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Antonello D'Agostino

Personal Details

First Name:Antonello
Middle Name:
Last Name:D'Agostino
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RePEc Short-ID:pda266
[This author has chosen not to make the email address public]
http://www.antonellodagostino.com/
Terminal Degree:2007 European Centre for Advanced Research in Economics and Statistics (ECARES); Solvay Brussels School of Economics and Management; Université Libre de Bruxelles (from RePEc Genealogy)

Research output

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Working papers

  1. Rudolf Alvise Lennkh & Antonello D'Agostino, 2016. "Euro Area Sovereign Ratings: An Analysis of Fundamental Criteria and Subjective Judgement," Working Papers 14, European Stability Mechanism.
  2. Osbat, Chiara & D'Agostino, Antonello & Modugno, Michele, 2016. "A global trade model for the euro area," Working Paper Series 1986, European Central Bank.
  3. D'Agostino, Antonello & Mendicino, Caterina, 2015. "Expectation-driven cycles: time-varying effects," Working Paper Series 1776, European Central Bank.
  4. Antonello D'Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2015. "Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models," Finance and Economics Discussion Series 2015-66, Board of Governors of the Federal Reserve System (U.S.).
  5. D'Agostino, Antonello & Cimadomo, Jacopo, 2015. "Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy," Working Paper Series 1856, European Central Bank.
  6. Ciccarelli, Matteo & Jeanfils, Philippe & Haavio, Markus & Ĉervená, Marianna & Guarda, Paolo & Mendicino, Caterina & D'Agostino, Antonello & Valderrama, Maria Teresa & Ortega, Eva & Hubrich, Kirstin &, 2013. "Financial shocks and the macroeconomy: heterogeneity and non-linearities," Occasional Paper Series 143, European Central Bank.
  7. Ehrmann, Michael & D'Agostino, Antonello, 2013. "The pricing of G7 sovereign bond spreads: the times, they are a-changin," Working Paper Series 1520, European Central Bank.
  8. Schnatz, Bernd & D'Agostino, Antonello, 2012. "Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years," Working Paper Series 1455, European Central Bank.
  9. Dieppe, Alistair & Ortega, Eva & D'Agostino, Antonello & Karlsson, Tohmas & Benkovskis, Konstantins & Caivano, Michele & Hurtado, Samuel & Várnai, Tímea, 2011. "Assessing the sensitivity of inflation to economic activity," Working Paper Series 1357, European Central Bank.
  10. Andersson, Magnus & D'Agostino, Antonello & de Bondt, Gabe & Roma, Moreno, 2011. "The predictive content of sectoral stock prices: a US-euro area comparison," Working Paper Series 1343, European Central Bank.
  11. Surico, Paolo & ,, 2011. "A Century of Inflation Forecasts," CEPR Discussion Papers 8292, C.E.P.R. Discussion Papers.
  12. D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2010. "Are Some Forecasters Really Better Than Others?," Research Technical Papers 5/RT/10, Central Bank of Ireland.
  13. D'Agostino, Antonello & Bermingham, Colin, 2010. "Understanding and Forecasting Aggregate and Disaggregate Price Dynamics," Research Technical Papers 8/RT/10, Central Bank of Ireland.
  14. D'Agostino, Antonello & Gambetti, Luca & Giannone, Domenico & Giannone, Domenico, 2009. "Macroeconomic Forecasting and Structural Change," Research Technical Papers 8/RT/09, Central Bank of Ireland.
  15. D'Agostino, Antonello & McQuinn, Kieran & O' Reilly, Gerard, 2008. "Identifying and Forecasting House Price Dynamics in Ireland," Research Technical Papers 3/RT/08, Central Bank of Ireland.
  16. D'Agostino, Antonello & McQuinn, Kieran & O'Brien, Derry, 2008. "Now-casting Irish GDP," Research Technical Papers 9/RT/08, Central Bank of Ireland.
  17. Andersson, Magnus & D'Agostino, Antonello, 2008. "Are sectoral stock prices useful for predicting euro area GDP?," Research Technical Papers 2/RT/08, Central Bank of Ireland.
  18. D'Agostino, Antonello & Whelan, Karl, 2007. "Federal Reserve Information During the Great Moderation," Research Technical Papers 8/RT/07, Central Bank of Ireland.
  19. D'Agostino, Antonello & Surico, Paolo, 2007. "Does global liquidity help to forecast US inflation?," Research Technical Papers 10/RT/07, Central Bank of Ireland.
  20. D'Agostino, Antonello & Domenico, Giannone & Surico, Paolo, 2006. "(Un)Predictability and Macroeconomic Stability," Research Technical Papers 5/RT/06, Central Bank of Ireland.
  21. D'Agostino, Antonello & Giannone, Domenico, 2006. "Comparing Alternative Predictors Based on Large-Panel Factor Models," Research Technical Papers 14/RT/06, Central Bank of Ireland.
  22. D'Agostino, Antonello & Serafini, Roberta & Ward, Melanie, 2006. "Sectoral explanations of employment in Europe: the role of services," Research Technical Papers 8/RT/06, Central Bank of Ireland.
  23. Angelini, Elena & McAdam, Peter & D'Agostino, Antonello, 2006. "The Italian block of the ESCB multi-country model," Working Paper Series 660, European Central Bank.
  24. Paolo Surico & Antonello D'Agostino & Luca Sala, 2005. "The Fed and the Stock Market," Computing in Economics and Finance 2005 293, Society for Computational Economics.

