Details about Luca Tiozzo Pezzoli

Access statistics for papers by Luca Tiozzo Pezzoli.

Last updated 2024-11-11. Update your information in the RePEc Author Service.

Short-id: pti281

Working Papers

2024

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

2022

2. 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

3. Emotions in Macroeconomic News and their Impact on the European Bond Market
   Papers, arXiv.org View citations (3)
   See also Journal Article Emotions in macroeconomic news and their impact on the European bond market, Journal of International Money and Finance, Elsevier (2021) View citations (2) (2021)

2014

4. International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment
   Working papers, Banque de France View citations (3)
5. Specification Analysis of International Treasury Yield Curve Factors
   Working papers, Banque de France View citations (2)

Journal Articles

2023

1. 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)
2. The unexpected influencer: Pope Francis and European perceptions of the recent refugee crisis
   Oxford Economic Papers, 2023, 75, (1), 75-95 View citations (1)

2022

3. Neural forecasting of the Italian sovereign bond market with economic news
   Journal of the Royal Statistical Society Series A, 2022, 185, (S2), S197-S224
4. Seismonomics: Listening to the heartbeat of the economy
   Journal of the Royal Statistical Society Series A, 2022, 185, (S2), S288-S309

2021

5. Emotions in macroeconomic news and their impact on the European bond market
   Journal of International Money and Finance, 2021, 118, (C) View citations (2)
   See also Working Paper Emotions in Macroeconomic News and their Impact on the European Bond Market, Papers (2021) View citations (3) (2021)

Books

2013

1. Specification analysis of interest rates factors: an international perspective
   Economics Thesis from University Paris Dauphine, Paris Dauphine University

Chapters

2022

1. Exploring the Economic Effects of COVID-19 in the United States through the Seismograph*
   A chapter in The Economics of COVID-19, 2022, vol. 296, pp 85-93