Riccardo M. Masolo
Personal Details
First Name: | Riccardo M. |
Middle Name: | |
Last Name: | Masolo |
Suffix: | |
RePEc Short-ID: | pma2171 |
[This author has chosen not to make the email address public] | |
https://riccardomasolo.weebly.com | |
Terminal Degree: | 2012 Department of Economics; Northwestern University (from RePEc Genealogy) |
Affiliation
Dipartimento di Economia e Finanza
Dipartimenti e Istituti di Scienze Economiche
Università Cattolica del Sacro Cuore
Milano, Italyhttp://dipartimenti.unicatt.it/defin
RePEc:edi:iecatit (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Di Pace, Federico & Mangiante, Giacomo & Masolo, Riccardo, 2023.
"Do firm expectations respond to monetary policy announcements?,"
Bank of England working papers
1014, Bank of England.
- Federico Di Pace & Giacomo Mangiante & Riccardo Masolo, 2023. "Do firm expectations respond to Monetary Policy announcements?," DISCE - Working Papers del Dipartimento di Economia e Finanza def127, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Riccardo Masolo, 2023. "Heterogeneity and the Equitable Rate of Interest," DISCE - Working Papers del Dipartimento di Economia e Finanza def128, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Masolo, Riccardo M, 2022.
"Mainly employment: survey-based news and the business cycle,"
Bank of England working papers
958, Bank of England.
- Riccardo M. Masolo, 2022. "Mainly Employment: Survey-Based News and the Business Cycle," Discussion Papers 2211, Centre for Macroeconomics (CFM).
- Aquilante, Tommaso & Chowla, Shiv & Dacic, Nikola & Haldane, Andrew & Masolo, Riccardo & Schneider, Patrick & Seneca, Martin & Tatomir, Srdan, 2019. "Market power and monetary policy," Bank of England working papers 798, Bank of England.
- Masolo, Riccardo & Winant, Pablo, 2018.
"The stochastic lower bound,"
Bank of England working papers
754, Bank of England.
- Masolo, Riccardo M. & Winant, Pablo E., 2019. "The Stochastic Lower Bound," Economics Letters, Elsevier, vol. 180(C), pages 54-57.
- Petrova, Katerina & Kapetanios, George & Masolo, Riccardo & Waldron, Matthew, 2017.
"A time varying parameter structural model of the UK economy,"
Bank of England working papers
677, Bank of England.
- Kapetanios, George & Masolo, Riccardo M. & Petrova, Katerina & Waldron, Matthew, 2019. "A time-varying parameter structural model of the UK economy," Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.
- Haberis, Alex & Masolo, Riccardo & Reinold, Kate, 2016.
"Deflation probability and the scope for monetary loosening in the United Kingdom,"
Bank of England working papers
627, Bank of England.
- Alex Haberis & Riccardo M. Masolo & Kate Reinold, 2019. "Deflation Probability and the Scope for Monetary Loosening in the United Kingdom," International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 233-277, March.
- Fawcett, Nicholas & Koerber, Lena & Masolo, Riccardo & Waldron, Matthew, 2015. "Evaluating UK point and density forecasts from an estimated DSGE model: the role of off-model information over the financial crisis," Bank of England working papers 538, Bank of England.
- Masolo, Riccardo & Monti, Francesca, 2015.
"Ambiguity, monetary policy and trend inflation,"
Bank of England working papers
565, Bank of England.
- Riccardo M Masolo & Francesca Monti, 2021. "Ambiguity, Monetary Policy and Trend Inflation," Journal of the European Economic Association, European Economic Association, vol. 19(2), pages 839-871.
- Ricardo M. Masolo & Francesca Monti, 2017. "Ambiguity, Monetary Policy and Trend Inflation," Discussion Papers 1709, Centre for Macroeconomics (CFM).
- Masolo, Riccardo M. & Monti, Francesca, 2017. "Ambiguity, monetary policy and trend inflation," LSE Research Online Documents on Economics 86165, London School of Economics and Political Science, LSE Library.
- Francesca Monti & Riccardo Maria Masolo, 2017. "Ambiguity, Monetary Policy and Trend Inflation," 2017 Meeting Papers 508, Society for Economic Dynamics.
- Riccardo M. Masolo & Francesca Monti, 2015.
"Monetary Policy with Ambiguity Averse Agents,"
Discussion Papers
1506, Centre for Macroeconomics (CFM).
- Masolo, Riccardo M. & Monti, Francesca, 2015. "Monetary policy with ambiguity averse agents," LSE Research Online Documents on Economics 86319, London School of Economics and Political Science, LSE Library.
- Riccardo M. Masolo & Alessia Paccagnini, 2015.
"Identifying Noise Shocks: a VAR with Data Revisions,"
Discussion Papers
1510, Centre for Macroeconomics (CFM).
