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Matteo Luciani

Personal Details

First Name:Matteo
Middle Name:
Last Name:Luciani
Suffix:
RePEc Short-ID:plu244
[This author has chosen not to make the email address public]
https://sites.google.com/site/lucianimatteo/

Affiliation

Amazon.com

https://www.amazon.jobs/en/job_categories/economics
USA, Seattle, WA

Research output

as
Jump to: Working papers Articles

Working papers

  1. Matteo Barigozzi & Matteo Luciani, 2024. "Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm," Finance and Economics Discussion Series 2024-086, Board of Governors of the Federal Reserve System (U.S.).
  2. Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2023. "Lessons from Nowcasting GDP across the World," International Finance Discussion Papers 1385, Board of Governors of the Federal Reserve System (U.S.).
  3. Matteo Barigozzi & Marc Hallin & Matteo Luciani & Paolo Zaffaroni, 2021. "Inferential Theory for Generalized Dynamic Factor Models," Working Papers ECARES 2021-20, ULB -- Universite Libre de Bruxelles.
  4. Matteo Luciani, 2021. "Quantifying the COVID-19 Effects on Core PCE Price Inflation," FEDS Notes 2021-02-25, Board of Governors of the Federal Reserve System (U.S.).
  5. Hie Joo Ahn & Matteo Luciani, 2021. "Relative prices and pure inflation since the mid-1990s," Finance and Economics Discussion Series 2021-069, Board of Governors of the Federal Reserve System (U.S.).
  6. Matteo Luciani, 2020. "Common and Idiosyncratic Inflation," Finance and Economics Discussion Series 2020-024, Board of Governors of the Federal Reserve System (U.S.).
  7. Matteo Barigozzi & Matteo Luciani, 2019. "Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models," Papers 1910.09841, arXiv.org.
  8. Matteo Luciani & Riccardo Trezzi, 2019. "Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index," FEDS Notes 2019-08-02-1, Board of Governors of the Federal Reserve System (U.S.).
  9. Matteo Barigozzi & Matteo Luciani, 2019. "Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm," Papers 1910.03821, arXiv.org, revised Sep 2024.
  10. Matteo Barigozzi & Matteo Luciani, 2018. "Do National Account Statistics Underestimate US Real Output Growth?," FEDS Notes 2018-01-09-1, Board of Governors of the Federal Reserve System (U.S.).
  11. Cristina Conflitti & Matteo Luciani, 2017. "Oil price pass-through into core inflation," Questioni di Economia e Finanza (Occasional Papers) 405, Bank of Italy, Economic Research and International Relations Area.
  12. Matteo Barigozzi & Matteo Luciani, 2017. "Common Factors, Trends, and Cycles in Large Datasets," Finance and Economics Discussion Series 2017-111, Board of Governors of the Federal Reserve System (U.S.).
  13. Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2016. "Non-Stationary Dynamic Factor Models for Large Datasets," Finance and Economics Discussion Series 2016-024, Board of Governors of the Federal Reserve System (U.S.).
  14. Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2015. "Nowcasting Indonesia," Finance and Economics Discussion Series 2015-100, Board of Governors of the Federal Reserve System (U.S.).
  15. Dungey, Mardi & Luciani, Matteo & Matei, Marius & Veredas, David, 2015. "Surfing through the GFC: systemic risk in Australia," Working Papers 2015-01, University of Tasmania, Tasmanian School of Business and Economics.
  16. Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2014. "Dynamic Factor Models, Cointegration and Error Correction Mechanisms," Working Papers ECARES ECARES 2014-14, ULB -- Universite Libre de Bruxelles.
  17. Matteo Barigozzi & Antonio M. Conti & Matteo Luciani, 2013. "Do euro area countries respond asymmetrically to the common monetary policy?," Temi di discussione (Economic working papers) 923, Bank of Italy, Economic Research and International Relations Area.
  18. Matteo Luciani & Libero Monteforte, 2013. "Uncertainty and heterogeneity in factor models forecasting," Temi di discussione (Economic working papers) 930, Bank of Italy, Economic Research and International Relations Area.
  19. Matteo Luciani & Lorenzo Ricci, 2013. "Nowcasting Norway," Working Papers ECARES ECARES 2013-10, ULB -- Universite Libre de Bruxelles.
  20. Matteo Luciani, 2012. "Monetary Policy and the Housing Market: A Structural Factor Analysis," Working Papers ECARES ECARES 2012-035, ULB -- Universite Libre de Bruxelles.
  21. Matteo Luciani & David Veredas, 2012. "A model for vast panels of volatilities," Working Papers 1230, Banco de España.
  22. Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," CAMA Working Papers 2012-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  23. Matteo Barigozzi & Antonio M. Conti & Matteo Luciani, 2011. "Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model," European Economy - Economic Papers 2008 - 2015 441, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  24. Matteo Luciani, 2011. "Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks," Working Papers ECARES ECARES 2011‐022, ULB -- Universite Libre de Bruxelles.
  25. Matteo Luciani, 2010. "Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis," Working Papers 7, Doctoral School of Economics, Sapienza University of Rome, revised 2010.
  26. Matteo Luciani, 2004. "A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area," ULB Institutional Repository 2013/153332, ULB -- Universite Libre de Bruxelles.

