Matteo Luciani - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012

Title Other author(s)

Oil Price Pass-Through into Core Inflation

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2017-085, 17.08.2017)

JEL: C32, E31, E32, Q43

Non-Stationary Dynamic Factor Models for Large Datasets

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-024, 04.03.2016)

JEL: C0, C01, E0

Dynamic Factor Models, Cointegration, and Error Correction Mechanisms

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-018, 08.02.2016)

JEL: C0, C01, E0

Nowcasting Indonesia

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2015-100, 07.11.2015)

JEL: C32, C53, E37, O53

Nowcasting Norway

IJCB International Journal of Central Banking [View] (Paper: 14q4a7, 01.12.2014)

JEL: C32, C53, E37

Uncertainty and heterogeneity in factor models forecasting

Bank of Italy Working Papers [View] (Paper: 930, 11.10.2013)

Do euro area countries respond asymmetrically to the common monetary policy?

Bank of Italy Working Papers [View] (Paper: 923, 15.07.2013)

A model for vast panels of volatilities

Bank of Spain Working Papers [View] (Paper: 1230, 12.09.2012)

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012