Antonello D'Agostino

European Stability Mechanism

Senior Economist

6a Circuit de la Foire Internationale

L-1347

Luxembourg

Central Bank and Financial Services Authority of Ireland - Economic Analysis and Research Department

Dame Street

P.O. Box 559

Dublin 2

Ireland

  • European Stability Mechanism

  • Central Bank and Financial Services Authority of Ireland - Economic Analysis and Research Department

SCHOLARLY PAPERS

21

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12

Scholarly Papers (21)

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1.

(Un)Predictability and Macroeconomic Stability

Downloads 195 (154,627)
Citation 1

(Un)Predictability and Macroeconomic Stability

ECB Working Paper No. 605
Number of pages: 43 Posted: 24 Apr 2006
Antonello D'Agostino, Domenico Giannone and Paolo Surico
European Stability Mechanism, Federal Reserve Banks - Federal Reserve Bank of New York and London Business School - Department of Economics
Downloads 193 (156,009)

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predictive accuracy, macroeconomic stability, forecasting models, sub-sample analysis, Fed Greenbook

(Un)Predictability and Macroeconomic Stability

CEPR Discussion Paper No. DP6594
Number of pages: 33 Posted: 06 Jun 2008
Antonello D'Agostino, Domenico Giannone and Paolo Surico
European Stability Mechanism, Federal Reserve Banks - Federal Reserve Bank of New York and London Business School - Department of Economics
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Fed Greenbook, forecasting models, predictability, Survey of Professional Forecasts

2.

Sectoral Explanations of Employment in Europe - the Role of Services

IZA Discussion Paper No. 2257, ECB Working Paper No. 625
Number of pages: 62 Posted: 02 Jun 2006
Antonello D'Agostino, Roberta Serafini and Melanie E. Ward-Warmedinger
European Stability Mechanism, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 184 (162,984)

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Services, sectoral adjustment, employment share, Europe, US, institutions in the labour and product market

3.

Identifying and Forecasting House Price Dynamics in Ireland

Number of pages: 18 Posted: 21 Aug 2008
Antonello D'Agostino, Kieran McQuinn and Gerard O'Reilly
European Stability Mechanism, Central Bank and Financial Services Authority of Ireland and Central Bank & Financial Services Authority of Ireland
Downloads 180 (166,255)

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House Prices, Forecasting, Inflation

4.

Does Global Liquidity Help to Forecast US Inflation?

Journal of Money, Credit and Banking, Forthcoming
Number of pages: 14 Posted: 07 Dec 2007 Last Revised: 12 Aug 2009
Antonello D'Agostino and Paolo Surico
European Stability Mechanism and London Business School - Department of Economics
Downloads 111 (245,264)
Citation 1

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5.

Macroeconomic Forecasting and Structural Change

Downloads 90 (282,273)

Macroeconomic Forecasting and Structural Change

ECB Working Paper No. 1167
Number of pages: 35 Posted: 19 Apr 2010
Antonello D'Agostino, Luca Gambetti and Domenico Giannone
European Stability Mechanism, Universitat Pompeu Fabra - Department of Economics and Business (DEB) and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 84 (297,428)

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Forecasting, Inflation, Stochastic Volatility, Time Varying Vector Autoregression

Macroeconomic Forecasting and Structural Change

CEPR Discussion Paper No. DP7542
Number of pages: 31 Posted: 17 Nov 2009
Antonello D'Agostino, Luca Gambetti and Domenico Giannone
European Stability Mechanism, Universitat Pompeu Fabra - Department of Economics and Business (DEB) and Federal Reserve Banks - Federal Reserve Bank of New York
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Forecasting, Inflation, Stochastic Volatility, Time Varying Vector Autoregression

6.

Are Sectoral Stock Prices Useful for Predicting Euro Area GDP?

ECB Working Paper No. 876
Number of pages: 30 Posted: 26 Feb 2008
Magnus Andersson and Antonello D'Agostino
European Central Bank (ECB) and European Stability Mechanism
Downloads 87 (288,416)

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Forecasting Models, Asset Prices

7.

