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? 0 0 0 0 0 0 11 166
(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate 0 0 0 74 0 1 11 336
A shadow policy rate to calibrate US monetary policy at the zero lower bound 1 1 1 204 2 4 24 541
Analytic Hessian Matrices and the Computation of FIGARCH Estimates 0 0 0 384 0 0 10 985
Are Households Indifferent to Monetary Policy Announcements? 0 0 0 12 1 1 8 40
Bargaining power and the Phillips curve: a micro-macro analysis 0 0 0 16 0 1 13 73
Bargaining power and the Phillips curve: a micro-macro analysis 0 0 0 24 1 3 23 117
Bayesian inference for alpha-stable distributions: a random walk MCMC approach 0 0 0 207 0 1 32 681
Bayesian prior elicitation in DSGE models: macro- vs micro-priors 0 0 0 84 1 1 11 212
Do Financial Investors Destabilize the Oil Price? 0 1 1 33 0 2 20 215
Do financial investors destabilize the oil price? 0 0 0 113 0 0 11 486
Energy markets and the euro area macroeconomy 0 0 0 8 1 2 14 96
Energy shocks and inflation: challenges for monetary policy 7 7 7 7 22 22 22 22
External shocks and international inflation linkages: a global VAR analysis 0 0 0 267 1 1 17 726
Financial conditions and the macroeconomy: a two-factor view 0 0 5 13 2 4 54 62
Fiscal Stimulus Plans and Households’ Expectations 0 0 0 0 1 1 1 1
Fiscal and monetary policy interactions in a low interest rate world 0 0 1 68 3 4 19 187
Fiscal and monetary policy interactions in a low interest rate world 0 0 0 8 0 1 16 69
Fiscal stimulus plans and households' expectations 0 0 4 8 0 3 57 71
Fiscal sustainability and the financial cycle 0 0 2 150 2 4 22 362
Forecasting economic growth in the euro area during the Great Moderation and the Great Recession 0 0 0 118 1 1 10 304
GARCH-based Volatility Forecasts for Market Volatility Indices 0 0 1 763 0 1 13 1,846
Global commodity cycles and linkages a FAVAR approach 0 0 1 152 2 3 15 525
Global impact of US and euro area unconventional monetary policies: a comparison 1 1 1 102 3 5 22 217
Has the transmission of policy rates to lending rates been impaired by the Global Financial Crisis? 0 0 2 78 0 1 21 223
Income inequality and the depth of economic downturns 0 0 1 12 2 2 16 54
Indirect estimation of alpha-stable distributions and processes 0 0 0 187 0 0 17 454
Indirect estimation of alpha-stable stochastic volatility models 0 0 0 178 0 1 13 518
Indirect estimation of elliptical stable distributions 0 0 0 25 1 1 11 99
Indirect inference of elliptical fat tailed distributions 0 0 0 0 0 0 7 37
Inflation indicators amid high uncertainty 0 0 1 27 1 1 13 92
Introducing BISTRO: a foundational model for unconditional and conditional forecasting of macroeconomic time series 1 4 33 33 1 9 46 46
Key elements of global inflation 0 0 0 96 1 1 13 521
Measuring financial cycle time 0 0 1 54 2 5 39 231
Measuring financial cycle time 0 0 1 17 1 1 15 100
Monetary policy and the oil futures market 0 0 0 34 0 0 18 125
Monetary policy announcements and household expectations 1 1 3 53 4 6 32 177
Monetary policy spillovers, global commodity prices and cooperation 0 0 0 49 0 0 17 101
Monetary policy spillovers, global commodity prices and cooperation 0 0 0 85 1 1 23 177
Oil price density forecasts: Exploring the linkages with stock markets 0 0 0 163 0 0 14 311
Oil price density forecasts: exploring the linkages with stock markets 0 0 0 29 0 0 12 133
On the correlation between commodity and equity returns: implications for portfolio allocation 0 0 0 116 3 4 29 505
On-line Bayesian estimation of AR signals in symmetric alpha-stable noise 0 0 0 213 0 0 7 694
Output gaps and policy stabilisation in Latin America: the effect of commodity and capital flow cycles 0 0 0 54 0 0 11 146
Short-Term Forecasting of the Japanese Economy Using Factor Models 0 0 0 37 0 2 12 128
Short-term forecasting of the Japanese economy using factor models 0 0 1 44 0 0 12 142
The Asymmetric and Heterogeneous Pass-through of Input Prices to Firms’ Expectations and Decisions 6 9 9 9 1 3 3 3
The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes 0 0 0 97 1 1 13 296
The Emergence and Survival of Inflation Expectations 0 0 0 42 0 0 15 127
The Role of Financial Variables in Predicting Economic Activity in the Euro Area 0 0 0 69 1 2 9 207
The asymmetric and heterogeneous pass-through of input prices to firms' expectations and decisions 0 0 7 7 0 3 46 46
The biofuel connection: impact of US regulation on oil and food prices 0 0 0 30 0 1 21 102
The contribution of monetary policy to disinflation 0 0 4 35 0 1 19 62
The dollar, bank leverage and real economic activity: an evolving relationship 1 1 2 48 1 2 24 175
The impact of monetary policy shocks on commodity prices 0 0 1 238 2 4 26 1,029
The impact of monetary policy shocks on commodity prices 0 0 0 203 2 3 22 646
The impact of unconventional monetary policies on retail lending and deposit rates in the euro area 0 0 2 65 0 1 21 97
The market turbulence and carry trade unwind of August 2024 3 4 17 36 56 108 232 301
The real effects of household debt in the short and long run 0 0 6 159 0 2 103 800
The role of financial variables in predicting economic activity 0 1 2 87 0 2 7 240
The wage-price pass-through across sectors: evidence from the euro area 0 0 0 5 1 4 31 63
The wage-price pass-through across sectors: evidence from the euro area 0 0 2 9 1 4 28 53
Why Did Bank Lending Rates Diverge from Policy Rates After the Financial Crisis? 0 0 0 83 2 2 19 188
Why did bank lending rates diverge from policy rates after the financial crisis? 0 0 0 142 0 0 18 357
‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession 0 0 0 52 0 0 6 214
Total Working Papers 21 30 119 5,815 128 244 1,517 18,360

