Discussion paper DP18166 Decomposing the monetary policy multiplier Piergiorgio Alessandri Òscar Jordà Fabrizio Venditti 25 May 2023 Monetary Economics and Fluctuations C13 C32 E32 E52
Discussion paper DP14107 Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model Davide Delle Monache Ivan Petrella Fabrizio Venditti 7 Nov 2019 Financial Economics Monetary Economics and Fluctuations C32 C51 C53 E44 G12
Discussion paper DP11599 Adaptive state space models with applications to the business cycle and financial stress Ivan Petrella Fabrizio Venditti Davide Delle Monache 3 Nov 2016 Monetary Economics and Fluctuations C22 C32 C51 C53 E31
Discussion paper DP11560 Large Time-Varying Parameter VARs: A Non-Parametric Approach Massimiliano Marcellino George Kapetanios Fabrizio Venditti 6 Oct 2016 Monetary Economics and Fluctuations
Discussion paper DP9334 Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility Massimiliano Marcellino Fabrizio Venditti 10 Feb 2013 International Macroeconomics C22 E27 E32
