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Ciccarelli, Matteo's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,401 |
Total
Citations
185 |
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1.
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Ciccarelli, Matteo
European Central Bank (ECB) Mojon, Benoit
European Central Bank (ECB)
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409
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34
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global Inflation, common factor, international business cycle
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2.
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Forecasting and Turning-Point Predictions in a Bayesian Panel VAR Model
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Canova, Fabio
Universitat Pompeu Fabra - Department of Economics and Business (DEB) Ciccarelli, Matteo
European Central Bank (ECB)
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Posted:
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22 Nov 00
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Last Revised:
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01 Oct 01
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340
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18
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Canova, Fabio
Universitat Pompeu Fabra - Department of Economics and Business (DEB) Ciccarelli, Matteo
European Central Bank (ECB)
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23
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18
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Forecasting, turning points, Bayesian methods, panel VAR, Markov chains, Monte Carlo methods
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Canova, Fabio
Universitat Pompeu Fabra - Department of Economics and Business (DEB) Ciccarelli, Matteo
European Central Bank (ECB)
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317
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18
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Forecasting, Turning Points, Bayesian Methods, Panel VAR, Markov Chains Monte Carlo Methods.
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3.
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Trusting the Bankers: A New Look at the Credit Channel of Monetary Policy
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Maddaloni, Angela
European Central Bank (ECB) Ciccarelli, Matteo
European Central Bank (ECB) Peydro , Jose-Luis
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
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Posted:
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26 Jul 10
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Last Revised:
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03 Jan 13
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238
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13
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Maddaloni, Angela
European Central Bank (ECB) Ciccarelli, Matteo
European Central Bank (ECB) Peydro , Jose-Luis
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
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27 Feb 11
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Last Revised:
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03 Jan 13
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82
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9
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Credit channel, Firm and household balance-sheet channels, Bank lending channel, Credit crunch, Credit supply, Monetary policy.
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Ciccarelli, Matteo
European Central Bank (ECB) Maddaloni, Angela
European Central Bank (ECB) Peydro , Jose-Luis
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
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156
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13
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Non-financial borrower balance-sheet channel, Bank lending channel, Credit channel, Credit crunch, Lending standards, Monetary policy
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4.
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Measuring Contagion with a Bayesian Time-Varying Coefficient Model
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Ciccarelli, Matteo
European Central Bank (ECB) Rebucci, Alessandro
Inter-American Development Bank (IDB)
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Posted:
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26 Jan 04
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Last Revised:
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03 Feb 06
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227
(65,711)
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5
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Ciccarelli, Matteo
European Central Bank (ECB) Rebucci, Alessandro
Inter-American Development Bank (IDB)
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46
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5
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contagion Gibbs sampling heteroskedasticity omitted variable bias time-varying coefficient models
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Ciccarelli, Matteo
European Central Bank (ECB) Rebucci, Alessandro
Inter-American Development Bank (IDB)
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181
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5
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Contagion, Gibbs sampling, Heteroskedasticity, Omitted variable bias, Time-varying coefficient models
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5.
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Canova, Fabio
Universitat Pompeu Fabra - Department of Economics and Business (DEB) Ciccarelli, Matteo
European Central Bank (ECB)
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181
(82,408)
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11
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Multi country VAR, Markov Chain Monte Carlo methods, Flexible priors, International transmission
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6.
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Similarities and Convergence in G-7 Cycles
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Canova, Fabio
Universitat Pompeu Fabra - Department of Economics and Business (DEB) Ortega, Eva
Bank of Spain, Research Department Ciccarelli, Matteo
European Central Bank (ECB)
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Posted:
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18 May 04
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Last Revised:
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30 Sep 04
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130
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43
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Canova, Fabio
Universitat Pompeu Fabra - Department of Economics and Business (DEB) Ciccarelli, Matteo
European Central Bank (ECB) Ortega, Eva
Bank of Spain, Research Department
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18
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43
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Business cycle, G-7, indicators, panel data, Bayesian methods
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Canova, Fabio
Universitat Pompeu Fabra - Department of Economics and Business (DEB) Ortega, Eva
Bank of Spain, Research Department Ciccarelli, Matteo
European Central Bank (ECB)
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112
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43
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Business cycle, indicators, Panel Data, Bayesian methods
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7.
