Libero Monteforte

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

11

DOWNLOADS

989

SSRN CITATIONS
Rank 2,851

SSRN RANKINGS

Top 2,851

in Total Papers Citations

293

CROSSREF CITATIONS

181

Scholarly Papers (11)

1.

The General Equilibrium Effects of Fiscal Policy: Estimates for the Euro Area

Bank of Italy Temi di Discussione Working Paper No. 652
Number of pages: 71 Posted: 17 Dec 2007
Lorenzo Forni, Libero Monteforte and Luca Sessa
International Monetary Fund (IMF), Bank of Italy and Bank of Italy
Downloads 236 (162,994)
Citation 114

Abstract:

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fiscal policy, distortionary taxation, DSGE modeling, Bayesian estimation

FaMIDAS: A Mixed Frequency Factor Model with MIDAS Structure

Bank of Italy Temi di Discussione (Working Paper) No. 788
Number of pages: 36 Posted: 09 May 2011
Cecilia Frale and Libero Monteforte
Government of the Italian Republic (Italy) - Department of the Treasury and Bank of Italy
Downloads 136 (264,954)
Citation 4

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mixed frequency models, dynamic factor models, MIDAS, forecasting

Famidas: A Mixed Frequency Factor Model with MIDAS Structure

Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 3
Number of pages: 28 Posted: 26 Aug 2010
Cecilia Frale and Libero Monteforte
Government of the Italian Republic (Italy) - Department of the Treasury and Bank of Italy
Downloads 81 (378,317)
Citation 2

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Mixed frequency models, Dynamic factor Models, MIDAS, Forecasting

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 90 (354,286)
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 73 (401,958)
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 35 (560,603)
Citation 3

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

4.

Using the Payment System Data to Forecast the Italian GDP

Bank of Italy Temi di Discussione (Working Paper) No. 1098
Number of pages: 31 Posted: 06 Apr 2017
Valentina Aprigliano, Guerino Ardizzi and Libero Monteforte
Bank of Italy, Bank of Italy and Bank of Italy
Downloads 83 (369,206)
Citation 141

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short term forecasting, LASSO, mixed frequency models, Kalman smoothing, payment systems, TARGET2

5.

IGEM: A Dynamic General Equilibrium Model for Italy

Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 4
Number of pages: 58 Posted: 11 Apr 2013
University of Rome, Tor Vergata - Department of Economics and Finance, Sogei S.p.a., Government of the Italian Republic (Italy) - Ministry of Economy and Finance - Department of the Treasury and Bank of Italy
Downloads 60 (440,239)

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Dynamic General Equilibrium Model, Simulation Analysis, Italy

Uncertainty and Heterogeneity in Factor Models Forecasting

Bank of Italy Temi di Discussione (Working Paper) No. 930
Number of pages: 36 Posted: 22 Nov 2013
Matteo Luciani and Libero Monteforte
Board of Governors of the Federal Reserve System and Bank of Italy
Downloads 41 (528,631)
Citation 20

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factor models, model uncertainty, forecast combination, density forecast

Uncertainty and Heterogeneity in Factor Models Forecasting

Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 5
Number of pages: 28 Posted: 01 Jun 2012 Last Revised: 31 Jul 2012
Matteo Luciani and Libero Monteforte
Board of Governors of the Federal Reserve System and Bank of Italy
Downloads 18 (677,835)

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Factor Models, Model Uncertainty, Forecast Combination, Density Forecast

7.

The Power of Text-based Indicators in Forecasting the Italian Economic Activity

Bank of Italy Temi di Discussione (Working Paper) No. 1321
Number of pages: 57 Posted: 25 May 2021
Bank of Italy, Bank of Italy, University of Warwick - Department of Economics, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 49 (482,400)
Citation 1

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Forecasting, Text Mining, Sentiment, Economic Policy Uncertainty, Big data, BMA

8.

An Inquiry into Manufacturing Capacity in Italy after the Double-Dip Recession

Bank of Italy Occasional Paper No. 302
Number of pages: 24 Posted: 08 Apr 2016
Libero Monteforte and Giordano Zevi
Bank of Italy and Bank of Italy
Downloads 30 (575,200)
Citation 1

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productive capacity, manufacturing

9.

Heterogeneous Fall in Productive Capacity in Italian Industry During the 2008-13 Double-Dip Recession

Bank of Italy Occasional Paper No. 303
Number of pages: 29 Posted: 08 Apr 2016
Andrea Locatelli, Libero Monteforte and Giordano Zevi
Bank of Italy - Research Department, Bank of Italy and Bank of Italy
Downloads 28 (587,237)
Citation 3

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productive capacity, manufacturing, microdata

10.

ITER: A Quarterly Indicator of Regional Economic Activity in Italy

Bank of Italy Occasional Paper No. 489, April 2019
Number of pages: 23 Posted: 07 Aug 2019
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 15 (677,193)

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temporal disaggregation by related series, regional economies benchmarking and extrapolation, real time estimates

11.

Short Term Forecasts of Economic Activity: Are Fortnightly Factors Useful?

Bank of Italy Temi di Discussione (Working Paper) No. 1177
Number of pages: 40 Posted: 12 Jul 2018
Libero Monteforte, Valentina Raponi and Valentina Raponi
Bank of Italy and IESE Business SchoolImperial College Business School
Downloads 14 (684,931)
Citation 83

Abstract:

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factor models, Kalman filter, temporal disaggregation, mixed frequency data, forecasting