Marco Jacopo Lombardi
Personal Details
First Name: Marco
Middle Name: Jacopo
Last Name: Lombardi
Suffix:
RePEc Short-ID: plo54
Email:
Homepage:
http://www.webalice.it/marcojl
Postal Address: Bank for International Settlements Centralbahnplatz 2 CH-4002 Basel SWITZERLAND
Phone: +41-61-280-9492
Affiliation
- (80%) Bank for International Settlements (BIS)
- Location: Basel, Switzerland
Homepage: http://www.bis.org/
Email:
Phone: (41) 61 - 280 80 80
Fax: (41) 61 - 280 91 00
Postal: Centralbahnplatz 2, CH - 4002 Basel
Handle: RePEc:edi:bisssch (more details at EDIRC) - (20%) European Central Bank
- Location: Frankfurt am Main, Germany
Homepage: http://www.ecb.int/
Email:
Phone: +49 69 1344 0
Fax: +49 69 1344 6000
Postal: Kaiserstraße 29, D-60311 Frankfurt am Main
Handle: RePEc:edi:emieude (more details at EDIRC)
Works
Working papers
- Claudia Godbout & Marco J. Lombardi, 2012.
"Short-Term Forecasting of the Japanese Economy Using Factor Models,"
Working Papers
12-7, Bank of Canada.
- Claudia Godbout & Marco J. Lombardi, 2012. "Short-term forecasting of the Japanese economy using factor models," Working Paper Series 1428, European Central Bank.
- Francesco Ravazzolo & Marco J. Lombardi, 2012.
"Oil price density forecasts: Exploring the linkages with stock markets,"
Working Papers
0008, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Marco J. Lombardi & Francesco Ravazzolo, 2012. "Oil price density forecasts: exploring the linkages with stock markets," Working Paper 2012/24, Norges Bank.
- Eickmeier, Sandra & Lombardi, Marco J., 2012. "Monetary policy and the oil futures market," Discussion Papers 35/2012, Deutsche Bundesbank, Research Centre.
- Marco J. Lombardi & Philipp Maier, 2011. "Forecasting economic growth in the euro area during the great moderation and the great recession," Working Paper Series 1379, European Central Bank.
- Marco J. Lombardi & Ine Van Robays, 2011.
"Do financial investors destabilize the oil price?,"
Working Paper Series
1346, European Central Bank.
- M. J. Lombardi & I. Van Robays, 2011. "Do Financial Investors Destabilize the Oil Price?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/760, Ghent University, Faculty of Economics and Business Administration.
- Marco J. Lombardi & Giulio Nicoletti, 2011.
"Bayesian prior elicitation in DSGE models: macro- vs micro-priors,"
Working Paper Series
1289, European Central Bank.
- Lombardi, Marco J. & Nicoletti, Giulio, 2012. "Bayesian prior elicitation in DSGE models: Macro- vs micropriors," Journal of Economic Dynamics and Control, Elsevier, vol. 36(2), pages 294-313.
- Alessio Anzuini & Marco J. Lombardi & Patrizio Pagano, 2010.
"The impact of monetary policy shocks on commodity prices,"
Working Paper Series
1232, European Central Bank.
- Alessio Anzuini & Marco J. Lombardi & Patrizio Pagano, 2012. "The impact of monetary policy shocks on commodity prices," Temi di discussione (Economic working papers) 851, Bank of Italy, Economic Research and International Relations Area.
- Marco Lombardi & Chiara Osbat & Bernd Schnatz, 2010.
"Global commodity cycles and linkages a FAVAR approach,"
Working Paper Series
1170, European Central Bank.
- Marco Lombardi & Chiara Osbat & Bernd Schnatz, 2012. "Global commodity cycles and linkages: a FAVAR approach," Empirical Economics, Springer, vol. 43(2), pages 651-670, October.
- Marco J. Lombardi & Philipp Maier, 2010. "‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession," Working Papers 10-37, Bank of Canada.
- Rolf Strauch & Aidan Meyler & Roland Beck & Agostino Consolo & Riccardo Costantini & Michael Fidora & Luca Gattini & Bettina Landau & Ana Lima & David Lodge & Marco Lombardi & Ricardo Mestre & Matthia, 2010. "Energy markets and the euro area macroeconomy," Occasional Paper Series 113, European Central Bank.
- Alessandro Galesi & Marco J. Lombardi, 2009. "External shocks and international inflation linkages - a Global VAR analysis," Working Paper Series 1062, European Central Bank.
- Marco Lombardi & David Veredas, 2009. "Indirect inference of elliptical fat tailed distributions," ULB Institutional Repository 2013/136204, ULB -- Universite Libre de Bruxelles.
