Marco Jacopo Lombardi

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	All	Since 2019
Citations	3168	1634
h-index	25	20
i10-index	35	27

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Alessandro GalesiData Scientist at IdealistaVerified email at idealista.com
Leonardo GambacortaBank for International SettlementsVerified email at bis.org
Hyun Song ShinEconomic Adviser and Head of Research, Bank for International SettlementsVerified email at bis.org
Ryan Niladri BanerjeeBank for International SettlementsVerified email at bis.org
Patrizio PaganoBanca d’ItaliaVerified email at bancaditalia.it
Francesco RavazzoloBI Norwegian Business School and Free University of Bozen-BolzanoVerified email at unibz.it
Giorgio Calzolariprofessor of econometrics, Universita' di Firenze,ItalyVerified email at ds.unifi.it
Chiara OsbatEuropean Central BankVerified email at ecb.int
Simon GodsillUniversity of CambridgeVerified email at eng.cam.ac.uk
Ilhyock ShimBank for International SettlementsVerified email at bis.org
Stephane DeesBanque de France and Univ. BordeauxVerified email at banque-france.fr
Giampiero M. GalloConsigliere Corte dei Conti, Roma, ItalyVerified email at corteconti.it
David VeredasVlerick Business SchoolVerified email at vlerick.com
Dubravko MihaljekInstitute of Public Finance, ZagrebVerified email at ijf.hr
Fernando AvalosBank for International SettlementsVerified email at bis.org
Fabrizio ZampolliBank for International SettlementsVerified email at bis.org
Denise OsbornEmeritus Professor of Econometrics, University of ManchesterVerified email at manchester.ac.uk
Boris HofmannBank for International SettlementsVerified email at bis.org
marianna riggiBank of ItalyVerified email at bancaditalia.it
Eliana VivianoBank of ItalyVerified email at bancaditalia.it

Marco Jacopo Lombardi

Bank for International Settlements

Verified email at bis.org - Homepage

Monetary economics International finance Time series analysis Bayesian econometrics


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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	330	2013
A shadow policy rate to calibrate US monetary policy at the zero lower bound MJ Lombardi, F Zhu 56th issue (December 2018) of the International Journal of Central Banking, 2023	287	2023
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	255*	2015
The real effects of household debt in the short and long run MJ Lombardi, MS Mohanty, I Shim BIS Working Paper, 2017	234	2017
External shocks and international inflation linkages A Galesi, MJ Lombardi The GVAR Handbook: Structure and Applications of a Macro Model of the Global …, 2013	206*	2013
Global commodity cycles and linkages: a FAVAR approach MJ Lombardi, C Osbat, B Schnatz Empirical Economics 43, 651-670, 2012	171	2012
Do financial investors destabilize the oil price? MJ Lombardi, I Van Robays Available at SSRN 2281796, 2011	160	2011
On the correlation between commodity and equity returns: implications for portfolio allocation M Lombardi, F Ravazzolo	153	2013
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	119*	2019
The role of financial variables in predicting economic activity R Espinoza, F Fornari, MJ Lombardi Journal of Forecasting 31 (1), 15-46, 2012	110*	2012
Global impact of US and euro area unconventional monetary policies: a comparison Q Chen, MJ Lombardi, A Ross, F Zhu BIS working paper, 2017	97	2017
Interest rate pass-through since the financial crisis A Illes, MJ Lombardi BIS Quarterly Review, September, 2013	95	2013
Oil and debt D Domanski, J Kearns, MJ Lombardi, HS Shin BIS Quarterly Review March, 2015	94	2015
(Why) is investment weak? R Banerjee, J Kearns, MJ Lombardi BIS Quarterly Review March, 2015	87	2015
Bayesian inference for α-stable distributions: A random walk MCMC approach MJ Lombardi Computational statistics & data analysis 51 (5), 2688-2700, 2007	85	2007
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
The two-regime view of inflation CEV Borio, M Lombardi, J Yetman, E Zakrajšek BIS, Bank for International Settlements, 2023	59	2023
Indirect estimation of α-stable stochastic volatility models MJ Lombardi, G Calzolari Computational Statistics & Data Analysis 53 (6), 2298-2308, 2009	49	2009
Fiscal sustainability and the financial cycle CEV Borio, MJ Lombardi, F Zampolli BIS working paper, 2016	48	2016
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	47*	2020

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