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 1 1 3 29
A model for vast panels of volatilities 0 0 0 85 3 6 7 173
Common Factors, Trends, and Cycles in Large Datasets 1 2 4 90 2 10 13 117
Common and Idiosyncratic Inflation 0 2 4 26 2 7 14 77
Common and Idiosyncratic Inflation 0 0 0 12 2 3 4 43
Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index 0 0 1 79 2 3 13 136
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? 0 0 0 4 1 6 6 116
Do Euro area countries respond asymmetrically to the common monetary policy? 0 0 0 21 2 8 8 151
Do National Account Statistics Underestimate US Real Output Growth? 0 0 0 3 0 2 3 15
Do euro area countries respond asymmetrically to the common monetary policy? 2 2 4 228 6 13 26 542
Dynamic Factor Models, Cointegration and Error Correction Mechanisms 0 0 0 167 1 4 4 229
Dynamic Factor Models, Cointegration, and Error Correction Mechanisms 0 0 0 55 2 5 5 121
Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks 0 0 0 110 0 1 6 224
Inferential Theory for Generalized Dynamic Factor Models 0 0 1 78 1 8 13 188
Lessons from Nowcasting GDP across the World 1 3 4 34 3 8 21 52
Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model 0 0 0 97 3 6 6 235
Measuring the Euro Area Output Gap 0 1 7 7 2 4 9 9
Measuring the Euro Area Output Gap 1 1 6 6 3 6 34 34
Monetary Policy and the Housing Market: A Structural Factor Analysis 0 0 0 60 3 6 7 212
Monetary Policy and the Housing Market: A Structural Factor Analysis 1 1 1 142 2 5 6 266
Monetary Policy, and the Housing Market: A Structural Factor Analysis 0 0 0 3 3 5 8 57
Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis 0 1 1 116 4 7 8 327
Non-Stationary Dynamic Factor Models for Large Datasets 0 0 0 132 1 5 10 225
Nowcasting Indonesia 0 0 0 34 1 2 5 104
Nowcasting Indonesia 0 0 0 66 1 2 10 134
Nowcasting Norway 0 0 0 84 1 1 3 200
Oil Price Pass-Through into Core Inflation 0 0 0 38 0 5 6 98
Oil Price Pass-Through into Core Inflation 0 0 0 34 1 2 2 67
Oil Price Pass-Through into Core Inflation 0 0 0 125 2 5 8 249
Oil price pass-through into core inflation 0 1 2 83 2 4 14 312
Quantifying the COVID-19 Effects on Core PCE Price Inflation 0 0 1 28 1 3 11 49
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm 0 0 2 64 5 8 15 117
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm 0 0 2 2 2 5 18 20
Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models 0 0 0 29 1 3 4 70
Ranking Systemically Important Financial Institutions 0 0 1 85 2 6 15 188
Ranking Systemically Important Financial Institutions 0 0 0 30 2 4 5 145
Ranking systemically important financial institutions 0 0 0 16 0 0 1 120
Relative prices and pure inflation since the mid-1990s 1 1 2 14 4 7 12 56
Scenario Synthesis and Macroeconomic Risk 8 13 25 25 16 39 52 52
Scenario Synthesis and Macroeconomic Risk 0 3 10 10 1 7 18 18
Scenario Synthesis and Macroeconomic Risk 1 1 18 18 2 8 27 27
Surfing through the GFC: systemic risk in Australia 0 0 0 32 1 1 4 90
The Euro Area has a growth problem 0 0 6 6 1 2 10 10
Uncertainty and Heterogeneity in factor models forecasting 0 0 0 43 0 3 4 90
Uncertainty and heterogeneity in factor models forecasting 0 0 0 65 2 3 4 116
Total Working Papers 16 32 102 2,486 97 249 482 5,910
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 1 2 130
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors 0 2 2 11 2 5 6 54
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? 1 2 4 78 2 8 12 258
Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models 0 2 2 18 2 5 5 52
Forecasting with approximate dynamic factor models: The role of non-pervasive shocks 0 0 0 22 2 4 7 92
Inferential theory for generalized dynamic factor models 0 0 3 4 2 3 10 20
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors 0 0 4 46 0 4 19 124
Measuring the Output Gap using Large Datasets 2 6 15 33 3 12 31 143
Monetary Policy and the Housing Market: A Structural Factor Analysis 0 0 1 71 1 1 4 193
Nowcasting Indonesia 2 3 6 64 3 6 13 203
Nowcasting Norway 0 0 2 51 1 6 14 213
Oil Price Pass-through into Core Inflation 1 1 5 80 5 7 21 248
Oil Price Pass-through into Core Inflation 0 1 1 1 0 3 5 5
Surfing through the GFC: Systemic Risk in Australia 0 0 0 7 1 2 2 46
Systemic risk in the US: Interconnectedness as a circuit breaker 0 0 0 12 1 4 8 70
The determinants of investment in information and communication technologies 0 0 0 68 2 4 7 241
Total Journal Articles 6 17 45 616 28 75 166 2,092

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 2 3 7 7 5 14 24 27
Total Chapters 2 3 7 7 5 14 24 27

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Statistics updated 2026-01-09