Marco Jacopo Lombardi

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Affiliations

• Bank for International Settlements (BIS)
  • EDIRC entry
  • location:

Research profile

author of:

• The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship (RePEc:aea:apandp:v:110:y:2020:p:529-34)
  by Burcu Erik & Marco J. Lombardi & Dubravko Mihaljek & Hyun Song Shin
• ‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession (RePEc:bca:bocawp:10-37)
  by Marco J. Lombardi & Philipp Maier
• Short-Term Forecasting of the Japanese Economy Using Factor Models (RePEc:bca:bocawp:12-7)
  by Claudia Godbout & Marco J. Lombardi
• Bargaining power and the Phillips curve: a micro-macro analysis (RePEc:bdi:wptemi:td_1302_20)
  by Marco Jacopo Lombardi & Marianna Riggi & Eliana Viviano
• The impact of monetary policy shocks on commodity prices (RePEc:bdi:wptemi:td_851_12)
  by Alessio Anzuini & Marco J. Lombardi & Patrizio Pagano
• Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles (RePEc:bdr:ensayo:v:35:y:2017:i:82:p:40-52)
  by Enrique Alberola & Rocio Gondo & Marco Lombardi & Diego Urbina
• Inflation indicators amid high uncertainty (RePEc:bis:bisblt:60)
  by Fiorella De Fiore & Marco Jacopo Lombardi & Daniel Rees
• The contribution of monetary policy to disinflation (RePEc:bis:bisblt:82)
  by Pongpitch Amatyakul & Fiorella De Fiore & Marco Jacopo Lombardi & Benoit Mojon & Daniel Rees
• Has Asian emerging market monetary policy been too procyclical when responding to swings in commodity prices? (RePEc:bis:bisbpc:77-12)
  by Andrew Filardo & Marco Jacopo Lombardi
• The two-regime view of inflation (RePEc:bis:bisbps:133)
  by Claudio Borio & Marco Jacopo Lombardi & James Yetman & Egon Zakrajsek
• Interest rate pass-through since the financial crisis (RePEc:bis:bisqtr:1309g)
  by Anamaria Illes & Marco Jacopo Lombardi
• Oil and debt (RePEc:bis:bisqtr:1503f)
  by Dietrich Domanski & Jonathan Kearns & Marco Jacopo Lombardi & Hyun Song Shin
• (Why) Is investment weak? (RePEc:bis:bisqtr:1503g)
  by Ryan Niladri Banerjee & Jonathan Kearns & Marco Jacopo Lombardi
• Financial conditions and purchasing managers' indices: exploring the links (RePEc:bis:bisqtr:1909g)
  by Burcu Erik & Marco Jacopo Lombardi & Dubravko Mihaljek & Hyun Song Shin
• Sectoral price dynamics in the last mile of post-Covid-19 disinflation (RePEc:bis:bisqtr:2403d)
  by Pongpitch Amatyakul & Deniz Igan & Marco Jacopo Lombardi
• On the correlation between commodity and equity returns: implications for portfolio allocation (RePEc:bis:biswps:420)
  by Marco Jacopo Lombardi
• A shadow policy rate to calibrate US monetary policy at the zero lower bound (RePEc:bis:biswps:452)
  by Marco Jacopo Lombardi & Feng Zhu
• Has the transmission of policy rates to lending rates been impaired by the Global Financial Crisis? (RePEc:bis:biswps:477)
  by Leonardo Gambacorta & Anamaria Illes & Marco Jacopo Lombardi
• Why did bank lending rates diverge from policy rates after the financial crisis? (RePEc:bis:biswps:486)
  by Anamaria Illes & Marco Lombardi & Paul Mizen
• The biofuel connection: impact of US regulation on oil and food prices (RePEc:bis:biswps:487)
  by Fernando Avalos & Marco Jacopo Lombardi
• Fiscal sustainability and the financial cycle (RePEc:bis:biswps:552)
  by Claudio Borio & Marco Jacopo Lombardi & Fabrizio Zampolli
• Output gaps and policy stabilisation in Latin America: the effect of commodity and capital flow cycles (RePEc:bis:biswps:568)
  by Enrique Alberola-Ila & Rocío Gondo & Marco Jacopo Lombardi & Diego Urbina
