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Matteo Luciani

Federal Reserve (from arXiv:2602.05226, 2026) · ORCID · OpenAlex

30 papers in scope · 27 published · 6 on the econ.EM arXiv · 676 citations · h-index 13 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Mike West
  2. Domenico Giannone
  3. Tobias Adrian
  4. Matteo Barigozzi
  5. Emily Tallman
  6. Esther Ruiz
  7. Tony Chernis
  8. Miguel C. Herculano
  9. Gian Pietro Bellocca
  10. Vladimir Rodríguez-Caballero
  11. Claudio Lissona
  12. Minzhengxiong Zhang
  13. Matthew C. Johnson
  14. Diego Fresoli
  15. Pilar Poncela
  16. G. Ricco
  17. Tak-Shing Chan
  18. Ignacio Garrón
  19. Filippo Pellegrino
  20. Thomas Hasenzagl

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(6 of 30)

Risks and Uncertainty in Monetary Policy
working paper2026 · arXiv
with Tobias Adrian, Domenico Giannone, Mike West
Paper profile arXiv arXiv:2606.16708
Predictive Synthesis under Sporadic Participation: Evidence from Inflation Density Surveys
working paper2026 · arXiv
with Matthew C. Johnson, Minzhengxiong Zhang, Kenichiro McAlinn
Paper profile arXiv arXiv:2602.05226
Scenario Synthesis and Macroeconomic Risk
published2025 · Finance and Economics Discussion Series · 2 citations
with Domenico Giannone Tobias Adrian, Mike West, Tobias Adrian, Domenico Giannone
Paper profile Finance and Economics Discussion Series arXiv:2505.05193
The Euro Area has a growth problem
published2025 · FEDS Notes
with Matteo Barigozzi, Claudio Lissona
FEDS Notes
Measuring the Euro Area Output Gap
published2024 · European Economic Review · 3 citations
with Matteo Barigozzi, Claudio Lissona
Paper profile European Economic Review arXiv:2505.05536
Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm
published2024 · Finance and Economics Discussion Series · 12 citations · first circulated 2019
with Matteo Barigozzi
Paper profile Finance and Economics Discussion Series arXiv:1910.03821
Inferential theory for generalized dynamic factor models
published2023 · Journal of Econometrics · 12 citations
with Matteo Barigozzi, Marc Hallin, Paolo Zaffaroni
Journal of Econometrics
Measuring the Output Gap using Large Datasets
published2021 · The Review of Economics and Statistics · 27 citations · first circulated 2018
with Matteo Barigozzi
The Review of Economics and Statistics
Relative prices and pure inflation since the mid-1990s
published2021 · Finance and Economics Discussion Series · 1 citations
with Hie Joo Ahn
Finance and Economics Discussion Series
Quantifying the COVID-19 Effects on Core PCE Price Inflation
published2021 · FEDS Notes
FEDS Notes
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I ( 1 ) cointegrated factors
published2020 · Journal of Econometrics · 38 citations
with Matteo Barigozzi, Marco Lippi
Journal of Econometrics
Common and Idiosyncratic Inflation
published2020 · Finance and Economics Discussion Series · 8 citations
with Hie Joo Ahn
Finance and Economics Discussion Series
Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors
published2020 · Econometrics · 26 citations
with Matteo Barigozzi, Marco Lippi
Econometrics
Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models
working paper2019 · arXiv · 3 citations
with Matteo Barigozzi
Paper profile arXiv arXiv:1910.09841
Oil Price Pass-through into Core Inflation
published2019 · The Energy Journal · 88 citations · first circulated 2017
with Cristina Conflitti
The Energy Journal
Comparing Two Measures of Core Inflation: PCE Excluding Food & Energy vs. the Trimmed Mean PCE Index
published2019 · FEDS Notes · 8 citations
with Riccardo Trezzi
FEDS Notes
Do National Account Statistics Underestimate US Real Output Growth?
published2018 · FEDS Notes · 3 citations
with Matteo Barigozzi
FEDS Notes
Systemic risk in the US: Interconnectedness as a circuit breaker
published2017 · Economic Modelling · 23 citations
with Mardi Dungey, David Veredas
Economic Modelling
Common Factors, Trends, and Cycles in Large Datasets
published2017 · Finance and Economics Discussion Series · 1 citations
with Matteo Barigozzi
Finance and Economics Discussion Series
Nowcasting Indonesia
published2017 · Empirical Economics · 17 citations · first circulated 2015
with Madhavi Pundit, Arief Ramayandi, Giovanni Veronese
Empirical Economics
Surfing through the GFC: Systemic Risk in Australia
published2016 · Economic Record · 6 citations · first circulated 2015
with Mardi Dungey, Marius Matei, David Veredas
Economic Record
Dynamic Factor Models, Cointegration, and Error Correction Mechanisms
published2016 · Finance and Economics Discussion Series · 20 citations · first circulated 2014
with Matteo Barigozzi, Marco Lippi
Finance and Economics Discussion Series
Non-Stationary Dynamic Factor Models for Large Datasets
published2016 · Finance and Economics Discussion Series · 20 citations
with Matteo Barigozzi, Marco Lippi
Finance and Economics Discussion Series
Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models
published2015 · Journal of Forecasting · 40 citations
with David Veredas
Journal of Forecasting
Forecasting with approximate dynamic factor models: The role of non-pervasive shocks
published2013 · International Journal of Forecasting · 16 citations · first circulated 2011
International Journal of Forecasting
Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?
published2013 · Oxford Bulletin of Economics and Statistics · 207 citations · first circulated 2012
with Matteo Barigozzi, Antonio Maria Conti
Oxford Bulletin of Economics and Statistics
Monetary Policy and the Housing Market: A Structural Factor Analysis
published2013 · Journal of Applied Econometrics · 22 citations · first circulated 2010
Journal of Applied Econometrics
The determinants of investment in information and communication technologies
published2011 · Economics of Innovation and New Technology · 65 citations
with Paolo Guerrieri, Valentina Meliciani
Economics of Innovation and New Technology
Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model
published2011 · Economic papers · 4 citations
with Matteo Barigozzi, Antonio Maria Conti
no link
Endogenizing ICT: Quantitative Results
published2007 · Collegium: news from the College of Europe = nouvelles du Collège d'Europe · 4 citations
with Carlo Padoan
Collegium: news from the College of Europe = nouvelles du Collège d'Europe

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.