Luca Onorante

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

European University Institute

Villa Schifanoia

133 via Bocaccio

Firenze (Florence), Tuscany 50014

Italy

SCHOLARLY PAPERS

16

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976

SSRN CITATIONS
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Top 16,023

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25

CROSSREF CITATIONS

36

Scholarly Papers (16)

1.
Downloads 148 (215,450)
Citation 3

Inflation and Inflation Uncertainty in the Euro Area

CESifo Working Paper Series No. 2720
Number of pages: 27 Posted: 30 Jul 2009
Brunel University London - Department of Economics and Finance, European Central Bank (ECB) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 105 (281,065)

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inflation, inflation uncertainty, time-varying parameters, GARCH models, ECB, EMU

Inflation and Inflation Uncertainty in the Euro Area

DIW Berlin Discussion Paper No. 909
Number of pages: 23 Posted: 23 Oct 2009
Brunel University London - Department of Economics and Finance, European Central Bank (ECB) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 43 (454,526)
Citation 3

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Inflation, inflation uncertainty, time-varying parameters, GARCH models, ECB, EMU

2.

Estimating Phillips Curves in Turbulent Times Using the ECB's Survey of Professional Forecasters

ECB Working Paper No. 1422
Number of pages: 39 Posted: 06 Feb 2012
Gary Koop and Luca Onorante
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and European Central Bank (ECB)
Downloads 109 (270,357)
Citation 1

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inflation expectations, survey of professional forecasters, Phillips curve, Bayesian, financial crisis

Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences

ECB Working Paper No. 1688
Number of pages: 58 Posted: 11 Jul 2014
European Central Bank (ECB), University of North Carolina Kenan-Flagler Business School, European Central Bank (ECB), Federal Reserve Bank of New York and Peter G. Peterson Institute for International Economics
Downloads 61 (387,226)

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forecast evaluation, mixed frequency data sampling

Central Bank Macroeconomic Forecasting during the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences

FRB of New York Staff Report No. 680
Number of pages: 41 Posted: 22 Jul 2014
European Central Bank (ECB), University of North Carolina Kenan-Flagler Business School, European Central Bank (ECB), Federal Reserve Bank of New York and Peter G. Peterson Institute for International Economics
Downloads 44 (450,188)
Citation 10

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macro forecasting, financial crisis

4.

Food Price Pass-Through in the Euro Area - The Role of Asymmetries and Non-Linearities

ECB Working Paper No. 1168
Number of pages: 35 Posted: 19 Apr 2010
European Central Bank (ECB), University of Salamanca - Department of Economics and Economic History and European Central Bank (ECB)
Downloads 104 (279,303)

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food commodity prices, inflation, non-linearities, pass-through

5.

Fiscal Convergence Before Entering the Emu

ECB Working Paper No. 664
Number of pages: 36 Posted: 02 Aug 2006
Luca Onorante
European Central Bank (ECB)
Downloads 75 (342,393)

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Fiscal policy, monetary policy, European Monetary Union, fiscal rules

6.

Economic Policy Uncertainty in the Euro Area: An Unsupervised Machine Learning Approach

ECB Working Paper No. 2359
Number of pages: 47 Posted: 10 Jan 2020
Glasgow University, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 72 (350,268)
Citation 1

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economic policy uncertainty, Europe, machine learning, textual-data

7.

Inflation and Inflation Uncertainty in the Euro Area

ECB Working Paper No. 1229
Number of pages: 27 Posted: 24 Jul 2010
Brunel University London - Department of Economics and Finance, European Central Bank (ECB) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 66 (367,013)

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Inflation, Inflation Uncertainty, Time-Varying Parameters, GARCH Models, ECB, EMU

8.

Is U.S. Fiscal Policy Optimal?

Center for Fiscal Policy, EPFL, Chair of International Finance (CFI) Working Paper No. 2008-01
Number of pages: 31 Posted: 07 Aug 2009 Last Revised: 15 Jan 2010
Ecole Polytechnique Fédérale de Lausanne, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 61 (382,007)

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fiscal policy

9.

Countercyclical Capital Regulation in a Small Open Economy DSGE Model

ECB Working Paper No. 2144; ISBN: 978-92-899-3249-3
Number of pages: 74 Posted: 20 Apr 2018
Matija Lozej, Luca Onorante and Ansgar Rannenberg
Central Bank of Ireland, European Central Bank (ECB) and National Bank of Belgium
Downloads 57 (394,880)
Citation 2

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bank capital, countercyclical capital regulation, housing bubbles, boom-and-bust

10.

Phillips Curves in the Euro Area

ECB Working Paper No. 2295
Number of pages: 32 Posted: 23 Jul 2019
European Central Bank (ECB), European Central Bank (ECB) and Central Bank of Ireland
Downloads 43 (445,668)
Citation 1

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density forecast, Dynamic Model Averaging, non linearities, Phillips curves, structural changes

11.

The Economic Importance of Fiscal Rules

CEPR Discussion Paper No. 5684
Number of pages: 37 Posted: 02 Aug 2006
Michael J. Artis and Luca Onorante
University of Manchester - Institute for Political & Economic Governance (IPEG) and European Central Bank (ECB)
Downloads 40 (458,079)
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European Monetary Union, Stability and Growth Pact, fiscal-monetary interactions

12.

The Usefulness of Infra-Annual Government Cash Budgetary Data for Fiscal Forecasting in the Euro Area

ECB Working Paper No. 901
Number of pages: 41 Posted: 14 May 2008
European Central Bank (ECB), University of Castilla-La Mancha, Banco de España - Research Department and HVB Milan - Global Economics & FI/FX Research
Downloads 32 (494,227)
Citation 1

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Leading indicators, Fiscal forecasting and monitoring, Euro area

13.

The Macroeconomic Effects of International Uncertainty

ECB Working Paper No. 2302
Number of pages: 35 Posted: 01 Aug 2019
Vienna University of Economics and Business, University of Salzburg and European Central Bank (ECB)
Downloads 29 (509,570)

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factor stochastic volatility, global propagation of shocks, global uncertainty, vector autoregressive models

14.

Merging Structural and Reduced-Form Models for Forecasting: Opening the Dsge-Var Box

ECB Working Paper No. 2335
Number of pages: 66 Posted: 04 Dec 2019
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 16 (588,436)

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Bayesian VAR, DSGE models, forecast comparison, real time data

15.

Inducing Sparsity and Shrinkage in Time-Varying Parameter Models

ECB Working Paper No. 2325
Number of pages: 35 Posted: 06 Nov 2019
Florian Huber, Gary Koop and Luca Onorante
University of Salzburg, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and European Central Bank (ECB)
Downloads 11 (622,170)

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hierarchical priors, shrinkage, sparsity, time varying parameter regression

16.

Short-Term Inflation Projections: A Bayesian Vector Autoregressive Approach

CEPR Discussion Paper No. DP7746
Number of pages: 30 Posted: 29 Mar 2010
Centre for Economic Policy Research (CEPR), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 8 (642,995)
Citation 5
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Bayesian VAR, Forecast, Inflation