• The real effects of household debt in the short and long run (RePEc:bis:biswps:607)
  by Marco Jacopo Lombardi & Madhusudan Mohanty & Ilhyock Shim
• Global impact of US and euro area unconventional monetary policies: a comparison (RePEc:bis:biswps:610)
  by Qianying Chen & Marco Lombardi & Alex Ross & Feng Zhu
• Monetary policy spillovers, global commodity prices and cooperation (RePEc:bis:biswps:696)
  by Andrew Filardo & Jacopo Lombardi & Carlos Montoro
• Measuring financial cycle time (RePEc:bis:biswps:755)
  by Andrew Filardo & Marco Jacopo Lombardi & Marek Raczko
• The dollar, bank leverage and real economic activity: an evolving relationship (RePEc:bis:biswps:847)
  by Burcu Erik & Marco Jacopo Lombardi & Dubravko Mihaljek & Hyun Song Shin
• The impact of unconventional monetary policies on retail lending and deposit rates in the euro area (RePEc:bis:biswps:850)
  by Boris Hofmann & Anamaria Illes & Marco Jacopo Lombardi & Paul Mizen
• Bargaining power and the Phillips curve: a micro-macro analysis (RePEc:bis:biswps:903)
  by Marco Jacopo Lombardi & Marianna Riggi & Eliana Viviano
• Income inequality and the depth of economic downturns (RePEc:bis:biswps:943)
  by Emanuel Kohlscheen & Marco Jacopo Lombardi & Egon Zakrajšek
• Fiscal and monetary policy interactions in a low interest rate world (RePEc:bis:biswps:954)
  by Boris Hofmann & Marco Jacopo Lombardi & Benoit Mojon & Athanasios Orphanides
• Are households indifferent to monetary policy announcements? (RePEc:bis:biswps:956)
  by Fiorella De Fiore & Marco Jacopo Lombardi & Johannes Schuffels
• Has the Transmission of Policy Rates to Lending Rates Changed in the Wake of the Global Financial Crisis? (RePEc:bla:intfin:v:18:y:2015:i:3:p:263-280)
  by Leonardo Gambacorta & Anamaria Illes & Marco Jacopo Lombardi
• Oil price density forecasts: exploring the linkages with stock markets (RePEc:bno:worpap:2012_24)
  by Marco J. Lombardi & Francesco Ravazzolo
• Oil price density forecasts: Exploring the linkages with stock markets (RePEc:bny:wpaper:0008)
  by Francesco Ravazzolo & Marco J. Lombardi
• Measuring financial cycle time (RePEc:boe:boeewp:0776)
  by Filardo, Andrew & Lombardi, Marco & Raczko, Marek
• Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles (RePEc:col:000107:015473)
  by Enrique Alberola & Rocio Gondo & Marco Lombardi & Diego Urbina
• Indirect estimation of elliptical stable distributions (RePEc:cor:louvco:2007018)
  by LOMBARDI, Marco & VEREDAS, David
• Fiscal and monetary policy interactions in a low interest rate world (RePEc:cpr:ceprdp:16411)
  by Orphanides, Athanasios & Hofmann, Boris & Lombardi, Marco & Mojon, Benoit
• Are Households Indifferent to Monetary Policy Announcements? (RePEc:cpr:ceprdp:17041)
  by De Fiore, Fiorella & Lombardi, Marco & Schuffels, Johannes
• Energy markets and the euro area macroeconomy (RePEc:ecb:ecbops:2010113)
  by Donoval, Milan & Gautier, Erwan & Nuño, Galo & Nakov, Anton & Jiménez, Noelia & de los Llanos Matea, María & Estrada, Ángel & Zioutou, Pinelopi & Bragoudakis, Zacharias & Weymes, Laura & O'Brien, Derr
• (Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate (RePEc:ecb:ecbwps:2007794)
  by Lombardi, Marco J. & Sgherri, Silvia
• External shocks and international inflation linkages: a global VAR analysis (RePEc:ecb:ecbwps:20091062)
  by Lombardi, Marco J. & Galesi, Alessandro
• The role of financial variables in predicting economic activity (RePEc:ecb:ecbwps:20091108)
  by Espinoza, Raphael & Fornari, Fabio & Lombardi, Marco J.