Articles

  1. Barigozzi, Matteo & Lippi, Marco & Luciani, Matteo, 2021. "Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors," Journal of Econometrics, Elsevier, vol. 221(2), pages 455-482.
  2. Matteo Barigozzi & Marco Lippi & Matteo Luciani, 2020. "Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors," Econometrics, MDPI, vol. 8(1), pages 1-23, February.
  3. Cristina Conflitti and Matteo Luciani, 2019. "Oil Price Pass-through into Core Inflation," The Energy Journal, International Association for Energy Economics, vol. 0(Number 6).
  4. Matteo Luciani & Madhavi Pundit & Arief Ramayandi & Giovanni Veronese, 2018. "Nowcasting Indonesia," Empirical Economics, Springer, vol. 55(2), pages 597-619, September.
  5. Dungey, Mardi & Luciani, Matteo & Veredas, David, 2018. "Systemic risk in the US: Interconnectedness as a circuit breaker," Economic Modelling, Elsevier, vol. 71(C), pages 305-315.
  6. Mardi Dungey & Marius Matei & Matteo Luciani & David Veredas, 2017. "Surfing through the GFC: Systemic Risk in Australia," The Economic Record, The Economic Society of Australia, vol. 93(300), pages 1-19, March.
  7. Matteo Luciani, 2015. "Monetary Policy and the Housing Market: A Structural Factor Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(2), pages 199-218, March.
  8. Matteo Luciani & David Veredas, 2015. "Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(3), pages 163-176, April.
  9. Matteo Luciani & Lorenzo Ricci, 2014. "Nowcasting Norway," International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 215-248, December.
  10. Luciani, Matteo, 2014. "Forecasting with approximate dynamic factor models: The role of non-pervasive shocks," International Journal of Forecasting, Elsevier, vol. 30(1), pages 20-29.
  11. Matteo Barigozzi & Antonio M. Conti & Matteo Luciani, 2014. "Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(5), pages 693-714, October.
  12. P. Guerrieri & M. Luciani & V. Meliciani, 2011. "The determinants of investment in information and communication technologies," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 20(4), pages 387-403.
  13. Matteo Luciani, 2004. "A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area," Rivista di Politica Economica, SIPI Spa, vol. 94(6), pages 175-214, November-.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 29 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (14) 2010-04-17 2012-11-03 2014-03-30 2016-01-03 2016-04-04 2016-04-09 2016-04-16 2017-08-27 2017-10-29 2017-11-26 2018-03-19 2019-11-18 2020-05-11 2021-11-29. Author is listed
  2. NEP-ETS: Econometric Time Series (12) 2011-10-01 2012-09-22 2013-10-18 2014-03-30 2016-04-04 2016-04-09 2016-04-16 2017-11-26 2019-10-14 2019-10-28 2021-09-13 2024-01-29. Author is listed
  3. NEP-MON: Monetary Economics (11) 2010-04-17 2011-04-02 2012-11-03 2013-07-20 2017-08-27 2018-03-19 2019-05-13 2019-11-18 2020-05-11 2021-03-15 2021-11-29. Author is listed
  4. NEP-ECM: Econometrics (9) 2012-08-23 2012-09-22 2014-03-30 2016-04-09 2016-04-16 2017-11-26 2019-10-14 2019-10-28 2021-09-13. Author is listed
  5. NEP-CBA: Central Banking (6) 2011-04-02 2011-10-01 2012-11-17 2013-07-20 2019-11-18 2020-05-11. Author is listed
  6. NEP-FOR: Forecasting (6) 2011-10-01 2012-08-23 2013-02-08 2013-10-18 2016-01-03 2016-03-06. Author is listed
  7. NEP-ENE: Energy Economics (4) 2017-08-27 2017-10-29 2018-03-19 2019-05-13
  8. NEP-RMG: Risk Management (3) 2012-09-22 2012-11-17 2016-01-29
  9. NEP-SEA: South East Asia (2) 2016-01-03 2016-03-06
  10. NEP-URE: Urban and Real Estate Economics (2) 2010-04-17 2012-11-03
  11. NEP-BAN: Banking (1) 2016-01-29
  12. NEP-CWA: Central and Western Asia (1) 2021-11-29
  13. NEP-EEC: European Economics (1) 2011-04-02
  14. NEP-GEN: Gender (1) 2020-05-11
  15. NEP-IAS: Insurance Economics (1) 2016-01-29
  16. NEP-ISF: Islamic Finance (1) 2021-09-13
  17. NEP-OPM: Open Economy Macroeconomics (1) 2013-07-20

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