Details about Libero Monteforte

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Short-id: pmo326

Working Papers

2021

1. The power of text-based indicators in forecasting the Italian economic activity
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (10)
   See also Journal Article The power of text-based indicators in forecasting Italian economic activity, International Journal of Forecasting, Elsevier (2023) (2023)

2019

2. ITER A quarterly indicator of regional economic activity in Italy
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (2)
   See also Journal Article ITER: A Quarterly Indicator of Regional Economic Activity in Italy, Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer (2021) View citations (1) (2021)
3. News and consumer card payments
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (3)

2018

4. Short term forecasts of economic activity: are fortnightly factors useful?
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (1)
   See also Journal Article Short‐term forecasts of economic activity: Are fortnightly factors useful?, Journal of Forecasting, John Wiley & Sons, Ltd. (2019) View citations (2) (2019)

2017

5. Using the payment system data to forecast the Italian GDP
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (9)

2016

6. An inquiry into manufacturing capacity in Italy after the double-dip recession
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area View citations (1)
7. Heterogeneous Fall in Productive Capacity in Italian Industry during the 2008-13 Double-Dip Recession
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area

2013

8. IGEM: a Dynamic General Equilibrium Model for Italy
   Working Papers, Department of the Treasury, Ministry of the Economy and of Finance View citations (16)
9. Uncertainty and heterogeneity in factor models forecasting
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (1)
   Also in Working Papers, Department of the Treasury, Ministry of the Economy and of Finance (2012)

2012

10. EMU sovereign spreads and macroeconomic news
    MPRA Paper, University Library of Munich, Germany View citations (6)

2011

11. FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (7)
    Also in Working Papers, Department of the Treasury, Ministry of the Economy and of Finance View citations (3)

2010

12. Aggregate Vs. Disaggregate Euro-Area Macro-Modelling
    EcoMod2003, EcoMod View citations (5)
13. Real time forecasts of inflation: the role of financial variables
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (9)
    Also in Working Papers, Department of the Treasury, Ministry of the Economy and of Finance View citations (1)
    See also Journal Article Real‐Time Forecasts of Inflation: The Role of Financial Variables, Journal of Forecasting, John Wiley & Sons, Ltd. (2013) View citations (29) (2013)

2007

14. The general equilibrium effects of fiscal policy: estimates for the euro area
    2007 Meeting Papers, Society for Economic Dynamics View citations (15)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2007) View citations (29)
    See also Journal Article The general equilibrium effects of fiscal policy: Estimates for the Euro area, Journal of Public Economics, Elsevier (2009) View citations (274) (2009)

2006

15. The estimated general equilibrium effects of fiscal policy: the case of the euro area
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (6)

2004

16. Aggregation bias in macro models: does it matter foir the euro area?
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (2)
    See also Journal Article Aggregation bias in macro models: Does it matter for the euro area?, Economic Modelling, Elsevier (2007) View citations (2) (2007)

2002

17. The economic consequences of euro area modelling shortcuts
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (14)

2001

18. IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES
    Computing in Economics and Finance 2001, Society for Computational Economics

Journal Articles

2023

1. The power of text-based indicators in forecasting Italian economic activity
   International Journal of Forecasting, 2023, 39, (2), 791-808
   See also Working Paper The power of text-based indicators in forecasting the Italian economic activity, Temi di discussione (Economic working papers) (2021) View citations (10) (2021)

2021

2. ITER: A Quarterly Indicator of Regional Economic Activity in Italy
   Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, 2021, 7, (1), 129-147 View citations (1)
   Also in Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, 1-19 View citations (1)
   See also Working Paper ITER A quarterly indicator of regional economic activity in Italy, Questioni di Economia e Finanza (Occasional Papers) (2019) View citations (2) (2019)

2020

3. A Systemic Approach to Estimating the Output Gap for the Italian Economy
   Comparative Economic Studies, 2020, 62, (3), 465-493 View citations (1)

2019

4. Heterogeneous Fall in Manufacturing Productive Capacity During the 2008-2013 Italian Double-Dip Recession
   Politica economica, 2019, (1), 95-128
5. Short‐term forecasts of economic activity: Are fortnightly factors useful?
   Journal of Forecasting, 2019, 38, (3), 207-221 View citations (2)
   See also Working Paper Short term forecasts of economic activity: are fortnightly factors useful?, Temi di discussione (Economic working papers) (2018) View citations (1) (2018)
6. Using Payment System Data to Forecast Economic Activity
   International Journal of Central Banking, 2019, 15, (4), 55-80 View citations (36)

2013

7. Real‐Time Forecasts of Inflation: The Role of Financial Variables
   Journal of Forecasting, 2013, 32, (1), 51-61 View citations (29)
   See also Working Paper Real time forecasts of inflation: the role of financial variables, Temi di discussione (Economic working papers) (2010) View citations (9) (2010)

2010

8. The economic consequences of euro-area macro-modelling shortcuts
   Applied Economics, 2010, 42, (19), 2399-2415 View citations (2)

2009

9. The general equilibrium effects of fiscal policy: Estimates for the Euro area
   Journal of Public Economics, 2009, 93, (3-4), 559-585 View citations (274)
   See also Working Paper The general equilibrium effects of fiscal policy: estimates for the euro area, 2007 Meeting Papers (2007) View citations (15) (2007)

2007

10. Aggregation bias in macro models: Does it matter for the euro area?
    Economic Modelling, 2007, 24, (2), 236-261 View citations (2)
    See also Working Paper Aggregation bias in macro models: does it matter foir the euro area?, Temi di discussione (Economic working papers) (2004) View citations (2) (2004)

Chapters

2005

1. The Bank of Italy's quarterly model
   Chapter 12 in Econometric Models of the Euro-area Central Banks, 2005 View citations (6)