| Do euro area countries respond asymmetrically to the common monetary policy? M Barigozzi, AM Conti, M Luciani Oxford bulletin of economics and statistics 76 (5), 693-714, 2014 | 144 | 2014 |
| Monetary policy and the housing market: A structural factor analysis M Luciani Journal of applied econometrics 30 (2), 199-218, 2015 | 116 | 2015 |
| Systemic risk in the US: Interconnectedness as a circuit breaker M Dungey, M Luciani, D Veredas Economic Modelling, 2017 | 102* | 2017 |
| Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I (1) cointegrated factors M Barigozzi, M Lippi, M Luciani Journal of Econometrics 221 (2), 455-482, 2021 | 100* | 2021 |
| The determinants of investment in information and communication technologies P Guerrieri, M Luciani, V Meliciani Economics of Innovation and New Technology 20 (4), 387-403, 2011 | 85 | 2011 |
| Oil price pass-through into core inflation C Conflitti, M Luciani The Energy Journal 40 (6), 2019 | 84* | 2019 |
| Estimating and forecasting large panels of volatilities with approximate dynamic factor models M Luciani, D Veredas Journal of Forecasting 34 (3), 163-176, 2015 | 64* | 2015 |
| Forecasting with Approximate Dynamic Factor Models: the role of non-pervasive shocks M Luciani International Journal of Forecasting 30 (1), 20-29, 2014 | 58 | 2014 |
| Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors M Barigozzi, M Lippi, M Luciani Econometrics 8 (1), 3, 2020 | 57* | 2020 |
| Nowcasting Norway M Luciani, L Ricci International Journal of Central Banking 10 (4), 215-248, 2014 | 57 | 2014 |
| Nowcasting Indonesia M Luciani, M Pundit, A Ramayandi, G Veronese Empirical Economics 55 (2), 597-619, 2018 | 49 | 2018 |
| Nowcasting Indonesia M Luciani, M Pundit, A Ramayandi, G Veronese FEDS Working Paper, 2015 | 49 | 2015 |
| Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm M Barigozzi, M Luciani arXiv preprint arXiv:1910.03821, 2019 | 47 | 2019 |
| Measuring the output gap using large datasets M Barigozzi, M Luciani Review of Economics and Statistics 105 (6), 1500-1514, 2023 | 31* | 2023 |
| Surfing through the GFC: Systemic risk in Australia M Dungey, M Matei, M Luciani, D Veredas Economic Record 93 (300), 1-19, 2017 | 25 | 2017 |
| Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index M Luciani, R Trezzi FEDS Notes, 2019 | 21 | 2019 |
| Common and idiosyncratic inflation M Luciani FEDS Working Paper, 2020 | 18 | 2020 |
| Common factors, trends, and cycles in large datasets M Barigozzi, M Luciani arXiv preprint arXiv:1709.01445, 2017 | 14 | 2017 |
| Large-Dimensional Dynamic Factor Models in Real-Time: A Survey M Luciani Available at SSRN 2511872, 2014 | 14 | 2014 |
| Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models M Barigozzi, M Luciani arXiv preprint arXiv:1910.09841, 2019 | 9 | 2019 |
Matteo BarigozziFull Professor - Alma Mater Studiorum Università di BolognaVerified email at unibo.it
