Matteo Luciani

Names

Identifer

Contact

Affiliations

• Amazon.com
  • https://www.amazon.jobs/en/job_categories/economics
  • location: USA, Seattle, WA

Research profile

author of:

• Oil Price Pass-through into Core Inflation
  The Energy Journal, International Association for Energy Economics (2019)
  by Cristina Conflitti and Matteo Luciani
  (ReDIF-article, aen:journl:ej40-6-luciani)
• Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm
  Papers, arXiv.org (2019)
  by Matteo Barigozzi & Matteo Luciani
  (ReDIF-paper, arx:papers:1910.03821)
• Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models
  Papers, arXiv.org (2019)
  by Matteo Barigozzi & Matteo Luciani
  (ReDIF-paper, arx:papers:1910.09841)
• A model for vast panels of volatilities
  Working Papers, Banco de España (2012)
  by Matteo Luciani & David Veredas
  (ReDIF-paper, bde:wpaper:1230)
• Oil price pass-through into core inflation
  Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area (2017)
  by Cristina Conflitti & Matteo Luciani
  (ReDIF-paper, bdi:opques:qef_405_17)
• Do euro area countries respond asymmetrically to the common monetary policy?
  Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2013)
  by Matteo Barigozzi & Antonio M. Conti & Matteo Luciani
  (ReDIF-paper, bdi:wptemi:td_923_13)
• Uncertainty and heterogeneity in factor models forecasting
  Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2013)
  by Matteo Luciani & Libero Monteforte
  (ReDIF-paper, bdi:wptemi:td_930_13)
• Surfing through the GFC: Systemic Risk in Australia
  The Economic Record, The Economic Society of Australia (2017)
  by Mardi Dungey & Marius Matei & Matteo Luciani & David Veredas
  (ReDIF-article, bla:ecorec:v:93:y:2017:i:300:p:1-19)
• Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?
  Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2014)
  by Matteo Barigozzi & Antonio M. Conti & Matteo Luciani
  (ReDIF-article, bla:obuest:v:76:y:2014:i:5:p:693-714)
• Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis
  Working Papers, Doctoral School of Economics, Sapienza University of Rome (2010)
  by Matteo Luciani
  (ReDIF-paper, dsc:wpaper:7)
• Monetary Policy and the Housing Market: A Structural Factor Analysis
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012)
  by Matteo Luciani
  (ReDIF-paper, eca:wpaper:2013/129931)
• Nowcasting Norway
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2013)
  by Matteo Luciani & Lorenzo Ricci
  (ReDIF-paper, eca:wpaper:2013/139866)
• Dynamic Factor Models, Cointegration and Error Correction Mechanisms
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2014)
  by Matteo Barigozzi & Marco Lippi & Matteo Luciani
  (ReDIF-paper, eca:wpaper:2013/157568)
• Inferential Theory for Generalized Dynamic Factor Models
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2021)
  by Matteo Barigozzi & Marc Hallin & Matteo Luciani & Paolo Zaffaroni
  (ReDIF-paper, eca:wpaper:2013/331192)
• Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks
  Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2011)
  by Matteo Luciani
  (ReDIF-paper, eca:wpaper:2013/97308)
• Systemic risk in the US: Interconnectedness as a circuit breaker
  Economic Modelling, Elsevier (2018)
  by Dungey, Mardi & Luciani, Matteo & Veredas, David
  (ReDIF-article, eee:ecmode:v:71:y:2018:i:c:p:305-315)
• Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors
  Journal of Econometrics, Elsevier (2021)
  by Barigozzi, Matteo & Lippi, Marco & Luciani, Matteo
  (ReDIF-article, eee:econom:v:221:y:2021:i:2:p:455-482)
• Forecasting with approximate dynamic factor models: The role of non-pervasive shocks
  International Journal of Forecasting, Elsevier (2014)
  by Luciani, Matteo
  (ReDIF-article, eee:intfor:v:30:y:2014:i:1:p:20-29)
• Ranking Systemically Important Financial Institutions
  CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2012)
  by Mardi Dungey & Matteo Luciani & David Veredas
  (ReDIF-paper, een:camaaa:2012-47)
• Do Euro area countries respond asymmetrically to the common monetary policy?
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2012)
  by Barigozzi, Matteo & Conti, Antonio & Luciani, Matteo
  (ReDIF-paper, ehl:lserod:43344)
• Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model
  European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission (2011)
  by Matteo Barigozzi & Antonio M. Conti & Matteo Luciani
  (ReDIF-paper, euf:ecopap:0441)
• Nowcasting Indonesia
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015)
  by Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese
  (ReDIF-paper, fip:fedgfe:2015-100)
• Dynamic Factor Models, Cointegration, and Error Correction Mechanisms
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2016)
  by Matteo Barigozzi & Marco Lippi & Matteo Luciani
  (ReDIF-paper, fip:fedgfe:2016-18)
• Non-Stationary Dynamic Factor Models for Large Datasets
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2016)
  by Matteo Barigozzi & Marco Lippi & Matteo Luciani
  (ReDIF-paper, fip:fedgfe:2016-24)
• Common Factors, Trends, and Cycles in Large Datasets
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2017)
  by Matteo Barigozzi & Matteo Luciani
  (ReDIF-paper, fip:fedgfe:2017-111)