- Riccardo M. Masolo & Alessia Paccagnini, 2019. "Identifying Noise Shocks: A VAR with Data Revisions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2145-2172, December.
- Masolo, Riccardo M. & Paccagnini, Alessia, 2015. "Identifying noise shocks: a VAR with data revisions," LSE Research Online Documents on Economics 86314, London School of Economics and Political Science, LSE Library.
Articles
- Aquilante, Tommaso & Di Pace, Federico & Masolo, Riccardo M., 2022. "Exchange-rate and news: Evidence from the COVID pandemic," Economics Letters, Elsevier, vol. 213(C).
- Riccardo M Masolo & Francesca Monti, 2021.
"Ambiguity, Monetary Policy and Trend Inflation,"
Journal of the European Economic Association, European Economic Association, vol. 19(2), pages 839-871.
- Ricardo M. Masolo & Francesca Monti, 2017. "Ambiguity, Monetary Policy and Trend Inflation," Discussion Papers 1709, Centre for Macroeconomics (CFM).
- Masolo, Riccardo & Monti, Francesca, 2015. "Ambiguity, monetary policy and trend inflation," Bank of England working papers 565, Bank of England.
- Masolo, Riccardo M. & Monti, Francesca, 2017. "Ambiguity, monetary policy and trend inflation," LSE Research Online Documents on Economics 86165, London School of Economics and Political Science, LSE Library.
- Francesca Monti & Riccardo Maria Masolo, 2017. "Ambiguity, Monetary Policy and Trend Inflation," 2017 Meeting Papers 508, Society for Economic Dynamics.
- Masolo, Riccardo M. & Winant, Pablo E., 2019.
"The Stochastic Lower Bound,"
Economics Letters, Elsevier, vol. 180(C), pages 54-57.
- Masolo, Riccardo & Winant, Pablo, 2018. "The stochastic lower bound," Bank of England working papers 754, Bank of England.
- Boneva, Lena & Fawcett, Nicholas & Masolo, Riccardo M. & Waldron, Matt, 2019. "Forecasting the UK economy: Alternative forecasting methodologies and the role of off-model information," International Journal of Forecasting, Elsevier, vol. 35(1), pages 100-120.
- Riccardo M. Masolo & Alessia Paccagnini, 2019.
"Identifying Noise Shocks: A VAR with Data Revisions,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2145-2172, December.
- Masolo, Riccardo M. & Paccagnini, Alessia, 2015. "Identifying noise shocks: a VAR with data revisions," LSE Research Online Documents on Economics 86314, London School of Economics and Political Science, LSE Library.
- Riccardo M. Masolo & Alessia Paccagnini, 2015. "Identifying Noise Shocks: a VAR with Data Revisions," Discussion Papers 1510, Centre for Macroeconomics (CFM).
- Kapetanios, George & Masolo, Riccardo M. & Petrova, Katerina & Waldron, Matthew, 2019.
"A time-varying parameter structural model of the UK economy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.
- Petrova, Katerina & Kapetanios, George & Masolo, Riccardo & Waldron, Matthew, 2017. "A time varying parameter structural model of the UK economy," Bank of England working papers 677, Bank of England.
- Alex Haberis & Riccardo M. Masolo & Kate Reinold, 2019.
"Deflation Probability and the Scope for Monetary Loosening in the United Kingdom,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 233-277, March.
- Haberis, Alex & Masolo, Riccardo & Reinold, Kate, 2016. "Deflation probability and the scope for monetary loosening in the United Kingdom," Bank of England working papers 627, Bank of England.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Di Pace, Federico & Mangiante, Giacomo & Masolo, Riccardo, 2023.
"Do firm expectations respond to monetary policy announcements?,"
Bank of England working papers
1014, Bank of England.
- Federico Di Pace & Giacomo Mangiante & Riccardo Masolo, 2023. "Do firm expectations respond to Monetary Policy announcements?," DISCE - Working Papers del Dipartimento di Economia e Finanza def127, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
Cited by:
- Valentina Colombo & Alessia Paccagnini, 2024. "Uncertainty and the Federal Reserve’s Balance Sheet Monetary Policy," DISCE - Working Papers del Dipartimento di Economia e Finanza def131, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Russell Davidson & Andrea Monticini, 2023. "Bootstrap Performance with Heteroskedasticity," DISCE - Working Papers del Dipartimento di Economia e Finanza def130, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Riccardo Masolo, 2023.
