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 9 37
A model for vast panels of volatilities 0 0 0 85 0 0 15 182
Common Factors, Trends, and Cycles in Large Datasets 0 0 2 90 1 3 24 131
Common and Idiosyncratic Inflation 0 0 3 27 3 5 25 94
Common and Idiosyncratic Inflation 0 1 1 13 0 2 8 48
Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index 0 0 1 80 0 2 13 146
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 1 1 29 172
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 4 6 40 566
Dynamic Factor Models, Cointegration and Error Correction Mechanisms 0 0 0 167 2 2 13 238
Dynamic Factor Models, Cointegration, and Error Correction Mechanisms 0 0 0 55 2 2 11 127
Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks 0 0 1 111 1 1 11 234
Inferential Theory for Generalized Dynamic Factor Models 0 0 2 80 1 1 24 203
Lessons from Nowcasting GDP across the World 1 1 4 35 4 6 31 74
Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model 0 0 0 97 1 2 19 248
Measuring the Euro Area Output Gap 0 0 1 7 1 4 17 22
Measuring the Euro Area Output Gap 0 0 2 7 3 6 29 55
Monetary Policy and the Housing Market: A Structural Factor Analysis 0 0 0 60 1 2 15 221
Monetary Policy and the Housing Market: A Structural Factor Analysis 0 0 1 142 0 2 56 317
Monetary Policy, and the Housing Market: A Structural Factor Analysis 0 0 0 3 1 3 22 73
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 1 3 17 237
Nowcasting Indonesia 0 0 0 66 1 2 13 145
Nowcasting Indonesia 0 1 1 35 0 1 8 110
Nowcasting Norway 0 0 1 85 0 0 23 222
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 1 3 36 280
Oil Price Pass-Through into Core Inflation 0 0 0 38 0 0 24 117
Oil price pass-through into core inflation 0 1 5 87 3 16 73 381
Quantifying the COVID-19 Effects on Core PCE Price Inflation 0 0 0 28 0 0 4 50
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm 0 0 1 64 3 4 25 133
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm 0 1 2 4 0 3 25 39
Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models 0 0 0 29 3 4 15 82
Ranking Systemically Important Financial Institutions 0 0 0 85 1 2 32 213
Ranking Systemically Important Financial Institutions 0 0 0 30 1 2 13 154
Ranking systemically important financial institutions 0 0 0 16 2 2 12 132
Relative prices and pure inflation since the mid-1990s 0 1 2 15 7 8 31 80
Scenario Synthesis and Macroeconomic Risk 0 0 1 18 1 4 22 41
Scenario Synthesis and Macroeconomic Risk 0 0 3 10 0 0 19 28
Scenario Synthesis and Macroeconomic Risk 2 4 27 38 6 14 104 115
Surfing through the GFC: systemic risk in Australia 0 0 0 32 0 1 20 109
The Euro Area has a growth problem 0 0 0 6 0 0 6 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 3 10 65 2,517 56 121 996 6,640
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 1 7 136
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors 0 0 2 11 0 1 17 66
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? 0 0 2 78 0 1 19 269
Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models 0 0 2 18 0 0 13 60
Forecasting with approximate dynamic factor models: The role of non-pervasive shocks 0 0 0 22 0 1 14 102
Inferential theory for generalized dynamic factor models 0 1 1 5 1 3 19 36
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors 0 0 3 48 2 7 23 141
Measuring the Output Gap using Large Datasets 1 2 11 37 2 3 26 155
Monetary Policy and the Housing Market: A Structural Factor Analysis 0 0 1 71 1 2 22 213
Nowcasting Indonesia 0 0 5 65 0 3 22 218
Nowcasting Norway 0 0 0 51 0 2 21 227
Oil Price Pass-through into Core Inflation 0 1 2 2 1 4 22 23
Surfing through the GFC: Systemic Risk in Australia 0 0 0 7 0 1 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 1 1 1 69 1 2 14 251
Total Journal Articles 2 6 31 547 8 32 261 2,028
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 1 1 37 48
Total Chapters 0 0 6 9 1 1 37 48

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10