Marco Jacopo Lombardi
Personal Details
First Name: | Marco |
Middle Name: | Jacopo |
Last Name: | Lombardi |
Suffix: | |
RePEc Short-ID: | plo54 |
[This author has chosen not to make the email address public] | |
http://www.bis.org/author/marco_jacopo_lombardi.htm | |
Bank for International Settlements Centralbahnplatz 2 CH-4002 Basel SWITZERLAND | |
+41-61-280-9492 | |
Twitter: | @marco_jacopo |
Terminal Degree: | 2004 Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"; Università degli Studi di Firenze (from RePEc Genealogy) |
Affiliation
Bank for International Settlements (BIS)
Basel, Switzerlandhttp://www.bis.org/
RePEc:edi:bisssch (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Matteo Aquilina & Marco Jacopo Lombardi & Andreas Schrimpf & Vladyslav Sushko, 2024. "The market turbulence and carry trade unwind of August 2024," BIS Bulletins 90, Bank for International Settlements.
- Miguel Ampudia & Marco Jacopo Lombardi & Théodore Renault, 2024.
"The wage-price pass-through across sectors: evidence from the euro area,"
BIS Working Papers
1192, Bank for International Settlements.
- Ampudia, Miguel & Lombardi, Marco Jacopo & Renault, Théodore, 2024. "The wage-price pass-through across sectors: evidence from the euro area," Working Paper Series 2948, European Central Bank.
- Pongpitch Amatyakul & Fiorella De Fiore & Marco Jacopo Lombardi & Benoit Mojon & Daniel Rees, 2023. "The contribution of monetary policy to disinflation," BIS Bulletins 82, Bank for International Settlements.
- Fiorella De Fiore & Marco Jacopo Lombardi & Daniel Rees, 2022. "Inflation indicators amid high uncertainty," BIS Bulletins 60, Bank for International Settlements.
- Boris Hofmann & Marco Jacopo Lombardi & Benoit Mojon & Athanasios Orphanides, 2021.
"Fiscal and monetary policy interactions in a low interest rate world,"
BIS Working Papers
954, Bank for International Settlements.
- Orphanides, Athanasios & Hofmann, Boris & Lombardi, Marco & Mojon, Benoit, 2021. "Fiscal and monetary policy interactions in a low interest rate world," CEPR Discussion Papers 16411, C.E.P.R. Discussion Papers.
- Emanuel Kohlscheen & Marco Jacopo Lombardi & Egon Zakrajšek, 2021.
"Income inequality and the depth of economic downturns,"
BIS Working Papers
943, Bank for International Settlements.
- Kohlscheen, Emanuel & Lombardi, Marco & Zakrajšek, Egon, 2021. "Income Inequality and the depth of economic downturns," Economics Letters, Elsevier, vol. 205(C).
- Fiorella De Fiore & Marco Jacopo Lombardi & Johannes Schuffels, 2021.
"Are households indifferent to monetary policy announcements?,"
BIS Working Papers
956, Bank for International Settlements.
- De Fiore, Fiorella & Lombardi, Marco & Schuffels, Johannes, 2022. "Are Households Indifferent to Monetary Policy Announcements?," CEPR Discussion Papers 17041, C.E.P.R. Discussion Papers.
- Burcu Erik & Marco Jacopo Lombardi & Dubravko Mihaljek & Hyun Song Shin, 2020.
"The dollar, bank leverage and real economic activity: an evolving relationship,"
BIS Working Papers
847, Bank for International Settlements.
- Burcu Erik & Marco J. Lombardi & Dubravko Mihaljek & Hyun Song Shin, 2020. "The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 529-534, May.
- Boris Hofmann & Anamaria Illes & Marco Jacopo Lombardi & Paul Mizen, 2020. "The impact of unconventional monetary policies on retail lending and deposit rates in the euro area," BIS Working Papers 850, Bank for International Settlements.
- Marco Jacopo Lombardi & Marianna Riggi & Eliana Viviano, 2020.
"Bargaining power and the Phillips curve: a micro-macro analysis,"
Temi di discussione (Economic working papers)
1302, Bank of Italy, Economic Research and International Relations Area.
- Marco Jacopo Lombardi & Marianna Riggi & Eliana Viviano, 2020. "Bargaining power and the Phillips curve: a micro-macro analysis," BIS Working Papers 903, Bank for International Settlements.