"Heterogeneity and the Equitable Rate of Interest,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def128, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
Cited by:
- Valentina Colombo & Alessia Paccagnini, 2024. "Uncertainty and the Federal Reserve’s Balance Sheet Monetary Policy," DISCE - Working Papers del Dipartimento di Economia e Finanza def131, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Russell Davidson & Andrea Monticini, 2023. "Bootstrap Performance with Heteroskedasticity," DISCE - Working Papers del Dipartimento di Economia e Finanza def130, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Aquilante, Tommaso & Chowla, Shiv & Dacic, Nikola & Haldane, Andrew & Masolo, Riccardo & Schneider, Patrick & Seneca, Martin & Tatomir, Srdan, 2019.
"Market power and monetary policy,"
Bank of England working papers
798, Bank of England.
Cited by:
- Tosapol Apaitan & Chanont Banternghansa & Archawa Paweenawat & Krislert Samphantharak, 2020. "Common Ownership, Domestic Competition, and Export: Evidence from Thailand," PIER Discussion Papers 140, Puey Ungphakorn Institute for Economic Research.
- Richiardi, Matteo & Valenzuela, Luis, 2019.
"Firm Heterogeneity and the Aggregate Labour Share,"
INET Oxford Working Papers
2019-08, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Richiardi, Matteo G. & Valenzuela, Luis, 2019. "Firm Heterogeneity and the Aggregate Labour Share," MPRA Paper 94561, University Library of Munich, Germany.
- Richiardi, Matteo & Valenzuela, Luis, 2023. "Firm heterogeneity and the aggregate labour share," Centre for Microsimulation and Policy Analysis Working Paper Series CEMPA9/23, Centre for Microsimulation and Policy Analysis at the Institute for Social and Economic Research.
- Matteo Richiardi & Luis Valenzuela, 2019. "Firm Heterogeneity and the Aggregate Labour Share," LABORatorio R. Revelli Working Papers Series 166, LABORatorio R. Revelli, Centre for Employment Studies.
- Matteo G. Richiardi & Luis Valenzuela, 2024. "Firm heterogeneity and the aggregate labour share," LABOUR, CEIS, vol. 38(1), pages 66-101, March.
- Matsumura, Misaki, 2022. "What price index should central banks target? An open economy analysis," Journal of International Economics, Elsevier, vol. 135(C).
- Bobeica, Elena & Ciccarelli, Matteo & Vansteenkiste, Isabel, 2021. "The changing link between labor cost and price inflation in the United States," Working Paper Series 2583, European Central Bank.
- Alexander Tarasov & Robertas Zubrickas, 2021. "Optimal Income Taxation under Monopolistic Competition," CESifo Working Paper Series 9309, CESifo.
- Alexander Tarasov & Robertas Zubrickas, 2023. "Optimal income taxation under monopolistic competition," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(2), pages 495-523, August.
- Diane Coyle & John McHale & Ioannis Bournakis & Jen-Chung Mei, 2024. "Converging to Mediocrity: Trends in Firm-Level Markups in the United Kingdom 2008-2019," Working Papers 047, The Productivity Institute.
- Banal Estanol, Albert & Siciliani, Paolo & Yoon, Kyoungsoo, 2022. "Competition, profitability and financial leverage," Bank of England working papers 962, Bank of England.
- Kouvavas, Omiros & Osbat, Chiara & Reinelt, Timo & Vansteenkiste, Isabel, 2021. "Markups and inflation cyclicality in the euro area," Working Paper Series 2617, European Central Bank.
- Masolo, Riccardo & Winant, Pablo, 2018.
"The stochastic lower bound,"
Bank of England working papers
754, Bank of England.
- Masolo, Riccardo M. & Winant, Pablo E., 2019. "The Stochastic Lower Bound," Economics Letters, Elsevier, vol. 180(C), pages 54-57.
Cited by:
- Bonciani, Dario & Oh, Joonseok, 2023.
"Monetary policy inertia and the paradox of flexibility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
- Bonciani, Dario & Oh, Joonseok, 2020. "Monetary policy inertia and the paradox of flexibility," Bank of England working papers 888, Bank of England.
- Petrova, Katerina & Kapetanios, George & Masolo, Riccardo & Waldron, Matthew, 2017.
"A time varying parameter structural model of the UK economy,"
Bank of England working papers
677, Bank of England.
- Kapetanios, George & Masolo, Riccardo M. & Petrova, Katerina & Waldron, Matthew, 2019. "A time-varying parameter structural model of the UK economy," Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.
Cited by:
- Áureo de Paula & Imran Rasul & Pedro CL Souza, 2023.
"Identifying network ties from panel data: Theory and an application to tax competition,"
CeMMAP working papers
21/23, Institute for Fiscal Studies.
- Áureo de Paula & Imran Rasul & Pedro CL Souza, 2019. "Identifying network ties from panel data: theory and an application to tax competition," CeMMAP working papers CWP55/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Imran Rasul & Pedro Souza & Aureo de Paula, 2023. "Identifying Network Ties from Panel Data: Theory and an application to tax competition," POID Working Papers 081, Centre for Economic Performance, LSE.
