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Matteo Luciani

This is information that was supplied by Matteo Luciani in registering through RePEc. If you are Matteo Luciani , 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:Luciani
Suffix:
RePEc Short-ID:plu244
[This author has chosen not to make the email address public]
https://sites.google.com/site/lucianimatteo/
Washington, District of Columbia (United States)
http://www.federalreserve.gov/

:

20th Street and Constitution Avenue, NW, Washington, DC 20551
RePEc:edi:frbgvus (more details at EDIRC)
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  1. Barigozzi, Matteo & Lippi, Marco & Luciani, Matteo, 2016. "Non-Stationary Dynamic Factor Models for Large Datasets," Finance and Economics Discussion Series 2016-024, Board of Governors of the Federal Reserve System (U.S.).
  2. Luciani, Matteo & Pundit, Madhavi & Ramayandi, Arief & Veronese, Giovanni, 2015. "Nowcasting Indonesia," Finance and Economics Discussion Series 2015-100, Board of Governors of the Federal Reserve System (U.S.).
  3. Dungey, Mardi & Luciani, Matteo & Matei, Marius & Veredas, David, 2015. "Surfing through the GFC: systemic risk in Australia," Working Papers 2015-01, University of Tasmania, Tasmanian School of Business and Economics.
  4. 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.
  5. Mattéo Luciani & Lorenzo Ricci, 2013. "Nowcasting Norway," Working Papers ECARES ECARES 2013-10, ULB -- Universite Libre de Bruxelles.
  6. 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.
  7. Matteo Luciani & David Veredas, 2012. "A model for vast panels of volatilities," Working Papers 1230, Banco de España;Working Papers Homepage.
  8. 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.
  9. Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," CAMA Working Papers 2012-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  10. Matteo Barigozzi & Antonio M. Conti & Matteo Luciani, 2011. "Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model," European Economy - Economic Papers 2008 - 2015 441, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  11. Matteo Luciani, 2011. "Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks," Working Papers ECARES ECARES 2011‐022, ULB -- Universite Libre de Bruxelles.
  12. 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.
  13. Matteo Luciani, 2004. "A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area," ULB Institutional Repository 2013/153332, ULB -- Universite Libre de Bruxelles.
  14. Matteo Luciani & David Veredas, . "A simple model for vast panels of volatilities," ULB Institutional Repository 2013/136239, ULB -- Universite Libre de Bruxelles.
  15. Dungey Mardi & Matteo Luciani & David Veredas, . "Googling SIFIs," ULB Institutional Repository 2013/154950, ULB -- Universite Libre de Bruxelles.
  16. 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.
  1. Matteo Luciani & David Veredas, 2015. "Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(3), pages 163-176, 04.
  2. Matteo Luciani, 2015. "Monetary Policy and the Housing Market: A Structural Factor Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(2), pages 199-218, 03.
  3. Luciani, Matteo, 2014. "Forecasting with approximate dynamic factor models: The role of non-pervasive shocks," International Journal of Forecasting, Elsevier, vol. 30(1), pages 20-29.
  4. Matteo Luciani & Lorenzo Ricci, 2014. "Nowcasting Norway," International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 215-248, December.
  5. Matteo Barigozzi & Antonio M. Conti & Matteo Luciani, 2014. "Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(5), pages 693-714, October.
  6. 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.
  7. 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 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-ETS: Econometric Time Series (7) 2011-10-01 2012-09-22 2013-10-18 2014-03-30 2016-04-04 2016-04-09 2016-04-16. Author is listed
  2. NEP-MAC: Macroeconomics (7) 2010-04-17 2012-11-03 2014-03-30 2016-01-03 2016-04-04 2016-04-09 2016-04-16. Author is listed
  3. NEP-FOR: Forecasting (6) 2011-10-01 2012-08-23 2013-02-08 2013-10-18 2016-01-03 2016-03-06. Author is listed
  4. NEP-ECM: Econometrics (5) 2012-08-23 2012-09-22 2014-03-30 2016-04-09 2016-04-16. Author is listed
  5. NEP-MON: Monetary Economics (4) 2010-04-17 2011-04-02 2012-11-03 2013-07-20
  6. NEP-CBA: Central Banking (3) 2011-04-02 2011-10-01 2013-07-20
  7. NEP-RMG: Risk Management (3) 2012-09-22 2012-11-17 2016-01-29
  8. NEP-SEA: South East Asia (2) 2016-01-03 2016-03-06
  9. NEP-URE: Urban & Real Estate Economics (2) 2010-04-17 2012-11-03
  10. NEP-BAN: Banking (1) 2016-01-29
  11. NEP-EEC: European Economics (1) 2011-04-02
  12. NEP-IAS: Insurance Economics (1) 2016-01-29
  13. NEP-OPM: Open Economy Macroeconomics (1) 2013-07-20

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