- Andrew Filardo & Marco Jacopo Lombardi & Marek Raczko, 2018.
"Measuring financial cycle time,"
BIS Working Papers
755, Bank for International Settlements.
- Filardo, Andrew & Lombardi, Marco & Raczko, Marek, 2019. "Measuring financial cycle time," Bank of England working papers 776, Bank of England.
- Andrew Filardo & Jacopo Lombardi & Carlos Montoro, 2018.
"Monetary policy spillovers, global commodity prices and cooperation,"
BIS Working Papers
696, Bank for International Settlements.
- Filardo, Andrew & Lombardi, Marco & Montoro, Carlos & Ferrari, Massimo, 2018. "Monetary policy spillovers, global commodity prices and cooperation," Working Papers 2018-002, Banco Central de Reserva del Perú.
- Qianying Chen & Marco Lombardi & Alex Ross & Feng Zhu, 2017. "Global impact of US and euro area unconventional monetary policies: a comparison," BIS Working Papers 610, Bank for International Settlements.
- Marco Jacopo Lombardi & Madhusudan Mohanty & Ilhyock Shim, 2017. "The real effects of household debt in the short and long run," BIS Working Papers 607, Bank for International Settlements.
- Claudio Borio & Marco Jacopo Lombardi & Fabrizio Zampolli, 2016. "Fiscal sustainability and the financial cycle," BIS Working Papers 552, Bank for International Settlements.
- Enrique Alberola-Ila & Rocío Gondo & Marco Jacopo Lombardi & Diego Urbina, 2016. "Output gaps and policy stabilisation in Latin America: the effect of commodity and capital flow cycles," BIS Working Papers 568, Bank for International Settlements.
- Fernando Avalos & Marco Jacopo Lombardi, 2015. "The biofuel connection: impact of US regulation on oil and food prices," BIS Working Papers 487, Bank for International Settlements.
- Anamaria Illes & Marco Lombardi & Paul Mizen, 2015.
"Why did bank lending rates diverge from policy rates after the financial crisis?,"
BIS Working Papers
486, Bank for International Settlements.
- Anamaria Illes & Marco Lombardi & Paul Mizen, 2015. "Why Did Bank Lending Rates Diverge from Policy Rates After the Financial Crisis?," Discussion Papers 2015/05, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Marco Jacopo Lombardi & Feng Zhu, 2014.
"A shadow policy rate to calibrate US monetary policy at the zero lower bound,"
BIS Working Papers
452, Bank for International Settlements.
- Marco J. Lombardi & Feng Zhu, 2018. "A Shadow Policy Rate to Calibrate U.S. Monetary Policy at the Zero Lower Bound," International Journal of Central Banking, International Journal of Central Banking, vol. 14(5), pages 305-346, December.
- Leonardo Gambacorta & Anamaria Illes & Marco Jacopo Lombardi, 2014. "Has the transmission of policy rates to lending rates been impaired by the Global Financial Crisis?," BIS Working Papers 477, Bank for International Settlements.
- Marco Jacopo Lombardi, 2013.
"On the correlation between commodity and equity returns: implications for portfolio allocation,"
BIS Working Papers
420, Bank for International Settlements.
- Lombardi, Marco J. & Ravazzolo, Francesco, 2016. "On the correlation between commodity and equity returns: Implications for portfolio allocation," Journal of Commodity Markets, Elsevier, vol. 2(1), pages 45-57.
- Alessio Anzuini & Marco J. Lombardi & Patrizio Pagano, 2012.
"The impact of monetary policy shocks on commodity prices,"
Temi di discussione (Economic working papers)
851, Bank of Italy, Economic Research and International Relations Area.
- A. Anzuini & M. J. Lombardi & P. Pagano, 2013. "The Impact of Monetary Policy Shocks on Commodity Prices," International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 125-150, September.
- Lombardi, Marco J. & Pagano, Patrizio & Anzuini, Alessio, 2010. "The impact of monetary policy shocks on commodity prices," Working Paper Series 1232, European Central Bank.
- Claudia Godbout & Marco J. Lombardi, 2012.
"Short-Term Forecasting of the Japanese Economy Using Factor Models,"
Staff Working Papers
12-7, Bank of Canada.
