Matteo Luciani
Names
| first: |
Matteo |
| last: |
Luciani |
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 (RePEc:aen:journl:ej40-6-luciani)
by Cristina Conflitti and Matteo Luciani - Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm (RePEc:arx:papers:1910.03821)
by Matteo Barigozzi & Matteo Luciani - Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models (RePEc:arx:papers:1910.09841)
by Matteo Barigozzi & Matteo Luciani - A model for vast panels of volatilities (RePEc:bde:wpaper:1230)
by Matteo Luciani & David Veredas - Oil price pass-through into core inflation (RePEc:bdi:opques:qef_405_17)
by Cristina Conflitti & Matteo Luciani - Do euro area countries respond asymmetrically to the common monetary policy? (RePEc:bdi:wptemi:td_923_13)
by Matteo Barigozzi & Antonio M. Conti & Matteo Luciani - Uncertainty and heterogeneity in factor models forecasting (RePEc:bdi:wptemi:td_930_13)
by Matteo Luciani & Libero Monteforte - Surfing through the GFC: Systemic Risk in Australia (RePEc:bla:ecorec:v:93:y:2017:i:300:p:1-19)
by Mardi Dungey & Marius Matei & Matteo Luciani & David Veredas - Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? (RePEc:bla:obuest:v:76:y:2014:i:5:p:693-714)
by Matteo Barigozzi & Antonio M. Conti & Matteo Luciani - Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis (RePEc:dsc:wpaper:7)
by Matteo Luciani - Monetary Policy and the Housing Market: A Structural Factor Analysis (RePEc:eca:wpaper:2013/129931)
by Matteo Luciani - Nowcasting Norway (RePEc:eca:wpaper:2013/139866)
by Matteo Luciani & Lorenzo Ricci - Dynamic Factor Models, Cointegration and Error Correction Mechanisms (RePEc:eca:wpaper:2013/157568)
by Matteo Barigozzi & Marco Lippi & Matteo Luciani - Inferential Theory for Generalized Dynamic Factor Models (RePEc:eca:wpaper:2013/331192)
by Matteo Barigozzi & Marc Hallin & Matteo Luciani & Paolo Zaffaroni - Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks (RePEc:eca:wpaper:2013/97308)
by Matteo Luciani - Systemic risk in the US: Interconnectedness as a circuit breaker (RePEc:eee:ecmode:v:71:y:2018:i:c:p:305-315)
by Dungey, Mardi & Luciani, Matteo & Veredas, David - Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors (RePEc:eee:econom:v:221:y:2021:i:2:p:455-482)
by Barigozzi, Matteo & Lippi, Marco & Luciani, Matteo - Forecasting with approximate dynamic factor models: The role of non-pervasive shocks (RePEc:eee:intfor:v:30:y:2014:i:1:p:20-29)
by Luciani, Matteo - Ranking Systemically Important Financial Institutions (RePEc:een:camaaa:2012-47)
by Mardi Dungey & Matteo Luciani & David Veredas - Do Euro area countries respond asymmetrically to the common monetary policy? (RePEc:ehl:lserod:43344)
by Barigozzi, Matteo & Conti, Antonio & Luciani, Matteo - Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model (RePEc:euf:ecopap:0441)
by Matteo Barigozzi & Antonio M. Conti & Matteo Luciani - Common and Idiosyncratic Inflation (RePEc:fip:fedgfe:100036)
by Hie Joo Ahn & Matteo Luciani - Nowcasting Indonesia (RePEc:fip:fedgfe:2015-100)
by Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese - Dynamic Factor Models, Cointegration, and Error Correction Mechanisms (RePEc:fip:fedgfe:2016-18)
by Matteo Barigozzi & Marco Lippi & Matteo Luciani - Non-Stationary Dynamic Factor Models for Large Datasets (RePEc:fip:fedgfe:2016-24)
by Matteo Barigozzi & Marco Lippi & Matteo Luciani - Common Factors, Trends, and Cycles in Large Datasets (RePEc:fip:fedgfe:2017-111)
by Matteo Barigozzi & Matteo Luciani - Oil Price Pass-Through into Core Inflation (RePEc:fip:fedgfe:2017-85)
