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Matteo Luciani


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Personal Details

First Name: Matteo
Middle Name:
Last Name: Luciani

RePEc Short-ID: plu244

Email: [This author has chosen not to make the email address public]
Postal Address:


European Centre for Advanced Research in Economics and Statistics (ECARES)
Solvay Brussels School of Economics and Management
Université Libre de Bruxelles
Location: Bruxelles, Belgium
Phone: (32 2) 650 30 75
Fax: (32 2) 650 44 75
Postal: Av. F.D., Roosevelt, 39, 1050 Bruxelles
Handle: RePEc:edi:arulbbe (more details at EDIRC)


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Working papers

  1. Matteo Luciani, 2014. "Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks," Working Papers ECARES 2013/97308, ULB -- Universite Libre de Bruxelles.
  2. Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2014. "Dynamic Factor Models, Cointegration and Error Correction Mechanisms," Working Papers ECARES ECARES 2014-14, ULB -- Universite Libre de Bruxelles.
  3. Mattéo Luciani & Lorenzo Ricci, 2013. "Nowcasting Norway," Working Papers ECARES ECARES 2013-10, ULB -- Universite Libre de Bruxelles.
  4. Matteo Barigozzi & Antonio M. Conti & Matteo Luciani, 2013. "Do euro area countries respond asymmetrically to the common monetary policy?," Temi di discussione (Economic working papers) 923, Bank of Italy, Economic Research and International Relations Area.
  5. Matteo Luciani & David Veredas, 2012. "A model for vast panels of volatilities," Banco de Espa�a Working Papers 1230, Banco de Espa�a.
  6. Matteo Luciani & Libero Monteforte, 2012. "Uncertainty and Heterogeneity in factor models forecasting," Working Papers 5, Department of the Treasury, Ministry of the Economy and of Finance.
  7. Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," Tinbergen Institute Discussion Papers 12-115/IV/DSF44, Tinbergen Institute.
  8. Matteo Barigozzi & Antonio M. Conti & Matteo Luciani, 2011. "Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model," European Economy - Economic Papers 441, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.
  9. Matteo Luciani, 2010. "Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis," Working Papers 7, Doctoral School of Economics, Sapienza University of Rome, revised 2010.
  10. Matteo LUCIANI, . "Monetary Policy and the Housing Market: A Structural Factor Analysis," Working Papers wp2010-7, Department of the Treasury, Ministry of the Economy and of Finance.
  11. Matteo Luciani & David Veredas, . "A simple model for vast panels of volatilities," ULB Institutional Repository 2013/136239, ULB -- Universite Libre de Bruxelles.


  1. P. Guerrieri & M. Luciani & V. Meliciani, 2011. "The determinants of investment in information and communication technologies," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 20(4), pages 387-403.
  2. Matteo Luciani, 2004. "A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area," Rivista di Politica Economica, SIPI Spa, vol. 94(6), pages 175-214, November-.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2012-11-17
  2. NEP-CBA: Central Banking (4) 2011-04-02 2011-10-01 2012-11-17 2013-07-20. Author is listed
  3. NEP-ECM: Econometrics (3) 2012-08-23 2012-09-22 2014-03-30. Author is listed
  4. NEP-EEC: European Economics (1) 2011-04-02
  5. NEP-ETS: Econometric Time Series (4) 2011-10-01 2012-09-22 2013-10-18 2014-03-30. Author is listed
  6. NEP-FOR: Forecasting (4) 2011-10-01 2012-08-23 2013-02-08 2013-10-18. Author is listed
  7. NEP-MAC: Macroeconomics (3) 2010-04-17 2012-11-03 2014-03-30. Author is listed
  8. NEP-MON: Monetary Economics (4) 2010-04-17 2011-04-02 2012-11-03 2013-07-20. Author is listed
  9. NEP-OPM: Open Economy Macroeconomics (1) 2013-07-20
  10. NEP-RMG: Risk Management (2) 2012-09-22 2012-11-17
  11. NEP-URE: Urban & Real Estate Economics (2) 2010-04-17 2012-11-03


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