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 1 3 11 166
(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate 0 0 0 74 0 2 11 335
A shadow policy rate to calibrate US monetary policy at the zero lower bound 0 0 0 203 1 9 21 537
Analytic Hessian Matrices and the Computation of FIGARCH Estimates 0 0 1 384 0 2 11 985
Are Households Indifferent to Monetary Policy Announcements? 0 0 2 12 0 3 10 39
Are households indifferent to monetary policy announcements? 2 2 3 52 4 11 28 171
Bargaining power and the Phillips curve: a micro-macro analysis 0 0 0 16 0 2 12 72
Bargaining power and the Phillips curve: a micro-macro analysis 0 0 1 24 1 8 23 114
Bayesian inference for alpha-stable distributions: a random walk MCMC approach 0 0 0 207 1 6 34 680
Bayesian prior elicitation in DSGE models: macro- vs micro-priors 0 0 0 84 1 2 10 211
Do Financial Investors Destabilize the Oil Price? 0 0 0 32 0 5 19 213
Do financial investors destabilize the oil price? 0 0 0 113 0 4 12 486
Energy markets and the euro area macroeconomy 0 0 0 8 1 4 12 94
External shocks and international inflation linkages: a global VAR analysis 0 0 0 267 2 6 17 725
Financial conditions and the macroeconomy: a two-factor view 0 0 13 13 2 11 58 58
Fiscal and monetary policy interactions in a low interest rate world 0 0 0 8 0 4 16 68
Fiscal and monetary policy interactions in a low interest rate world 0 0 1 68 0 2 16 183
Fiscal stimulus plans and households' expectations 0 1 6 8 2 9 60 68
Fiscal sustainability and the financial cycle 1 1 2 150 1 5 21 358
Forecasting economic growth in the euro area during the Great Moderation and the Great Recession 0 0 0 118 0 1 10 303
GARCH-based Volatility Forecasts for Market Volatility Indices 0 1 1 763 2 8 12 1,845
Global commodity cycles and linkages a FAVAR approach 0 0 1 152 0 2 12 522
Global impact of US and euro area unconventional monetary policies: a comparison 0 0 0 101 1 4 18 212
Has the transmission of policy rates to lending rates been impaired by the Global Financial Crisis? 0 0 2 78 2 5 20 222
Income inequality and the depth of economic downturns 0 0 1 12 0 3 15 52
Indirect estimation of alpha-stable distributions and processes 0 0 0 187 1 4 18 454
Indirect estimation of alpha-stable stochastic volatility models 0 0 0 178 0 4 12 517
Indirect estimation of elliptical stable distributions 0 0 0 25 0 2 10 98
Indirect inference of elliptical fat tailed distributions 0 0 0 0 1 4 8 37
Inflation indicators amid high uncertainty 0 0 1 27 1 2 12 91
Introducing BISTRO: a foundational model for unconditional and conditional forecasting of macroeconomic time series 3 29 29 29 11 37 37 37
Key elements of global inflation 0 0 0 96 0 2 12 520
Measuring financial cycle time 0 1 1 17 0 3 14 99
Measuring financial cycle time 0 0 2 54 2 9 39 226
Monetary policy and the oil futures market 0 0 0 34 1 4 18 125
Monetary policy spillovers, global commodity prices and cooperation 0 0 0 85 0 7 27 176
Monetary policy spillovers, global commodity prices and cooperation 0 0 1 49 2 7 20 101
Oil price density forecasts: Exploring the linkages with stock markets 0 0 0 163 1 6 14 311
Oil price density forecasts: exploring the linkages with stock markets 0 0 0 29 2 4 13 133
On the correlation between commodity and equity returns: implications for portfolio allocation 0 0 0 116 3 11 29 501
On-line Bayesian estimation of AR signals in symmetric alpha-stable noise 0 0 0 213 0 2 8 694
Output gaps and policy stabilisation in Latin America: the effect of commodity and capital flow cycles 0 0 0 54 1 2 11 146
Short-Term Forecasting of the Japanese Economy Using Factor Models 0 0 0 37 0 1 11 126
Short-term forecasting of the Japanese economy using factor models 0 0 1 44 0 4 12 142
The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes 0 0 0 97 1 7 12 295
The Emergence and Survival of Inflation Expectations 0 0 0 42 2 3 16 127
The Role of Financial Variables in Predicting Economic Activity in the Euro Area 0 0 0 69 1 3 8 205
The asymmetric and heterogeneous pass-through of input prices to firms' expectations and decisions 0 0 7 7 0 26 43 43
The biofuel connection: impact of US regulation on oil and food prices 0 0 0 30 0 4 21 101
The contribution of monetary policy to disinflation 0 0 5 35 1 1 19 61
The dollar, bank leverage and real economic activity: an evolving relationship 1 1 1 47 3 10 26 173
The impact of monetary policy shocks on commodity prices 0 0 0 203 3 5 21 643
The impact of monetary policy shocks on commodity prices 0 0 2 238 0 8 26 1,025
The impact of unconventional monetary policies on retail lending and deposit rates in the euro area 0 1 3 65 2 8 21 96
The market turbulence and carry trade unwind of August 2024 1 4 16 32 21 40 133 193
The real effects of household debt in the short and long run 0 1 8 159 2 16 116 798
The role of financial variables in predicting economic activity 0 0 1 86 0 2 6 238
The wage-price pass-through across sectors: evidence from the euro area 0 0 0 5 2 9 34 59
The wage-price pass-through across sectors: evidence from the euro area 2 2 2 9 7 12 27 49
Why Did Bank Lending Rates Diverge from Policy Rates After the Financial Crisis? 0 0 0 83 1 1 17 186
Why did bank lending rates diverge from policy rates after the financial crisis? 0 0 0 142 3 5 21 357
‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession 0 0 0 52 0 3 6 214
Total Working Papers 10 44 114 5,785 97 399 1,387 18,116