- Áureo de Paula & Imran Rasul & Pedro CL Souza, 2023. "Identifying network ties from panel data: theory and an application to tax competition," IFS Working Papers WCWP21/23, Institute for Fiscal Studies.
- Áureo de Paula & Imran Rasul & Pedro CL Souza, 2023. "Identifying network ties from panel data: theory and an application to tax competition," CeMMAP working papers 02/23, Institute for Fiscal Studies.
- de Paula, Aureo & Rasul, Imran & Souza, Pedro, 2018. "Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition," CEPR Discussion Papers 12792, C.E.P.R. Discussion Papers.
- Aureo de Paula & Imran Rasul & Pedro Souza, 2019. "Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition," Papers 1910.07452, arXiv.org, revised Oct 2023.
- Boneva, Lena & Fawcett, Nicholas & Masolo, Riccardo M. & Waldron, Matt, 2019. "Forecasting the UK economy: Alternative forecasting methodologies and the role of off-model information," International Journal of Forecasting, Elsevier, vol. 35(1), pages 100-120.
- Rangan Gupta & Christian Pierdzioch, 2021.
"Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment,"
Working Papers
202175, University of Pretoria, Department of Economics.
- Rangan Gupta & Christian Pierdzioch, 2021. "Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment," Energies, MDPI, vol. 14(23), pages 1-18, December.
- Siddhartha Chib & Minchul Shin & Fei Tan, 2020. "High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction∗," Working Papers 20-35, Federal Reserve Bank of Philadelphia.
- Rangan Gupta & Xiaojin Sun, 2022. "Time-Varying Parameter Four-Equation DSGE Model," Working Papers 202234, University of Pretoria, Department of Economics.
- Agustín Arias & Benjamín García & Ignacio Rojas, 2023. "Forward Guidance: Estimating a Behavioral DSGE Model with System Priors," Working Papers Central Bank of Chile 994, Central Bank of Chile.
- Siddhartha Chib & Minchul Shin & Fei Tan, 2023.
"DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors,"
Computational Economics, Springer;Society for Computational Economics, vol. 61(1), pages 69-111, January.
- Siddhartha Chib & Minchul Shin & Fei Tan, 2021. "DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors," Working Papers 21-02, Federal Reserve Bank of Philadelphia.
- Xiao-Li Gong & Jin-Yan Lu & Xiong Xiong & Wei Zhang, 2022. "Higher-order dynamic effects of uncertainty risk under thick-tailed stochastic volatility," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-22, December.
- Aquilante, Tommaso & Chowla, Shiv & Dacic, Nikola & Haldane, Andrew & Masolo, Riccardo & Schneider, Patrick & Seneca, Martin & Tatomir, Srdan, 2019. "Market power and monetary policy," Bank of England working papers 798, Bank of England.
- Haberis, Alex & Masolo, Riccardo & Reinold, Kate, 2016.
"Deflation probability and the scope for monetary loosening in the United Kingdom,"
Bank of England working papers
627, Bank of England.
- Alex Haberis & Riccardo M. Masolo & Kate Reinold, 2019. "Deflation Probability and the Scope for Monetary Loosening in the United Kingdom," International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 233-277, March.
Cited by:
- Christophe Blot & Paul Hubert, 2018.
"Monetary policy with transitory vs. permanently low growth,"
Working Papers
hal-03404318, HAL.
- Christophe Blot & Paul Hubert, 2018. "Monetary policy with transitory vs. permanently low growth," SciencePo Working papers Main hal-03404318, HAL.
- Haberis, Alex & Masolo, Riccardo & Reinold, Kate, 2016.
"Deflation probability and the scope for monetary loosening in the United Kingdom,"
Bank of England working papers
627, Bank of England.
- Alex Haberis & Riccardo M. Masolo & Kate Reinold, 2019. "Deflation Probability and the Scope for Monetary Loosening in the United Kingdom," International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 233-277, March.
- Christophe Blot & Jérôme Creel & Paul Hubert, 2019.
"Thoughts on a review of the ECB's monetary policy strategy,"
SciencePo Working papers Main
hal-03403251, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert, 2019. "Thoughts on a review of the ECB's monetary policy strategy," Working Papers hal-03403251, HAL.
- Fawcett, Nicholas & Koerber, Lena & Masolo, Riccardo & Waldron, Matthew, 2015.
"Evaluating UK point and density forecasts from an estimated DSGE model: the role of off-model information over the financial crisis,"
Bank of England working papers
538, Bank of England.
Cited by:
- Carlos Diaz Vela, 2016.
