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 0 1 27
A model for vast panels of volatilities 0 0 0 85 0 0 2 167
Common Factors, Trends, and Cycles in Large Datasets 0 0 1 87 1 1 4 106
Common and Idiosyncratic Inflation 0 0 2 23 1 2 8 68
Common and Idiosyncratic Inflation 0 0 0 12 0 1 1 40
Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index 0 1 1 79 0 2 9 131
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? 0 0 0 4 0 0 0 110
Do Euro area countries respond asymmetrically to the common monetary policy? 0 0 0 21 0 0 0 143
Do National Account Statistics Underestimate US Real Output Growth? 0 0 0 3 0 0 1 13
Do euro area countries respond asymmetrically to the common monetary policy? 0 1 7 226 2 6 19 524
Dynamic Factor Models, Cointegration and Error Correction Mechanisms 0 0 0 167 0 0 1 225
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 0 1 6 223
Inferential Theory for Generalized Dynamic Factor Models 0 0 2 78 0 1 5 178
Lessons from Nowcasting GDP across the World 0 1 5 31 1 5 18 40
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 1 1 5 5 3 4 25 25
Monetary Policy and the Housing Market: A Structural Factor Analysis 0 0 1 60 0 0 3 206
Monetary Policy and the Housing Market: A Structural Factor Analysis 0 0 0 141 0 0 4 261
Monetary Policy, and the Housing Market: A Structural Factor Analysis 0 0 0 3 0 0 2 51
Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis 0 0 0 115 0 0 3 320
Non-Stationary Dynamic Factor Models for Large Datasets 0 0 1 132 0 1 4 217
Nowcasting Indonesia 0 0 1 66 0 3 10 132
Nowcasting Indonesia 0 0 0 34 0 0 3 102
Nowcasting Norway 0 0 0 84 0 0 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 1 38 0 0 3 93
Oil Price Pass-Through into Core Inflation 0 0 1 125 1 1 5 244
Oil price pass-through into core inflation 0 0 3 82 2 4 16 306
Quantifying the COVID-19 Effects on Core PCE Price Inflation 1 1 2 28 3 3 8 44
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm 1 1 2 2 4 8 12 12
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm 0 0 3 63 0 2 12 108
Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models 0 0 1 29 0 0 3 67
Ranking Systemically Important Financial Institutions 0 0 1 85 0 0 8 181
Ranking Systemically Important Financial Institutions 0 0 0 30 0 0 1 141
Ranking systemically important financial institutions 0 0 0 16 0 0 1 120
Relative prices and pure inflation since the mid-1990s 0 0 2 13 0 0 11 49
Scenario Synthesis and Macroeconomic Risk 6 6 6 6 2 6 6 6
Surfing through the GFC: systemic risk in Australia 0 0 1 32 0 0 3 87
The Euro Area has a growth problem 0 0 6 6 1 2 7 7
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 9 12 55 2,415 21 53 228 5,581
1 registered items for which data could not be found


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 0 1 129
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors 0 0 0 9 0 1 4 49
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? 0 1 3 76 0 3 7 250
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 0 6 86
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors 0 0 5 45 2 2 16 115
Monetary Policy and the Housing Market: A Structural Factor Analysis 0 0 0 70 0 1 4 191
Nowcasting Indonesia 0 1 3 60 1 3 11 195
Nowcasting Norway 0 0 5 51 1 1 11 204
Oil Price Pass-through into Core Inflation 0 1 12 79 1 4 33 241
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 1 1 3 65
The determinants of investment in information and communication technologies 0 0 1 68 0 1 5 236
Total Journal Articles 0 3 30 565 6 17 102 1,852


Statistics updated 2025-08-05