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 3 21 243
A Shadow Policy Rate to Calibrate U.S. Monetary Policy at the Zero Lower Bound 0 2 5 53 1 8 38 328
Analytic Hessian matrices and the computation of FIGARCH estimates 0 0 0 3 0 5 8 30
BISTRO: a general purpose oracle for macroeconomic time series 1 1 1 1 6 32 32 32
Bayesian inference for [alpha]-stable distributions: A random walk MCMC approach 0 1 1 84 0 6 12 234
Bayesian prior elicitation in DSGE models: Macro- vs micropriors 0 0 0 46 2 6 11 190
Correction to: The relationship of household debt and growth in the short and long run 0 1 2 3 1 4 17 23
Financial conditions and purchasing managers' indices: exploring the links 0 0 0 6 0 5 23 75
Fiscal and Monetary Policy Interactions in a Low Interest Rate World 0 1 6 6 6 39 82 82
Global commodity cycles and linkages: a FAVAR approach 0 0 0 48 0 1 8 192
Has the Transmission of Policy Rates to Lending Rates Changed in the Wake of the Global Financial Crisis? 0 0 0 18 1 2 7 97
Income Inequality and the depth of economic downturns 0 0 1 11 1 4 17 56
Indirect Estimation of α-Stable Distributions and Processes 0 0 0 41 1 3 8 193
Indirect estimation of [alpha]-stable stochastic volatility models 0 0 1 63 0 0 4 211
Indirect estimation of elliptical stable distributions 0 0 0 13 0 3 19 88
Interest rate pass-through since the financial crisis 0 0 4 86 1 7 23 291
Monetary Policy, Commodity Prices, and Misdiagnosis Risk 0 0 1 31 1 2 7 114
Oil and debt 0 0 0 19 3 6 18 155
On the correlation between commodity and equity returns: Implications for portfolio allocation 0 0 0 34 0 3 11 168
Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles 0 1 1 20 1 5 17 142
Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles 0 1 1 15 0 6 11 101
Sectoral price dynamics in the last mile of post-Covid-19 disinflation 0 0 1 11 0 6 26 64
The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship 0 0 0 18 0 4 13 67
The Impact of Monetary Policy Shocks on Commodity Prices 0 0 4 174 1 9 47 728
The Impact of Unconventional Monetary Policies on Retail Lending and Deposit Rates in the Euro Area 0 0 0 0 3 6 6 6
The Role of Financial Variables in predicting economic activity 0 0 0 0 2 4 12 138
The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs 1 1 2 47 2 7 31 185
The effect of seasonal adjustment on the properties of business cycle regimes 0 0 0 92 0 1 10 457
The relationship of household debt and growth in the short and long run 0 2 7 24 2 16 43 90
The use of payment systems data as early indicators of economic activity 0 0 0 16 0 4 12 72
Workers’ Bargaining Power and the Phillips Curve: A Micro–Macro Analysis 0 0 1 4 0 4 26 36
Total Journal Articles 2 11 41 1,047 35 211 620 4,888


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 2 6 7
The two-regime view of inflation 0 0 9 45 8 20 72 235
Total Books 0 0 9 45 8 22 78 242


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 2 3 3 3 2 10 10 10
Business Cycle Synchronisation: Disentangling Global Trade and Financial Linkages 0 0 0 0 0 2 4 4
Business Cycle Synchronisation: The United States and the Euro Area 0 0 0 0 0 2 9 11
Conclusion 0 0 0 0 1 4 8 8
Economic Interactions US-Euro Area Over the 2007–9 Financial Crisis: What Did We Learn? 0 0 0 0 0 2 5 7
Has Asian emerging market monetary policy been too procyclical when responding to swings in commodity prices? 0 0 1 35 0 5 15 116
Introduction 0 0 0 0 0 4 8 10
Key Elements of Global Inflation 0 0 0 97 1 3 8 678
The US-Euro Area Relationship in a Context of Possible Systemic Changes 0 0 0 0 0 5 9 12
The United States and the Euro Area: The Role of Financial Variables 0 0 0 0 0 1 4 4
The United States and the Euro Area: What Do Structural Models Say About the Linkages? 0 0 0 0 0 4 10 11
Total Chapters 2 3 4 135 4 42 90 871


Statistics updated 2026-06-04