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Marco Jacopo Lombardi
标题
引用次数
引用次数
年份
The impact of monetary policy shocks on commodity prices
A Anzuini, MJ Lombardi, P Pagano
International Journal of Central Banking 9 (3), 119-144, 2013
3272013
A shadow policy rate to calibrate US monetary policy at the zero lower bound
MJ Lombardi, F Zhu
BIS working paper, 2014
2812014
Has the transmission of policy rates to lending rates changed in the wake of the global financial crisis?
L Gambacorta, A Illes, MJ Lombardi
International Finance 18 (3), 263-280, 2015
252*2015
The real effects of household debt in the short and long run
MJ Lombardi, MS Mohanty, I Shim
BIS Working Paper, 2017
2262017
External shocks and international inflation linkages
A Galesi, MJ Lombardi
The GVAR Handbook: Structure and Applications of a Macro Model of the Global …, 2013
203*2013
Global commodity cycles and linkages: a FAVAR approach
MJ Lombardi, C Osbat, B Schnatz
Empirical Economics 43, 651-670, 2012
1682012
Do financial investors destabilize the oil price?
MJ Lombardi, I Van Robays
Available at SSRN 2281796, 2011
1602011
On the correlation between commodity and equity returns: implications for portfolio allocation
M Lombardi, F Ravazzolo
1472013
The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs
A Illes, MJ Lombardi, P Mizen
Journal of International Money and Finance 93, 117-141, 2019
116*2019
The role of financial variables in predicting economic activity
R Espinoza, F Fornari, MJ Lombardi
Journal of Forecasting 31 (1), 15-46, 2012
1082012
Global impact of US and euro area unconventional monetary policies: a comparison
Q Chen, MJ Lombardi, A Ross, F Zhu
BIS working paper, 2017
962017
Interest rate pass-through since the financial crisis
A Illes, MJ Lombardi
BIS Quarterly Review, September, 2013
942013
Oil and debt
D Domanski, J Kearns, MJ Lombardi, HS Shin
BIS Quarterly Review March, 2015
922015
(Why) is investment weak?
R Banerjee, J Kearns, MJ Lombardi
BIS Quarterly Review March, 2015
862015
Bayesian inference for α-stable distributions: A random walk MCMC approach
MJ Lombardi
Computational statistics & data analysis 51 (5), 2688-2700, 2007
842007
On-line bayesian estimation of signals in symmetric/spl alpha/-stable noise
MJ Lombardi, SJ Godsill
IEEE Transactions on Signal Processing 54 (2), 775-779, 2006
61*2006
Indirect estimation of α-stable stochastic volatility models
MJ Lombardi, G Calzolari
Computational Statistics & Data Analysis 53 (6), 2298-2308, 2009
492009
Fiscal sustainability and the financial cycle
CEV Borio, MJ Lombardi, F Zampolli
BIS working paper, 2016
482016
The dollar, bank leverage, and real economic activity: An evolving relationship
B Erik, MJ Lombardi, D Mihaljek, HS Shin
AEA Papers and Proceedings 110, 529-534, 2020
44*2020
Indirect estimation of elliptical stable distributions
MJ Lombardi, D Veredas
Computational statistics & data analysis 53 (6), 2309-2324, 2009
40*2009
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