Access Statistics for Marco Jacopo Lombardi

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
(Un)naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate 0 0 0 72 0 2 7 314
(Un)naturally low? 0 0 0 0 1 3 6 151
(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate 0 0 0 74 0 0 4 321
A shadow policy rate to calibrate US monetary policy at the zero lower bound 0 0 1 198 1 13 41 490
Analytic Hessian Matrices and the Computation of FIGARCH Estimates 0 0 0 381 1 1 3 966
Are households indifferent to monetary policy announcements? 2 7 24 24 4 14 50 50
Bargaining power and the Phillips curve: a micro-macro analysis 0 0 4 12 1 2 27 38
Bargaining power and the Phillips curve: a micro-macro analysis 0 2 8 12 2 5 30 41
Bayesian inference for alpha-stable distributions: a random walk MCMC approach 0 0 2 201 0 1 12 627
Bayesian prior elicitation in DSGE models: macro- vs micro-priors 0 0 0 84 2 2 8 194
Do Financial Investors Destabilize the Oil Price? 0 0 0 32 0 0 4 185
Do financial investors destabilize the oil price? 0 1 5 111 0 4 21 464
Energy markets and the euro area macroeconomy 0 0 1 2 0 4 18 56
External shocks and international inflation linkages: a global VAR analysis 0 0 4 251 9 12 31 659
Fiscal and monetary policy interactions in a low interest rate world 1 5 41 41 2 14 67 67
Fiscal and monetary policy interactions in a low interest rate world 0 1 1 1 3 10 11 11
Fiscal sustainability and the financial cycle 0 2 5 133 3 12 35 301
Forecasting economic growth in the euro area during the Great Moderation and the Great Recession 0 0 2 112 1 2 9 282
GARCH-based Volatility Forecasts for Market Volatility Indices 0 0 1 759 0 8 14 1,825
Global commodity cycles and linkages a FAVAR approach 0 2 3 143 2 10 22 481
Global impact of US and euro area unconventional monetary policies: a comparison 0 2 7 93 2 7 22 165
Has the transmission of policy rates to lending rates been impaired by the Global Financial Crisis? 0 0 1 74 5 6 18 143
Income inequality and the depth of economic downturns 0 1 9 9 0 7 27 27
Indirect estimation of alpha-stable distributions and processes 0 0 1 186 0 0 2 432
Indirect estimation of alpha-stable stochastic volatility models 0 0 0 176 0 1 2 488
Indirect estimation of elliptical stable distributions 0 0 0 25 0 0 2 86
Indirect inference of elliptical fat tailed distributions 0 0 0 0 0 0 4 28
Key elements of global inflation 0 2 4 92 1 5 21 487
Measuring financial cycle time 0 1 1 10 2 8 22 72
Measuring financial cycle time 0 1 4 40 2 3 16 139
Monetary policy and the oil futures market 0 1 1 33 0 1 1 102
Monetary policy spillovers, global commodity prices and cooperation 1 1 6 77 1 4 19 114
Monetary policy spillovers, global commodity prices and cooperation 1 1 2 42 1 2 13 64
Oil price density forecasts: Exploring the linkages with stock markets 0 0 1 161 0 1 10 287
Oil price density forecasts: exploring the linkages with stock markets 0 0 1 28 1 2 4 116
On the correlation between commodity and equity returns: implications for portfolio allocation 0 0 0 109 0 0 5 452
On-line Bayesian estimation of AR signals in symmetric alpha-stable noise 0 0 0 210 0 2 2 679
Output gaps and policy stabilisation in Latin America: the effect of commodity and capital flow cycles 0 0 1 47 2 3 16 114
Short-Term Forecasting of the Japanese Economy Using Factor Models 0 0 1 37 0 2 5 108
Short-term forecasting of the Japanese economy using factor models 0 0 0 42 0 0 0 125
The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes 0 0 1 97 1 1 4 279
The Emergence and Survival of Inflation Expectations 0 0 1 39 0 1 7 107
The Role of Financial Variables in Predicting Economic Activity in the Euro Area 0 0 0 69 0 0 1 194
The biofuel connection: impact of US regulation on oil and food prices 0 1 1 28 0 1 1 64
The dollar, bank leverage and real economic activity: an evolving relationship 0 0 4 34 0 3 22 109
The impact of monetary policy shocks on commodity prices 1 1 3 223 6 14 30 918
The impact of monetary policy shocks on commodity prices 1 3 9 191 18 37 77 525
The impact of unconventional monetary policies on retail lending and deposit rates in the euro area 0 0 6 56 1 5 24 58
The real effects of household debt in the short and long run 3 7 22 103 16 46 127 403
The role of financial variables in predicting economic activity 0 0 2 78 0 1 6 200
Why Did Bank Lending Rates Diverge from Policy Rates After the Financial Crisis? 0 0 2 76 10 12 33 141
Why did bank lending rates diverge from policy rates after the financial crisis? 0 0 3 137 2 3 23 297
‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession 0 0 0 51 0 0 3 203
Total Working Papers 10 42 196 5,316 103 297 989 15,249


