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Marco Jacopo Lombardi

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Personal Details

First Name:Marco
Middle Name:Jacopo
Last Name:Lombardi
Suffix:
RePEc Short-ID:plo54
Email:
Homepage:http://www.bis.org/author/marco_jacopo_lombardi.htm
Postal Address:Bank for International Settlements Centralbahnplatz 2 CH-4002 Basel SWITZERLAND
Phone:+41-61-280-9492
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)
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  1. Anamaria Illes & Marco Lombardi & Paul Mizen, 2015. "Why did bank lending rates diverge from policy rates after the financial crisis?," BIS Working Papers 486, Bank for International Settlements.
  2. Fernando Avalos & Marco Jacopo Lombardi, 2015. "The biofuel connection: impact of US regulation on oil and food prices," BIS Working Papers 487, Bank for International Settlements.
  3. Leonardo Gambacorta & Anamaria Illes & Marco Jacopo Lombardi, 2014. "Has the transmission of policy rates to lending rates been impaired by the Global Financial Crisis?," BIS Working Papers 477, Bank for International Settlements.
  4. Marco Jacopo Lombardi & Feng Zhu, 2014. "A shadow policy rate to calibrate US monetary policy at the zero lower bound," BIS Working Papers 452, Bank for International Settlements.
  5. Marco Jacopo Lombardi, 2013. "On the correlation between commodity and equity returns: implications for portfolio allocation," BIS Working Papers 420, Bank for International Settlements.
  6. 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.
  7. Claudia Godbout & Marco J. Lombardi, 2012. "Short-Term Forecasting of the Japanese Economy Using Factor Models," Working Papers 12-7, Bank of Canada.
  8. Eickmeier, Sandra & Lombardi, Marco J., 2012. "Monetary policy and the oil futures market," Discussion Papers 35/2012, Deutsche Bundesbank, Research Centre.
  9. Lombardi, Marco J. & Nicoletti, Giulio, 2011. "Bayesian prior elicitation in DSGE models: macro- vs micro-priors," Working Paper Series 1289, European Central Bank.
  10. Lombardi, Marco J. & Maier, Philipp, 2011. "Forecasting economic growth in the euro area during the Great Moderation and the Great Recession," Working Paper Series 1379, European Central Bank.
  11. Lombardi, Marco J. & Van Robays, Ine, 2011. "Do financial investors destabilize the oil price?," Working Paper Series 1346, European Central Bank.
  12. Task Force of the Monetary Policy Committee of the ESCB, 2010. "Energy markets and the euro area macroeconomy," Occasional Paper Series 113, European Central Bank.
  13. Anzuini, Alessio & Lombardi, Marco J. & Pagano, Patrizio, 2010. "The impact of monetary policy shocks on commodity prices," Working Paper Series 1232, European Central Bank.
  14. Lombardi, Marco J. & Osbat, Chiara & Schnatz, Bernd, 2010. "Global commodity cycles and linkages a FAVAR approach," Working Paper Series 1170, European Central Bank.
  15. 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.
  16. 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.
  17. Galesi, Alessandro & Lombardi, Marco J., 2009. "External shocks and international inflation linkages: a global VAR analysis," Working Paper Series 1062, European Central Bank.
  18. Espinoza, Raphael & Fornari, Fabio & Lombardi, Marco J., 2009. "The role of financial variables in predicting economic activity," Working Paper Series 1108, European Central Bank.
  19. Marco Lombardi & David Veredas, 2009. "Indirect inference of elliptical fat tailed distributions," ULB Institutional Repository 2013/136204, ULB -- Universite Libre de Bruxelles.
  20. Lombardi, Marco J. & Sgherri, Silvia, 2007. "(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate," Working Paper Series 0794, European Central Bank.
  21. 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).
  22. 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, Informatica, Applicazioni "G. Parenti".
  23. Silvia Sgherri & Marco J. Lombardi, 2006. "(Un)naturally low?," Computing in Economics and Finance 2006 321, Society for Computational Economics.
  24. 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, Informatica, Applicazioni "G. Parenti".
  25. 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, Informatica, Applicazioni "G. Parenti".
  26. 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, Informatica, Applicazioni "G. Parenti".
  27. 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, Informatica, Applicazioni "G. Parenti".
  28. 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, Informatica, Applicazioni "G. Parenti".
  29. 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, Informatica, Applicazioni "G. Parenti".
  30. Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro, . "Key elements of global inflation," Discussion Papers 09/22, University of Nottingham, GEP.
  31. Luca ONORANTE & Marco J. LOMBARDI, . "The Emergence and Survival of Inflation Expectations," EcoMod2010 259600125, EcoMod.
  1. A. Anzuini & M. J. Lombardi & P. Pagano, 2013. "The Impact of Monetary Policy Shocks on Commodity Prices," International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 125-150, September.
  2. Anamaria Illes & Marco Jacopo Lombardi, 2013. "Interest rate pass-through since the financial crisis," BIS Quarterly Review, Bank for International Settlements, September.
  3. 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.
  4. 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.
  5. 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.
  6. Lombardi, Marco J. & Veredas, David, 2009. "Indirect estimation of elliptical stable distributions," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2309-2324, April.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  1. Andrew Filardo & Marco Jacopo Lombardi, 2014. "Has Asian emerging market monetary policy been too procyclical when responding to swings in commodity prices?," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation, inflation and monetary policy in Asia and the Pacific, volume 77, pages 129-153 Bank for International Settlements.
  2. 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.
26 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 (12) 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 2014-08-09. 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 (9) 2009-11-27 2009-12-19 2011-01-03 2011-09-22 2012-03-08 2012-07-08 2012-12-22 2013-01-07 2013-07-28. Author is listed
  12. NEP-IFN: International Finance (1) 2002-06-13
  13. NEP-MAC: Macroeconomics (8) 2007-01-28 2007-08-27 2007-08-27 2009-11-27 2010-08-14 2012-03-21 2014-08-09 2015-01-26. Author is listed
  14. NEP-MON: Monetary Economics (7) 2007-08-27 2007-08-27 2009-08-08 2010-08-14 2012-03-21 2014-08-09 2015-01-26. Author is listed
  15. NEP-OPM: Open Economy Macroeconomics (2) 2009-08-08 2010-05-02
  16. NEP-ORE: Operations Research (1) 2013-01-07
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