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 2 60 0 1 21 244
A Shadow Policy Rate to Calibrate U.S. Monetary Policy at the Zero Lower Bound 0 1 6 54 0 4 38 332
Analytic Hessian matrices and the computation of FIGARCH estimates 0 0 0 3 0 2 10 32
BISTRO: a general purpose oracle for macroeconomic time series 1 1 2 2 2 3 35 35
Bayesian inference for [alpha]-stable distributions: A random walk MCMC approach 0 0 1 84 0 1 13 235
Bayesian prior elicitation in DSGE models: Macro- vs micropriors 0 1 1 47 0 1 12 191
Correction to: The relationship of household debt and growth in the short and long run 0 0 1 3 1 1 13 24
Financial conditions and purchasing managers' indices: exploring the links 0 0 0 6 0 1 21 76
Fiscal and Monetary Policy Interactions in a Low Interest Rate World 0 0 5 6 2 9 84 91
Global commodity cycles and linkages: a FAVAR approach 0 0 0 48 0 2 9 194
Has the Transmission of Policy Rates to Lending Rates Changed in the Wake of the Global Financial Crisis? 0 0 0 18 1 1 8 98
Income Inequality and the depth of economic downturns 0 0 1 11 0 0 15 56
Indirect Estimation of α-Stable Distributions and Processes 0 0 0 41 0 1 8 194
Indirect estimation of [alpha]-stable stochastic volatility models 0 0 0 63 1 1 3 212
Indirect estimation of elliptical stable distributions 0 0 0 13 0 0 19 88
Interest rate pass-through since the financial crisis 0 0 3 86 0 1 21 292
Monetary Policy, Commodity Prices, and Misdiagnosis Risk 0 0 1 31 1 1 8 115
Oil and debt 0 0 0 19 3 4 21 159
On the correlation between commodity and equity returns: Implications for portfolio allocation 0 0 0 34 0 0 11 168
Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles 0 0 1 15 1 1 12 102
Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles 0 0 1 20 0 2 18 144
Sectoral price dynamics in the last mile of post-Covid-19 disinflation 0 0 0 11 1 1 23 65
The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship 0 0 0 18 1 2 14 69
The Impact of Monetary Policy Shocks on Commodity Prices 0 0 2 174 5 9 50 737
The Impact of Unconventional Monetary Policies on Retail Lending and Deposit Rates in the Euro Area 0 0 0 0 0 2 8 8
The Real Effects of Household Debt in the Short and Long Run 0 0 0 0 1 2 3 3
The Role of Financial Variables in predicting economic activity 0 0 0 0 0 3 14 141
The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs 0 1 3 48 0 3 27 188
The effect of seasonal adjustment on the properties of business cycle regimes 0 1 1 93 2 3 13 460
The relationship of household debt and growth in the short and long run 0 1 7 25 2 7 44 97
The use of payment systems data as early indicators of economic activity 0 0 0 16 1 1 12 73
Workers’ Bargaining Power and the Phillips Curve: A Micro–Macro Analysis 0 0 1 4 0 0 21 36
Total Journal Articles 1 6 39 1,053 25 70 629 4,959

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 6 7
The two-regime view of inflation 1 2 7 47 3 8 66 243
Total Books 1 2 7 47 3 8 72 250

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A foundational model for macroeconomic times series forecasting and nowcasting 0 1 4 4 2 5 15 15
Business Cycle Synchronisation: Disentangling Global Trade and Financial Linkages 0 0 0 0 0 0 4 4
Business Cycle Synchronisation: The United States and the Euro Area 0 0 0 0 0 0 8 11
Conclusion 0 0 0 0 0 0 8 8
Economic Interactions US-Euro Area Over the 2007–9 Financial Crisis: What Did We Learn? 0 0 0 0 0 0 4 7
Has Asian emerging market monetary policy been too procyclical when responding to swings in commodity prices? 0 0 1 35 0 2 17 118
Introduction 0 0 0 0 0 1 9 11
Key Elements of Global Inflation 0 0 0 97 1 2 10 680
The US-Euro Area Relationship in a Context of Possible Systemic Changes 0 0 0 0 17 17 26 29
The United States and the Euro Area: The Role of Financial Variables 0 0 0 0 0 0 4 4
The United States and the Euro Area: What Do Structural Models Say About the Linkages? 0 0 0 0 22 22 32 33
Total Chapters 0 1 5 136 42 49 137 920

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Statistics updated 2026-09-10