- Lombardi, Marco J. & Godbout, Claudia, 2012. "Short-term forecasting of the Japanese economy using factor models," Working Paper Series 1428, European Central Bank.
- Eickmeier, Sandra & Lombardi, Marco J., 2012. "Monetary policy and the oil futures market," Discussion Papers 35/2012, Deutsche Bundesbank.
- Marco J. Lombardi & Francesco Ravazzolo, 2012.
"Oil price density forecasts: exploring the linkages with stock markets,"
Working Paper
2012/24, Norges Bank.
- Francesco Ravazzolo & Marco J. Lombardi, 2012. "Oil price density forecasts: Exploring the linkages with stock markets," Working Papers No 3/2012, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Lombardi, Marco J. & Maier, Philipp, 2011. "Forecasting economic growth in the euro area during the Great Moderation and the Great Recession," Working Paper Series 1379, European Central Bank.
- Lombardi, Marco J. & Van Robays, Ine, 2011.
"Do financial investors destabilize the oil price?,"
Working Paper Series
1346, European Central Bank.
- M. J. Lombardi & I. Van Robays, 2011. "Do Financial Investors Destabilize the Oil Price?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/760, Ghent University, Faculty of Economics and Business Administration.
- Lombardi, Marco J. & Nicoletti, Giulio, 2011.
"Bayesian prior elicitation in DSGE models: macro- vs micro-priors,"
Working Paper Series
1289, European Central Bank.
- Lombardi, Marco J. & Nicoletti, Giulio, 2012. "Bayesian prior elicitation in DSGE models: Macro- vs micropriors," Journal of Economic Dynamics and Control, Elsevier, vol. 36(2), pages 294-313.
- Lombardi, Marco J. & Osbat, Chiara & Schnatz, Bernd, 2010.
"Global commodity cycles and linkages a FAVAR approach,"
Working Paper Series
1170, European Central Bank.
- Marco Lombardi & Chiara Osbat & Bernd Schnatz, 2012. "Global commodity cycles and linkages: a FAVAR approach," Empirical Economics, Springer, vol. 43(2), pages 651-670, October.
- Donoval, Milan & Gautier, Erwan & Nuño, Galo & Nakov, Anton & Jiménez, Noelia & de los Llanos Matea, María & Estrada, Ángel & Zioutou, Pinelopi & Bragoudakis, Zacharias & Weymes, Laura & O'Brien, Derr, 2010. "Energy markets and the euro area macroeconomy," Occasional Paper Series 113, European Central Bank.
- Marco J. Lombardi & Philipp Maier, 2010. "‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession," Staff Working Papers 10-37, Bank of Canada.
- Luca ONORANTE & Marco J. LOMBARDI, 2010. "The Emergence and Survival of Inflation Expectations," EcoMod2010 259600124, EcoMod.
- Espinoza, Raphael & Fornari, Fabio & Lombardi, Marco J., 2009.
"The role of financial variables in predicting economic activity,"
Working Paper Series
1108, European Central Bank.
- Raphael Espinoza & Fabio Fornari & Marco J. Lombardi, 2012. "The Role of Financial Variables in predicting economic activity," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(1), pages 15-46, January.
- Marco Lombardi & David Veredas, 2009. "Indirect inference of elliptical fat tailed distributions," ULB Institutional Repository 2013/136204, ULB -- Universite Libre de Bruxelles.
- Lombardi, Marco J. & Galesi, Alessandro, 2009. "External shocks and international inflation linkages: a global VAR analysis," Working Paper Series 1062, European Central Bank.
- Marco Lombardi & Mr. Raphael A Espinoza & Fabio Fornari, 2009. "The Role of Financial Variables in Predicting Economic Activity in the Euro Area," IMF Working Papers 2009/241, International Monetary Fund.
- Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro, 2009.
"Key elements of global inflation,"
Discussion Papers
09/22, University of Nottingham, GEP.
- Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro, 2010. "Key Elements of Global Inflation," RBA Annual Conference Volume (Discontinued), in: Renée Fry & Callum Jones & Christopher Kent (ed.),Inflation in an Era of Relative Price Shocks, Reserve Bank of Australia.
- LOMBARDI, Marco & VEREDAS, David, 2007.
