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 4 10 37
A model for vast panels of volatilities 0 0 0 85 1 5 15 182
Common Factors, Trends, and Cycles in Large Datasets 0 0 3 90 1 4 23 128
Common and Idiosyncratic Inflation 0 1 4 27 0 7 23 89
Common and Idiosyncratic Inflation 0 0 0 12 0 1 6 46
Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index 1 1 1 80 3 4 14 144
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? 0 0 0 4 0 6 15 125
Do Euro area countries respond asymmetrically to the common monetary policy? 0 0 0 21 0 4 28 171
Do National Account Statistics Underestimate US Real Output Growth? 0 0 0 3 0 2 5 18
Do euro area countries respond asymmetrically to the common monetary policy? 0 0 3 229 7 11 40 560
Dynamic Factor Models, Cointegration and Error Correction Mechanisms 0 0 0 167 1 1 11 236
Dynamic Factor Models, Cointegration, and Error Correction Mechanisms 0 0 0 55 1 2 9 125
Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks 0 1 1 111 0 5 10 233
Inferential Theory for Generalized Dynamic Factor Models 1 1 2 80 3 10 25 202
Lessons from Nowcasting GDP across the World 0 0 4 34 2 10 32 68
Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model 0 0 0 97 0 6 17 246
Measuring the Euro Area Output Gap 0 0 3 7 2 8 28 49
Measuring the Euro Area Output Gap 0 0 7 7 0 2 18 18
Monetary Policy and the Housing Market: A Structural Factor Analysis 0 0 0 60 0 5 13 219
Monetary Policy and the Housing Market: A Structural Factor Analysis 0 0 1 142 1 10 54 315
Monetary Policy, and the Housing Market: A Structural Factor Analysis 0 0 0 3 0 5 19 70
Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis 0 0 1 116 0 5 16 336
Non-Stationary Dynamic Factor Models for Large Datasets 0 0 0 132 1 4 18 234
Nowcasting Indonesia 0 0 0 66 0 2 14 143
Nowcasting Indonesia 0 0 0 34 0 1 7 109
Nowcasting Norway 0 0 1 85 1 3 24 222
Oil Price Pass-Through into Core Inflation 0 0 0 34 0 2 5 70
Oil Price Pass-Through into Core Inflation 0 0 0 125 0 24 34 277
Oil Price Pass-Through into Core Inflation 0 0 0 38 1 7 24 117
Oil price pass-through into core inflation 0 3 4 86 10 47 63 365
Quantifying the COVID-19 Effects on Core PCE Price Inflation 0 0 1 28 0 0 9 50
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm 0 0 1 64 1 6 21 129
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm 0 0 2 3 0 4 28 36
Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models 0 0 0 29 0 6 11 78
Ranking Systemically Important Financial Institutions 0 0 0 85 3 14 30 211
Ranking Systemically Important Financial Institutions 0 0 0 30 0 1 11 152
Ranking systemically important financial institutions 0 0 0 16 0 6 10 130
Relative prices and pure inflation since the mid-1990s 0 0 1 14 3 10 23 72
Scenario Synthesis and Macroeconomic Risk 1 3 31 34 4 16 97 101
Scenario Synthesis and Macroeconomic Risk 0 0 18 18 1 5 37 37
Scenario Synthesis and Macroeconomic Risk 0 0 10 10 1 5 28 28
Surfing through the GFC: systemic risk in Australia 0 0 0 32 0 7 21 108
The Euro Area has a growth problem 0 0 0 6 0 0 8 14
Uncertainty and Heterogeneity in factor models forecasting 0 0 0 43 0 2 10 97
Uncertainty and heterogeneity in factor models forecasting 0 0 0 65 0 5 10 122
Total Working Papers 3 10 99 2,507 48 294 974 6,519
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 1 3 6 135
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors 0 0 2 11 0 4 17 65
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? 0 0 3 78 3 5 19 268
Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models 0 0 2 18 1 5 13 60
Forecasting with approximate dynamic factor models: The role of non-pervasive shocks 0 0 0 22 1 4 15 101
Inferential theory for generalized dynamic factor models 0 0 1 4 0 5 19 33
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors 0 1 3 48 1 5 21 134
Measuring the Output Gap using Large Datasets 0 2 14 35 2 8 31 152
Monetary Policy and the Housing Market: A Structural Factor Analysis 0 0 1 71 1 6 20 211
Nowcasting Indonesia 0 0 5 65 1 6 22 215
Nowcasting Norway 0 0 0 51 0 1 22 225
Oil Price Pass-through into Core Inflation 0 0 1 1 1 11 19 19
Surfing through the GFC: Systemic Risk in Australia 0 0 0 7 2 4 9 53
Systemic risk in the US: Interconnectedness as a circuit breaker 0 0 0 12 0 3 12 76
The determinants of investment in information and communication technologies 0 0 0 68 2 5 13 249
Total Journal Articles 0 3 32 541 16 75 258 1,996
1 registered items for which data could not be found

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 0 7 9 3 6 40 47
Total Chapters 0 0 7 9 3 6 40 47

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Statistics updated 2026-06-04