"Extracting the Information Shocks from the Bank of England Inflation Density Forecasts,"
Discussion Papers in Economics
16/13, Division of Economics, School of Business, University of Leicester.
- Carlos DÃaz, 2018. "Extracting information shocks from the Bank of England inflation density forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(3), pages 316-326, April.
- Boneva, Lena & Fawcett, Nicholas & Masolo, Riccardo M. & Waldron, Matt, 2019. "Forecasting the UK economy: Alternative forecasting methodologies and the role of off-model information," International Journal of Forecasting, Elsevier, vol. 35(1), pages 100-120.
- Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li & Erica Moszkowski, 2018.
"DSGE forecasts of the lost recovery,"
Staff Reports
844, Federal Reserve Bank of New York.
- Cai, Michael & Del Negro, Marco & Giannoni, Marc P. & Gupta, Abhi & Li, Pearl & Moszkowski, Erica, 2019. "DSGE forecasts of the lost recovery," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1770-1789.
- Papavangjeli, Meri & Rama, Arlind, 2018. "A statistical evaluation of GAP's forecasting performance for the Albanian economy," MPRA Paper 116104, University Library of Munich, Germany.
- Nasir, Muhammad Ali, 2020. "Forecasting inflation under uncertainty: The forgotten dog and the frisbee," Technological Forecasting and Social Change, Elsevier, vol. 158(C).
- Iversen, Jens & Laséen, Stefan & Lundvall, Henrik & Söderström, Ulf, 2016.
"Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank,"
Working Paper Series
318, Sveriges Riksbank (Central Bank of Sweden).
- Söderström, Ulf & Iversen, Jens & LASEEN, PER & Lundvall, Henrik, 2016. "Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank," CEPR Discussion Papers 11203, C.E.P.R. Discussion Papers.
- Clements, Michael P. & Reade, J. James, 2020. "Forecasting and forecast narratives: The Bank of England Inflation Reports," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1488-1500.
- J. James Reade & Carl Singleton & Alasdair Brown, 2019.
"Evaluating Strange Forecasts: The Curious Case of Football Match Scorelines,"
Economics Discussion Papers
em-dp2019-18, Department of Economics, University of Reading, revised 01 Aug 2020.
- J. James Reade & Carl Singleton & Alasdair Brown, 2021. "Evaluating strange forecasts: The curious case of football match scorelines," Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(2), pages 261-285, May.
- Angelini, Elena & Lalik, Magdalena & Lenza, Michele & Paredes, Joan, 2019.
"Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1658-1668.
- Angelini, Elena & Lalik, Magdalena & Lenza, Michele & Paredes, Joan, 2019. "Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections," Working Paper Series 2227, European Central Bank.
- Kapetanios, George & Millard, Stephen & Petrova, Katerina & Price, Simon, 2019.
"Time-varying cointegration and the UK great ratios,"
Bank of England working papers
789, Bank of England.
- Kapetanios, George & Millard, Stephen & Price, Simon & Petrova, Katerina, 2018. "Time varying cointegration and the UK Great Ratios," Essex Finance Centre Working Papers 23320, University of Essex, Essex Business School.
- George Kapetanios & Stephen Millard & Katerina Petrova & Simon Price, 2018. "Time varying cointegration and the UK great ratios," CAMA Working Papers 2018-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2019.
"Forecasting with instabilities: an application to DSGE models with financial frictions,"
Temi di discussione (Economic working papers)
1234, Bank of Italy, Economic Research and International Relations Area.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions," Working Papers 201523, School of Economics, University College Dublin.
- Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2019. "Forecasting with instabilities: An application to DSGE models with financial frictions," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
- Eleonora Granziera & Pirkka Jalasjoki & Maritta Paloviita, 2021. "The Bias and Efficiency of the ECB Inflation Projections: a State Dependent Analysis," Working Paper 2021/1, Norges Bank.
- Granziera, Eleonora & Jalasjoki, Pirkka & Paloviita, Maritta, 2021. "The bias and efficiency of the ECB inflation projections: A state dependent analysis," Bank of Finland Research Discussion Papers 7/2021, Bank of Finland.
- Kapetanios, George & Masolo, Riccardo M. & Petrova, Katerina & Waldron, Matthew, 2019.
"A time-varying parameter structural model of the UK economy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.
- Petrova, Katerina & Kapetanios, George & Masolo, Riccardo & Waldron, Matthew, 2017. "A time varying parameter structural model of the UK economy," Bank of England working papers 677, Bank of England.
- Domit, Sílvia & Monti, Francesca & Sokol, Andrej, 2019. "Forecasting the UK economy with a medium-scale Bayesian VAR," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1669-1678.
- Kapetanios, George & Price, Simon & Theodoridis, Konstantinos, 2015.
