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Luca Onorante

European Commission (from arXiv:2506.10546, 2025) · ORCID · OpenAlex

22 papers in scope · 20 published · 7 on the econ.EM arXiv · 619 citations · h-index 12 (over the papers listed here)

Related authors

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

  1. Florian Huber
  2. Gary Koop
  3. David J. Kohns
  4. Rubén Loaiza-Maya
  5. Worapree Maneesoonthorn
  6. Niko Hauzenberger
  7. Didier Nibbering
  8. John M. Maheu
  9. Luca Rossini
  10. Paponpat Taveeapiradeecharoen
  11. Nattapol Aunsri
  12. David T. Frazier
  13. Gael M. Martin
  14. Joshua C. C. Chan
  15. Michael Pfarrhofer
  16. Jan Prüser
  17. David J. Nott
  18. Sylvia Frühwirth-Schnatter
  19. Sofia Rafaela Maito Velasco
  20. Shubhranshu Shekhar

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

(8 of 22)

Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model
published2025 · International Journal of Forecasting · first circulated 2024
with Luca Barbaglia, Lorenzo Frattarolo, Niko Hauzenberger, Dominik Hirschbühl, Florian Huber, Michael Pfarrhofer, Luca Tiozzo Pezzoli, Dominik Hirschbuehl
Paper profile International Journal of Forecasting arXiv:2401.10054
Nowcasting the euro area with social media data
working paper2025 · arXiv
with Konstantin Boss, Luigi Longo
Paper profile arXiv arXiv:2506.10546
Asymmetries in Financial Spillovers
working paper2024 · arXiv
with Florian Huber, Karin Klieber, Massimiliano Marcellino, Michael Pfarrhofer
Paper profile arXiv arXiv:2410.16214
The economic impact of general vs. targeted lockdowns: New insights from Italian municipalities
published2024 · Economic Modelling
with Zsombor Cseres-Gergely, Valentin Kecht, Julia Le Blanc
Economic Modelling
Merging Structural and Reduced-Form Models for Forecasting
published2024 · The B E Journal of Macroeconomics · 3 citations · first circulated 2019
with Jaime Martínez-Martín, Richard Morris, Fabio Massimo Piersanti
The B E Journal of Macroeconomics
Forecasting euro area inflation using a huge panel of survey expectations
published2023 · International Journal of Forecasting · 3 citations · first circulated 2022
with Florian Huber, Michael Pfarrhofer
Paper profile International Journal of Forecasting arXiv:2207.12225
Sources of economic policy uncertainty in the euro area: a machine learning approach
published2023 · European Economic Review · 39 citations · first circulated 2019
with Andrés Azqueta-Gavaldón, Dominik Hirschbühl, Lorena Sáiz, Marina Diakonova, Corinna Ghirelli, Javier J. Pérez
European Economic Review
Testing big data in a big crisis: Nowcasting under Covid-19
published2022 · International Journal of Forecasting · 31 citations
with Luca Barbaglia, Lorenzo Frattarolo, Filippo Maria Pericoli, Marco Ratto, Luca Tiozzo Pezzoli
International Journal of Forecasting
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
published2021 · Journal of Business and Economic Statistics · 31 citations · first circulated 2019
with Niko Hauzenberger, Florian Huber, Gary Koop
Paper profile Journal of Business and Economic Statistics arXiv:1910.10779
Nowcasting in a pandemic using non-parametric mixed frequency VARs
published2020 · Journal of Econometrics · 81 citations
with Florian Huber, Gary Koop, Michael Pfarrhofer, Josef Schreiner
Paper profile Journal of Econometrics arXiv:2008.12706
Combining shrinkage and sparsity in conjugate vector autoregressive models
published2020 · Journal of Applied Econometrics
with Niko Hauzenberger, Florian Huber
Paper profile Journal of Applied Econometrics arXiv:2002.08760
Fragility and the effect of international uncertainty shocks
published2020 · Journal of International Money and Finance · 30 citations
with Jesús Crespo Cuaresma, Florian Huber
Journal of International Money and Finance
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
published2020 · Journal of Business and Economic Statistics · 84 citations · first circulated 2019
with Florian Huber, Gary Koop
Paper profile Journal of Business and Economic Statistics arXiv:1905.10787
Countercyclical Capital Regulation in a Small Open Economy DSGE Model
published2018 · Macroeconomic Dynamics · 13 citations
with Matija Lozej, Ansgar Rannenberg
Macroeconomic Dynamics
Dynamic model averaging in large model spaces using dynamic Occam׳s window
published2015 · European Economic Review · 50 citations · first circulated 2014
with Adrian E. Raftery
European Economic Review
Assessing the impact of macroprudential measures
published2015 · Economics Letters · 3 citations
with Mary Cussen, Martin O’Brien, Gerard O’Reilly
no link
Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences
published2014 · Journal of Business and Economic Statistics · 65 citations
with Lucia Alessi, Éric Ghysels, Richard Peach, Simon Potter
Journal of Business and Economic Statistics
Rejoinder
published2014 · Journal of Business and Economic Statistics
with Lucia Alessi, Éric Ghysels, Richard Peach, Simon Potter
Journal of Business and Economic Statistics
Short-term inflation projections: A Bayesian vector autoregressive approach
published2013 · International Journal of Forecasting · 116 citations · first circulated 2010
with Domenico Giannone, Michèle Lenza, Daphné Momferatou
International Journal of Forecasting
Inflation and inflation uncertainty in the euro area
published2011 · Empirical Economics · 38 citations · first circulated 2009
with Guglielmo Maria Caporale, Paolo Paesani
Empirical Economics
The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area
published2009 · Journal of Policy Modeling · 32 citations · first circulated 2008
with Diego J. Pedregal, Javier J. Pérez, Sara Signorini
Journal of Policy Modeling
Measuring economic rowth and the new economy
published2001 · EIB papers = Cahiers BEI
with Patrick Vanhoudt
no link

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.