"Indirect estimation of elliptical stable distributions,"
LIDAM Discussion Papers CORE
2007018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Lombardi, Marco J. & Veredas, David, 2009. "Indirect estimation of elliptical stable distributions," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2309-2324, April.
- Lombardi, Marco J. & Sgherri, Silvia, 2007. "(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate," Working Paper Series 794, European Central Bank.
- Silvia Sgherri & Marco J. Lombardi, 2006. "(Un)naturally low?," Computing in Economics and Finance 2006 321, Society for Computational Economics.
- Marco Lombardi & Giorgio Calzolari, 2006.
"Indirect estimation of alpha-stable stochastic volatility models,"
Econometrics Working Papers Archive
wp2006_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Lombardi, Marco J. & Calzolari, Giorgio, 2009. "Indirect estimation of [alpha]-stable stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2298-2308, April.
- Antonio Matas-Mir & Denise R. Osborn & Marco Lombardi, 2005.
"The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes,"
Econometrics Working Papers Archive
wp2005_15, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Antonio Matas-Mir & Denise R. Osborn & Marco J. Lombardi, 2008. "The effect of seasonal adjustment on the properties of business cycle regimes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 257-278.
- Marco J. Lombardi, 2004.
"Bayesian inference for alpha-stable distributions: a random walk MCMC approach,"
Econometrics Working Papers Archive
wp2004_11, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Lombardi, Marco J., 2007. "Bayesian inference for [alpha]-stable distributions: A random walk MCMC approach," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2688-2700, February.
- Marco J. Lombardi & Simon J. Godsill, 2004. "On-line Bayesian estimation of AR signals in symmetric alpha-stable noise," Econometrics Working Papers Archive wp2004_05, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Marco J. Lombardi & Giorgio Calzolari, 2004.
"Indirect estimation of alpha-stable distributions and processes,"
Econometrics Working Papers Archive
wp2004_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Marco J. Lombardi & Giorgio Calzolari, 2008. "Indirect Estimation of α-Stable Distributions and Processes," Econometrics Journal, Royal Economic Society, vol. 11(1), pages 193-208, March.
- Massimiliano Cecconi & Giampiero M. Gallo & Marco J. Lombardi, 2002. "GARCH-based Volatility Forecasts for Market Volatility Indices," Econometrics Working Papers Archive wp2002_06, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Marco J. Lombardi & Giampiero M. Gallo, 2002.
"Analytic Hessian Matrices and the Computation of FIGARCH Estimates,"
Econometrics Working Papers Archive
wp2002_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Marco J. Lombardi & Giampiero M. Gallo, 2002. "Analytic Hessian matrices and the computation of FIGARCH estimates," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 11(2), pages 247-264, June.
Articles
- Pongpitch Amatyakul & Deniz Igan & Marco Jacopo Lombardi, 2024. "Sectoral price dynamics in the last mile of post-Covid-19 disinflation," BIS Quarterly Review, Bank for International Settlements, March.
- Marco J Lombardi & Marianna Riggi & Eliana Viviano, 2023. "Workers’ Bargaining Power and the Phillips Curve: A Micro–Macro Analysis," Journal of the European Economic Association, European Economic Association, vol. 21(5), pages 1905-1943.
- Marco J. Lombardi & Madhusudan Mohanty & Ilhyock Shim, 2022. "Correction to: The relationship of household debt and growth in the short and long run," Empirical Economics, Springer, vol. 63(4), pages 1913-1913, October.
- Marco J. Lombardi & Madhusudan Mohanty & Ilhyock Shim, 2022. "The relationship of household debt and growth in the short and long run," Empirical Economics, Springer, vol. 63(4), pages 1887-1911, October.
- Kohlscheen, Emanuel & Lombardi, Marco & Zakrajšek, Egon, 2021.
"Income Inequality and the depth of economic downturns,"
Economics Letters, Elsevier, vol. 205(C).
- Emanuel Kohlscheen & Marco Jacopo Lombardi & Egon Zakrajšek, 2021. "Income inequality and the depth of economic downturns," BIS Working Papers 943, Bank for International Settlements.
- Andrew J. Filardo & Marco J. Lombardi & Carlos Montoro & Massimo Minesso Ferrari, 2020. "Monetary Policy, Commodity Prices, and Misdiagnosis Risk," International Journal of Central Banking, International Journal of Central Banking, vol. 16(2), pages 45-79, March.
