Marco Jacopo Lombardi

Economist

Monetary and Economic Department

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.

Selected Publications

"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, ECB Working Paper 1232 (2010).
"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 R.A. 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).