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Davide Delle Monache

Personal Details

First Name:Davide
Middle Name:
Last Name:Delle Monache
Suffix:
RePEc Short-ID:pde480
[This author has chosen not to make the email address public]
https://sites.google.com/site/dellemonachedavide/home
Via Nazionale, 91. 00184. Rome. italy
Terminal Degree:2011 Faculty of Economics; University of Cambridge (from RePEc Genealogy)

Affiliation

Banca d'Italia

Roma, Italy
http://www.bancaditalia.it/
RePEc:edi:bdigvit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Stefano Neri & Fabio Busetti & Cristina Conflitti & Francesco Corsello & Davide Delle Monache & Alex Tagliabracci, 2023. "Energy price shocks and inflation in the euro area," Questioni di Economia e Finanza (Occasional Papers) 792, Bank of Italy, Economic Research and International Relations Area.
  2. Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2021. "Modeling and forecasting macroeconomic downside risk," Temi di discussione (Economic working papers) 1324, Bank of Italy, Economic Research and International Relations Area.
  3. Fabio Busetti & Michele Caivano & Davide Delle Monache & Claudia Pacella, 2020. "The time-varying risk of Italian GDP," Temi di discussione (Economic working papers) 1288, Bank of Italy, Economic Research and International Relations Area.
  4. Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2020. "Price dividend ratio and long-run stock returns: a score driven state space model," Temi di discussione (Economic working papers) 1296, Bank of Italy, Economic Research and International Relations Area.
  5. Fabio Busetti & Michele Caivano & Davide Delle Monache, 2019. "Domestic and global determinants of inflation: evidence from expectile regression," Temi di discussione (Economic working papers) 1225, Bank of Italy, Economic Research and International Relations Area.
  6. Guido Bulligan & Davide Delle Monache, 2018. "Financial markets effects of ECB unconventional monetary policy announcements," Questioni di Economia e Finanza (Occasional Papers) 424, Bank of Italy, Economic Research and International Relations Area.
  7. Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris, 2017. "Does the ARFIMA really shift?," CREATES Research Papers 2017-16, Department of Economics and Business Economics, Aarhus University.
  8. Locarno, Alberto & Delle Monache, Davide & Busetti, Fabio & Gerali, Andrea, 2017. "Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity," Working Paper Series 1994, European Central Bank.
  9. Guido Bulligan & Lorenzo Burlon & Davide Delle Monache & Andrea Silvestrini, 2017. "Real and financial cycles: estimates using unobserved component models for the Italian economy," Questioni di Economia e Finanza (Occasional Papers) 382, Bank of Italy, Economic Research and International Relations Area.
  10. Davide Delle Monache & Ivan Petrella, 2016. "Adaptive models and heavy tails with an application to inflation forecasting," BCAM Working Papers 1603, Birkbeck Centre for Applied Macroeconomics.
  11. Petrella, Ivan & Venditti, Fabrizio & Delle Monache, Davide, 2016. "Adaptive state space models with applications to the business cycle and financial stress," CEPR Discussion Papers 11599, C.E.P.R. Discussion Papers.
  12. Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris, 2015. "Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach," CREATES Research Papers 2015-30, Department of Economics and Business Economics, Aarhus University.
  13. Delle Monache & Ivan Petrella & Fabrizio Venditti, 2015. "Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation," Birkbeck Working Papers in Economics and Finance 1515, Birkbeck, Department of Economics, Mathematics & Statistics.
  14. Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Birkbeck Working Papers in Economics and Finance 1409, Birkbeck, Department of Economics, Mathematics & Statistics.

    repec:wrk:wrkemf:13 is not listed on IDEAS
    repec:wrk:wrkemf:34 is not listed on IDEAS
    repec:wrk:wrkemf:29 is not listed on IDEAS
    repec:qmw:qmwecw:wp720 is not listed on IDEAS
    repec:wrk:wrkemf:19 is not listed on IDEAS

Articles

  1. Davide Delle Monache & Andrea De Polis & Ivan Petrella, 2024. "Modeling and Forecasting Macroeconomic Downside Risk," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 1010-1025, July.
  2. Fabio Busetti & Michele Caivano & Davide Delle Monache, 2021. "Domestic and Global Determinants of Inflation: Evidence from Expectile Regression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(4), pages 982-1001, August.
  3. Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2021. "Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(4), pages 1054-1065, October.
  4. Busetti, Fabio & Caivano, Michele & Delle Monache, Davide & Pacella, Claudia, 2021. "The time-varying risk of Italian GDP," Economic Modelling, Elsevier, vol. 101(C).
  5. Delle Monache, Davide & Petrella, Ivan, 2019. "Efficient matrix approach for classical inference in state space models," Economics Letters, Elsevier, vol. 181(C), pages 22-27.
  6. Guido Bulligan & Lorenzo Burlon & Davide Delle Monache & Andrea Silvestrini, 2019. "Real and financial cycles: estimates using unobserved component models for the Italian economy," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(3), pages 541-569, September.
  7. Delle Monache, Davide & Petrella, Ivan, 2017. "Adaptive models and heavy tails with an application to inflation forecasting," International Journal of Forecasting, Elsevier, vol. 33(2), pages 482-501.
  8. Harvey, Andrew C. & Delle Monache, Davide, 2009. "Computing the mean square error of unobserved components extracted by misspecified time series models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 283-295, February.
  9. Mario Mazzocchi & Davide Delle Monache & Alexandra Lobb, 2006. "A structural time series approach to modelling multiple and resurgent meat scares in Italy," Applied Economics, Taylor & Francis Journals, vol. 38(14), pages 1677-1688.

Chapters

  1. Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2016. "Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 539-565, Emerald Group Publishing Limited.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 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 (15) 2014-07-21 2014-07-28 2016-03-23 2016-05-08 2016-11-13 2016-12-11 2016-12-18 2017-03-05 2017-07-23 2018-03-19 2019-12-02 2020-08-17 2020-11-23 2021-03-29 2021-05-31. Author is listed
  2. NEP-FOR: Forecasting (8) 2014-07-21 2014-07-28 2016-03-23 2016-12-11 2016-12-18 2020-08-17 2021-03-29 2021-05-31. Author is listed
  3. NEP-ETS: Econometric Time Series (6) 2015-06-27 2015-07-04 2016-11-13 2016-12-11 2016-12-18 2020-02-24. Author is listed
  4. NEP-ORE: Operations Research (6) 2014-07-21 2014-07-28 2015-06-27 2015-07-04 2016-11-13 2020-11-23. Author is listed
  5. NEP-EEC: European Economics (5) 2016-05-08 2017-03-05 2017-07-23 2018-03-19 2023-08-21. Author is listed
  6. NEP-MON: Monetary Economics (5) 2016-05-08 2017-03-05 2018-03-19 2019-12-02 2023-08-21. Author is listed
  7. NEP-CBA: Central Banking (4) 2016-05-08 2017-03-05 2018-03-19 2019-12-02
  8. NEP-ECM: Econometrics (4) 2014-07-21 2015-06-27 2016-11-13 2016-12-18
  9. NEP-RMG: Risk Management (3) 2020-08-17 2021-03-29 2021-05-31
  10. NEP-CFN: Corporate Finance (1) 2020-11-23
  11. NEP-CWA: Central and Western Asia (1) 2021-05-31
  12. NEP-ENE: Energy Economics (1) 2023-08-21
  13. NEP-FDG: Financial Development and Growth (1) 2021-03-29
  14. NEP-PKE: Post Keynesian Economics (1) 2016-05-08

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