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 10 37
A model for vast panels of volatilities 0 0 0 85 0 1 15 182
Common Factors, Trends, and Cycles in Large Datasets 0 0 3 90 2 3 24 130
Common and Idiosyncratic Inflation 0 1 1 13 1 2 8 48
Common and Idiosyncratic Inflation 0 0 4 27 1 2 23 91
Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index 0 1 1 80 0 5 15 146
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? 0 0 0 4 0 1 16 126
Do Euro area countries respond asymmetrically to the common monetary policy? 0 0 0 21 0 0 28 171
Do National Account Statistics Underestimate US Real Output Growth? 0 0 0 3 0 0 5 18
Do euro area countries respond asymmetrically to the common monetary policy? 0 0 3 229 1 9 38 562
Dynamic Factor Models, Cointegration and Error Correction Mechanisms 0 0 0 167 0 1 11 236
Dynamic Factor Models, Cointegration, and Error Correction Mechanisms 0 0 0 55 0 1 9 125
Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks 0 0 1 111 0 0 10 233
Inferential Theory for Generalized Dynamic Factor Models 0 1 2 80 0 3 24 202
Lessons from Nowcasting GDP across the World 0 0 3 34 1 4 30 70
Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model 0 0 0 97 0 1 18 247
Measuring the Euro Area Output Gap 0 0 2 7 1 5 27 52
Measuring the Euro Area Output Gap 0 0 4 7 0 3 18 21
Monetary Policy and the Housing Market: A Structural Factor Analysis 0 0 1 142 0 3 56 317
Monetary Policy and the Housing Market: A Structural Factor Analysis 0 0 0 60 1 1 14 220
Monetary Policy, and the Housing Market: A Structural Factor Analysis 0 0 0 3 1 2 21 72
Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis 0 0 1 116 0 0 16 336
Non-Stationary Dynamic Factor Models for Large Datasets 0 0 0 132 0 3 19 236
Nowcasting Indonesia 0 1 1 35 0 1 8 110
Nowcasting Indonesia 0 0 0 66 0 1 12 144
Nowcasting Norway 0 0 1 85 0 1 24 222
Oil Price Pass-Through into Core Inflation 0 0 0 34 0 0 5 70
Oil Price Pass-Through into Core Inflation 0 0 0 125 0 2 35 279
Oil Price Pass-Through into Core Inflation 0 0 0 38 0 1 24 117
Oil price pass-through into core inflation 1 1 5 87 4 23 72 378
Quantifying the COVID-19 Effects on Core PCE Price Inflation 0 0 0 28 0 0 6 50
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm 0 0 1 64 0 2 22 130
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm 1 1 2 4 2 3 27 39
Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models 0 0 0 29 0 1 12 79
Ranking Systemically Important Financial Institutions 0 0 0 85 0 4 31 212
Ranking Systemically Important Financial Institutions 0 0 0 30 1 1 12 153
Ranking systemically important financial institutions 0 0 0 16 0 0 10 130
Relative prices and pure inflation since the mid-1990s 0 1 2 15 0 4 24 73
Scenario Synthesis and Macroeconomic Risk 2 3 25 36 5 12 100 109
Scenario Synthesis and Macroeconomic Risk 0 0 4 10 0 1 22 28
Scenario Synthesis and Macroeconomic Risk 0 0 3 18 1 4 27 40
Surfing through the GFC: systemic risk in Australia 0 0 0 32 0 1 22 109
The Euro Area has a growth problem 0 0 0 6 0 0 7 14
Uncertainty and Heterogeneity in factor models forecasting 0 0 0 43 0 1 11 98
Uncertainty and heterogeneity in factor models forecasting 0 0 0 65 0 0 10 122
Total Working Papers 4 10 70 2,514 22 113 978 6,584
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 1 1 51 0 2 7 136
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors 0 0 2 11 1 1 17 66
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? 0 0 2 78 0 4 19 269
Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models 0 0 2 18 0 1 13 60
Forecasting with approximate dynamic factor models: The role of non-pervasive shocks 0 0 0 22 0 2 16 102
Inferential theory for generalized dynamic factor models 0 1 1 5 1 2 19 35
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors 0 0 3 48 3 6 24 139
Measuring the Output Gap using Large Datasets 0 1 10 36 0 3 25 153
Monetary Policy and the Housing Market: A Structural Factor Analysis 0 0 1 71 0 2 21 212
Nowcasting Indonesia 0 0 5 65 1 4 23 218
Nowcasting Norway 0 0 0 51 1 2 23 227
Oil Price Pass-through into Core Inflation 0 1 2 2 2 4 21 22
Surfing through the GFC: Systemic Risk in Australia 0 0 0 7 0 3 10 54
Systemic risk in the US: Interconnectedness as a circuit breaker 0 0 0 12 0 1 12 77
The determinants of investment in information and communication technologies 0 0 0 68 1 3 14 250
Total Journal Articles 0 4 29 545 10 40 264 2,020
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 6 9 0 3 36 47
Total Chapters 0 0 6 9 0 3 36 47

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Statistics updated 2026-08-07