- Burcu Erik & Marco J. Lombardi & Dubravko Mihaljek & Hyun Song Shin, 2020.
"The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship,"
AEA Papers and Proceedings, American Economic Association, vol. 110, pages 529-534, May.
- Burcu Erik & Marco Jacopo Lombardi & Dubravko Mihaljek & Hyun Song Shin, 2020. "The dollar, bank leverage and real economic activity: an evolving relationship," BIS Working Papers 847, Bank for International Settlements.
- Burcu Erik & Marco Jacopo Lombardi & Dubravko Mihaljek & Hyun Song Shin, 2019. "Financial conditions and purchasing managers' indices: exploring the links," BIS Quarterly Review, Bank for International Settlements, September.
- Illes, Anamaria & Lombardi, Marco J. & Mizen, Paul, 2019. "The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 117-141.
- Marco J. Lombardi & Feng Zhu, 2018.
"A Shadow Policy Rate to Calibrate U.S. Monetary Policy at the Zero Lower Bound,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(5), pages 305-346, December.
- Marco Jacopo Lombardi & Feng Zhu, 2014. "A shadow policy rate to calibrate US monetary policy at the zero lower bound," BIS Working Papers 452, Bank for International Settlements.
- Enrique Alberola & Rocio Gondo & Marco Lombardi & Diego Urbina, 2017.
"Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(82), pages 40-52, April.
- Enrique Alberola & Rocio Gondo & Marco Lombardi & Diego Urbina, 2017. "Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 35(82), pages 40-52, April.
- Lombardi, Marco J. & Ravazzolo, Francesco, 2016.
"On the correlation between commodity and equity returns: Implications for portfolio allocation,"
Journal of Commodity Markets, Elsevier, vol. 2(1), pages 45-57.
- Marco Jacopo Lombardi, 2013. "On the correlation between commodity and equity returns: implications for portfolio allocation," BIS Working Papers 420, Bank for International Settlements.
- Dietrich Domanski & Jonathan Kearns & Marco Jacopo Lombardi & Hyun Song Shin, 2015. "Oil and debt," BIS Quarterly Review, Bank for International Settlements, March.
- Ryan Niladri Banerjee & Jonathan Kearns & Marco Jacopo Lombardi, 2015. "(Why) Is investment weak?," BIS Quarterly Review, Bank for International Settlements, March.
- Carlos Conesa & Leonardo Gambacorta & Sergio Gorjon & Marco J. Lombardi, 2015. "The use of payment systems data as early indicators of economic activity," Applied Economics Letters, Taylor & Francis Journals, vol. 22(8), pages 646-650, May.
- Leonardo Gambacorta & Anamaria Illes & Marco Jacopo Lombardi, 2015. "Has the Transmission of Policy Rates to Lending Rates Changed in the Wake of the Global Financial Crisis?," International Finance, Wiley Blackwell, vol. 18(3), pages 263-280, December.
- Anamaria Illes & Marco Jacopo Lombardi, 2013. "Interest rate pass-through since the financial crisis," BIS Quarterly Review, Bank for International Settlements, September.
- A. Anzuini & M. J. Lombardi & P. Pagano, 2013.
"The Impact of Monetary Policy Shocks on Commodity Prices,"
International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 125-150, September.
- Lombardi, Marco J. & Pagano, Patrizio & Anzuini, Alessio, 2010. "The impact of monetary policy shocks on commodity prices," Working Paper Series 1232, European Central Bank.
- Alessio Anzuini & Marco J. Lombardi & Patrizio Pagano, 2012. "The impact of monetary policy shocks on commodity prices," Temi di discussione (Economic working papers) 851, Bank of Italy, Economic Research and International Relations Area.
- Raphael Espinoza & Fabio Fornari & Marco J. Lombardi, 2012.
"The Role of Financial Variables in predicting economic activity,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(1), pages 15-46, January.
- Espinoza, Raphael & Fornari, Fabio & Lombardi, Marco J., 2009. "The role of financial variables in predicting economic activity," Working Paper Series 1108, European Central Bank.
- Lombardi, Marco J. & Nicoletti, Giulio, 2012.
"Bayesian prior elicitation in DSGE models: Macro- vs micropriors,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(2), pages 294-313.