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Rebucci, Alessandro
Inter-American Development Bank (IDB) Ciccarelli, Matteo
European Central Bank (ECB)
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116
(121,352)
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3
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Bayesian VAR, Gibbs sampling, Time-Varying Reaction Function, EMS
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8.
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Ciccarelli, Matteo
European Central Bank (ECB) Altavilla, Carlo
University of Naples Parthenope
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113
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1
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Inflation Forecasts, Unemployment, Model Uncertainty.
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9.
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Price Setting and Inflation Persistence: Did EMU Matter?
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Angeloni, Ignazio
Italian Finance Ministry - International Financial Relations Aucremanne, Luc
National Bank of Belgium Ciccarelli, Matteo
European Central Bank (ECB)
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Posted:
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25 Apr 06
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Last Revised:
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21 Sep 06
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103
(132,558)
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14
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Angeloni, Ignazio
Italian Finance Ministry - International Financial Relations Aucremanne, Luc
National Bank of Belgium Ciccarelli, Matteo
European Central Bank (ECB)
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17
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14
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Angeloni, Ignazio
Italian Finance Ministry - International Financial Relations Aucremanne, Luc
National Bank of Belgium Ciccarelli, Matteo
European Central Bank (ECB)
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86
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14
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Price setting, Inflation persistence, Aggregate and Sectoral Inflation, EMU
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10.
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Ciccarelli, Matteo
European Central Bank (ECB) Garcia, Juan A.
European Central Bank (ECB)
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77
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2
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break-even inflation rates, inflation risk premia, business cycle indicators, Bayesian model selection
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11.
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Ciccarelli, Matteo
European Central Bank (ECB) Rebucci, Alessandro
Inter-American Development Bank (IDB)
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77
(160,204)
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12
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Bayesian estimation, European monetary policy, Gibbs sampling, Heterogeneity, Transmission mechanism
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12.
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Panel Vector Autoregressive Models: A Survey
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Canova, Fabio
Universitat Pompeu Fabra - Department of Economics and Business (DEB) Ciccarelli, Matteo
European Central Bank (ECB)
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Posted:
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12 Feb 13
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Last Revised:
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12 Mar 13
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71
(168,098)
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Canova, Fabio
Universitat Pompeu Fabra - Department of Economics and Business (DEB) Ciccarelli, Matteo
European Central Bank (ECB)
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7
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Bayesian methods, dynamic models, Panel vector autoregression
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Canova, Fabio
Universitat Pompeu Fabra - Department of Economics and Business (DEB) Ciccarelli, Matteo
European Central Bank (ECB)
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64
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Panel VAR, estimation, identification, inference
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13.
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The Effects of Monetary Policy on Unemployment Dynamics Under Model Uncertainty: Evidence from the US and the Euro Area
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Altavilla, Carlo
University of Naples Parthenope Ciccarelli, Matteo
European Central Bank (ECB)
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Posted:
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11 Mar 09
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Last Revised:
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08 May 13
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69
(170,844)
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2
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Altavilla, Carlo
University of Naples Parthenope Ciccarelli, Matteo
European Central Bank (ECB)
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23
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2
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monetary policy, model uncertainty, Bayesian model averaging, unemployment gap, Taylor rule
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Altavilla, Carlo
University of Naples Parthenope Ciccarelli, Matteo
European Central Bank (ECB)
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46
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2
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monetary policy, model uncertainty, Bayesian model averaging, unemployment gap, Taylor rule
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14.
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Ciccarelli, Matteo
European Central Bank (ECB) Altavilla, Carlo
University of Naples Parthenope
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52
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2
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Real-time data, Forecast Combination, Data and Model Uncertainty
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15.
