Details about Luca Onorante

Access statistics for papers by Luca Onorante.

Last updated 2024-06-07. Update your information in the RePEc Author Service.

Short-id: pon21

Working Papers

2024

1. Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model
   Papers, arXiv.org

2023

2. The ECB Strategy Review - Implications for the Space of Monetary Policy
   European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission
3. Two Approaches to Saving the Economy: Micro-Level Effects of Covid-19 Lockdowns in Italy
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission

2022

4. Forecasting euro area inflation using a huge panel of survey expectations
   Papers, arXiv.org
   See also Journal Article Forecasting euro area inflation using a huge panel of survey expectations, International Journal of Forecasting, Elsevier (2024) (2024)
5. Testing big data in a big crisis: Nowcasting under COVID-19
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission View citations (6)
   See also Journal Article Testing big data in a big crisis: Nowcasting under Covid-19, International Journal of Forecasting, Elsevier (2023) View citations (1) (2023)

2021

6. Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
   Papers, arXiv.org View citations (9)
   See also Journal Article Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) View citations (9) (2022)
7. Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission View citations (1)
   Also in Papers, arXiv.org (2020) View citations (29)
   Working Paper Series, European Central Bank (2021) View citations (6)
   See also Journal Article Nowcasting in a pandemic using non-parametric mixed frequency VARs, Journal of Econometrics, Elsevier (2023) View citations (15) (2023)

2020

8. Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models
   Papers, arXiv.org View citations (1)
   See also Journal Article Combining shrinkage and sparsity in conjugate vector autoregressive models, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2021) View citations (7) (2021)
9. Economic policy uncertainty in the euro area: an unsupervised machine learning approach
   Working Paper Series, European Central Bank View citations (12)
10. Nowcasting business cycle turning points with stock networks and machine learning
    Working Paper Series, European Central Bank View citations (1)

2019

11. Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
    Working Papers in Economics, University of Salzburg View citations (11)
    Also in Working Paper Series, European Central Bank (2019) View citations (9)
    Papers, arXiv.org (2019) View citations (20)
    See also Journal Article Inducing Sparsity and Shrinkage in Time-Varying Parameter Models, Journal of Business & Economic Statistics, Taylor & Francis Journals (2021) View citations (19) (2021)
12. Merging structural and reduced-form models for forecasting: opening the DSGE-VAR box
    Working Paper Series, European Central Bank
13. Phillips curves in the euro area
    Working Paper Series, European Central Bank View citations (31)
    Also in Research Technical Papers, Central Bank of Ireland (2019) View citations (32)
14. The macroeconomic effects of international uncertainty
    Working Paper Series, European Central Bank View citations (8)

2018

15. Countercyclical capital regulation in a small open economy DSGE model
    Working Paper Series, European Central Bank View citations (13)
    Also in Research Technical Papers, Central Bank of Ireland (2017) View citations (19)
    See also Journal Article Countercyclical capital regulation in a small open economy DSGE model, Macroeconomic Dynamics, Cambridge University Press (2023) (2023)
    Chapter Countercyclical capital regulation in a small open economy DSGE model, IFC Bulletins chapters, Bank for International Settlements (2017) View citations (18) (2017)

2017

16. The macroeconomic effects of international uncertainty shocks
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (13)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2017) View citations (13)

2015

17. Assessing the impact of macroprudential measures
    Economic Letters, Central Bank of Ireland View citations (32)

2014

18. Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences
    Staff Reports, Federal Reserve Bank of New York View citations (66)
    Also in Working Paper Series, European Central Bank (2014) View citations (81)
    See also Journal Article 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, Taylor & Francis Journals (2014) View citations (81) (2014)
19. Dynamic Model Averaging in Large Model Spaces Using Dynamic Occam's Window
    Papers, arXiv.org View citations (4)
    See also Journal Article Dynamic model averaging in large model spaces using dynamic Occam׳s window, European Economic Review, Elsevier (2016) View citations (25) (2016)

2012

20. Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters
    Working Paper Series, European Central Bank View citations (19)
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2011) View citations (4)

2011

21. Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (4)

2010

22. Fiscal Convergence Before Entering the EMU
    EcoMod2004, EcoMod
    Also in Working Paper Series, European Central Bank (2006) View citations (8)
23. Food Price Pass-Through in the Euro Area: the Role of Asymmetries and Non-Linearities
    EcoMod2010, EcoMod View citations (1)
    Also in Working Paper Series, European Central Bank (2010) View citations (19)
24. Inflation and Inflation Uncertainty in the Euro Area
    EcoMod2010, EcoMod View citations (12)
    Also in Working Paper Series, European Central Bank (2010) View citations (11)
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2009) View citations (7)
    CESifo Working Paper Series, CESifo (2009) View citations (18)
    See also Journal Article Inflation and inflation uncertainty in the euro area, Empirical Economics, Springer (2012) View citations (23) (2012)
25. Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (68)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010) View citations (63)
    See also Journal Article Short-term inflation projections: A Bayesian vector autoregressive approach, International Journal of Forecasting, Elsevier (2014) View citations (92) (2014)
26. The Emergence and Survival of Inflation Expectations
    EcoMod2010, EcoMod

2008

27. Is U.S. Fiscal Policy Optimal?
    Working Papers, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne View citations (1)
28. The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area
    Working Paper Series, European Central Bank View citations (16)
    See also Journal Article The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area, Journal of Policy Modeling, Elsevier (2010) View citations (20) (2010)

