Access Statistics for Matteo Luciani

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area 0 0 0 0 0 1 1 27
A model for vast panels of volatilities 0 0 0 85 0 1 2 167
Common Factors, Trends, and Cycles in Large Datasets 0 0 1 87 0 0 5 105
Common and Idiosyncratic Inflation 0 0 3 23 1 2 7 66
Common and Idiosyncratic Inflation 0 0 0 12 0 0 0 39
Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index 0 0 0 78 0 4 7 129
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? 0 0 0 4 0 0 1 110
Do Euro area countries respond asymmetrically to the common monetary policy? 0 0 2 21 0 0 2 143
Do National Account Statistics Underestimate US Real Output Growth? 0 0 0 3 0 1 1 13
Do euro area countries respond asymmetrically to the common monetary policy? 0 0 9 225 0 0 17 518
Dynamic Factor Models, Cointegration and Error Correction Mechanisms 0 0 0 167 0 0 2 225
Dynamic Factor Models, Cointegration, and Error Correction Mechanisms 0 0 0 55 0 0 0 116
Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks 0 0 0 110 1 4 5 222
Inferential Theory for Generalized Dynamic Factor Models 0 1 4 78 0 2 6 177
Lessons from Nowcasting GDP across the World 0 0 4 30 1 3 15 35
Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model 0 0 0 97 0 0 0 229
Measuring the Euro Area Output Gap 0 1 4 4 1 6 21 21
Monetary Policy and the Housing Market: A Structural Factor Analysis 0 0 1 60 0 0 6 206
Monetary Policy and the Housing Market: A Structural Factor Analysis 0 0 0 141 0 1 4 261
Monetary Policy, and the Housing Market: A Structural Factor Analysis 0 0 0 3 0 1 3 51
Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis 0 0 0 115 0 1 3 320
Non-Stationary Dynamic Factor Models for Large Datasets 0 0 1 132 1 1 4 216
Nowcasting Indonesia 0 0 0 34 1 3 4 102
Nowcasting Indonesia 0 0 2 66 1 4 9 129
Nowcasting Norway 0 0 0 84 0 1 2 198
Oil Price Pass-Through into Core Inflation 0 0 0 34 0 0 0 65
Oil Price Pass-Through into Core Inflation 0 0 2 38 0 1 5 93
Oil Price Pass-Through into Core Inflation 0 0 1 125 0 2 4 243
Oil price pass-through into core inflation 0 0 4 82 1 3 15 302
Quantifying the COVID-19 Effects on Core PCE Price Inflation 0 0 2 27 1 3 7 41
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm 0 1 1 1 0 2 4 4
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm 1 1 5 63 1 2 15 106
Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models 0 0 1 29 0 1 4 67
Ranking Systemically Important Financial Institutions 0 0 1 85 1 5 8 181
Ranking Systemically Important Financial Institutions 0 0 0 30 1 1 2 141
Ranking systemically important financial institutions 0 0 0 16 0 0 1 120
Relative prices and pure inflation since the mid-1990s 1 1 3 13 4 5 15 49
Surfing through the GFC: systemic risk in Australia 0 0 1 32 0 1 3 87
The Euro Area has a growth problem 0 2 6 6 0 1 5 5
Uncertainty and Heterogeneity in factor models forecasting 0 0 0 43 0 0 1 87
Uncertainty and heterogeneity in factor models forecasting 0 0 0 65 0 0 0 112
Total Working Papers 2 7 58 2,403 16 63 216 5,528


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area 0 0 0 50 0 1 2 129
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors 0 0 0 9 0 0 3 48
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? 0 0 5 75 0 0 9 247
Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models 0 0 0 16 0 0 0 47
Forecasting with approximate dynamic factor models: The role of non-pervasive shocks 0 0 1 22 0 1 6 86
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors 0 2 8 45 1 5 24 113
Monetary Policy and the Housing Market: A Structural Factor Analysis 0 0 1 70 0 0 4 190
Nowcasting Indonesia 0 0 3 59 0 1 12 192
Nowcasting Norway 1 1 5 51 1 3 14 203
Oil Price Pass-through into Core Inflation 0 1 14 78 1 7 36 237
Surfing through the GFC: Systemic Risk in Australia 0 0 0 7 0 0 1 44
Systemic risk in the US: Interconnectedness as a circuit breaker 0 0 0 12 0 1 2 64
The determinants of investment in information and communication technologies 0 0 1 68 0 1 5 235
Total Journal Articles 1 4 38 562 3 20 118 1,835


Statistics updated 2025-05-12