Details about Francesca Monti

Access statistics for papers by Francesca Monti.

Last updated 2023-12-06. Update your information in the RePEc Author Service.

Short-id: pmo727

Working Papers

2022

1. Heterogeneous Beliefs and the Phillips Curve
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (4)
   Also in Bank of England working papers, Bank of England (2019) View citations (6)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
   See also Journal Article Heterogeneous beliefs and the Phillips curve, Journal of Monetary Economics, Elsevier (2023) View citations (7) (2023)

2021

2. Nowcasting with Large Bayesian Vector Autoregressions
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
   Also in Working Paper Series, European Central Bank (2020) View citations (12)
   See also Journal Article Nowcasting with large Bayesian vector autoregressions, Journal of Econometrics, Elsevier (2022) View citations (19) (2022)

2017

3. Ambiguity, Monetary Policy and Trend Inflation
   Discussion Papers, Centre for Macroeconomics (CFM) View citations (3)
   Also in Bank of England working papers, Bank of England (2015) View citations (2)
   2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (5)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2017) View citations (4)
   See also Journal Article Ambiguity, Monetary Policy and Trend Inflation, Journal of the European Economic Association, European Economic Association (2021) View citations (2) (2021)

2016

4. A Bayesian VAR benchmark for COMPASS
   Bank of England working papers, Bank of England View citations (8)

2015

5. Can a data-rich environment help identify the sources of model misspecification?
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
   Also in Bank of England working papers, Bank of England (2015)
   Discussion Papers, Centre for Macroeconomics (CFM) (2015)
6. Exploiting the monthly data flow in structural forecasting
   Staff Reports, Federal Reserve Bank of New York View citations (1)
   Also in Bank of England working papers, Bank of England (2014) View citations (4)
   Discussion Papers, Centre for Macroeconomics (CFM) (2014) View citations (4)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2014) View citations (4)
   See also Journal Article Exploiting the monthly data flow in structural forecasting, Journal of Monetary Economics, Elsevier (2016) View citations (16) (2016)
7. Monetary Policy with Ambiguity Averse Agents
   Discussion Papers, Centre for Macroeconomics (CFM)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2015)

2013

8. The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models
   Bank of England working papers, Bank of England View citations (141)

2011

9. Combining structural and reduced-form models for macroeconomic forecasting and policy analysis
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

2008

10. Forecast with judgment and models
    Working Paper Research, National Bank of Belgium View citations (4)

Journal Articles

2023

1. Heterogeneous beliefs and the Phillips curve
   Journal of Monetary Economics, 2023, 139, (C), 41-54 View citations (7)
   See also Working Paper Heterogeneous Beliefs and the Phillips Curve, CAMA Working Papers (2022) View citations (4) (2022)

2022

2. Nowcasting with large Bayesian vector autoregressions
   Journal of Econometrics, 2022, 231, (2), 500-519 View citations (19)
   See also Working Paper Nowcasting with Large Bayesian Vector Autoregressions, CEPR Discussion Papers (2021) View citations (6) (2021)

2021

3. Ambiguity, Monetary Policy and Trend Inflation
   Journal of the European Economic Association, 2021, 19, (2), 839-871 View citations (2)
   See also Working Paper Ambiguity, Monetary Policy and Trend Inflation, Discussion Papers (2017) View citations (3) (2017)

2019

4. Forecasting the UK economy with a medium-scale Bayesian VAR
   International Journal of Forecasting, 2019, 35, (4), 1669-1678 View citations (15)

2016

5. Exploiting the monthly data flow in structural forecasting
   Journal of Monetary Economics, 2016, 84, (C), 201-215 View citations (16)
   See also Working Paper Exploiting the monthly data flow in structural forecasting, Staff Reports (2015) View citations (1) (2015)

2010

6. Combining Judgment and Models
   Journal of Money, Credit and Banking, 2010, 42, (8), 1641-1662 View citations (7)
   Also in Journal of Money, Credit and Banking, 2010, 42, (8), 1641-1662 (2010) View citations (19)