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Matteo Ciccarelli

This is information that was supplied by Matteo Ciccarelli in registering through RePEc. If you are Matteo Ciccarelli, 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:Matteo
Middle Name:
Last Name:Ciccarelli
Suffix:
RePEc Short-ID:pci57
[This author has chosen not to make the email address public]
Frankfurt am Main, Germany
http://www.ecb.europa.eu/

: +49 69 1344 0
+49 69 1344 6000
D-60640 Frankfurt am Main
RePEc:edi:emieude (more details at EDIRC)
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  1. Carlo Altavilla & Fabio Canova & Matteo Ciccarelli, 2016. "Mending the broken link: heterogeneous bank lending and monetary policy pass-through," Working Papers No 9/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  2. Ciccarelli, Matteo & García, Juan Angel, 2015. "International spillovers in inflation expectations," Working Paper Series 1857, European Central Bank.
  3. Ciccarelli, Matteo & Maddaloni, Angela & Peydró, José-Luis, 2013. "Heterogeneous transmission mechanism: monetary policy and financial fragility in the euro area," Working Paper Series 1527, European Central Bank.
  4. Canova, Fabio & Ciccarelli, Matteo, 2013. "Panel vector autoregressive models: a survey," Working Paper Series 1507, European Central Bank.
  5. Hubrich, Kirstin & D’Agostino, Antonello & Cervená, Marianna & Ciccarelli, Matteo & Guarda, Paolo & Haavio, Markus & Jeanfils, Philippe & Mendicino, Caterina & Ortega, Eva & Valderrama, Maria Teresa &, 2013. "Financial shocks and the macroeconomy: heterogeneity and non-linearities," Occasional Paper Series 143, European Central Bank.
  6. Matteo Ciccarelli & Eva Ortega & Maria Teresa Valderrama, 2012. "Heterogeneity and cross-country spillovers in macroeconomic-financial linkages," Working Papers 1241, Banco de España;Working Papers Homepage.
  7. Canova, Fabio & Ciccarelli, Matteo, 2011. "Cyclical fluctuations in the Mediterranean basin," Working Paper Series 1367, European Central Bank.
  8. Carlo Altavilla & Matteo Ciccarelli, 2011. "Monetary Policy Analysis in Real-Time. Vintage combination from a real-time dataset," CSEF Working Papers 274, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  9. Fabio Canova & Matteo Ciccarelli, 2011. "ClubMed? Cyclical fluctuations in the Mediterranean basin," Economics Working Papers 1258, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2012.
  10. Ciccarelli, Matteo & Peydró, José-Luis & Maddaloni, Angela, 2010. "Trusting the bankers: a new look at the credit channel of monetary policy," Working Paper Series 1228, European Central Bank.
  11. Fabio Canova & Matteo Ciccarelli & Eva Ortega, 2009. "Do institutional changes affect business cycles? Evidence from Europe," Economics Working Papers 1158, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2012.
  12. Carlo Altavilla & Matteo Ciccarelli, 2009. "The Effects of Monetary Policy on Unemployment Dynamics under Model Uncertainty - Evidence from the US and the Euro Area," CESifo Working Paper Series 2575, CESifo Group Munich.
  13. Carlo Altavilla & Matteo Ciccarelli, 2008. "Inflation models, optimal monetary policy and uncertain unemployment dynamics: Evidence from the US and the euro area," Discussion Papers 8_2008, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  14. Matteo Ciccarelli & Benoît Mojon, 2008. "Global inflation," Working Paper Series WP-08-05, Federal Reserve Bank of Chicago.
  15. Carlo Altavilla & Matteo Ciccarelli, 2006. "Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro Area," Discussion Papers 7_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  16. E. Cefis & M. Ciccarelli & L. Orsenigo, 2005. "Testing Gibrat's Legacy: A Bayesian Approach to Study the Growth of Firms," Working Papers 05-02, Utrecht School of Economics.
  17. Ciccarelli, Matteo & Rebucci, Alessandro, 2004. "Has the Transmission Mechanism of European Monetary Policy Changed in the Run-Up to EMU?," CEPR Discussion Papers 4535, C.E.P.R. Discussion Papers.
  18. Alessandro Rebucci & Matteo Ciccarelli, 2003. "Measuring Contagion with a Bayesian Time-Varying Coefficient Model," IMF Working Papers 03/171, International Monetary Fund.
  19. Fabio Canova & Matteo Ciccarelli & Eva Ortega, 2003. "Similarities and convergence in G-7 cycles," Economics Working Papers 924, Department of Economics and Business, Universitat Pompeu Fabra, revised Aug 2004.
  20. Matteo Ciccarelli & Alessandro Rebucci, 2003. "Bayesian Vars; A Survey of the Recent Literature with An Application to the European Monetary System," IMF Working Papers 03/102, International Monetary Fund.