- Raphael Espinoza & Fabio Fornari & Marco J. Lombardi, 2009.
"The Role of Financial Variables in Predicting Economic Activity,"
Working Paper Series
1108, European Central Bank.
- Raphael Espinoza & Fabio Fornari & Marco J. Lombardi, 2012. "The Role of Financial Variables in predicting economic activity," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(1), pages 15-46, 01.
- Marco Lombardi & Raphael A. Espinoza & Fabio Fornari, 2009. "The Role of Financial Variables in Predicting Economic Activity in the Euro Area," IMF Working Papers 09/241, International Monetary Fund.
- LOMBARDI, Marco & VEREDAS, David, 2007.
"Indirect estimation of elliptical stable distributions,"
CORE Discussion Papers
2007018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Lombardi, Marco J. & Veredas, David, 2009. "Indirect estimation of elliptical stable distributions," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2309-2324, April.
- Marco J. Lombardi & Silvia Sgherri, 2007.
"(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate,"
Working Paper Series
794, European Central Bank.
- Marco Lombardi & Silvia Sgherri, 2007. "(Un)naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate," DNB Working Papers 142, Netherlands Central Bank, Research Department.
- Marco Lombardi & Giorgio Calzolari, 2006.
"Indirect estimation of alpha-stable stochastic volatility models,"
Econometrics Working Papers Archive
wp2006_07, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
- Lombardi, Marco J. & Calzolari, Giorgio, 2009. "Indirect estimation of [alpha]-stable stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2298-2308, April.
- Silvia Sgherri & Marco J. Lombardi, 2006. "(Un)naturally low?," Computing in Economics and Finance 2006 321, Society for Computational Economics.
- Antonio Matas-Mir & Denise R. Osborn & Marco Lombardi, 2005.
"The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes,"
Econometrics Working Papers Archive
wp2005_15, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
- Antonio Matas-Mir & Denise R. Osborn & Marco J. Lombardi, 2008. "The effect of seasonal adjustment on the properties of business cycle regimes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 257-278.
- Marco J. Lombardi, 2004.
"Bayesian inference for alpha-stable distributions: a random walk MCMC approach,"
Econometrics Working Papers Archive
wp2004_11, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
- Lombardi, Marco J., 2007. "Bayesian inference for [alpha]-stable distributions: A random walk MCMC approach," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2688-2700, February.
- Marco J. Lombardi & Simon J. Godsill, 2004. "On-line Bayesian estimation of AR signals in symmetric alpha-stable noise," Econometrics Working Papers Archive wp2004_05, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
- Marco J. Lombardi & Giorgio Calzolari, 2004. "Indirect estimation of alpha-stable distributions and processes," Econometrics Working Papers Archive wp2004_07, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
- Massimiliano Cecconi & Giampiero M. Gallo & Marco J. Lombardi, 2002. "GARCH-based Volatility Forecasts for Market Volatility Indices," Econometrics Working Papers Archive wp2002_06, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
- Marco J. Lombardi & Giampiero M. Gallo, 2002. "Analytic Hessian Matrices and the Computation of FIGARCH Estimates," Econometrics Working Papers Archive wp2002_03, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
- Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro, .
"Key elements of global inflation,"
Discussion Papers
09/22, University of Nottingham, GEP.
- Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro, 2010. "Key Elements of Global Inflation," RBA Annual Conference Volume, in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks Reserve Bank of Australia.
Articles
- Lombardi, Marco J. & Nicoletti, Giulio, 2012.
"Bayesian prior elicitation in DSGE models: Macro- vs micropriors,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 36(2), pages 294-313.
- Marco J. Lombardi & Giulio Nicoletti, 2011. "Bayesian prior elicitation in DSGE models: macro- vs micro-priors," Working Paper Series 1289, European Central Bank.
- Raphael Espinoza & Fabio Fornari & Marco J. Lombardi, 2012.
"The Role of Financial Variables in predicting economic activity,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 31(1), pages 15-46, 01.
- Raphael Espinoza & Fabio Fornari & Marco J. Lombardi, 2009. "The Role of Financial Variables in Predicting Economic Activity," Working Paper Series 1108, European Central Bank.
- Marco Lombardi & Chiara Osbat & Bernd Schnatz, 2012.
"Global commodity cycles and linkages: a FAVAR approach,"
Empirical Economics,
Springer, vol. 43(2), pages 651-670, October.
- Marco Lombardi & Chiara Osbat & Bernd Schnatz, 2010. "Global commodity cycles and linkages a FAVAR approach," Working Paper Series 1170, European Central Bank.