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Canova, Fabio
Universitat Pompeu Fabra - Department of Economics and Business (DEB) Ciccarelli, Matteo
European Central Bank (ECB)
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34
(233,387)
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6
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Panel VAR, Bayesian methods, leading indicators, Markov Chain Monte Carlo methods
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16.
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Hubrich, Kirstin
European Central Bank - Research Department D'Agostino, Antonello
Central Bank and Financial Services Authority of Ireland Cervena, Marianna
National Bank of Slovakia Ciccarelli, Matteo
European Central Bank (ECB) Guarda, Paolo
Banque Centrale du Luxembourg Haavio, Markus
Bank of Finland - Research Jeanfils, Philippe
National Bank of Belgium Mendicino, Caterina
Bank of Portugal Ortega, Eva
Bank of Spain, Research Department Valderrama, Maria Teresa
Österreichische Nationalbank - Department of Economics Valentinyine Endresz, Marianna
National Bank of Hungary
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29
(246,199)
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macro-financial linkages, financial shocks, lead-lag relationships, heterogeneity, cross-country spillovers, non-linearities
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17.
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Ciccarelli, Matteo
European Central Bank (ECB) Angelini, Elena
European Central Bank (ECB) Boissay, Frédéric
European Central Bank (ECB)
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29
(246,199)
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4
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Multi-country model, Forecast, Simulation, Netherlands
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18.
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Altavilla, Carlo
University of Naples Parthenope Ciccarelli, Matteo
European Central Bank (ECB)
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26
(255,185)
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monetary policy, Taylor rule, real-time data, great moderation, forecasting
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19.
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Canova, Fabio
Universitat Pompeu Fabra - Department of Economics and Business (DEB) Ciccarelli, Matteo
European Central Bank (ECB) Ortega, Eva
Bank of Spain, Research Department
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19
(278,945)
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3
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business cycles, European Monetary Union, Panel VAR, structural changes
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20.
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Canova, Fabio
Universitat Pompeu Fabra - Department of Economics and Business (DEB) Ciccarelli, Matteo
European Central Bank (ECB)
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18
(282,470)
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1
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Bayesian Methods, Business Cycles, Mediterranean Basin, Developing and Developed Countries
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21.
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Ciccarelli, Matteo
European Central Bank (ECB) Rebucci, Alessandro
Inter-American Development Bank (IDB)
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18
(282,470)
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5
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European monetary policy, Bayesian estimation, Gibbs sampling, time-varying coefficient model, transmission mechanism
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22.
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Heterogeneity and Cross-Country Spillovers in Macroeconomic-Financial Linkages
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Ciccarelli, Matteo
European Central Bank (ECB) Ortega, Eva
Bank of Spain, Research Department Valderrama, Maria Teresa
Österreichische Nationalbank - Department of Economics
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Posted:
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15 Dec 12
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Last Revised:
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03 Jan 13
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15
(293,152)
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2
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Ciccarelli, Matteo
European Central Bank (ECB) Ortega, Eva
Bank of Spain, Research Department Valderrama, Maria Teresa
Österreichische Nationalbank - Department of Economics
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4
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2
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financial crisis, macro-financial linkages, panel VAR models
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Ciccarelli, Matteo
European Central Bank (ECB) Ortega, Eva
Bank of Spain, Research Department Valderrama, Maria Teresa
Österreichische Nationalbank - Department of Economics
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11
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2
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financial crisis, macro-financial linkages, panel VAR models
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23.
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Ciccarelli, Matteo
European Central Bank (ECB) Maddaloni, Angela
European Central Bank (ECB) Peydro , Jose-Luis
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
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8
(316,933)
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1
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Heterogeneity, credit channel, financial crisis, monetary policy, non-standard measures
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24.
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Canova, Fabio
Universitat Pompeu Fabra - Department of Economics and Business (DEB) Ciccarelli, Matteo
European Central Bank (ECB)
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2
(336,111)
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3
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25.
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Ciccarelli, Matteo
European Central Bank (ECB) Rebucci, Alessandro
Inter-American Development Bank (IDB)
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Argentine crisis, Chile, contagion, interdependence, omitted variables, time-varying coefficient models
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