Luca Benati

Bank of England - Monetary Analysis

Threadneedle Street

London EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

9

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2,022

SSRN CITATIONS
Rank 9,999

SSRN RANKINGS

Top 9,999

in Total Papers Citations

13

CROSSREF CITATIONS

82

Scholarly Papers (9)

1.

Long-Run Evidence on Money Growth and Inflation

Bank of England Quarterly Bulletin, Autumn 2005
Number of pages: 7 Posted: 04 Oct 2005
Luca Benati
Bank of England - Monetary Analysis
Downloads 530 (52,000)
Citation 2

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2.

Band-Pass Filtering, Cointegration, and Business Cycle Analysis

Bank of England Working Paper No. 142
Number of pages: 50 Posted: 10 Dec 2001
Luca Benati
Bank of England - Monetary Analysis
Downloads 318 (95,527)
Citation 9

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Band-Pass Filter, Time Series, Frequency Domain, Unit Roots, Business Cycles, Lucas Critique, Monetary Policy

3.

Evolving Post-World War Ii UK Economic Performance

Bank of England Working Paper No. 232
Number of pages: 50 Posted: 21 Feb 2005
Luca Benati
Bank of England - Monetary Analysis
Downloads 317 (95,855)
Citation 7

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Inflation, monetary policy, Lucas critique, structural break tests, frequency domain

4.

Affine Term Structure Models for the Foreign Exchange Risk Premium

Bank of England Working Paper No. 291
Number of pages: 40 Posted: 05 Apr 2006
Luca Benati
Bank of England - Monetary Analysis
Downloads 239 (129,181)
Citation 6

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Foreign exchange risk premium, Fama puzzle, Duffie-Kan class, Kalman filter

5.

U.S. Evolving Macroeconomic Dynamics: A Structural Investigation

ECB Working Paper No.746
Number of pages: 49 Posted: 25 Apr 2007
Luca Benati and Haroon Mumtaz
Bank of England - Monetary Analysis and University of London - School of Sciences
Downloads 211 (145,748)
Citation 1

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Bayesian VARs, stochastic volatility, identified VARs, time-varying parameters, frequency domain, Great Inflation, Lucas critique

6.

UK Monetary Regimes and Macroeconomic Stylised Facts

Bank of England Working Paper No. 290
Number of pages: 67 Posted: 05 Apr 2006
Luca Benati
Bank of England - Monetary Analysis
Downloads 192 (159,288)
Citation 22

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Inflation, monetary policy, Lucas critique, frequency domain

7.

The Inflation-Targeting Framework from an Historical Perspective

Bank of England Quarterly Bulletin, Summer 2005
Number of pages: 9 Posted: 08 Jul 2005
Luca Benati
Bank of England - Monetary Analysis
Downloads 153 (194,254)

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8.

Drift and Breaks in Labor Productivity

ECB Working Paper No. 718
Number of pages: 54 Posted: 21 Jan 2007
Luca Benati
Bank of England - Monetary Analysis
Downloads 45 (409,706)

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Structural break tests, time-varying parameters, median-unbiased estimation, variance ratio, bootstrapping, frequency domain

9.

Drift and Breaks in Labour Productivity

CEPR Discussion Paper No. 5801
Number of pages: 44 Posted: 10 Oct 2006
Luca Benati
Bank of England - Monetary Analysis
Downloads 17 (544,926)
Citation 2
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Structural break tests, time-varying parameters, median-unbiased estimation, variance ratio, bootstrapping, frequency domain, Monte Carlo integration