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Marco Jacopo Lombardi

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This is information that was supplied by Marco Lombardi in registering through RePEc. If you are Marco Jacopo Lombardi , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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

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Working papers

  1. Claudia Godbout & Marco J. Lombardi, 2012. "Short-Term Forecasting of the Japanese Economy Using Factor Models," Working Papers 12-7, Bank of Canada.
  2. 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.
  3. Eickmeier, Sandra & Lombardi, Marco J., 2012. "Monetary policy and the oil futures market," Discussion Papers 35/2012, Deutsche Bundesbank, Research Centre.
  4. 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.
  5. Marco J. Lombardi & Ine Van Robays, 2011. "Do financial investors destabilize the oil price?," Working Paper Series 1346, European Central Bank.
  6. Marco J. Lombardi & Giulio Nicoletti, 2011. "Bayesian prior elicitation in DSGE models: macro- vs micro-priors," Working Paper Series 1289, European Central Bank.
  7. Alessio Anzuini & Marco J. Lombardi & Patrizio Pagano, 2010. "The impact of monetary policy shocks on commodity prices," Working Paper Series 1232, European Central Bank.
  8. Marco Lombardi & Chiara Osbat & Bernd Schnatz, 2010. "Global commodity cycles and linkages a FAVAR approach," Working Paper Series 1170, European Central Bank.
  9. 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.
  10. 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.
  11. Alessandro Galesi & Marco J. Lombardi, 2009. "External shocks and international inflation linkages - a Global VAR analysis," Working Paper Series 1062, European Central Bank.
  12. Marco Lombardi & David Veredas, 2009. "Indirect inference of elliptical fat tailed distributions," ULB Institutional Repository 2013/136204, ULB -- Universite Libre de Bruxelles.
  13. Raphael Espinoza & Fabio Fornari & Marco J. Lombardi, 2009. "The Role of Financial Variables in Predicting Economic Activity," Working Paper Series 1108, European Central Bank.
  14. 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.
  15. 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).
  16. 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.
  17. 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".
  18. Silvia Sgherri & Marco J. Lombardi, 2006. "(Un)naturally low?," Computing in Economics and Finance 2006 321, Society for Computational Economics.
  19. 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".
  20. 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".
  21. 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".
  22. 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".
  23. 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".
  24. 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".
  25. Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro, . "Key elements of global inflation," Discussion Papers 09/22, University of Nottingham, GEP.

Articles

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. Lombardi, Marco J. & Veredas, David, 2009. "Indirect estimation of elliptical stable distributions," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2309-2324, April.
  6. 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.
  7. 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.
  8. 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.

Chapters

  1. 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.

NEP Fields

24 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2011-06-11 2012-01-18
  2. 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
  3. NEP-CFN: Corporate Finance (1) 2009-12-19
  4. NEP-CWA: Central & Western Asia (2) 2012-01-18 2013-01-07
  5. NEP-DGE: Dynamic General Equilibrium (1) 2011-01-23
  6. 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
  7. NEP-EEC: European Economics (5) 2009-11-27 2009-12-19 2010-07-10 2011-01-03 2011-09-22. Author is listed
  8. 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
  9. 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
  10. NEP-FMK: Financial Markets (1) 2012-12-22
  11. 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
  12. NEP-IFN: International Finance (1) 2002-06-13
  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
  14. NEP-MON: Monetary Economics (5) 2007-08-27 2007-08-27 2009-08-08 2010-08-14 2012-03-21. Author is listed
  15. NEP-OPM: Open Economy Macroeconomic (2) 2009-08-08 2010-05-02
  16. NEP-ORE: Operations Research (1) 2013-01-07

Statistics

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