Matteo Luciani
Title
Cited by
Cited by
Year
Do euro area countries respond asymmetrically to the common monetary policy?
M Barigozzi, AM Conti, M Luciani
Oxford bulletin of economics and statistics 76 (5), 693-714, 2014
120*2014
Monetary policy and the housing market: A structural factor analysis
M Luciani
Journal of applied econometrics 30 (2), 199-218, 2015
852015
Systemic risk in the US: Interconnectedness as a circuit breaker
M Dungey, M Luciani, D Veredas
Economic Modelling, 2017
77*2017
The determinants of investment in information and communication technologies
P Guerrieri, M Luciani, V Meliciani
Economics of Innovation and New Technology 20 (4), 387-403, 2011
722011
Estimating and forecasting large panels of volatilities with approximate dynamic factor models
M Luciani, D Veredas
Journal of Forecasting 34 (3), 163-176, 2015
52*2015
Forecasting with Approximate Dynamic Factor Models: the role of non-pervasive shocks
M Luciani
International Journal of Forecasting 30 (1), 20-29, 2014
502014
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I (1) cointegrated factors
M Barigozzi, M Lippi, M Luciani
Journal of Econometrics 221 (2), 455-482, 2021
49*2021
Nowcasting Norway
M Luciani, L Ricci
International Journal of Central Banking 10 (4), 215-248, 2014
452014
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors
M Barigozzi, M Lippi, M Luciani
Econometrics 8 (1), 3, 2020
36*2020
Nowcasting Indonesia
M Luciani, M Pundit, A Ramayandi, G Veronese
Board of Governors of the Federal Reserve System (US), 2015
252015
Nowcasting Indonesia
M Luciani, M Pundit, A Ramayandi, G Veronese
FEDS Working Paper, 2015
252015
Oil price pass-through into core inflation
C Conflitti, M Luciani
The Energy Journal 40 (6), 2019
23*2019
Surfing through the GFC: Systemic risk in Australia
M Dungey, M Matei, M Luciani, D Veredas
Economic Record 93 (300), 1-19, 2017
162017
Large-Dimensional Dynamic Factor Models in Real-Time: A Survey
M Luciani
Available at SSRN 2511872, 2014
142014
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm
M Barigozzi, M Luciani
arXiv preprint arXiv:1910.03821, 2019
122019
Common factors, trends, and cycles in large datasets
M Barigozzi, M Luciani
arXiv preprint arXiv:1709.01445, 2017
72017
Endogenizing ICT: quantitative results
M Luciani, C Padoan
Collegium: news from the College of Europe= nouvelles du Collège d'Europe …, 2007
72007
Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index
M Luciani, R Trezzi
FEDS Notes, 2019
62019
Measuring the output gap using large datasets
M Barigozzi, M Luciani
Available at SSRN, 2019
5*2019
Do National Account Statistics Underestimate US Real Output Growth?
M Barigozzi, M Luciani
FEDS Notes, 2018
52018
The system can't perform the operation now. Try again later.
Articles 1–20