Articles

  1. Antonello D'Agostino & Caterina Mendicino & Federico Puglisi, 2022. "Expectation‐Driven Cycles and the Changing Dynamics of Unemployment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(7), pages 2173-2191, October.
  2. Luca Brugnolini & Antonello D’Agostino & Alex Tagliabracci, 2021. "Is Anything Predictable in Market-Based Surprises?," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 7(3), pages 387-410, November.
  3. Antonello D’Agostino & Michele Modugno & Chiara Osbat, 2017. "A Global Trade Model for the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 13(4), pages 1-34, December.
  4. Jacopo Cimadomo & Antonello D'Agostino, 2016. "Combining Time Variation and Mixed Frequencies: an Analysis of Government Spending Multipliers in Italy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1276-1290, November.
  5. Colin Bermingham & Antonello D’Agostino, 2014. "Understanding and forecasting aggregate and disaggregate price dynamics," Empirical Economics, Springer, vol. 46(2), pages 765-788, March.
  6. D’Agostino, Antonello & Ehrmann, Michael, 2014. "The pricing of G7 sovereign bond spreads – The times, they are a-changin," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 155-176.
  7. Antonello D'Agostino & Luca Gambetti & Domenico Giannone, 2013. "Macroeconomic forecasting and structural change," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(1), pages 82-101, January.
  8. Antonello D’ Agostino & Domenico Giannone, 2012. "Comparing Alternative Predictors Based on Large‐Panel Factor Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(2), pages 306-326, April.
  9. Antonello D’agostino & Kieran Mcquinn & Karl Whelan, 2012. "Are Some Forecasters Really Better Than Others?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 715-732, June.
  10. Antonello D'Agostino & Paolo Surico, 2012. "A Century of Inflation Forecasts," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 1097-1106, November.
  11. Antonello D'Agostino & Kieran McQuinn & Derry O’Brien, 2012. "Nowcasting Irish GDP," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 21-31.
  12. Antonello D'Agostino & Paolo Surico, 2009. "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 479-489, March.
  13. Antonello D'Agostino & Karl Whelan, 2008. "Federal Reserve Information During the Great Moderation," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 609-620, 04-05.

Chapters

  1. Antonello D’Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2016. "Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 569-594, Emerald Group Publishing Limited.

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 33 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-FOR: Forecasting (21) 2005-11-05 2007-11-24 2008-01-05 2008-08-21 2009-01-31 2009-01-31 2009-01-31 2009-10-17 2009-11-21 2009-11-27 2010-05-02 2010-05-15 2010-05-29 2010-08-28 2011-04-02 2011-06-04 2011-08-09 2011-08-29 2011-08-29 2012-09-16 2016-03-06. Author is listed
  2. NEP-MAC: Macroeconomics (21) 2005-07-11 2005-11-05 2005-11-19 2006-08-26 2007-12-08 2008-01-05 2008-08-21 2009-01-31 2009-01-31 2009-01-31 2009-10-17 2009-11-21 2009-11-27 2010-05-02 2010-08-28 2011-04-02 2011-07-02 2012-08-23 2012-09-16 2016-03-06 2016-03-10. Author is listed
  3. NEP-CBA: Central Banking (12) 2007-12-08 2008-01-05 2008-08-21 2009-01-31 2009-10-17 2009-11-27 2010-05-02 2010-08-28 2011-04-02 2011-06-04 2011-07-02 2011-08-09. Author is listed
  4. NEP-ECM: Econometrics (10) 2007-11-24 2009-01-31 2009-10-17 2009-11-27 2010-05-02 2010-05-15 2010-08-28 2011-08-29 2015-11-15 2016-03-06. Author is listed
  5. NEP-EEC: European Economics (9) 2006-08-26 2009-01-31 2010-08-28 2011-06-04 2011-07-02 2015-04-25 2015-11-15 2016-06-04 2017-01-22. Author is listed
  6. NEP-ETS: Econometric Time Series (8) 2009-10-17 2009-11-27 2010-05-02 2010-05-15 2010-08-28 2011-08-09 2015-06-05 2015-11-15. Author is listed
  7. NEP-MON: Monetary Economics (7) 2005-07-11 2005-11-19 2007-12-08 2008-08-21 2011-04-02 2011-07-02 2011-08-09. Author is listed
  8. NEP-ORE: Operations Research (3) 2009-10-17 2009-11-27 2010-08-28
  9. NEP-INT: International Trade (2) 2015-04-25 2017-01-22
  10. NEP-BEC: Business Economics (1) 2006-08-26
  11. NEP-DGE: Dynamic General Equilibrium (1) 2011-07-02
  12. NEP-FDG: Financial Development and Growth (1) 2009-01-31
  13. NEP-FMK: Financial Markets (1) 2005-11-19
  14. NEP-GEO: Economic Geography (1) 2009-01-31
  15. NEP-HIS: Business, Economic and Financial History (1) 2011-04-02
  16. NEP-HPE: History and Philosophy of Economics (1) 2011-04-02
  17. NEP-LAB: Labour Economics (1) 2006-08-26
  18. NEP-PBE: Public Economics (1) 2016-03-10
  19. NEP-URE: Urban and Real Estate Economics (1) 2009-01-31

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