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 5 6 33
A model for vast panels of volatilities 0 0 0 85 1 7 10 177
Common Factors, Trends, and Cycles in Large Datasets 0 1 3 90 2 9 19 124
Common and Idiosyncratic Inflation 0 0 0 12 0 4 6 45
Common and Idiosyncratic Inflation 0 0 3 26 2 7 18 82
Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index 0 0 1 79 3 6 13 140
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? 0 0 0 4 2 4 9 119
Do Euro area countries respond asymmetrically to the common monetary policy? 0 0 0 21 9 18 24 167
Do National Account Statistics Underestimate US Real Output Growth? 0 0 0 3 0 1 3 16
Do euro area countries respond asymmetrically to the common monetary policy? 0 3 4 229 1 13 31 549
Dynamic Factor Models, Cointegration and Error Correction Mechanisms 0 0 0 167 2 7 10 235
Dynamic Factor Models, Cointegration, and Error Correction Mechanisms 0 0 0 55 1 4 7 123
Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks 0 0 0 110 3 4 9 228
Inferential Theory for Generalized Dynamic Factor Models 1 1 2 79 2 5 16 192
Lessons from Nowcasting GDP across the World 0 1 4 34 4 9 26 58
Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model 0 0 0 97 0 8 11 240
Measuring the Euro Area Output Gap 0 0 7 7 2 9 16 16
Measuring the Euro Area Output Gap 0 2 3 7 2 10 24 41
Monetary Policy and the Housing Market: A Structural Factor Analysis 0 1 1 142 12 41 45 305
Monetary Policy and the Housing Market: A Structural Factor Analysis 0 0 0 60 0 5 8 214
Monetary Policy, and the Housing Market: A Structural Factor Analysis 0 0 0 3 5 11 14 65
Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis 0 0 1 116 0 8 11 331
Non-Stationary Dynamic Factor Models for Large Datasets 0 0 0 132 2 6 15 230
Nowcasting Indonesia 0 0 0 34 0 5 8 108
Nowcasting Indonesia 0 0 0 66 1 8 15 141
Nowcasting Norway 1 1 1 85 2 20 22 219
Oil Price Pass-Through into Core Inflation 0 0 0 125 0 6 10 253
Oil Price Pass-Through into Core Inflation 0 0 0 34 0 2 3 68
Oil Price Pass-Through into Core Inflation 0 0 0 38 0 12 17 110
Oil price pass-through into core inflation 0 0 1 83 1 8 18 318
Quantifying the COVID-19 Effects on Core PCE Price Inflation 0 0 1 28 0 2 10 50
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm 0 1 2 3 2 14 29 32
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm 0 0 2 64 0 11 18 123
Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models 0 0 0 29 0 3 5 72
Ranking Systemically Important Financial Institutions 0 0 0 85 1 11 17 197
Ranking Systemically Important Financial Institutions 0 0 0 30 2 8 11 151
Ranking systemically important financial institutions 0 0 0 16 2 4 4 124
Relative prices and pure inflation since the mid-1990s 0 1 2 14 1 10 18 62
Scenario Synthesis and Macroeconomic Risk 0 0 10 10 3 6 23 23
Scenario Synthesis and Macroeconomic Risk 3 14 31 31 16 49 85 85
Scenario Synthesis and Macroeconomic Risk 0 1 18 18 3 7 32 32
Surfing through the GFC: systemic risk in Australia 0 0 0 32 4 12 14 101
The Euro Area has a growth problem 0 0 0 6 1 5 9 14
Uncertainty and Heterogeneity in factor models forecasting 0 0 0 43 1 5 8 95
Uncertainty and heterogeneity in factor models forecasting 0 0 0 65 0 3 5 117
Total Working Papers 5 27 97 2,497 95 412 732 6,225
2 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 3 3 132
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors 0 0 2 11 0 9 13 61
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? 0 1 3 78 0 7 16 263
Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models 0 0 2 18 2 5 8 55
Forecasting with approximate dynamic factor models: The role of non-pervasive shocks 0 0 0 22 2 7 12 97
Inferential theory for generalized dynamic factor models 0 0 2 4 1 10 15 28
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors 0 1 3 47 2 5 18 129
Measuring the Output Gap using Large Datasets 0 2 15 33 0 4 28 144
Monetary Policy and the Housing Market: A Structural Factor Analysis 0 0 1 71 0 13 15 205
Nowcasting Indonesia 1 3 6 65 2 9 18 209
Nowcasting Norway 0 0 1 51 2 12 22 224
Oil Price Pass-through into Core Inflation 0 0 1 1 1 3 8 8
Oil Price Pass-through into Core Inflation 0 2 3 81 0 13 24 256
Surfing through the GFC: Systemic Risk in Australia 0 0 0 7 0 4 5 49
Systemic risk in the US: Interconnectedness as a circuit breaker 0 0 0 12 0 4 9 73
The determinants of investment in information and communication technologies 0 0 0 68 0 5 10 244
Total Journal Articles 1 9 39 619 12 113 224 2,177

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Lessons from nowcasting GDP across the world 0 4 8 9 3 19 37 41
Total Chapters 0 4 8 9 3 19 37 41

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Statistics updated 2026-03-04