Survey-Based Nowcasting of US Growth: A Real-Time Forecast Comparison Over More than 40 Years

ECB Working Paper No. 1455
Number of pages: 22 Posted: 20 Aug 2012
Antonello D'Agostino and Bernd Schnatz
European Stability Mechanism and European Central Bank (ECB)
Downloads 84 (294,767)

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US, business cycle, PMI, forecasting, real time data

8.

The Pricing of G7 Sovereign Bond Spreads: The Times, They are A-Changin

ECB Working Paper No. 1520
Number of pages: 52 Posted: 08 Mar 2013
Antonello D'Agostino and Michael Ehrmann
European Stability Mechanism and European Central Bank (ECB)
Downloads 83 (296,919)

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sovereign spreads, fiscal policy, time‐varying coefficients

9.

Financial Shocks and the Macroeconomy: Heterogeneity and Non-Linearities

ECB Occasional Paper No. 143
Number of pages: 71 Posted: 12 Mar 2013
Kirstin Hubrich, Antonello D'Agostino, Marianna Cervena, Matteo Ciccarelli, Paolo Guarda, Markus Haavio, Philippe Jeanfils, Caterina Mendicino, Eva Ortega, Maria Teresa Valderrama and Marianna Valentinyine Endresz
Board of Governors of the Federal Reserve System, European Stability Mechanism, National Bank of Slovakia, European Central Bank (ECB), Banque Centrale du Luxembourg, Bank of Finland - Research, National Bank of Belgium, Bank of Portugal, Bank of Spain, Research Department, Österreichische Nationalbank - Department of Economics and Magyar Nemzeti Bank
Downloads 73 (320,083)

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macro-financial linkages, financial shocks, lead-lag relationships, heterogeneity, cross-country spillovers, non-linearities

10.

Comparing Alternative Predictors Based on Large-Panel Factor Models

Downloads 73 (320,083)
Citation 2

Comparing Alternative Predictors Based on Large-Panel Factor Models

ECB Working Paper No. 680
Number of pages: 49 Posted: 26 Oct 2006
Antonello D'Agostino and Domenico Giannone
European Stability Mechanism and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 70 (331,448)

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Factor models, forecasting, large cross-section

Comparing Alternative Predictors Based on Large-Panel Factor Models

CEPR Discussion Paper No. DP6564
Number of pages: 38 Posted: 06 Jun 2008
Antonello D'Agostino and Domenico Giannone
European Stability Mechanism and Federal Reserve Banks - Federal Reserve Bank of New York
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Factor Models, Forecasting, Large Cross-Section

11.

The Predictive Content of Sectoral Stock Prices: A US-Euro Area Comparison

ECB Working Paper No. 1343
Number of pages: 29 Posted: 31 May 2011
Magnus Andersson, Antonello D'Agostino, Gabe de Bondt and Moreno Roma
European Central Bank (ECB), European Stability Mechanism, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 71 (325,039)

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forecasting real GDP, consumption and investment, sectoral stock prices, stock market valuation metrics, US, Euro Area

12.

A Global Trade Model for the Euro Area

Downloads 47 (332,836)

A Global Trade Model for the Euro Area

ECB Working Paper No. 1986
Number of pages: 39 Posted: 07 Feb 2017
Antonello D'Agostino, Michele Modugno and Chiara Osbat
European Stability Mechanism, Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 29 (482,606)

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euro area, trade, factor models, news, now-cast, conditional forecast

A Global Trade Model for the Euro Area

FEDS Working Paper No. 2015-013
Number of pages: 35 Posted: 07 Apr 2015
Antonello D'Agostino, Chiara Osbat and Michele Modugno
European Stability Mechanism, European Central Bank (ECB) and Board of Governors of the Federal Reserve System
Downloads 18 (550,095)

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euro area trade, forecast, scenario analysis

13.