"A new approach to multi-step forecasting using dynamic stochastic general equilibrium models,"
Economics Letters, Elsevier, vol. 136(C), pages 237-242.
- Kapetanious, George & Price, Simon & Theodoridis, Konstantinos, 2015. "A new approach to multi-step forecasting using dynamic stochastic general equilibrium models," Bank of England working papers 567, Bank of England.
- David F Hendry & John N J Muellbauer, 2018.
"The future of macroeconomics: macro theory and models at the Bank of England,"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 34(1-2), pages 287-328.
- David Hendry & John Muellbauer, 2017. "The future of macroeconomics: Macro theory and models at the Bank of England," Economics Series Working Papers 832, University of Oxford, Department of Economics.
- Haberis, Alex & Masolo, Riccardo & Reinold, Kate, 2016.
"Deflation probability and the scope for monetary loosening in the United Kingdom,"
Bank of England working papers
627, Bank of England.
- Alex Haberis & Riccardo M. Masolo & Kate Reinold, 2019. "Deflation Probability and the Scope for Monetary Loosening in the United Kingdom," International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 233-277, March.
- Domit, Sílvia & Monti, Francesca & Sokol, Andrej, 2016. "A Bayesian VAR benchmark for COMPASS," Bank of England working papers 583, Bank of England.
- Carlos Diaz Vela, 2016.
"Extracting the Information Shocks from the Bank of England Inflation Density Forecasts,"
Discussion Papers in Economics
16/13, Division of Economics, School of Business, University of Leicester.
- Masolo, Riccardo & Monti, Francesca, 2015.
"Ambiguity, monetary policy and trend inflation,"
Bank of England working papers
565, Bank of England.
- Riccardo M Masolo & Francesca Monti, 2021. "Ambiguity, Monetary Policy and Trend Inflation," Journal of the European Economic Association, European Economic Association, vol. 19(2), pages 839-871.
- Ricardo M. Masolo & Francesca Monti, 2017. "Ambiguity, Monetary Policy and Trend Inflation," Discussion Papers 1709, Centre for Macroeconomics (CFM).
- Masolo, Riccardo M. & Monti, Francesca, 2017. "Ambiguity, monetary policy and trend inflation," LSE Research Online Documents on Economics 86165, London School of Economics and Political Science, LSE Library.
- Francesca Monti & Riccardo Maria Masolo, 2017. "Ambiguity, Monetary Policy and Trend Inflation," 2017 Meeting Papers 508, Society for Economic Dynamics.
Cited by:
- Martin Seneca, 2020. "Risk Shocks and Monetary Policy in the New Normal," International Journal of Central Banking, International Journal of Central Banking, vol. 16(6), pages 185-232, December.
- Yoo, Donghoon, 2019. "Ambiguous information, permanent income, and consumption fluctuations," European Economic Review, Elsevier, vol. 119(C), pages 79-96.
- Baqaee, David Rezza, 2020.
"Asymmetric inflation expectations, downward rigidity of wages, and asymmetric business cycles,"
Journal of Monetary Economics, Elsevier, vol. 114(C), pages 174-193.
- Baqaee, David Rezza, 2018. "Asymmetric Inflation Expectations, Downward Rigidity of Wages, and Asymmetric Business Cycles," CEPR Discussion Papers 12906, C.E.P.R. Discussion Papers.
- David R Baqaee, 2014. "Asymmetric In?ation Expectations, Downward Rigidity of Wages,and Asymmetric Business Cycles," Working Paper 139681, Harvard University OpenScholar.
- David Rezza Baqaee, 2015. "Asymmetric Inflation Expectations, Downward Rigidity of Wages and Asymmetric Business Cycles," Discussion Papers 1601, Centre for Macroeconomics (CFM).
- Baqaee, David Rezza, 2016. "Asymmetric inflation expectations, downward rigidity of wages,and asymmetric business cycles," LSE Research Online Documents on Economics 86246, London School of Economics and Political Science, LSE Library.
- Milos Borozan & Loreta Cannito & Barbara Luppi, 2022. "A tale of two ambiguities: A conceptual overview of findings from economics and psychology," Journal of Behavioral Economics for Policy, Society for the Advancement of Behavioral Economics (SABE), vol. 6(S1), pages 11-21, July.
- Le Thanh Ha & To Trung Thanh & Doan Ngoc Thang, 2021. "Welfare costs of monetary policy uncertainty in the economy with shifting trend inflation," Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(1), pages 126-154, February.
- Dmitri V. Vinogradov & Michael J. Lamla & Yousef Makhlouf, 2024. "Survey-based expectations and uncertainty attitudes," Working Papers 2024_02, Business School - Economics, University of Glasgow.
- Hasui, Kohei, 2020. "A Note On Robust Monetary Policy And Non-Zero Trend Inflation," Macroeconomic Dynamics, Cambridge University Press, vol. 24(6), pages 1574-1594, September.