by Cristina Conflitti & Matteo Luciani - Common and Idiosyncratic Inflation (RePEc:fip:fedgfe:2020-24)
by Matteo Luciani - Relative prices and pure inflation since the mid-1990s (RePEc:fip:fedgfe:2021-69)
by Hie Joo Ahn & Matteo Luciani - Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm (RePEc:fip:fedgfe:2024-86)
by Matteo Barigozzi & Matteo Luciani - Measuring the Euro Area Output Gap (RePEc:fip:fedgfe:2024-99)
by Matteo Barigozzi & Claudio Lissona & Matteo Luciani - Oil Price Pass-Through into Core Inflation (RePEc:fip:fedgfn:2017-10-19-1)
by Cristina Conflitti & Matteo Luciani - Do National Account Statistics Underestimate US Real Output Growth? (RePEc:fip:fedgfn:2018-01-09-1)
by Matteo Barigozzi & Matteo Luciani - Oil Price Pass-Through into Core Inflation (RePEc:fip:fedgfn:2019-04-30)
by Cristina Conflitti & Matteo Luciani - Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index (RePEc:fip:fedgfn:2019-08-02-1)
by Matteo Luciani & Riccardo Trezzi - Common and Idiosyncratic Inflation (RePEc:fip:fedgfn:2020-03-05)
by Matteo Luciani - Quantifying the COVID-19 Effects on Core PCE Price Inflation (RePEc:fip:fedgfn:2021-02-25)
by Matteo Luciani - The Euro Area has a growth problem (RePEc:fip:fedgfn:2025-01-10-3)
by Matteo Barigozzi & Claudio Lissona & Matteo Luciani - Lessons from Nowcasting GDP across the World (RePEc:fip:fedgif:1385)
by Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno - Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors (RePEc:gam:jecnmx:v:8:y:2020:i:1:p:3-:d:316273)
by Matteo Barigozzi & Marco Lippi & Matteo Luciani - Nowcasting Norway (RePEc:ijc:ijcjou:y:2014:q:4:a:7)
by Matteo Luciani & Lorenzo Ricci - Monetary Policy and the Housing Market: A Structural Factor Analysis (RePEc:itt:wpaper:wp2010-7)
by Matteo LUCIANI - Uncertainty and Heterogeneity in factor models forecasting (RePEc:itt:wpaper:wp2012-5)
by Matteo Luciani & Libero Monteforte - Nowcasting Indonesia (RePEc:ris:adbewp:0471)
by Luciani, Matteo & Pundit, Madhavi & Ramayandi, Arief & Veronese , Giovanni - A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area (RePEc:rpo:ripoec:v:94:y:2004:i:6:p:175-214)
by Matteo Luciani - Nowcasting Indonesia (RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1288-4)
by Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese - The determinants of investment in information and communication technologies (RePEc:taf:ecinnt:v:20:y:2011:i:4:p:387-403)
by P. Guerrieri & M. Luciani & V. Meliciani - Ranking systemically important financial institutions (RePEc:tas:wpaper:15473)
by Dungey, Mardi & Luciani, Matteo & Veredas, David - Surfing through the GFC: systemic risk in Australia (RePEc:tas:wpaper:22658)
by Dungey, Mardi & Luciani, Matteo & Matei, Marius & Veredas, David - Ranking Systemically Important Financial Institutions (RePEc:tin:wpaper:20120115)
by Mardi Dungey & Matteo Luciani & David Veredas - Monetary Policy, and the Housing Market: A Structural Factor Analysis (RePEc:ulb:ulbeco:2013/153324)
by Matteo Luciani - Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? (RePEc:ulb:ulbeco:2013/153330)
by Matteo Luciani & Antoniomaria Conti & Matteo Barigozzi - A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area (RePEc:ulb:ulbeco:2013/153332)
by Matteo Luciani - Monetary Policy and the Housing Market: A Structural Factor Analysis (RePEc:wly:japmet:v:30:y:2015:i:2:p:199-218)
by Matteo Luciani - Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models (RePEc:wly:jforec:v:34:y:2015:i:3:p:163-176)
by Matteo Luciani & David Veredas