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(Why) Is investment weak? 0 0 1 41 2 5 22 161
A Shadow Policy Rate to Calibrate U.S. Monetary Policy at the Zero Lower Bound 1 4 10 35 6 18 61 198
Analytic Hessian matrices and the computation of FIGARCH estimates 0 0 0 2 2 2 3 16
Bayesian inference for [alpha]-stable distributions: A random walk MCMC approach 0 0 1 81 0 0 1 212
Bayesian prior elicitation in DSGE models: Macro- vs micropriors 0 0 1 43 2 2 11 168
Financial conditions and purchasing managers' indices: exploring the links 0 0 2 4 0 0 16 34
Global commodity cycles and linkages: a FAVAR approach 0 3 4 44 1 7 10 177
Has the Transmission of Policy Rates to Lending Rates Changed in the Wake of the Global Financial Crisis? 0 0 1 17 0 0 4 83
Income Inequality and the depth of economic downturns 0 1 5 5 0 6 20 20
Indirect Estimation of α-Stable Distributions and Processes 0 0 0 41 0 0 0 182
Indirect estimation of [alpha]-stable stochastic volatility models 0 0 0 57 0 3 7 200
Indirect estimation of elliptical stable distributions 0 0 0 13 1 1 4 68
Interest rate pass-through since the financial crisis 0 0 5 79 0 5 24 235
Monetary Policy, Commodity Prices, and Misdiagnosis Risk 0 0 5 15 1 2 25 53
Oil and debt 0 1 1 14 0 4 9 99
On the correlation between commodity and equity returns: Implications for portfolio allocation 0 0 4 27 0 4 19 128
Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles 0 0 1 12 1 4 9 80
Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles 0 0 0 18 3 3 6 117
The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship 0 1 5 12 0 1 10 37
The Impact of Monetary Policy Shocks on Commodity Prices 3 9 19 136 7 39 90 532
The Role of Financial Variables in predicting economic activity 0 0 0 0 1 1 8 122
The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs 0 0 5 26 2 2 15 105
The effect of seasonal adjustment on the properties of business cycle regimes 0 0 0 91 1 2 4 438
The use of payment systems data as early indicators of economic activity 0 0 3 12 0 0 6 50
Total Journal Articles 4 19 73 825 30 111 384 3,515


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Catching the Flu from the United States 0 0 0 0 0 0 0 0
Total Books 0 0 0 0 0 0 0 0


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Business Cycle Synchronisation: Disentangling Global Trade and Financial Linkages 0 0 0 0 0 0 0 0
Business Cycle Synchronisation: The United States and the Euro Area 0 0 0 0 0 0 0 0
Conclusion 0 0 0 0 0 0 0 0
Economic Interactions US-Euro Area Over the 2007–9 Financial Crisis: What Did We Learn? 0 0 0 0 0 0 2 2
Has Asian emerging market monetary policy been too procyclical when responding to swings in commodity prices? 1 1 7 30 2 3 10 89
Introduction 0 0 0 0 0 0 1 1
Key Elements of Global Inflation 0 2 4 93 1 8 38 652
The US-Euro Area Relationship in a Context of Possible Systemic Changes 0 0 0 0 0 1 1 1
The United States and the Euro Area: The Role of Financial Variables 0 0 0 0 0 0 0 0
The United States and the Euro Area: What Do Structural Models Say About the Linkages? 0 0 0 0 0 0 0 0
Total Chapters 1 3 11 123 3 12 52 745


Statistics updated 2022-01-05