- Paciello, Luigi & Michelacci, Claudio, 2020.
"Aggregate Risk or Aggregate Uncertainty? Evidence from UK Households,"
CEPR Discussion Papers
14557, C.E.P.R. Discussion Papers.
- Claudio Michelacci & Luigi Paciello, 2020. "Aggregate Risk or Aggregate Uncertainty? Evidence from UK Households," EIEF Working Papers Series 2006, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2020.
- Riccardo M. Masolo & Alessia Paccagnini, 2015.
"Identifying Noise Shocks: a VAR with Data Revisions,"
Discussion Papers
1510, Centre for Macroeconomics (CFM).
- Riccardo M. Masolo & Alessia Paccagnini, 2019. "Identifying Noise Shocks: A VAR with Data Revisions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2145-2172, December.
- Masolo, Riccardo M. & Paccagnini, Alessia, 2015. "Identifying noise shocks: a VAR with data revisions," LSE Research Online Documents on Economics 86314, London School of Economics and Political Science, LSE Library.
Cited by:
- Dées, Stéphane & Zimic, Srečko, 2016.
"Animal spirits, fundamental factors and business cycle fluctuations,"
Working Paper Series
1953, European Central Bank.
- Stephane Dees & Srecko Zimic, 2019. "Animal spirits, fundamental factors and business cycle fluctuations," Post-Print hal-03285242, HAL.
- Dées, Stephane & Zimic, Srečko, 2019. "Animal spirits, fundamental factors and business cycle fluctuations," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2019.
"Forecasting with instabilities: an application to DSGE models with financial frictions,"
Temi di discussione (Economic working papers)
1234, Bank of Italy, Economic Research and International Relations Area.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions," Working Papers 201523, School of Economics, University College Dublin.
- Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2019. "Forecasting with instabilities: An application to DSGE models with financial frictions," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
- Kenza Benhima & Céline Poilly, 2017.
"Do Misperceptions about Demand Matter? Theory and Evidence,"
Cahiers de Recherches Economiques du Département d'économie
17.08, Université de Lausanne, Faculté des HEC, Département d’économie.
- Kenza Benhima & Céline Poilly, 2017. "Do Misperceptions about Demand Matter? Theory and Evidence," Working Papers halshs-01518467, HAL.
- Kenza Benhima & Céline Poilly, 2017. "Do Misperceptions about Demand Matter? Theory and Evidence," AMSE Working Papers 1717, Aix-Marseille School of Economics, France.
Articles
- Aquilante, Tommaso & Di Pace, Federico & Masolo, Riccardo M., 2022.
"Exchange-rate and news: Evidence from the COVID pandemic,"
Economics Letters, Elsevier, vol. 213(C).
Cited by:
- Jens Klose, 2022.
"European Exchange Rate Adjustments in Response to COVID-19, Containment Measures and Stabilization Policies,"
MAGKS Papers on Economics
202220, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Klose, Jens, 2023. "European exchange rate adjustments in response to COVID-19, containment measures and stabilization policies," Economic Modelling, Elsevier, vol. 128(C).
- Wei Guo & Zhongfei Chen, 2023. "China–US economic and trade relations, trade news, and short‐term fluctuation of the RMB exchange rate," Review of International Economics, Wiley Blackwell, vol. 31(1), pages 180-203, February.
- Lu, Changrong & Li, Jiaxiang & Liu, Lian & Yu, Fandi, 2023. "Spillover effect of the RMB and Non-USD currencies after the COVID-19 pandemic: Evidence captured from 30-minute high frequency data," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 527-552.
- Jens Klose, 2022.
"European Exchange Rate Adjustments in Response to COVID-19, Containment Measures and Stabilization Policies,"
MAGKS Papers on Economics
202220, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Riccardo M Masolo & Francesca Monti, 2021.
"Ambiguity, Monetary Policy and Trend Inflation,"
Journal of the European Economic Association, European Economic Association, vol. 19(2), pages 839-871.
See citations under working paper version above.
- Ricardo M. Masolo & Francesca Monti, 2017. "Ambiguity, Monetary Policy and Trend Inflation," Discussion Papers 1709, Centre for Macroeconomics (CFM).
- Masolo, Riccardo & Monti, Francesca, 2015. "Ambiguity, monetary policy and trend inflation," Bank of England working papers 565, Bank of England.
- Masolo, Riccardo M. & Monti, Francesca, 2017. "Ambiguity, monetary policy and trend inflation," LSE Research Online Documents on Economics 86165, London School of Economics and Political Science, LSE Library.
- Francesca Monti & Riccardo Maria Masolo, 2017. "Ambiguity, Monetary Policy and Trend Inflation," 2017 Meeting Papers 508, Society for Economic Dynamics.
