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 1 9 307
(Un)naturally low? 0 0 0 0 0 1 4 145
(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate 0 0 0 74 0 0 10 317
A shadow policy rate to calibrate US monetary policy at the zero lower bound 2 2 7 197 6 14 56 449
Analytic Hessian Matrices and the Computation of FIGARCH Estimates 0 0 0 381 1 3 6 963
Bargaining power and the Phillips curve: a micro-macro analysis 4 4 4 4 7 11 11 11
Bargaining power and the Phillips curve: a micro-macro analysis 8 8 8 8 9 11 11 11
Bayesian inference for alpha-stable distributions: a random walk MCMC approach 0 0 4 199 1 3 18 615
Bayesian prior elicitation in DSGE models: macro- vs micro-priors 0 0 2 84 0 1 7 186
Do Financial Investors Destabilize the Oil Price? 0 0 0 32 1 3 14 181
Do financial investors destabilize the oil price? 1 1 4 106 3 8 30 443
Energy markets and the euro area macroeconomy 0 0 1 1 0 0 13 38
External shocks and international inflation linkages: a global VAR analysis 1 2 3 247 2 7 25 628
Fiscal sustainability and the financial cycle 0 2 6 128 2 6 34 266
Forecasting economic growth in the euro area during the Great Moderation and the Great Recession 0 0 2 110 1 3 15 273
GARCH-based Volatility Forecasts for Market Volatility Indices 0 0 0 758 0 3 6 1,811
Global commodity cycles and linkages a FAVAR approach 2 3 7 140 3 4 28 459
Global impact of US and euro area unconventional monetary policies: a comparison 0 3 14 86 0 11 49 143
Has the transmission of policy rates to lending rates been impaired by the Global Financial Crisis? 1 1 4 73 2 5 17 125
Indirect estimation of alpha-stable distributions and processes 0 0 0 185 0 2 4 430
Indirect estimation of alpha-stable stochastic volatility models 0 0 1 176 1 3 6 486
Indirect estimation of elliptical stable distributions 0 0 0 25 1 2 8 84
Indirect inference of elliptical fat tailed distributions 0 0 0 0 0 0 0 24
Key elements of global inflation 0 1 3 88 1 4 31 466
Measuring financial cycle time 0 0 7 36 3 8 48 123
Measuring financial cycle time 0 0 2 9 4 9 24 50
Monetary policy and the oil futures market 0 0 1 32 1 1 8 101
Monetary policy spillovers, global commodity prices and cooperation 0 0 2 71 1 4 20 95
Monetary policy spillovers, global commodity prices and cooperation 0 0 2 40 1 3 13 51
Oil price density forecasts: Exploring the linkages with stock markets 0 1 1 160 3 5 13 277
Oil price density forecasts: exploring the linkages with stock markets 0 0 1 27 1 1 7 112
On the correlation between commodity and equity returns: implications for portfolio allocation 0 0 2 109 0 2 13 447
On-line Bayesian estimation of AR signals in symmetric alpha-stable noise 0 0 1 210 0 2 5 677
Output gaps and policy stabilisation in Latin America: the effect of commodity and capital flow cycles 0 0 0 46 2 6 20 98
Short-Term Forecasting of the Japanese Economy Using Factor Models 0 0 1 36 0 1 6 103
Short-term forecasting of the Japanese economy using factor models 0 0 0 42 1 1 10 125
The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes 0 0 0 96 1 2 4 275
The Emergence and Survival of Inflation Expectations 0 0 0 38 0 1 11 100
The Role of Financial Variables in Predicting Economic Activity in the Euro Area 0 0 0 69 1 5 15 193
The biofuel connection: impact of US regulation on oil and food prices 0 0 0 27 3 4 10 63
The dollar, bank leverage and real economic activity: an evolving relationship 1 1 30 30 5 8 87 87
The impact of monetary policy shocks on commodity prices 1 2 6 182 3 5 26 448
The impact of monetary policy shocks on commodity prices 1 1 3 220 1 3 26 888
The impact of unconventional monetary policies on retail lending and deposit rates in the euro area 0 1 50 50 5 11 34 34
The real effects of household debt in the short and long run 2 2 18 81 10 22 95 276
The role of financial variables in predicting economic activity 0 0 1 76 1 2 10 194
Why Did Bank Lending Rates Diverge from Policy Rates After the Financial Crisis? 0 0 3 74 3 6 21 108
Why did bank lending rates diverge from policy rates after the financial crisis? 0 2 12 134 3 6 38 274
‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession 0 0 0 51 0 0 4 200
Total Working Papers 24 37 213 5,120 94 224 980 14,260


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 1 3 40 3 8 22 139
A Shadow Policy Rate to Calibrate U.S. Monetary Policy at the Zero Lower Bound 0 1 16 25 4 13 74 137
Analytic Hessian matrices and the computation of FIGARCH estimates 0 0 0 2 0 0 5 13
Bayesian inference for [alpha]-stable distributions: A random walk MCMC approach 0 0 2 80 0 1 8 211
Bayesian prior elicitation in DSGE models: Macro- vs micropriors 0 0 0 42 0 1 7 157
Financial conditions and purchasing managers' indices: exploring the links 0 0 2 2 4 4 18 18
Global commodity cycles and linkages: a FAVAR approach 1 2 3 40 2 5 11 167
Has the Transmission of Policy Rates to Lending Rates Changed in the Wake of the Global Financial Crisis? 0 0 3 16 0 1 14 79
Indirect Estimation of α-Stable Distributions and Processes 0 0 0 41 0 0 3 182
Indirect estimation of [alpha]-stable stochastic volatility models 1 1 4 57 1 1 7 193
Indirect estimation of elliptical stable distributions 0 0 0 13 0 0 3 64
Interest rate pass-through since the financial crisis 1 3 9 74 4 9 37 211
Monetary Policy, Commodity Prices, and Misdiagnosis Risk 0 2 10 10 1 5 28 28
Oil and debt 0 0 1 13 1 2 11 90
On the correlation between commodity and equity returns: Implications for portfolio allocation 0 1 5 23 1 3 35 109
Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles 0 1 2 11 1 5 26 71
Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles 0 0 1 18 0 2 21 111
The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship 1 3 7 7 4 10 27 27
The Impact of Monetary Policy Shocks on Commodity Prices 0 1 9 117 4 12 50 442
The Role of Financial Variables in predicting economic activity 0 0 0 0 0 0 6 114
The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs 0 2 12 21 4 9 42 90
The effect of seasonal adjustment on the properties of business cycle regimes 0 0 0 91 1 1 4 434
The use of payment systems data as early indicators of economic activity 0 0 0 9 1 2 5 44
Total Journal Articles 4 18 89 752 36 94 464 3,131


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Has Asian emerging market monetary policy been too procyclical when responding to swings in commodity prices? 0 0 0 23 0 0 8 79
Key Elements of Global Inflation 0 0 3 89 2 11 48 614
Total Chapters 0 0 3 112 2 11 56 693


Statistics updated 2021-01-03