- Lombardi, Marco J. & Calzolari, Giorgio, 2009.
"Indirect estimation of [alpha]-stable stochastic volatility models,"
Computational Statistics & Data Analysis,
Elsevier, vol. 53(6), pages 2298-2308, April.
- Marco Lombardi & Giorgio Calzolari, 2006. "Indirect estimation of alpha-stable stochastic volatility models," Econometrics Working Papers Archive wp2006_07, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
- Lombardi, Marco J. & Veredas, David, 2009.
"Indirect estimation of elliptical stable distributions,"
Computational Statistics & Data Analysis,
Elsevier, vol. 53(6), pages 2309-2324, April.
- LOMBARDI, Marco & VEREDAS, David, 2007. "Indirect estimation of elliptical stable distributions," CORE Discussion Papers 2007018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Marco J. Lombardi & Giorgio Calzolari, 2008. "Indirect Estimation of α-Stable Distributions and Processes," Econometrics Journal, Royal Economic Society, vol. 11(1), pages 193-208, 03.
- Antonio Matas-Mir & Denise R. Osborn & Marco J. Lombardi, 2008.
"The effect of seasonal adjustment on the properties of business cycle regimes,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 23(2), pages 257-278.
- Antonio Matas-Mir & Denise R. Osborn & Marco Lombardi, 2005. "The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes," Econometrics Working Papers Archive wp2005_15, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
- Lombardi, Marco J., 2007.
"Bayesian inference for [alpha]-stable distributions: A random walk MCMC approach,"
Computational Statistics & Data Analysis,
Elsevier, vol. 51(5), pages 2688-2700, February.
- Marco J. Lombardi, 2004. "Bayesian inference for alpha-stable distributions: a random walk MCMC approach," Econometrics Working Papers Archive wp2004_11, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
Chapters
- Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro, 2010.
"Key Elements of Global Inflation,"
RBA Annual Conference Volume,
in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks
Reserve Bank of Australia.
- Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro, . "Key elements of global inflation," Discussion Papers 09/22, University of Nottingham, GEP.
NEP Fields
24 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-BEC: Business Economics (2) 2011-06-11 2012-01-18
- NEP-CBA: Central Banking (11) 2007-08-27 2007-08-27 2009-08-08 2009-11-27 2009-12-19 2010-07-10 2010-08-14 2011-01-03 2011-01-23 2011-09-22 2012-03-21. Author is listed
- NEP-CFN: Corporate Finance (1) 2009-12-19
- NEP-CWA: Central & Western Asia (2) 2012-01-18 2013-01-07
- NEP-DGE: Dynamic General Equilibrium (1) 2011-01-23
- NEP-ECM: Econometrics (7) 2002-06-13 2005-05-23 2005-05-23 2005-05-23 2007-01-28 2007-01-28 2011-01-23. Author is listed
- NEP-EEC: European Economics (5) 2009-11-27 2009-12-19 2010-07-10 2011-01-03 2011-09-22. Author is listed
- NEP-ENE: Energy Economics (7) 2009-08-08 2010-07-10 2010-08-14 2011-06-11 2012-01-18 2012-12-22 2013-01-07. Author is listed
- NEP-ETS: Econometric Time Series (6) 2002-06-13 2005-05-23 2005-05-23 2005-05-23 2007-01-28 2007-01-28. Author is listed
- NEP-FMK: Financial Markets (1) 2012-12-22
- NEP-FOR: Forecasting (8) 2009-11-27 2009-12-19 2011-01-03 2011-09-22 2012-03-08 2012-07-08 2012-12-22 2013-01-07. Author is listed
- NEP-IFN: International Finance (1) 2002-06-13
- NEP-MAC: Macroeconomics (6) 2007-01-28 2007-08-27 2007-08-27 2009-11-27 2010-08-14 2012-03-21. Author is listed
- NEP-MON: Monetary Economics (5) 2007-08-27 2007-08-27 2009-08-08 2010-08-14 2012-03-21. Author is listed
- NEP-OPM: Open Economy Macroeconomic (2) 2009-08-08 2010-05-02
- NEP-ORE: Operations Research (1) 2013-01-07
Statistics
This author is among the top 5% authors according to these criteria:Most cited item
- Marco J. Lombardi & Ine Van Robays, 2011. "Do financial investors destabilize the oil price?," Working Paper Series 1346, European Central Bank.
Most downloaded item (past 12 months)
- Francesco Ravazzolo & Marco J. Lombardi, 2012. "Oil price density forecasts: Exploring the linkages with stock markets," Working Papers 0008, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
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