- Masolo, Riccardo M. & Winant, Pablo E., 2019.
"The Stochastic Lower Bound,"
Economics Letters, Elsevier, vol. 180(C), pages 54-57.
See citations under working paper version above.
- Masolo, Riccardo & Winant, Pablo, 2018. "The stochastic lower bound," Bank of England working papers 754, Bank of England.
- Boneva, Lena & Fawcett, Nicholas & Masolo, Riccardo M. & Waldron, Matt, 2019.
"Forecasting the UK economy: Alternative forecasting methodologies and the role of off-model information,"
International Journal of Forecasting, Elsevier, vol. 35(1), pages 100-120.
Cited by:
- Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022.
"Forecasting: theory and practice,"
International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
- Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
- Meyer-Gohde, Alexander & Shabalina, Ekaterina, 2022. "Estimation and forecasting using mixed-frequency DSGE models," IMFS Working Paper Series 175, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Paolo Gelain & Simone Manganelli, 2020.
"Monetary Policy with Judgment,"
Working Papers
20-14, Federal Reserve Bank of Cleveland.
- Gelain, Paolo & Manganelli, Simone, 2020. "Monetary policy with judgment," Working Paper Series 2404, European Central Bank.
- Sokol, Andrej, 2021. "Fan charts 2.0: flexible forecast distributions with expert judgement," Working Paper Series 2624, European Central Bank.
- Chris Murphy, 2020. "Decisions in Designing an Australian Macroeconomic Model," The Economic Record, The Economic Society of Australia, vol. 96(314), pages 252-270, September.
- Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022.
"Forecasting: theory and practice,"
International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
- Riccardo M. Masolo & Alessia Paccagnini, 2019.
"Identifying Noise Shocks: A VAR with Data Revisions,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2145-2172, December.
See citations under working paper version above.
- Masolo, Riccardo M. & Paccagnini, Alessia, 2015. "Identifying noise shocks: a VAR with data revisions," LSE Research Online Documents on Economics 86314, London School of Economics and Political Science, LSE Library.
- Riccardo M. Masolo & Alessia Paccagnini, 2015. "Identifying Noise Shocks: a VAR with Data Revisions," Discussion Papers 1510, Centre for Macroeconomics (CFM).
- Kapetanios, George & Masolo, Riccardo M. & Petrova, Katerina & Waldron, Matthew, 2019.
"A time-varying parameter structural model of the UK economy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.
See citations under working paper version above.
- Petrova, Katerina & Kapetanios, George & Masolo, Riccardo & Waldron, Matthew, 2017. "A time varying parameter structural model of the UK economy," Bank of England working papers 677, Bank of England.
- Alex Haberis & Riccardo M. Masolo & Kate Reinold, 2019.
"Deflation Probability and the Scope for Monetary Loosening in the United Kingdom,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 233-277, March.
See citations under working paper version above.
- Haberis, Alex & Masolo, Riccardo & Reinold, Kate, 2016. "Deflation probability and the scope for monetary loosening in the United Kingdom," Bank of England working papers 627, Bank of England.
More information
Research fields, statistics, top rankings, if available.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 16 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 (13) 2015-03-22 2015-06-05 2015-08-19 2015-12-01 2016-11-13 2017-02-26 2017-09-03 2017-09-17 2018-01-22 2018-09-17 2019-05-13 2022-02-21 2023-04-24. Author is listed
- NEP-MON: Monetary Economics (11) 2015-03-22 2015-12-01 2016-11-13 2017-02-26 2017-09-03 2018-01-22 2018-09-17 2019-05-13 2023-03-27 2023-03-27 2023-04-24. Author is listed
- NEP-CBA: Central Banking (10) 2015-03-22 2015-12-01 2016-11-13 2017-02-26 2017-09-03 2018-01-22 2018-09-17 2019-05-13 2023-03-27 2023-03-27. Author is listed
- NEP-DGE: Dynamic General Equilibrium (9) 2015-08-19 2016-11-13 2017-09-03 2017-09-17 2018-01-22 2018-09-17 2022-02-21 2023-01-23 2023-03-27. Author is listed
- NEP-BAN: Banking (2) 2023-03-27 2023-04-24
- NEP-ECM: Econometrics (2) 2015-06-05 2017-09-17
- NEP-EEC: European Economics (2) 2023-03-27 2023-04-24
- NEP-UPT: Utility Models and Prospect Theory (2) 2015-03-22 2015-12-01
- NEP-COM: Industrial Competition (1) 2019-05-13
- NEP-CWA: Central and Western Asia (1) 2022-02-21
- NEP-ETS: Econometric Time Series (1) 2015-06-05
- NEP-FOR: Forecasting (1) 2015-08-19
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