• Global commodity cycles and linkages a FAVAR approach (RePEc:ecb:ecbwps:20101170)
  by Lombardi, Marco J. & Osbat, Chiara & Schnatz, Bernd
• The impact of monetary policy shocks on commodity prices (RePEc:ecb:ecbwps:20101232)
  by Lombardi, Marco J. & Pagano, Patrizio & Anzuini, Alessio
• Bayesian prior elicitation in DSGE models: macro- vs micro-priors (RePEc:ecb:ecbwps:20111289)
  by Lombardi, Marco J. & Nicoletti, Giulio
• Do financial investors destabilize the oil price? (RePEc:ecb:ecbwps:20111346)
  by Lombardi, Marco J. & Van Robays, Ine
• Forecasting economic growth in the euro area during the Great Moderation and the Great Recession (RePEc:ecb:ecbwps:20111379)
  by Lombardi, Marco J. & Maier, Philipp
• Short-term forecasting of the Japanese economy using factor models (RePEc:ecb:ecbwps:20121428)
  by Lombardi, Marco J. & Godbout, Claudia
• Indirect Estimation of α-Stable Distributions and Processes (RePEc:ect:emjrnl:v:11:y:2008:i:1:p:193-208)
  by Marco J. Lombardi & Giorgio Calzolari
• Bayesian inference for [alpha]-stable distributions: A random walk MCMC approach (RePEc:eee:csdana:v:51:y:2007:i:5:p:2688-2700)
  by Lombardi, Marco J.
• Indirect estimation of [alpha]-stable stochastic volatility models (RePEc:eee:csdana:v:53:y:2009:i:6:p:2298-2308)
  by Lombardi, Marco J. & Calzolari, Giorgio
• Indirect estimation of elliptical stable distributions (RePEc:eee:csdana:v:53:y:2009:i:6:p:2309-2324)
  by Lombardi, Marco J. & Veredas, David
• Bayesian prior elicitation in DSGE models: Macro- vs micropriors (RePEc:eee:dyncon:v:36:y:2012:i:2:p:294-313)
  by Lombardi, Marco J. & Nicoletti, Giulio
• Income Inequality and the depth of economic downturns (RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002111)
  by Kohlscheen, Emanuel & Lombardi, Marco & Zakrajšek, Egon
• The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs (RePEc:eee:jimfin:v:93:y:2019:i:c:p:117-141)
  by Illes, Anamaria & Lombardi, Marco J. & Mizen, Paul
• On the correlation between commodity and equity returns: Implications for portfolio allocation (RePEc:eee:jocoma:v:2:y:2016:i:1:p:45-57)
  by Lombardi, Marco J. & Ravazzolo, Francesco
• The Emergence and Survival of Inflation Expectations (RePEc:ekd:002596:259600124)
  by Luca ONORANTE & Marco J. LOMBARDI
• Analytic Hessian Matrices and the Computation of FIGARCH Estimates (RePEc:fir:econom:wp2002_03)
  by Marco J. Lombardi & Giampiero M. Gallo
• GARCH-based Volatility Forecasts for Market Volatility Indices (RePEc:fir:econom:wp2002_06)
  by Massimiliano Cecconi & Giampiero M. Gallo & Marco J. Lombardi
• On-line Bayesian estimation of AR signals in symmetric alpha-stable noise (RePEc:fir:econom:wp2004_05)
  by Marco J. Lombardi & Simon J. Godsill
• Indirect estimation of alpha-stable distributions and processes (RePEc:fir:econom:wp2004_07)
  by Marco J. Lombardi & Giorgio Calzolari
• Bayesian inference for alpha-stable distributions: a random walk MCMC approach (RePEc:fir:econom:wp2004_11)
  by Marco J. Lombardi
• The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes (RePEc:fir:econom:wp2005_15)
  by Antonio Matas-Mir & Denise R. Osborn & Marco Lombardi
• Indirect estimation of alpha-stable stochastic volatility models (RePEc:fir:econom:wp2006_07)
  by Marco Lombardi & Giorgio Calzolari
• The Impact of Monetary Policy Shocks on Commodity Prices (RePEc:ijc:ijcjou:y:2013:q:3:a:4)
  by A. Anzuini & M. J. Lombardi & P. Pagano
• A Shadow Policy Rate to Calibrate U.S. Monetary Policy at the Zero Lower Bound (RePEc:ijc:ijcjou:y:2018:q:4:a:8)
  by Marco J. Lombardi & Feng Zhu
• Monetary Policy, Commodity Prices, and Misdiagnosis Risk (RePEc:ijc:ijcjou:y:2020:q:1:a:2)
  by Andrew J. Filardo & Marco J. Lombardi & Carlos Montoro & Massimo Minesso Ferrari
• The Role of Financial Variables in Predicting Economic Activity in the Euro Area (RePEc:imf:imfwpa:2009/241)
  by Marco Lombardi & Mr. Raphael A Espinoza & Fabio Fornari
• The effect of seasonal adjustment on the properties of business cycle regimes (RePEc:jae:japmet:v:23:y:2008:i:2:p:257-278)
  by Antonio Matas-Mir & Denise R. Osborn & Marco J. Lombardi
• Why Did Bank Lending Rates Diverge from Policy Rates After the Financial Crisis? (RePEc:not:notcfc:15/05)
  by Anamaria Illes & Marco Lombardi & Paul Mizen
• Key elements of global inflation (RePEc:not:notgep:09/22)
  by Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro
• Workers’ Bargaining Power and the Phillips Curve: A Micro–Macro Analysis (RePEc:oup:jeurec:v:21:y:2023:i:5:p:1905-1943.)
