Libero Monteforte

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

8

DOWNLOADS
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in Total Papers Downloads

619

CITATIONS
Rank 12,391

SSRN RANKINGS

Top 12,391

in Total Papers Citations

32

Scholarly Papers (8)

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 175 (130,652)
Citation 28

Abstract:

fiscal policy, distortionary taxation, DSGE modeling, Bayesian estimation

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 84 (247,036)
Citation 4

Abstract:

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 62 (294,551)
Citation 4

Abstract:

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 27 (414,699)
Citation 4

Abstract:

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

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 68 (280,225)

Abstract:

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 59 (302,153)

Abstract:

Mixed frequency models, Dynamic factor Models, MIDAS, Forecasting

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
Federal Reserve Board and Bank of Italy
Downloads 33 (387,237)

Abstract:

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
Federal Reserve Board and Bank of Italy
Downloads 14 (488,068)

Abstract:

Factor Models, Model Uncertainty, Forecast Combination, Density Forecast

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 16 (378,284)

Abstract:

Dynamic General Equilibrium Model, Simulation Analysis, Italy

6.

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 0 (503,889)

Abstract:

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

7.

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 0 (438,424)

Abstract:

productive capacity, manufacturing, microdata

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 0 (422,964)

Abstract:

productive capacity, manufacturing