2006

29. Interaction of Fiscal Policies on the Euro Area: How Much Pressure on the ECB?
    Economics Working Papers, European University Institute View citations (5)
30. The Economic Importance of Fiscal Rules
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
    Also in Economics Working Papers, European University Institute (2006) View citations (6)
    See also Chapter The Economic Importance of Fiscal Rules, Palgrave Macmillan Books, Palgrave Macmillan (2007) (2007)

2004

31. 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 View citations (2)

Journal Articles

2024

1. Forecasting euro area inflation using a huge panel of survey expectations
   International Journal of Forecasting, 2024, 40, (3), 1042-1054
   See also Working Paper Forecasting euro area inflation using a huge panel of survey expectations, Papers (2022) (2022)
2. Merging Structural and Reduced-Form Models for Forecasting
   The B.E. Journal of Macroeconomics, 2024, 24, (1), 399-437
3. The economic impact of general vs. targeted lockdowns: New insights from Italian municipalities
   Economic Modelling, 2024, 134, (C)

2023

4. Countercyclical capital regulation in a small open economy DSGE model
   Macroeconomic Dynamics, 2023, 27, (5), 1230-1267
   See also Working Paper Countercyclical capital regulation in a small open economy DSGE model, Working Paper Series (2018) View citations (13) (2018)
   Chapter Countercyclical capital regulation in a small open economy DSGE model, IFC Bulletins chapters, 2017, 46 (2017) View citations (18) (2017)
5. Nowcasting in a pandemic using non-parametric mixed frequency VARs
   Journal of Econometrics, 2023, 232, (1), 52-69 View citations (15)
   See also Working Paper Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs, JRC Working Papers in Economics and Finance (2021) View citations (1) (2021)
6. Sources of Economic Policy Uncertainty in the euro area
   European Economic Review, 2023, 152, (C) View citations (7)
7. Testing big data in a big crisis: Nowcasting under Covid-19
   International Journal of Forecasting, 2023, 39, (4), 1548-1563 View citations (1)
   See also Working Paper Testing big data in a big crisis: Nowcasting under COVID-19, JRC Working Papers in Economics and Finance (2022) View citations (6) (2022)

2022

8. Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
   Journal of Business & Economic Statistics, 2022, 40, (4), 1904-1918 View citations (9)
   See also Working Paper Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models, Papers (2021) View citations (9) (2021)

2021

9. Combining shrinkage and sparsity in conjugate vector autoregressive models
   Journal of Applied Econometrics, 2021, 36, (3), 304-327 View citations (7)
   See also Working Paper Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models, Papers (2020) View citations (1) (2020)
10. Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
    Journal of Business & Economic Statistics, 2021, 39, (3), 669-683 View citations (19)
    See also Working Paper Inducing Sparsity and Shrinkage in Time-Varying Parameter Models, Working Papers in Economics (2019) View citations (11) (2019)
11. Using machine learning and big data to analyse the business cycle
    Economic Bulletin Articles, 2021, 5 View citations (2)

2020

12. Fragility and the effect of international uncertainty shocks
    Journal of International Money and Finance, 2020, 108, (C) View citations (12)

2019

13. Sources of economic policy uncertainty in the euro area: a machine learning approach
    Economic Bulletin Boxes, 2019, 5 View citations (5)

2016

14. Dynamic model averaging in large model spaces using dynamic Occam׳s window
    European Economic Review, 2016, 81, (C), 2-14 View citations (25)
    See also Working Paper Dynamic Model Averaging in Large Model Spaces Using Dynamic Occam's Window, Papers (2014) View citations (4) (2014)

2015

15. Letter to the Editor
    Journal of Official Statistics, 2015, 31, (4), 537-544 View citations (5)

2014

16. 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 View citations (81)
    See also Working Paper Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences, Staff Reports (2014) View citations (66) (2014)
17. Rejoinder
    Journal of Business & Economic Statistics, 2014, 32, (4), 514-515
18. Short-term inflation projections: A Bayesian vector autoregressive approach
    International Journal of Forecasting, 2014, 30, (3), 635-644 View citations (92)
    See also Working Paper Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach, CEPR Discussion Papers (2010) View citations (68) (2010)

2012

19. 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 View citations (33)
20. Inflation and inflation uncertainty in the euro area
    Empirical Economics, 2012, 43, (2), 597-615 View citations (23)
    See also Working Paper Inflation and Inflation Uncertainty in the Euro Area, EcoMod2010 (2010) View citations (12) (2010)

2010

21. 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 View citations (20)
    See also Working Paper The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area, Working Paper Series (2008) View citations (16) (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 View citations (20)

2017

2. Countercyclical capital regulation in a small open economy DSGE model
   A chapter in Data needs and Statistics compilation for macroprudential analysis, 2017, vol. 46 View citations (18)
   See also Journal Article Countercyclical capital regulation in a small open economy DSGE model, Cambridge University Press (2023) (2023)
   Working Paper Countercyclical capital regulation in a small open economy DSGE model, European Central Bank (2018) View citations (13) (2018)

2008

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

2007

4. The Economic Importance of Fiscal Rules
   Palgrave Macmillan
   See also Working Paper The Economic Importance of Fiscal Rules, C.E.P.R. Discussion Papers (2006) View citations (7) (2006)