Matteo Ciccarelli
Matteo Ciccarelli
Head of Division, European Central Bank
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Panel Vector Autoregressive Models: A Survey☆ The views expressed in this article are those of the authors and do not necessarily reflect those of the ECB or the Eurosystem.
F Canova, M Ciccarelli
VAR models in macroeconomics–new developments and applications: Essays in …, 2013
Global inflation
M Ciccarelli, B Mojon
The Review of Economics and Statistics 92 (3), 524-535, 2010
Trusting the bankers: A new look at the credit channel of monetary policy
M Ciccarelli, A Maddaloni, JL Peydró
Review of Economic Dynamics 18 (4), 979-1002, 2015
Estimating multicountry VAR models
F Canova, M Ciccarelli
International economic review 50 (3), 929-959, 2009
Similarities and convergence in G-7 cycles
F Canova, M Ciccarelli, E Ortega
Journal of Monetary economics 54 (3), 850-878, 2007
Heterogeneous transmission mechanism: monetary policy and financial fragility in the eurozone
M Ciccarelli, A Maddaloni, JL Peydró
Economic Policy 28 (75), 459-512, 2013
Profit differentials and innovation
E Cefis, M Ciccarelli
Economics of Innovation and New Technology 14 (1-2), 43-61, 2005
Forecasting and turning point predictions in a Bayesian panel VAR model
F Canova, M Ciccarelli
Journal of Econometrics 120 (2), 327-359, 2004
Mending the broken link: Heterogeneous bank lending rates and monetary policy pass-through
C Altavilla, F Canova, M Ciccarelli
Journal of Monetary Economics 110, 81-98, 2020
Low inflation in the euro area: Causes and Consequences
M Ciccarelli, C Osbat
ECB Occasional Paper no 181, 2017
Global inflation
M Ciccarelli, B Mojon
ECB working paper, 2005
Do institutional changes affect business cycles? Evidence from Europe
F Canova, M Ciccarelli, E Ortega
Journal of Economic Dynamics and Control 36 (10), 1520-1533, 2012
Bayesian VARs: A survey of the recent literature with an application to the European Monetary System
MM Ciccarelli, MA Rebucci
International Monetary Fund, 2003
Price setting and inflation persistence: did EMU matter?
I Angeloni, L Aucremanne, M Ciccarelli
Economic Policy 21 (46), 354-387, 2006
The transmission mechanism of European monetary policy: is there heterogeneity? Is it changing over time?
M Ciccarelli, A Rebucci
IMF Working Paper, 2002
The link between labor cost and price inflation in the euro area
E Bobeica, M Ciccarelli, I Vansteenkiste
ECB Working paper, 2019
Has the transmission mechanism of European monetary policy changed in the run-up to EMU?
M Ciccarelli, A Rebucci
European Economic Review 50 (3), 737-776, 2006
ClubMed? Cyclical fluctuations in the Mediterranean basin
F Canova, M Ciccarelli
Journal of International Economics 88 (1), 162-175, 2012
Introducing ECB-BASE: The blueprint of the new ECB semi-structural model for the euro area
E Angelini, N Bokan, KP Christoffel, M Ciccarelli, S Zimic
Available at SSRN 3454511, 2019
Demand or supply? An empirical exploration of the effects of climate change on the macroeconomy
M Ciccarelli, F Marotta
Energy Economics 129, 107163, 2024
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