Assessing the Sensitivity of Inflation to Economic Activity

ECB Working Paper No. 1357
Number of pages: 46 Posted: 24 Jun 2011
Konstantins Benkovskis, Michele Caivano, Antonello D'Agostino, Alistair Dieppe, Samuel Hurtado, Tohmas Karlsson, Eva Ortega and Timea Varnai
Bank of Latvia, Bank of Italy, European Stability Mechanism, European Central Bank (ECB), Banco de España, European Central Bank (ECB), Bank of Spain, Research Department and Magyar Nemzeti Bank
Downloads 69 (330,192)

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Demand shock, inflation response, macro model, output growth, Phillips curve

14.

Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models

FEDS Working Paper No. 2015-066, http://dx.doi.org/10.17016/FEDS.2015.066
Number of pages: 25 Posted: 26 Aug 2015
Antonello D'Agostino, Domenico Giannone, Michele Lenza and Michele Modugno
European Stability Mechanism, Federal Reserve Banks - Federal Reserve Bank of New York, European Central Bank (ECB) and Board of Governors of the Federal Reserve System
Downloads 64 (343,558)

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Business Cycles, Current Economic Conditions, Dynamic Factor Models, Dynamic Heterogeneity, Nowcasting, Real Time

15.

The Italian Block of the Escb Multi-Country Model

ECB Working Paper No. 660
Number of pages: 72 Posted: 02 Aug 2006
Elena Angelini, Antonello D'Agostino and Peter McAdam
European Central Bank (ECB), European Stability Mechanism and European Central Bank (ECB)
Downloads 50 (386,328)

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Macro-econometric Modelling, Italy

16.

Federal Reserve Information during the Great Moderation

Journal of the European Economic Association, Forthcoming
Number of pages: 15 Posted: 06 Dec 2007
Antonello D'Agostino and Karl Whelan
European Stability Mechanism and University College Dublin (UCD)
Downloads 48 (393,194)

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17.

Understanding and Forecasting Aggregate and Disaggregate Price Dynamics

ECB Working Paper No. 1365
Number of pages: 31 Posted: 01 Aug 2011
Colin Bermingham and Antonello D'Agostino
Central Bank of Ireland and European Stability Mechanism
Downloads 32 (455,627)

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aggregation, forecasting, inflation

18.

Expectation-Driven Cycles: Time-Varying Effects

ECB Working Paper No. 1776
Number of pages: 34 Posted: 02 Apr 2015
Antonello D'Agostino and Caterina Mendicino
European Stability Mechanism and Bank of Portugal
Downloads 30 (465,037)

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survey expectations, economic fluctuations, stochastic volatility, time varying vector autoregression

19.

Euro Area Sovereign Ratings: An Analysis of Fundamental Criteria and Subjective Judgement

European Stability Mechanism Working Paper No. 14
Number of pages: 37 Posted: 10 Nov 2017
Antonello D'Agostino and Alvise Lennkh
European Stability Mechanism and European Stability Mechanism
Downloads 26 (485,326)

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Credit Rating Agencies, Sovereign Risk, Sovereign Ratings, Euro Area Crisis

20.

Combining Time-Variation and Mixed-Frequencies: An Analysis of Government Spending Multipliers in Italy

Downloads 5 (485,326)

Combining Time-Variation and Mixed-Frequencies: An Analysis of Government Spending Multipliers in Italy

European Stability Mechanism Working Paper No. 7, ISBN: 978-92-95085-09-1
Number of pages: 41 Posted: 21 Mar 2018
Antonello D'Agostino and Jacopo Cimadomo
European Stability Mechanism and European Central Bank
Downloads 5 (639,072)

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Time variation, mixed-frequency data, government spending multiplier

21.

A Century of Inflation Forecasts

CEPR Discussion Paper No. DP8292
Number of pages: 25 Posted: 28 Mar 2011
Antonello D'Agostino and Paolo Surico
European Stability Mechanism and London Business School - Department of Economics
Downloads 7 (598,305)
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monetary regimes, Phillips curve, predictability, time-varying models