• Oil Price Pass-Through into Core Inflation
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2017)
  by Cristina Conflitti & Matteo Luciani
  (ReDIF-paper, fip:fedgfe:2017-85)
• Common and Idiosyncratic Inflation
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2020)
  by Matteo Luciani
  (ReDIF-paper, fip:fedgfe:2020-24)
• Relative prices and pure inflation since the mid-1990s
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2021)
  by Hie Joo Ahn & Matteo Luciani
  (ReDIF-paper, fip:fedgfe:2021-69)
• Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2024)
  by Matteo Barigozzi & Matteo Luciani
  (ReDIF-paper, fip:fedgfe:2024-86)
• Oil Price Pass-Through into Core Inflation
  FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2017)
  by Cristina Conflitti & Matteo Luciani
  (ReDIF-paper, fip:fedgfn:2017-10-19-1)
• Do National Account Statistics Underestimate US Real Output Growth?
  FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2018)
  by Matteo Barigozzi & Matteo Luciani
  (ReDIF-paper, fip:fedgfn:2018-01-09-1)
• Oil Price Pass-Through into Core Inflation
  FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2019)
  by Cristina Conflitti & Matteo Luciani
  (ReDIF-paper, fip:fedgfn:2019-04-30)
• Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index
  FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2019)
  by Matteo Luciani & Riccardo Trezzi
  (ReDIF-paper, fip:fedgfn:2019-08-02-1)
• Common and Idiosyncratic Inflation
  FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2020)
  by Matteo Luciani
  (ReDIF-paper, fip:fedgfn:2020-03-05)
• Quantifying the COVID-19 Effects on Core PCE Price Inflation
  FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2021)
  by Matteo Luciani
  (ReDIF-paper, fip:fedgfn:2021-02-25)
• Lessons from Nowcasting GDP across the World
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2023)
  by Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno
  (ReDIF-paper, fip:fedgif:1385)
• Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors
  Econometrics, MDPI (2020)
  by Matteo Barigozzi & Marco Lippi & Matteo Luciani
  (ReDIF-article, gam:jecnmx:v:8:y:2020:i:1:p:3-:d:316273)
• Nowcasting Norway
  International Journal of Central Banking, International Journal of Central Banking (2014)
  by Matteo Luciani & Lorenzo Ricci
  (ReDIF-article, ijc:ijcjou:y:2014:q:4:a:7)
• Monetary Policy and the Housing Market: A Structural Factor Analysis
  Working Papers, Department of the Treasury, Ministry of the Economy and of Finance ()
  by Matteo LUCIANI
  (ReDIF-paper, itt:wpaper:wp2010-7)
• Uncertainty and Heterogeneity in factor models forecasting
  Working Papers, Department of the Treasury, Ministry of the Economy and of Finance (2012)
  by Matteo Luciani & Libero Monteforte
  (ReDIF-paper, itt:wpaper:wp2012-5)
• Nowcasting Indonesia
  ADB Economics Working Paper Series, Asian Development Bank (2015)
  by Luciani, Matteo & Pundit, Madhavi & Ramayandi, Arief & Veronese , Giovanni
  (ReDIF-paper, ris:adbewp:0471)
• A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area
  Rivista di Politica Economica, SIPI Spa (2004)
  by Matteo Luciani
  (ReDIF-article, rpo:ripoec:v:94:y:2004:i:6:p:175-214)
• Nowcasting Indonesia
  Empirical Economics, Springer (2018)
  by Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese
  (ReDIF-article, spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1288-4)
• The determinants of investment in information and communication technologies
  Economics of Innovation and New Technology, Taylor & Francis Journals (2011)
  by P. Guerrieri & M. Luciani & V. Meliciani
  (ReDIF-article, taf:ecinnt:v:20:y:2011:i:4:p:387-403)
• Ranking systemically important financial institutions
  Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2012)
  by Dungey, Mardi & Luciani, Matteo & Veredas, David
  (ReDIF-paper, tas:wpaper:15473)
• Surfing through the GFC: systemic risk in Australia
  Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2015)
  by Dungey, Mardi & Luciani, Matteo & Matei, Marius & Veredas, David
  (ReDIF-paper, tas:wpaper:22658)
• Ranking Systemically Important Financial Institutions
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2012)
  by Mardi Dungey & Matteo Luciani & David Veredas
  (ReDIF-paper, tin:wpaper:20120115)
• Monetary Policy, and the Housing Market: A Structural Factor Analysis
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2013)
  by Matteo Luciani
  (ReDIF-paper, ulb:ulbeco:2013/153324)
• Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2013)
  by Matteo Luciani & Antoniomaria Conti & Matteo Barigozzi
  (ReDIF-paper, ulb:ulbeco:2013/153330)
• A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area
  ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2004)
  by Matteo Luciani
  (ReDIF-paper, ulb:ulbeco:2013/153332)
• Monetary Policy and the Housing Market: A Structural Factor Analysis
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2015)
  by Matteo Luciani
  (ReDIF-article, wly:japmet:v:30:y:2015:i:2:p:199-218)
• Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models
  Journal of Forecasting, John Wiley & Sons, Ltd. (2015)
  by Matteo Luciani & David Veredas
  (ReDIF-article, wly:jforec:v:34:y:2015:i:3:p:163-176)