Donato Ceci

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

5

DOWNLOADS

235

SSRN CITATIONS
Rank 49,905

SSRN RANKINGS

Top 49,905

in Total Papers Citations

17

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

A Horse Race in High Dimensional Space

CEIS Working Paper No. 452
Number of pages: 31 Posted: 15 Feb 2019
Paolo Andreini and Donato Ceci
University of Rome Tor Vergata and Bank of Italy
Downloads 109 (464,421)

Abstract:

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Variable selection, High-dimensional time series, Dynamic factor models, Shrinkage methods, Cross-validation

2.

Nowcasting the State of the Italian Economy: The Role of Financial Markets

Bank of Italy Temi di Discussione (Working Paper) No. 1362
Number of pages: 61 Posted: 11 Feb 2022
Donato Ceci and Andrea Silvestrini
Bank of Italy and Bank of Italy
Downloads 62 (651,075)

Abstract:

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financial markets, probit models, factor-augmented probit models, model confidence set, penalized likelihood, forecast evaluation

3.

Sovereign Spreads and Economic Fundamentals: An Econometric Analysis

Bank of Italy Occasional Paper No. 713
Number of pages: 24 Posted: 30 May 2023
Donato Ceci and Marcello Pericoli
Bank of Italy and Bank of Italy
Downloads 55 (689,538)
Citation 1

Abstract:

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sovereign bond spread, macroeconomic fundamentals, risk aversion

4.

Nowcasting Italian GDP Growth: A Factor MIDAS Approach

Bank of Italy Temi di Discussione (Working Paper) No. 1446
Number of pages: 68 Posted: 02 Jun 2024
Donato Ceci, Orest Prifti and Andrea Silvestrini
Bank of Italy, University of Rome Tor Vergata and Bank of Italy
Downloads 5 (1,112,354)

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5.

Gross Bond Issuance by Italian Banks: Key Trends in Times of Crisis and Unconventional Monetary Policy

Bank of Italy Occasional Paper No. 778
Number of pages: 31 Posted: 31 May 2024
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 4 (1,120,812)

Abstract:

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bank bonds, bond issuance, crisis, unconventional monetary policy, cost of funding