Gianluca Moretti

Bank of Italy

Economist

Via Nazionale 91

00184 Roma

Italy

SCHOLARLY PAPERS

4

DOWNLOADS

353

SSRN CITATIONS
Rank 8,561

SSRN RANKINGS

Top 8,561

in Total Papers Citations

6

CROSSREF CITATIONS

107

Scholarly Papers (4)

Real Time Forecasts of Inflation: The Role of Financial Variables

Number of pages: 21 Posted: 05 Sep 2008
Libero Monteforte and Gianluca Moretti
Bank of Italy and Bank of Italy
Downloads 87 (294,907)
Citation 2

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forecasting inflation, real time forecasts, dynamic

Real Time Forecasts of Inflation: The Role of Financial Variables

Bank of Italy Temi di Discussione (Working Paper) No. 767
Number of pages: 36 Posted: 29 Oct 2010
Libero Monteforte and Gianluca Moretti
Bank of Italy and Bank of Italy
Downloads 65 (349,783)
Citation 24

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forecasting inflation, real time forecasts, dynamic factor models, MIDAS regression, economic derivatives

Real Time Forecasts of Inflation: The Role of Financial Variables

MEF Working Paper No. 6
Number of pages: 29 Posted: 10 May 2011
Libero Monteforte and Gianluca Moretti
Bank of Italy and Bank of Italy
Downloads 29 (489,202)
Citation 2

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forecasting inflation, real-time forecasts, dynamic factor models, MIDAS regression, economic derivatives

2.

Detecting Long Memory Co-Movements in Macroeconomic Time Series

Bank of Italy Temi di Discussione (Working Paper) No. 642
Number of pages: 32 Posted: 18 Oct 2007
Gianluca Moretti
Bank of Italy
Downloads 69 (334,649)
Citation 26

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Cointegration analysis, long memory

3.

Estimating DSGE Models with Long Memory Dynamics

Number of pages: 23 Posted: 28 May 2008
Gianluca Moretti and Giulio Nicoletti
Bank of Italy and European Central Bank
Downloads 66 (342,642)

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DSGE models, long memory

4.

Estimating DSGE Models with Unknown Data Persistence

Bank of Italy Temi di Discussione (Working Paper) No. 750
Number of pages: 46 Posted: 01 Sep 2010
Gianluca Moretti and Giulio Nicoletti
Bank of Italy and European Central Bank
Downloads 37 (440,279)
Citation 20

Abstract:

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DSGE Models, Long Memory, Kalman Filter