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)
• 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)