| . |
Luciani, Matteo's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
762 |
Total
Citations
3 |
|
|
|
|
|
1.
|
|
|
Veredas, David
Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES Luciani, Matteo
Universite Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
|
| Posted: |
|
14 Sep 11
|
|
Last Revised:
|
|
29 Mar 12
|
|
237
(62,732)
|
1
|
|
| |
|
| |
Realized volatilities, vast dimensions, factor models, long-memory, forecasting
|
|
|
2.
|
|
|
Dungey, Mardi
University of Cambridge - Cambridge Endowment for Research in Finance (CERF) Luciani, Matteo
Universite Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) Veredas, David
Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
|
| Posted: |
|
25 Oct 12
|
|
Last Revised:
|
|
23 Jan 13
|
|
229
(65,118)
|
|
|
| |
|
| |
Systemic risk, ranking, financial institutions, Lehman
|
|
|
3.
|
|
|
Barigozzi, Matteo
London School of Economics and Political Science Conti, Antonio
Bank of Italy Luciani, Matteo
Universite Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
|
| Posted: |
|
14 Jun 10
|
|
Last Revised:
|
|
29 Oct 12
|
|
143
(102,206)
|
|
|
| |
|
| |
Monetary Policy Transmission, Asymmetric Effects, European Monetary Union, Structural Dynamic Factor Model
|
|
|
4.
|
|
Monetary Policy and the Housing Market: A Structural Factor Analysis
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Luciani, Matteo
Universite Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
|
|
Posted:
|
|
22 Jun 10
|
|
Last Revised:
|
|
29 Oct 12
|
|
90
(145,295)
|
1
|
|
|
|
|
Luciani, Matteo
Universite Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
|
|
35
|
1
|
|
| |
|
| |
Structural Factor Model, Business Cycle, Monetary Policy, Housing
|
|
|
|
|
|
|
Luciani, Matteo
Universite Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
|
| Posted: |
|
22 Jun 10
|
|
Last Revised:
|
|
29 Oct 12
|
|
55
|
1
|
|
| |
|
| |
Structural Factor Model, Business Cycle, Monetary Policy, Housing
|
|
|
|
|
|
5.
|
|
|
Luciani, Matteo
Universite Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
|
|
44
(211,898)
|
1
|
|
| |
|
| |
Dynamic Factor Models, Penalized Regressions, Local Factors, Bayesian Shrinkage, Forecasting
|
|
|
6.
|
|
|
Luciani, Matteo
Universite Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) Monteforte, Libero
Bank of Italy
|
| Posted: |
|
01 Jun 12
|
|
Last Revised:
|
|
31 Jul 12
|
|
13
(300,228)
|
|
|
| |
|
| |
Factor Models, Model Uncertainty, Forecast Combination, Density Forecast
|
|
|
7.
|
|
|
Luciani, Matteo
Universite Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) Ricci, Lorenzo
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES)
|
|
6
(322,614)
|
|
|
| |
|
| |
Real-Time Forecasting, Bayesian Factor model, Nowcasting
|
|
