Marco Jacopo Lombardi

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	All	Since 2016
Citations	2007	1284
h-index	22	17
i10-index	30	25

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200520062007200820092010201120122013201420152016201720182019202020219 8 6 12 13 27 53 87 120 135 213 215 240 247 259 254 67

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Alessandro GalesiData Scientist at IdealistaVerified email at idealista.com
Leonardo GambacortaBank for International SettlementsVerified email at bis.org
Ryan Niladri BanerjeeBank for International SettlementsVerified email at bis.org
Giorgio Calzolariprofessor of econometrics, Universita' di Firenze,ItalyVerified email at ds.unifi.it
Hyun Song ShinEconomic Adviser and Head of Research, Bank for International SettlementsVerified email at bis.org
Francesco RavazzoloFaculty of Economics and Management, Free University of Bozen-BolzanoVerified email at unibz.it
Paul MizenProfessor of Monetary Economics, University of NottinghamVerified email at nottingham.ac.uk
Chiara OsbatEuropean Central BankVerified email at ecb.int
Giampiero M. GalloConsigliere Corte dei Conti, Roma, ItalyVerified email at corteconti.it
Simon GodsillUniversity of CambridgeVerified email at eng.cam.ac.uk
David VeredasVlerick Business SchoolVerified email at vlerick.com
Enrique AlberolaBank for International SettlementsVerified email at bis.org
Ilhyock ShimBank for International SettlementsVerified email at bis.org
Denise OsbornEmeritus Professor of Econometrics, University of ManchesterVerified email at manchester.ac.uk
Fabrizio ZampolliBank for International SettlementsVerified email at bis.org
Fernando AvalosSenior Economist, Bank for International SettlementsVerified email at bis.org
Andreas SchrimpfBank for International SettlementsVerified email at bis.org

Marco Jacopo Lombardi

Bank for International Settlements

Verified email at bis.org - Homepage

Monetary economics International finance Time series analysis Bayesian econometrics


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The impact of monetary policy shocks on commodity prices A Anzuini, MJ Lombardi, P Pagano International Journal of Central Banking 9 (3), 119-144, 2013	242	2013
A shadow policy rate to calibrate US monetary policy at the zero lower bound MJ Lombardi, F Zhu 56th issue (December 2018) of the International Journal of Central Banking, 2018	187*	2018
External shocks and international inflation linkages A Galesi, MJ Lombardi The GVAR Handbook: Structure and Applications of a Macro Model of the Global …, 2013	143*	2013
Do financial investors destabilize the oil price? MJ Lombardi, I Van Robays ECB Working paper, 2011	133	2011
Global commodity cycles and linkages: a FAVAR approach MJ Lombardi, C Osbat, B Schnatz Empirical Economics 43 (2), 651-670, 2012	119	2012
The real effects of household debt in the short and long run MJ Lombardi, MS Mohanty, I Shim BIS Working Paper, 2017	100	2017
Has the transmission of policy rates to lending rates changed in the wake of the global financial crisis? L Gambacorta, A Illes, MJ Lombardi International Finance 18 (3), 263-280, 2015	98*	2015
On the correlation between commodity and equity returns: implications for portfolio allocation M Lombardi, F Ravazzolo	95*	2013
Interest rate pass-through since the financial crisis A Illes, MJ Lombardi BIS Quarterly Review, September, 2013	82	2013
The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs A Illes, MJ Lombardi, P Mizen Journal of International Money and Finance 93, 117-141, 2019	80*	2019
Bayesian inference for α-stable distributions: A random walk MCMC approach MJ Lombardi Computational statistics & data analysis 51 (5), 2688-2700, 2007	75	2007
The role of financial variables in predicting economic activity R Espinoza, F Fornari, MJ Lombardi Journal of Forecasting 31 (1), 15-46, 2012	69	2012
Oil and debt D Domanski, J Kearns, MJ Lombardi, HS Shin BIS Quarterly Review March, 2015	60	2015
Global impact of US and euro area unconventional monetary policies: a comparison Q Chen, MJ Lombardi, A Ross, F Zhu BIS working paper, 2017	59	2017
(Why) Is investment weak? R Banerjee, J Kearns, MJ Lombardi BIS Quarterly Review March, 2015	57	2015
On-line Bayesian estimation of signals in symmetric/spl alpha/-stable noise MJ Lombardi, SJ Godsill IEEE Transactions on Signal Processing 54 (2), 775-779, 2006	49*	2006
Indirect estimation of α-stable stochastic volatility models MJ Lombardi, G Calzolari Computational Statistics & Data Analysis 53 (6), 2298-2308, 2009	41	2009
Indirect estimation of elliptical stable distributions MJ Lombardi, D Veredas Computational statistics & data analysis 53 (6), 2309-2324, 2009	32*	2009
Fiscal sustainability and the financial cycle CEV Borio, MJ Lombardi, F Zampolli BIS Working Paper, 2016	31	2016
Forecasting economic growth in the euro area during the Great Moderation and the Great Recession MJ Lombardi, P Maier Available at SSRN 2281792, 2011	27	2011

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