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Details about Matteo Luciani

Homepage:https://sites.google.com/site/lucianimatteo/
Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Matteo Luciani.

Last updated 2019-12-11. Update your information in the RePEc Author Service.

Short-id: plu244


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Working Papers

2019

  1. Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads
  2. Oil Price Pass-Through into Core Inflation
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads
    Also in Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area (2017) Downloads
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2017) Downloads
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2017) Downloads

    See also Journal Article in The Energy Journal (2019)
  3. Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm
    Papers, arXiv.org Downloads
  4. Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models
    Papers, arXiv.org Downloads

2018

  1. Do National Account Statistics Underestimate US Real Output Growth?
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)

2017

  1. Common Factors, Trends, and Cycles in Large Datasets
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads
  2. Non-Stationary Dynamic Factor Models for Large Datasets
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads

2016

  1. Dynamic Factor Models, Cointegration, and Error Correction Mechanisms
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (4)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2014) Downloads View citations (1)

2015

  1. Nowcasting Indonesia
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (7)
    Also in ADB Economics Working Paper Series, Asian Development Bank (2015) Downloads View citations (6)

    See also Journal Article in Empirical Economics (2018)
  2. Surfing through the GFC: systemic risk in Australia
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads View citations (3)
    See also Journal Article in The Economic Record (2017)

2013

  1. Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (1)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2013) Downloads View citations (14)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2012) Downloads

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2014)
  2. Monetary Policy, and the Housing Market: A Structural Factor Analysis
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (4)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) Downloads View citations (4)
    Working Papers, Department of the Treasury, Ministry of the Economy and of Finance Downloads

    See also Journal Article in Journal of Applied Econometrics (2015)
  3. Nowcasting Norway
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (16)
    See also Journal Article in International Journal of Central Banking (2014)
  4. Uncertainty and heterogeneity in factor models forecasting
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (1)
    Also in Working Papers, Department of the Treasury, Ministry of the Economy and of Finance (2012) Downloads

2012

  1. A model for vast panels of volatilities
    Working Papers, Banco de España Downloads View citations (11)
  2. Ranking Systemically Important Financial Institutions
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (6)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2012) Downloads View citations (11)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2012) Downloads View citations (16)

2011

  1. Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (9)
    See also Journal Article in International Journal of Forecasting (2014)
  2. Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission Downloads View citations (7)

2010

  1. Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis
    Working Papers, Doctoral School of Economics, Sapienza University of Rome Downloads View citations (1)

2004

  1. A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    See also Journal Article in Rivista di Politica Economica (2004)

Journal Articles

2019

  1. Oil Price Pass-through into Core Inflation
    The Energy Journal, 2019, Volume 40, (Number 6) Downloads
    See also Working Paper (2019)

2018

  1. Nowcasting Indonesia
    Empirical Economics, 2018, 55, (2), 597-619 Downloads View citations (1)
    See also Working Paper (2015)
  2. Systemic risk in the US: Interconnectedness as a circuit breaker
    Economic Modelling, 2018, 71, (C), 305-315 Downloads View citations (2)

2017

  1. Surfing through the GFC: Systemic Risk in Australia
    The Economic Record, 2017, 93, (300), 1-19 Downloads View citations (2)
    See also Working Paper (2015)

2015

  1. Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models
    Journal of Forecasting, 2015, 34, (3), 163-176 Downloads View citations (16)
  2. Monetary Policy and the Housing Market: A Structural Factor Analysis
    Journal of Applied Econometrics, 2015, 30, (2), 199-218 Downloads View citations (32)
    See also Working Paper (2013)

2014

  1. Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?
    Oxford Bulletin of Economics and Statistics, 2014, 76, (5), 693-714 Downloads View citations (40)
    See also Working Paper (2013)
  2. Forecasting with approximate dynamic factor models: The role of non-pervasive shocks
    International Journal of Forecasting, 2014, 30, (1), 20-29 Downloads View citations (24)
    See also Working Paper (2011)
  3. Nowcasting Norway
    International Journal of Central Banking, 2014, 10, (4), 215-248 Downloads View citations (7)
    See also Working Paper (2013)

2011

  1. The determinants of investment in information and communication technologies
    Economics of Innovation and New Technology, 2011, 20, (4), 387-403 Downloads View citations (23)

2004

  1. A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area
    Rivista di Politica Economica, 2004, 94, (6), 175-214 Downloads
    See also Working Paper (2004)
 
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