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
110*2014
Monetary policy and the housing market: A structural factor analysis
M Luciani
Journal of applied econometrics 30 (2), 199-218, 2015
782015
Systemic risk in the US: Interconnectedness as a circuit breaker
M Dungey, M Luciani, D Veredas
Economic Modelling, 2017
73*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
652011
Forecasting with Approximate Dynamic Factor Models: the role of non-pervasive shocks
M Luciani
International Journal of Forecasting 30 (1), 20-29, 2014
492014
Estimating and forecasting large panels of volatilities with approximate dynamic factor models
M Luciani, D Veredas
Journal of Forecasting 34 (3), 163-176, 2015
48*2015
Nowcasting Norway
M Luciani, L Ricci
International Journal of Central Banking 10 (4), 215-248, 2014
422014
Large-Dimensional Dynamic Factor Models: Estimation of Impulse-Response Functions with Cointegrated Factors
M Barigozzi, M Lippi, M Luciani
arXiv preprint arXiv:1602.02398, 2016
38*2016
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors
M Barigozzi, M Lippi, M Luciani
Econometrics 8 (1), 3, 2020
33*2020
Nowcasting Indonesia
M Luciani, M Pundit, A Ramayandi, G Veronese
FEDS Working Paper, 2015
222015
Oil price pass-through into core inflation
C Conflitti, M Luciani
The Energy Journal 40 (6), 2019
15*2019
Surfing through the GFC: Systemic risk in Australia
M Dungey, M Matei, M Luciani, D Veredas
Economic Record 93 (300), 1-19, 2017
132017
Large-Dimensional Dynamic Factor Models in Real-Time: A Survey
M Luciani
Available at SSRN 2511872, 2014
102014
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
82019
Endogenizing ICT: quantitative results
M Luciani, C Padoan
Collegium: news from the College of Europe= nouvelles du Collège d'Europe …, 2007
72007
Common factors, trends, and cycles in large datasets
M Barigozzi, M Luciani
arXiv preprint arXiv:1709.01445, 2017
62017
Do National Account Statistics Underestimate US Real Output Growth?
M Barigozzi, M Luciani
FEDS Notes, 2018
52018
A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area
M Luciani
Rivista di Politica Economica 94 (11/12), 175, 2004
52004
Measuring the output gap using large datasets
M Barigozzi, M Luciani
Available at SSRN, 2019
42019
Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models
M Barigozzi, M Luciani
arXiv preprint arXiv:1910.09841, 2019
32019
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Articles 1–20