  21. Fabio Canova & Matteo Ciccarelli, 2002. "Estimating multi-country VAR models," Economics Working Papers 920, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008.
  22. Fabio Canova & Matteo Ciccarelli, 2002. "Panel Index Var Models: Specification, Estimation, Testing And Leading Indicators," Working Papers. Serie AD 2002-21, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  23. Matteo Ciccarelli & Alessandro Rebucci, 2002. "The Transmission Mechanism of European Monetary Policy; Is There Heterogeneity? Is it Changing over Time?," IMF Working Papers 02/54, International Monetary Fund.
  24. Elena Cefis & Matteo Ciccarelli & Luigi Orsenigo, 2002. "From Gibrat’s legacy to Gibrat’s fallacy. A Bayesian approach to study the growth of firms," Working Papers (-2012) 0206, University of Bergamo, Department of Economics.
  25. Matteo Ciccarelli, 2001. "Testing Restrictions In Normal Data Models Using Gibbs Sampling," Working Papers. Serie AD 2001-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  26. Fabio Canova & Matteo Ciccarelli, 2000. "Forecasting And Turning Point Predictions In A Bayesian Panel Var Model," Working Papers. Serie AD 2000-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

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  1. Ciccarelli Matteo & Ortega Eva & Valderrama Maria Teresa, 2016. "Commonalities and cross-country spillovers in macroeconomic-financial linkages," The B.E. Journal of Macroeconomics, De Gruyter, vol. 16(1), pages 231-275, January.
  2. Matteo Ciccarelli & Angela Maddaloni & Jose Luis Peydro, 2015. "Trusting the Bankers: A New Look at the Credit Channel of Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(4), pages 979-1002, October.
  3. Matteo Ciccarelli & Angela Maddaloni, 2013. "Heterogeneous transmission mechanism and the credit channel in the euro area," Research Bulletin, European Central Bank, vol. 18, pages 2-8.
  4. Matteo Ciccarelli & Angela Maddaloni & José-Luis Peydró, 2013. "Heterogeneous transmission mechanism: monetary policy and financial fragility in the eurozone," Economic Policy, CEPR;CES;MSH, vol. 28(75), pages 459-512, July.
  5. Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva, 2012. "Do institutional changes affect business cycles? Evidence from Europe," Journal of Economic Dynamics and Control, Elsevier, vol. 36(10), pages 1520-1533.
  6. Matteo Ciccarelli, 2012. "Monetary policy analysis and data revisions – vintage combination from a real-time dataset," Research Bulletin, European Central Bank, vol. 15, pages 7-11.
  7. Canova, Fabio & Ciccarelli, Matteo, 2012. "ClubMed? Cyclical fluctuations in the Mediterranean basin," Journal of International Economics, Elsevier, vol. 88(1), pages 162-175.
  8. Matteo Ciccarelli & Kirstin Hubrich, 2010. "Forecast uncertainty: sources, measurement and evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 509-513.
  9. Altavilla, Carlo & Ciccarelli, Matteo, 2010. "Evaluating the effect of monetary policy on unemployment with alternative inflation forecasts," Economic Modelling, Elsevier, vol. 27(1), pages 237-253, January.
  10. Matteo Ciccarelli & Benoît Mojon, 2010. "Global Inflation," The Review of Economics and Statistics, MIT Press, vol. 92(3), pages 524-535, August.
  11. Carlo Altavilla & Matteo Ciccarelli, 2009. "The Effects of Monetary Policy on Unemployment Dynamics under Model Uncertainty: Evidence from the United States and the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1265-1300, October.
  12. Fabio Canova & Matteo Ciccarelli, 2009. "Estimating Multicountry Var Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(3), pages 929-959, August.
  13. Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva, 2007. "Similarities and convergence in G-7 cycles," Journal of Monetary Economics, Elsevier, vol. 54(3), pages 850-878, April.
  14. Cefis, Elena & Ciccarelli, Matteo & Orsenigo, Luigi, 2007. "Testing Gibrat's legacy: A Bayesian approach to study the growth of firms," Structural Change and Economic Dynamics, Elsevier, vol. 18(3), pages 348-369, September.
  15. Ignazio Angeloni & Luc Aucremanne & Matteo Ciccarelli, 2006. "Price setting and inflation persistence: did EMU matter?," Economic Policy, CEPR;CES;MSH, vol. 21(46), pages 353-387, April.
  16. Matteo Ciccarelli & Günter Coenen & Jérôme Henry, 2006. "A real-time database for the euro area," Research Bulletin, European Central Bank, vol. 5, pages 6-8.
  17. Ciccarelli, Matteo & Rebucci, Alessandro, 2006. "Has the transmission mechanism of European monetary policy changed in the run-up to EMU?," European Economic Review, Elsevier, vol. 50(3), pages 737-776, April.
  18. Matteo Ciccarelli & Benoit Mojon, 2005. "Is inflation a global phenomenon?," Research Bulletin, European Central Bank, vol. 3, pages 6-7.
