Marco Jacopo Lombardi
Marco Jacopo Lombardi joined the BIS in June 2012, after four years in the Directorate General Economics of the European Central Bank. He also spent five months in the International Department of the Bank of Canada. Prior to joining the ECB, Marco was assistant professor at the University of Pisa and taught Bayesian Econometrics, Statistics and Time Series Analysis. Marco holds a PhD from the University of Florence and has been Max Weber Fellow of the European University Institute. His analytical work covers a broad range of applied issues, including econometric methods, forecasting, commodities and DSGE models.
- Do financial investors destabilize the oil price?, with I Van Robays, ECB Working Paper 1346 (2011).
- The impact of monetary policy shocks on commodity prices, with A Anzuini and P Pagano, International Journal of Central Banking 9: 119-144 (2013).
- Bayesian prior elicitation in DSGE models: macro- vs micro-priors, with G Nicoletti, Journal of Economic Dynamics and Control 36: 294-313 (2012).
- The role of financial variables in predicting economic activity, with RA Espinoza and F Fornari, Journal of Forecasting 31: 15-46 (2012).
- The effect of seasonal adjustment on the properties of business cycle regimes, with A Matas-Mir and D Osborn, Journal of Applied Econometrics 23: 257-278 (2008).
BIS Research papers
Working Papers No 452
Other authors: Feng Zhu
Has Asian emerging market monetary policy been too procyclical when responding to swings in commodity prices?
BIS Papers No 77
Other authors: Andrew Filardo
BIS Quarterly Review September 2013
Other authors: Anamaria Illes
Working Papers No 420
Other authors: Francesco Ravazzolo