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Luca Barbaglia

Joint Research Centre (from arXiv:2401.10054, 2024) · ORCID · OpenAlex

13 papers in scope · 11 published · 2 on the econ.EM arXiv · 339 citations · h-index 8 (over the papers listed here)

Related authors

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

  1. Jonas Striaukas
  2. Éric Ghysels
  3. Andrii Babii
  4. Ryan T. Ball
  5. Konstantin Boss
  6. Luigi Longo
  7. Andreas Pick
  8. Allan Timmermann
  9. Junsu Pan
  10. Anna E. C. Simoni
  11. Tommaso Tornese
  12. Andrea Renzetti
  13. Matteo Mogliani
  14. Dan Zhu
  15. Jad Beyhum
  16. Aubrey Poon
  17. M. Hashem Pesaran
  18. Luca Onorante
  19. Massimiliano Marcellino
  20. Marcelo C. Medeiros

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

(3 of 13)

Factor-Augmented Machine Learning Panel Regressions
working paper2026 · arXiv
with Andrii Babii, Éric Ghysels, Jonas Striaukas
Paper profile arXiv arXiv:2607.06368
A climate stress testing exercise on loans to European small and medium enterprises
published2026 · Energy Economics · first circulated 2025
with Yujia Chen, Zhenghong Ding, Raffaella Calabrese, Serena Fatica, Zhixia Ding
Energy Economics
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model
published2025 · International Journal of Forecasting · first circulated 2024
with Lorenzo Frattarolo, Niko Hauzenberger, Dominik Hirschbühl, Florian Huber, Luca Onorante, Michael Pfarrhofer, Luca Tiozzo Pezzoli, Dominik Hirschbuehl
Paper profile International Journal of Forecasting arXiv:2401.10054
Sentiment analysis of economic text: A lexicon‐based approach
published2024 · Economic Inquiry · 19 citations · first circulated 2022
with Sergio Consoli, Sebastiano Manzan, Luca Tiozzo Pezzoli, Elisa Tosetti
Economic Inquiry
Household debt and economic growth in Europe
published2024 · Macroeconomic Dynamics · 3 citations · first circulated 2020
with Sebastiano Manzan, Elisa Tosetti
Macroeconomic Dynamics
Forecasting GDP in Europe with textual data
published2024 · Journal of Applied Econometrics · 15 citations · first circulated 2021
with Sergio Consoli, Sebastiano Manzan
Journal of Applied Econometrics
Nowcasting and Aggregation: Why Small Euro Area Countries Matter
working paper2024 · arXiv
with Andrii Babii, Éric Ghysels, Jonas Striaukas
Paper profile arXiv arXiv:2509.24780
Testing big data in a big crisis: Nowcasting under Covid-19
published2022 · International Journal of Forecasting · 31 citations
with Lorenzo Frattarolo, Luca Onorante, Filippo Maria Pericoli, Marco Ratto, Luca Tiozzo Pezzoli
International Journal of Forecasting
Forecasting with Economic News
published2022 · Journal of Business and Economic Statistics · 96 citations · first circulated 2020
with Sergio Consoli, Sebastiano Manzan
Journal of Business and Economic Statistics
Forecasting Loan Default in Europe with Machine Learning
published2021 · Journal of Financial Econometrics · 51 citations · first circulated 2020
with Sebastiano Manzan, Elisa Tosetti
Journal of Financial Econometrics
Volatility spillovers in commodity markets: A large t-vector autoregressive approach
published2019 · Energy Economics · 98 citations
with Christophe Croux, Ines Wilms
Energy Economics
Multiclass Vector Auto-Regressive Models for Multistore Sales Data
published2017 · Journal of the Royal Statistical Society Series C (Applied Statistics) · 8 citations
with Ines Wilms, Christophe Croux
Journal of the Royal Statistical Society Series C (Applied Statistics)
Commodity dynamics: A sparse multi-class approach
published2016 · Energy Economics · 18 citations
with Ines Wilms, Christophe Croux
Energy Economics

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.