dublin (2007) Downloads View citations (2)
    Open Access publications, School of Economics, University College Dublin (2007) Downloads View citations (2)
    MPRA Paper, University Library of Munich, Germany (2007) Downloads View citations (2)
    Research Technical Papers, Central Bank of Ireland (2007) Downloads View citations (5)

    See also Journal Article in Journal of the European Economic Association (2008)
  3. Identifying and Forecasting House Price Dynamics in Ireland
    Research Technical Papers, Central Bank of Ireland Downloads View citations (2)

2007

  1. (Un)Predictability and Macroeconomic Stability
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in Macroeconomics, University Library of Munich, Germany (2005) Downloads View citations (88)
    Research Technical Papers, Central Bank of Ireland (2006) Downloads View citations (19)
    Working Paper Series, European Central Bank (2006) Downloads View citations (62)
  2. Comparing Alternative Predictors Based on Large-Panel Factor Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (37)
    Also in Research Technical Papers, Central Bank of Ireland (2006) Downloads View citations (54)
    Working Paper Series, European Central Bank (2006) Downloads View citations (50)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2012)
  3. Does global liquidity help to forecast US inflation?
    Research Technical Papers, Central Bank of Ireland Downloads View citations (10)
    Also in MPRA Paper, University Library of Munich, Germany (2007) Downloads View citations (7)

    See also Journal Article in Journal of Money, Credit and Banking (2009)

2006

  1. Sectoral Explanations of Employment in Europe: The Role of Services
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (16)
    Also in Research Technical Papers, Central Bank of Ireland (2006) Downloads View citations (16)
    Working Paper Series, European Central Bank (2006) Downloads View citations (18)
  2. The Italian block of the ESCB multi-country model
    Working Paper Series, European Central Bank Downloads View citations (7)

2005

  1. The Fed and the Stock Market
    Macroeconomics, University Library of Munich, Germany Downloads View citations (11)
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) Downloads View citations (20)

Journal Articles

2021

  1. 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 Downloads

2017

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

2016

  1. Combining Time Variation and Mixed Frequencies: an Analysis of Government Spending Multipliers in Italy
    Journal of Applied Econometrics, 2016, 31, (7), 1276-1290 Downloads View citations (14)
    See also Working Paper (2015)

2014

  1. The pricing of G7 sovereign bond spreads – The times, they are a-changin
    Journal of Banking & Finance, 2014, 47, (C), 155-176 Downloads View citations (40)
    See also Working Paper (2013)
  2. Understanding and forecasting aggregate and disaggregate price dynamics
    Empirical Economics, 2014, 46, (2), 765-788 Downloads View citations (16)
    See also Working Paper (2011)

2013

  1. Macroeconomic forecasting and structural change
    Journal of Applied Econometrics, 2013, 28, (1), 82-101 View citations (209)
    See also Working Paper (2010)

2012

  1. A Century of Inflation Forecasts
    The Review of Economics and Statistics, 2012, 94, (4), 1097-1106 Downloads View citations (17)
    See also Working Paper (2011)
  2. Are Some Forecasters Really Better Than Others?
    Journal of Money, Credit and Banking, 2012, 44, (4), 715-732 Downloads View citations (9)
    Also in Journal of Money, Credit and Banking, 2012, 44, (4), 715-732 (2012) Downloads View citations (30)

    See also Working Paper (2011)
  3. Comparing Alternative Predictors Based on Large‐Panel Factor Models
    Oxford Bulletin of Economics and Statistics, 2012, 74, (2), 306-326 Downloads View citations (47)
    See also Working Paper (2007)
  4. Nowcasting Irish GDP
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2012, 2012, (2), 21-31 Downloads View citations (21)
    See also Working Paper (2011)

2009

  1. Does Global Liquidity Help to Forecast U.S. Inflation?
    Journal of Money, Credit and Banking, 2009, 41, (2-3), 479-489 View citations (51)
    Also in Journal of Money, Credit and Banking, 2009, 41, (2‐3), 479-489 (2009) Downloads View citations (3)

    See also Working Paper (2007)

2008

  1. Federal Reserve Information During the Great Moderation
    Journal of the European Economic Association, 2008, 6, (2-3), 609-620 Downloads View citations (29)
    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 Downloads View citations (12)
    See also Working Paper (2015)
 
Page updated 2022-06-25