Luca Onorante

Joint Research Centre, Italy

Via E. Fermi 1

I-21020 Ispra (VA)

United States

SCHOLARLY PAPERS

19

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Top 40,437

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1,719

SSRN CITATIONS
Rank 13,817

SSRN RANKINGS

Top 13,817

in Total Papers Citations

56

CROSSREF CITATIONS

28

Scholarly Papers (19)

1.

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

Number of pages: 47 Posted: 10 Jan 2020
affiliation not provided to SSRN, European Commission - Joint Research Centre, Joint Research Centre, Italy and European Central Bank (ECB)
Downloads 242 (179,592)
Citation 1

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

2.
Downloads 155 (266,975)
Citation 4

Inflation and Inflation Uncertainty in the Euro Area

CESifo Working Paper Series No. 2720, ECB Working Paper No. 1229
Number of pages: 27 Posted: 30 Jul 2009
Brunel University London - Department of Economics and Finance, Joint Research Centre, Italy and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 110 (347,486)

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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, Joint Research Centre, Italy and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 45 (567,399)
Citation 4

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

3.

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 Joint Research Centre, Italy
Downloads 149 (275,615)

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

4.

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
European Central Bank (ECB), Joint Research Centre, Italy and Central Bank of Ireland
Downloads 143 (284,737)
Citation 2

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

5.

Testing Big Data in a Big Crisis: Nowcasting under COVID-19

Number of pages: 38 Posted: 29 Mar 2022
European Commission-Joint Research Centre, European Commission-Joint Research Centre, Joint Research Centre, Italy, European Commission - Joint Research Centre, European Commission-Joint Research Centre and European Commission - Joint Research Center
Downloads 139 (292,857)

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Bayesian Model Averaging, Big Data, COVID-19 Pandemic, Nowcasting

6.

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 Joint Research Centre, Italy
Downloads 123 (319,223)
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, Joint Research Centre, Italy, Federal Reserve Bank of New York and Peterson Institute for International Economics
Downloads 65 (478,194)

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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, Joint Research Centre, Italy, Federal Reserve Bank of New York and Peterson Institute for International Economics
Downloads 55 (519,351)
Citation 15

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macro forecasting, financial crisis

8.

Nowcasting Business Cycle Turning Points with Stock Networks and Machine Learning

ECB Working Paper No. 20202494
Number of pages: 53 Posted: 25 Nov 2020
affiliation not provided to SSRN, European Commission - Joint Research Centre, Joint Research Centre, Italy and European Central Bank (ECB)
Downloads 105 (356,488)

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9.

Phillips Curves in the Euro Area

Number of pages: 32 Posted: 23 Jul 2019
European Central Bank (ECB), Joint Research Centre, Italy and Central Bank of Ireland
Downloads 105 (356,488)
Citation 6

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

10.

Fiscal Convergence Before Entering the Emu

ECB Working Paper No. 664
Number of pages: 36 Posted: 02 Aug 2006
Luca Onorante
Joint Research Centre, Italy
Downloads 81 (418,894)
Citation 1

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

11.

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, Joint Research Centre, Italy and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 70 (454,204)
Citation 2

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

12.

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 Joint Research Centre, Italy
Downloads 63 (479,367)

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fiscal policy

13.

The Macroeconomic Effects of International Uncertainty

Number of pages: 35 Posted: 01 Aug 2019
Vienna University of Economics and Business, University of Salzburg and Joint Research Centre, Italy
Downloads 57 (502,722)

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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

Number of pages: 66 Posted: 04 Dec 2019
Banco de España, European Central Bank (ECB), Joint Research Centre, Italy and European Central Bank (ECB)
Downloads 40 (581,877)

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

15.

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 Joint Research Centre, Italy
Downloads 40 (581,877)
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European Monetary Union, Stability and Growth Pact, fiscal-monetary interactions

16.

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
Joint Research Centre, Italy, University of Castilla-La Mancha, Banco de España - Research Department and HVB Milan - Global Economics & FI/FX Research
Downloads 37 (598,176)
Citation 1

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Leading indicators, Fiscal forecasting and monitoring, Euro area

17.

Nowcasting in a Pandemic Using Non-Parametric Mixed Frequency VARs

ECB Working Paper No. 2021/2510
Number of pages: 42 Posted: 05 Mar 2021
University of Salzburg, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, Joint Research Centre, Italy, University of Salzburg - Department of Economics and Social Sciences and Oesterreichische Nationalbank (OeNB)
Downloads 24 (683,050)
Citation 7

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18.

Inducing Sparsity and Shrinkage in Time-Varying Parameter Models

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 Joint Research Centre, Italy
Downloads 18 (731,040)
Citation 6

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hierarchical priors, shrinkage, sparsity, time varying parameter regression

19.

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 Joint Research Centre, Italy
Downloads 8 (826,558)
Citation 9
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Bayesian VAR, Forecast, Inflation