- Lombardi, Marco J. & Nicoletti, Giulio, 2011. "Bayesian prior elicitation in DSGE models: macro- vs micro-priors," Working Paper Series 1289, European Central Bank.
- Marco Lombardi & Chiara Osbat & Bernd Schnatz, 2012.
"Global commodity cycles and linkages: a FAVAR approach,"
Empirical Economics, Springer, vol. 43(2), pages 651-670, October.
- Lombardi, Marco J. & Osbat, Chiara & Schnatz, Bernd, 2010. "Global commodity cycles and linkages a FAVAR approach," Working Paper Series 1170, European Central Bank.
- Lombardi, Marco J. & Veredas, David, 2009.
"Indirect estimation of elliptical stable distributions,"
Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2309-2324, April.
- LOMBARDI, Marco & VEREDAS, David, 2007. "Indirect estimation of elliptical stable distributions," LIDAM Discussion Papers CORE 2007018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Lombardi, Marco J. & Calzolari, Giorgio, 2009.
"Indirect estimation of [alpha]-stable stochastic volatility models,"
Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2298-2308, April.
- Marco Lombardi & Giorgio Calzolari, 2006. "Indirect estimation of alpha-stable stochastic volatility models," Econometrics Working Papers Archive wp2006_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Marco J. Lombardi & Giorgio Calzolari, 2008.
"Indirect Estimation of α-Stable Distributions and Processes,"
Econometrics Journal, Royal Economic Society, vol. 11(1), pages 193-208, March.
- Marco J. Lombardi & Giorgio Calzolari, 2004. "Indirect estimation of alpha-stable distributions and processes," Econometrics Working Papers Archive wp2004_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Antonio Matas-Mir & Denise R. Osborn & Marco J. Lombardi, 2008.
"The effect of seasonal adjustment on the properties of business cycle regimes,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 257-278.
- Antonio Matas-Mir & Denise R. Osborn & Marco Lombardi, 2005. "The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes," Econometrics Working Papers Archive wp2005_15, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Lombardi, Marco J., 2007.
"Bayesian inference for [alpha]-stable distributions: A random walk MCMC approach,"
Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2688-2700, February.
- Marco J. Lombardi, 2004. "Bayesian inference for alpha-stable distributions: a random walk MCMC approach," Econometrics Working Papers Archive wp2004_11, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Marco J. Lombardi & Giampiero M. Gallo, 2002.
"Analytic Hessian matrices and the computation of FIGARCH estimates,"
Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 11(2), pages 247-264, June.
- Marco J. Lombardi & Giampiero M. Gallo, 2002. "Analytic Hessian Matrices and the Computation of FIGARCH Estimates," Econometrics Working Papers Archive wp2002_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
Chapters
- Andrew Filardo & Marco Jacopo Lombardi, 2014. "Has Asian emerging market monetary policy been too procyclical when responding to swings in commodity prices?," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation, inflation and monetary policy in Asia and the Pacific, volume 77, pages 129-153, Bank for International Settlements.
- Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010. "The US-Euro Area Relationship in a Context of Possible Systemic Changes," Palgrave Macmillan Books, in: Catching the Flu from the United States, chapter 7, pages 189-215, Palgrave Macmillan.
- Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010. "Business Cycle Synchronisation: Disentangling Global Trade and Financial Linkages," Palgrave Macmillan Books, in: Catching the Flu from the United States, chapter 2, pages 18-42, Palgrave Macmillan.
- Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010. "The United States and the Euro Area: What Do Structural Models Say About the Linkages?," Palgrave Macmillan Books, in: Catching the Flu from the United States, chapter 4, pages 61-96, Palgrave Macmillan.
- Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010. "Economic Interactions US-Euro Area Over the 2007–9 Financial Crisis: What Did We Learn?," Palgrave Macmillan Books, in: Catching the Flu from the United States, chapter 6, pages 144-188, Palgrave Macmillan.
- Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010. "The United States and the Euro Area: The Role of Financial Variables," Palgrave Macmillan Books, in: Catching the Flu from the United States, chapter 5, pages 97-143, Palgrave Macmillan.
- Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010. "Conclusion," Palgrave Macmillan Books, in: Catching the Flu from the United States, chapter 8, pages 216-218, Palgrave Macmillan.
- Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010. "Business Cycle Synchronisation: The United States and the Euro Area," Palgrave Macmillan Books, in: Catching the Flu from the United States, chapter 3, pages 43-60, Palgrave Macmillan.
- Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro, 2010.
"Key Elements of Global Inflation,"
RBA Annual Conference Volume (Discontinued), in: Renée Fry & Callum Jones & Christopher Kent (ed.),Inflation in an Era of Relative Price Shocks,
Reserve Bank of Australia.
- Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro, 2009. "Key elements of global inflation," Discussion Papers 09/22, University of Nottingham, GEP.
- Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010. "Introduction," Palgrave Macmillan Books, in: Catching the Flu from the United States, chapter 1, pages 1-17, Palgrave Macmillan.
Books
- Claudio Borio & Marco Jacopo Lombardi & James Yetman & Egon Zakrajsek, 2023. "The two-regime view of inflation," BIS Papers, Bank for International Settlements, number 133.
- Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010. "Catching the Flu from the United States," Palgrave Macmillan Books, Palgrave Macmillan, number 978-0-230-28207-0, December.
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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 42 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.- NEP-MAC: Macroeconomics (18) 2007-01-28 2010-08-14 2012-03-21 2014-08-09 2015-01-26 2015-08-07 2016-04-04 2016-07-02 2018-02-12 2018-05-14 2018-12-03 2020-03-30 2020-04-06 2020-11-30 2020-12-07 2021-06-14 2021-08-09 2021-08-16. Author is listed
- NEP-CBA: Central Banking (17) 2009-07-03 2009-08-08 2009-12-19 2010-08-14 2011-01-03 2011-01-23 2011-09-22 2012-03-21 2014-08-09 2015-02-28 2015-08-07 2017-02-12 2018-02-12 2018-05-14 2020-04-06 2021-08-09 2021-08-16. Author is listed
- NEP-MON: Monetary Economics (15) 2009-08-08 2010-08-14 2012-03-21 2014-08-09 2015-01-26 2015-02-28 2015-08-07 2017-02-12 2018-02-12 2018-05-14 2020-04-06 2021-08-09 2021-08-16 2024-06-17 2024-07-15. Author is listed
- NEP-EEC: European Economics (10) 2009-12-19 2011-01-03 2011-09-22 2015-02-28 2015-08-07 2017-02-12 2020-04-06 2020-11-30 2024-06-17 2024-07-15. Author is listed
- NEP-FOR: Forecasting (8) 2009-12-19 2011-01-03 2011-09-22 2012-03-08 2012-07-08 2012-12-22 2013-01-07 2013-07-28. Author is listed
- NEP-ECM: Econometrics (7) 2002-06-13 2005-05-23 2005-05-23 2005-05-23 2007-01-28 2007-01-28 2011-01-23. Author is listed
- NEP-ENE: Energy Economics (7) 2009-08-08 2010-08-14 2011-06-11 2012-01-18 2012-12-22 2013-01-07 2015-02-22. Author is listed
- NEP-ETS: Econometric Time Series (6) 2002-06-13 2005-05-23 2005-05-23 2005-05-23 2007-01-28 2007-01-28. Author is listed
- NEP-BAN: Banking (3) 2015-02-28 2015-08-07 2020-04-06
- NEP-CWA: Central and Western Asia (3) 2012-01-18 2013-01-07 2021-06-14
- NEP-OPM: Open Economy Macroeconomics (3) 2009-08-08 2010-05-02 2024-07-15
- NEP-AGR: Agricultural Economics (2) 2015-02-22 2018-05-14
- NEP-BEC: Business Economics (2) 2011-06-11 2012-01-18
- NEP-IFN: International Finance (2) 2002-06-13 2020-03-30
- NEP-LMA: Labor Markets - Supply, Demand, and Wages (2) 2020-11-30 2020-12-07
- NEP-CFN: Corporate Finance (1) 2009-12-19
- NEP-DGE: Dynamic General Equilibrium (1) 2011-01-23
- NEP-FMK: Financial Markets (1) 2012-12-22
- NEP-GRO: Economic Growth (1) 2014-10-13
- NEP-ISF: Islamic Finance (1) 2021-08-16
- NEP-LAM: Central and South America (1) 2016-07-02
- NEP-ORE: Operations Research (1) 2013-01-07
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