Search Results - "Venditti, Fabrizio"

From oil to consumer energy prices: How much asymmetry along the way? by Venditti, Fabrizio

“…A longstanding question in macroeconomics is whether fuel prices react more to increases than to decreases of the price of oil. This paper analyzes the…”
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The time varying effect of oil price shocks on euro-area exports by Riggi, Marianna, Venditti, Fabrizio

“…In this paper we provide novel evidence on changes in the relationship between the real price of oil and real exports in the euro area. By combining robust…”
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Oil price shocks in real time by Gazzani, Andrea, Venditti, Fabrizio, Veronese, Giovanni

“…Oil prices contain information on global shocks of key relevance for monetary policy decisions. We propose a novel approach to identify these shocks at the…”
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Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility by Marcellino, Massimiliano, Porqueddu, Mario, Venditti, Fabrizio

“…In this article, we develop a mixed frequency dynamic factor model in which the disturbances of both the latent common factor and of the idiosyncratic…”
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Failing to Forecast Low Inflation and Phillips Curve Instability: A Euro-Area Perspective by Riggi, Marianna, Venditti, Fabrizio

“…Professional forecasters failed to anticipate the sharp fall in inflation in the euro area in 2013–2014. We investigate whether this forecasting failure can be…”
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The fundamentals of safe assets by Habib, Maurizio Michael, Stracca, Livio, Venditti, Fabrizio

“…We study what makes government bonds a safe asset. Building on a sample of monthly changes in government bond yields in 40 advanced and emerging countries, we…”
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Large time‐varying parameter VARs: A nonparametric approach by Kapetanios, George, Marcellino, Massimiliano, Venditti, Fabrizio

“…Summary In this paper we introduce a nonparametric estimation method for a large Vector Autoregression (VAR) with time‐varying parameters. The estimators and…”
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Measuring Financial Conditions using Equal Weights Combination by Arrigoni, Simone, Bobasu, Alina, Venditti, Fabrizio

“…In this paper, we assess the merits of financial condition indices (FCIs) constructed using equal weights averaging versus alternatives that use data reduction…”
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Short-term inflation forecasting: The M.E.T.A. approach by Sbrana, Giacomo, Silvestrini, Andrea, Venditti, Fabrizio

“…Forecasting inflation is an important and challenging task. This paper assumes that the core inflation components evolve as a multivariate local level process…”
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Strategic interactions and price dynamics in the global oil market by Alonso-Alvarez, Irma, Di Nino, Virginia, Venditti, Fabrizio

“…In a simplified theoretical framework, we model the strategic interactions between OPEC and non-OPEC producers and the implications for the global oil market…”
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Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model by Monache, Davide Delle, Petrella, Ivan, Venditti, Fabrizio

“…Abstract-In this article, we develop a general framework to analyze state space models with time-varying system matrices, where time variation is driven by the…”
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Forecasting economic activity with targeted predictors by Bulligan, Guido, Marcellino, Massimiliano, Venditti, Fabrizio

“…In this paper we explore the forecasting performances of methods based on a pre-selection of monthly indicators from large panels of time series. After a…”
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Essays on models with time-varying parameters for forecasting and policy analysis by Venditti, Fabrizio

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Forecasting inflation and tracking monetary policy in the euro area: does national information help? by Cristadoro, Riccardo, Saporito, Giuseppe, Venditti, Fabrizio

“…The ECB target is set in terms of the year on year growth rate of the euro area Harmonized Index of Consumer Prices. Nonetheless, a good deal of attention is…”
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Semantic Integration of Peer to Peer Systems: A Doxastic Approach by Vetere, G., Venditti, F., Faraotti, A.

“…Peer to peer information integration takes place when, within internetworking systems, a dependency between provided and consumed information is maintained. At…”
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