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Details about Luca Onorante

E-mail:
Postal address:Luca Onorante Unit Finance & Economy European Commission DG Joint Research Centre Office: 58/122 Via E. Fermi, 2749 I - 21027 Ispra (Varese), Italy
Workplace:Joint Research Centre, European Commission, (more information at EDIRC)
European Central Bank, (more information at EDIRC)

Access statistics for papers by Luca Onorante.

Last updated 2020-10-28. Update your information in the RePEc Author Service.

Short-id: pon21


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Working Papers

2021

  1. Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
    Papers, arXiv.org Downloads View citations (5)

2020

  1. Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models
    Papers, arXiv.org Downloads
  2. Economic policy uncertainty in the euro area: an unsupervised machine learning approach
    Working Paper Series, European Central Bank Downloads View citations (4)
  3. Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs
    Papers, arXiv.org Downloads

2019

  1. Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
    Working Papers in Economics, University of Salzburg Downloads View citations (1)
    Also in Papers, arXiv.org (2019) Downloads View citations (10)
    Working Paper Series, European Central Bank (2019) Downloads View citations (2)
  2. Merging structural and reduced-form models for forecasting: opening the DSGE-VAR box
    Working Paper Series, European Central Bank Downloads
  3. Phillips curves in the euro area
    Research Technical Papers, Central Bank of Ireland Downloads View citations (16)
    Also in Working Paper Series, European Central Bank (2019) Downloads View citations (8)
  4. The macroeconomic effects of international uncertainty
    Working Paper Series, European Central Bank Downloads View citations (5)

2018

  1. Countercyclical capital regulation in a small open economy DSGE model
    Working Paper Series, European Central Bank Downloads View citations (4)
    Also in Research Technical Papers, Central Bank of Ireland (2017) Downloads View citations (17)

    See also Chapter (2017)

2017

  1. The macroeconomic effects of international uncertainty shocks
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics Downloads View citations (12)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2017) Downloads View citations (12)

2015

  1. Assessing the impact of macroprudential measures
    Economic Letters, Central Bank of Ireland Downloads View citations (18)

2014

  1. Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences
    Working Paper Series, European Central Bank Downloads View citations (46)
    Also in Staff Reports, Federal Reserve Bank of New York (2014) Downloads View citations (45)

    See also Journal Article in Journal of Business & Economic Statistics (2014)
  2. Dynamic Model Averaging in Large Model Spaces Using Dynamic Occam's Window
    Papers, arXiv.org Downloads View citations (4)
    See also Journal Article in European Economic Review (2016)

2012

  1. Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters
    Working Paper Series, European Central Bank Downloads View citations (17)
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2011) Downloads View citations (4)

2011

  1. Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (2)

2010

  1. Fiscal Convergence Before Entering the EMU
    EcoMod2004, EcoMod Downloads
    Also in Working Paper Series, European Central Bank (2006) Downloads View citations (8)
  2. Food Price Pass-Through in the Euro Area: the Role of Asymmetries and Non-Linearities
    EcoMod2010, EcoMod Downloads
    Also in Working Paper Series, European Central Bank (2010) Downloads View citations (17)
  3. Inflation and Inflation Uncertainty in the Euro Area
    EcoMod2010, EcoMod Downloads View citations (2)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2009) Downloads View citations (7)
    Working Paper Series, European Central Bank (2010) Downloads View citations (2)

    See also Journal Article in Empirical Economics (2012)
  4. Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (59)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) Downloads View citations (51)

    See also Journal Article in International Journal of Forecasting (2014)
  5. The Emergence and Survival of Inflation Expectations
    EcoMod2010, EcoMod Downloads

2008

  1. Is U.S. Fiscal Policy Optimal?
    Working Papers, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne Downloads View citations (1)
  2. The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area
    Working Paper Series, European Central Bank Downloads View citations (16)
    See also Journal Article in Journal of Policy Modeling (2010)

2006

  1. Interaction of Fiscal Policies on the Euro Area: How Much Pressure on the ECB?
    Economics Working Papers, European University Institute Downloads View citations (5)
  2. The Economic Importance of Fiscal Rules
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in Economics Working Papers, European University Institute (2006) Downloads View citations (4)

2004

  1. Fiscal, monetary and wage policies in a MU: is there a need for fiscal rules?
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group Downloads View citations (2)

Journal Articles

2020

  1. Fragility and the effect of international uncertainty shocks
    Journal of International Money and Finance, 2020, 108, (C) Downloads View citations (2)

2019

  1. Sources of economic policy uncertainty in the euro area: a machine learning approach
    Economic Bulletin Boxes, 2019, 5 Downloads

2016

  1. Dynamic model averaging in large model spaces using dynamic Occam׳s window
    European Economic Review, 2016, 81, (C), 2-14 Downloads View citations (14)
    See also Working Paper (2014)

2015

  1. Letter to the Editor
    Journal of Official Statistics, 2015, 31, (4), 537-544 Downloads View citations (1)

2014

  1. Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences
    Journal of Business & Economic Statistics, 2014, 32, (4), 483-500 Downloads View citations (52)
    See also Working Paper (2014)
  2. Rejoinder
    Journal of Business & Economic Statistics, 2014, 32, (4), 514-515 Downloads
  3. Short-term inflation projections: A Bayesian vector autoregressive approach
    International Journal of Forecasting, 2014, 30, (3), 635-644 Downloads View citations (56)
    See also Working Paper (2010)

2012

  1. Food Price Pass-Through in the Euro Area: Non-Linearities and the Role of the Common Agricultural Policy
    International Journal of Central Banking, 2012, 8, (1), 179-218 Downloads View citations (27)
  2. Inflation and inflation uncertainty in the euro area
    Empirical Economics, 2012, 43, (2), 597-615 Downloads View citations (21)
    See also Working Paper (2010)

2010

  1. The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area
    Journal of Policy Modeling, 2010, 32, (1), 98-119 Downloads View citations (10)
    See also Working Paper (2008)

Chapters

2019

  1. Macroeconomic Nowcasting Using Google Probabilities
    A chapter in Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A, 2019, vol. 40A, pp 17-40 Downloads

2017

  1. Countercyclical capital regulation in a small open economy DSGE model
    A chapter in Data needs and Statistics compilation for macroprudential analysis, 2017, vol. 46 Downloads View citations (15)
    See also Working Paper (2018)

2008

  1. The Revision of the Stability and Growth Pact: The Medium-Term Objective
    Chapter 6 in Between Growth and Stability, 2008 Downloads
 
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