  19. Elena Cefis & Matteo Ciccarelli, 2005. "Profit differentials and innovation," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 14(1-2), pages 43-61.
  20. Ciccarelli, Matteo, 2004. "Testing restrictions in hierarchical normal data models using Gibbs sampling," Research in Economics, Elsevier, vol. 58(2), pages 135-157, June.
  21. Canova, Fabio & Ciccarelli, Matteo, 2004. "Forecasting and turning point predictions in a Bayesian panel VAR model," Journal of Econometrics, Elsevier, vol. 120(2), pages 327-359, June.
  22. Matteo Ciccarelli & Alessandro Rebucci, 2003. "BVARs: A Survey of the Recent Literature with an Application to the European Monetary System," Rivista di Politica Economica, SIPI Spa, vol. 93(5), pages 47-112, September.
  23. Matteo Ciccarelli & Alessandro Rebucci, 0. "Measuring contagion and interdependence with a Bayesian time-varying coefficient model: An application to the Chilean FX market during the Argentine crisis," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 5(2), pages 285-320.
  1. Matteo Ciccarelli & Angela Maddaloni & Jose Luis Peydro, 2014. "Code and data files for "Trusting the bankers: A new look at the credit channel of monetary policy"," Computer Codes 13-203, Review of Economic Dynamics.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 33 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (21) 2005-02-13 2005-02-13 2005-10-04 2005-11-12 2006-01-29 2006-05-06 2006-05-06 2006-07-28 2007-03-31 2008-08-06 2009-02-07 2009-05-23 2009-06-03 2009-06-03 2009-10-31 2010-07-31 2011-03-05 2013-03-23 2016-10-30 2016-12-04 2017-01-08. Author is listed
  2. NEP-CBA: Central Banking (19) 2002-08-19 2005-11-12 2006-05-06 2006-05-06 2007-03-31 2008-08-06 2009-02-07 2009-05-23 2009-06-03 2009-06-03 2009-10-03 2009-10-31 2010-07-31 2011-03-05 2013-08-23 2015-11-15 2016-10-30 2016-12-04 2017-01-08. Author is listed
  3. NEP-MON: Monetary Economics (17) 2002-08-19 2005-02-13 2005-11-12 2006-05-06 2007-03-31 2008-08-06 2009-02-07 2009-05-23 2009-06-03 2009-10-31 2010-07-31 2011-03-05 2013-08-23 2015-11-15 2016-10-30 2016-12-04 2017-01-08. Author is listed
  4. NEP-EEC: European Economics (15) 2005-10-04 2006-05-06 2006-07-28 2007-03-31 2009-02-07 2009-05-23 2009-06-03 2009-06-03 2009-10-03 2009-10-31 2010-07-31 2011-03-05 2013-03-23 2013-08-23 2016-10-30. Author is listed
  5. NEP-ECM: Econometrics (10) 2000-04-17 2003-10-05 2004-04-18 2005-02-13 2006-01-29 2006-05-06 2008-01-05 2009-06-03 2009-10-31 2013-04-13. Author is listed
  6. NEP-ETS: Econometric Time Series (6) 2000-04-17 2003-10-05 2004-04-18 2006-05-06 2008-01-05 2013-08-23. Author is listed
  7. NEP-FOR: Forecasting (6) 2005-11-12 2006-05-06 2006-07-28 2007-03-31 2008-01-05 2011-03-05. Author is listed
  8. NEP-OPM: Open Economy Macroeconomics (6) 2008-08-06 2009-06-03 2009-10-03 2011-08-29 2013-01-07 2013-03-23. Author is listed
  9. NEP-BAN: Banking (4) 2010-07-31 2013-01-07 2013-08-23 2016-10-30
  10. NEP-ARA: MENA - Middle East & North Africa (2) 2011-01-23 2011-08-29
  11. NEP-BEC: Business Economics (2) 2009-06-03 2009-10-03
  12. NEP-IFN: International Finance (2) 2013-01-07 2013-03-23
  13. NEP-COM: Industrial Competition (1) 2005-10-29
  14. NEP-ENT: Entrepreneurship (1) 2005-10-29
  15. NEP-LAB: Labour Economics (1) 2009-10-31
  16. NEP-MIC: Microeconomics (1) 2011-01-23
  17. NEP-TID: Technology & Industrial Dynamics (1) 2005-10-29
This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Discounted by Citation Age
  2. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  3. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  4. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  5. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  6. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  7. h-index
  8. Number of Registered Citing Authors
  9. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  10. Number of Journal Pages, Weighted by Simple Impact Factor
  11. Number of Abstract Views in RePEc Services over the past 12 months
  12. Number of Downloads through RePEc Services over the past 12 months
  13. Closeness measure in co-authorship network
  14. Betweenness measure in co-authorship network
  15. Breadth of citations across fields
  16. Wu-Index

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