  by Marco J Lombardi & Marianna Riggi & Eliana Viviano
• Catching the Flu from the United States (RePEc:pal:palbok:978-0-230-28207-0)
  by Filippo Mauro & Stephane Dees & Marco J. Lombardi
• Introduction (RePEc:pal:palchp:978-0-230-28207-0_1)
  by Filippo Mauro & Stephane Dees & Marco J. Lombardi
• Business Cycle Synchronisation: Disentangling Global Trade and Financial Linkages (RePEc:pal:palchp:978-0-230-28207-0_2)
  by Filippo Mauro & Stephane Dees & Marco J. Lombardi
• Business Cycle Synchronisation: The United States and the Euro Area (RePEc:pal:palchp:978-0-230-28207-0_3)
  by Filippo Mauro & Stephane Dees & Marco J. Lombardi
• The United States and the Euro Area: What Do Structural Models Say About the Linkages? (RePEc:pal:palchp:978-0-230-28207-0_4)
  by Filippo Mauro & Stephane Dees & Marco J. Lombardi
• The United States and the Euro Area: The Role of Financial Variables (RePEc:pal:palchp:978-0-230-28207-0_5)
  by Filippo Mauro & Stephane Dees & Marco J. Lombardi
• Economic Interactions US-Euro Area Over the 2007–9 Financial Crisis: What Did We Learn? (RePEc:pal:palchp:978-0-230-28207-0_6)
  by Filippo Mauro & Stephane Dees & Marco J. Lombardi
• The US-Euro Area Relationship in a Context of Possible Systemic Changes (RePEc:pal:palchp:978-0-230-28207-0_7)
  by Filippo Mauro & Stephane Dees & Marco J. Lombardi
• Conclusion (RePEc:pal:palchp:978-0-230-28207-0_8)
  by Filippo Mauro & Stephane Dees & Marco J. Lombardi
• Key Elements of Global Inflation (RePEc:rba:rbaacv:acv2009-12)
  by Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro
• Monetary policy spillovers, global commodity prices and cooperation (RePEc:rbp:wpaper:2018-002)
  by Filardo, Andrew & Lombardi, Marco & Montoro, Carlos & Ferrari, Massimo
• Do Financial Investors Destabilize the Oil Price? (RePEc:rug:rugwps:11/760)
  by M. J. Lombardi & I. Van Robays
• (Un)naturally low? (RePEc:sce:scecfa:321)
  by Silvia Sgherri & Marco J. Lombardi
• Global commodity cycles and linkages: a FAVAR approach (RePEc:spr:empeco:v:43:y:2012:i:2:p:651-670)
  by Marco Lombardi & Chiara Osbat & Bernd Schnatz
• The relationship of household debt and growth in the short and long run (RePEc:spr:empeco:v:63:y:2022:i:4:d:10.1007_s00181-021-02188-z)
  by Marco J. Lombardi & Madhusudan Mohanty & Ilhyock Shim
• Correction to: The relationship of household debt and growth in the short and long run (RePEc:spr:empeco:v:63:y:2022:i:4:d:10.1007_s00181-022-02215-7)
  by Marco J. Lombardi & Madhusudan Mohanty & Ilhyock Shim
• Analytic Hessian matrices and the computation of FIGARCH estimates (RePEc:spr:stmapp:v:11:y:2002:i:2:d:10.1007_bf02511490)
  by Marco J. Lombardi & Giampiero M. Gallo
• The use of payment systems data as early indicators of economic activity (RePEc:taf:apeclt:v:22:y:2015:i:8:p:646-650)
  by Carlos Conesa & Leonardo Gambacorta & Sergio Gorjon & Marco J. Lombardi
• Indirect inference of elliptical fat tailed distributions (RePEc:ulb:ulbeco:2013/136204)
  by Marco Lombardi & David Veredas
• The Role of Financial Variables in predicting economic activity (RePEc:wly:jforec:v:31:y:2012:i:1:p:15-46)
  by Raphael Espinoza & Fabio Fornari & Marco J. Lombardi
• Monetary policy and the oil futures market (RePEc:zbw:bubdps:352012)
  by Eickmeier, Sandra & Lombardi, Marco J.