Photo of Matteo Luciani

Matteo Luciani

Education

  • Ph.D., Economics, University of Rome "La Sapienza", 2010
  • M.A., Economics, University of Southern California, 2005
  • B.A., Economics, University of Rome TRE, 2004
Current Research Topics
  • Non Stationary Dynamic Factor Models
  • Real Time Forecasting
  • Senior Economist

    Board of Governors of the Federal Reserve System

    2015 - present
  • Postdoctoral Researcher

    Université libre de Bruxelles

    2010 - 2015
  • Barigozzi, Matteo, Marco Lippi, and Matteo Luciani (2016). "Non-Stationary Dynamic Factor Models for Large Datasets," Finance and Economics Discussion Series 2016-024. Board of Governors of the Federal Reserve System (U.S.).
  • Barigozzi, Matteo, Marco Lippi, and Matteo Luciani (2016). "Dynamic Factor Models, Cointegration, and Error Correction Mechanisms," Finance and Economics Discussion Series 2016-018. Board of Governors of the Federal Reserve System (U.S.).
  • Luciani, Matteo, Madhavi Pundit, Arief Ramayandi, and Giovanni Veronese (2015). "Nowcasting Indonesia," Finance and Economics Discussion Series 2015-100. Board of Governors of the Federal Reserve System (U.S.).
  • Dungey, Mardi, Matteo Luciani, Marius Matei, and David Veredas (2015). "Surfing through the GFC: Systemic Risk in Australia," ECARES working paper 2015-25. European Center for Advanced Research in Economics and Statistics, Université Libre de Bruxelles.
  • Luciani, Matteo (2015). "Monetary Policy and the Housing Market: A Structural Factor Analysis," Journal of Applied Econometrics, vol. 30, no. 2, pp. 199-218.
  • Luciani, Matteo, and Veredas, David (2015). "Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models," Journal of Forecasting, vol. 34, no. 3, pp. 163-176.
  • Dungey, Mardi, Matteo Luciani, and David Veredas (2014). "The Emergence of Systemically Important Insurers," CIFR Paper 0308. Centre for International Finance and Regulation.
  • Barigozzi, Matteo, Antonio M. Conti, and Matteo Luciani (2014). "Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?" Oxford Bulletin of Economics and Statistics, vol. 76, no. 5, pp. 693-714.
  • Luciani, Matteo (2014). "Forecasting with Approximate Dynamic Factor Models: The Role of Non-pervasive Shocks," International Journal of Forecasting, vol. 30, no. 1, pp. 20-29.
  • Luciani, Matteo, and Lorenzo Ricci (2014). "Nowcasting Norway," International Journal of Central Banking, vol. 10, no. 4, pp. 215-248.
  • Dungey, Mardi, Matteo Luciani, and David Veredas (2012). "Ranking Systemically Important Financial Institutions," Tinbergen Institute Discussion Papers 12-115/IV/DSF44. Tinbergen Institute.
  • Luciani, Matteo, Paolo Guerrieri, and Valentina Meliciani (2011). "The Determinants of Investment in Information and Communication Technologies," Economics of Innovation and New Technology, vol. 20, no. 4, pp. 387-403.
  • Luciani, Matteo (2004). "A VAR Model for the Analysis of the Effects of Monetary Policy in the Euro Area," Rivista di Politica Economica, vol. 94, no. 11-12, pp. 175-214.
  • conference

    July 2016

    Workshop on Forecasting & Empirical Methods, NBER Summer Institute, Cambridge, MA

    Non-Stationary Dynamic Factor Models for Large Datasets

  • conference

    June 2016

    3rd Conference of the International Association for Applied Econometrics, University of Milano-Bicocca, Italy

    Non-Stationary Dynamic Factor Models for Large Datasets

  • conference

    June 2016

    North American Summer Meetings of the Econometric Society, Philadelphia, PA

    Non-Stationary Dynamic Factor Models for Large Datasets

  • conference

    June 2016

    50th Annual Conference of the Canadian Economics Association, University of Ottawa, Canada

    Non-Stationary Dynamic Factor Models for Large Datasets

  • conference

    May 2016

    Conference on Nowcasting in the Federal Reserve System, Nashville, TN

    Nowcasting Indonesia

  • conference

    December 2015

    European Winter Meetings of the Econometric Society, Bocconi University, Milan, Italy

    Non-Stationary Dynamic Factor Models for Large Datasets

  • conference

    December 2015

    9th CSDA International Conference on Computational and Financial Econometrics, Senate House, University of London

    Non-Stationary Dynamic Factor Models for Large Datasets

  • seminar

    June 2015

    Asian Development Bank, Manila, Philippines

    Nowcasting Indonesia

  • seminar

    March 2015

    University of Antwerpen, Belgium

    Monetary Policy and the Housing Market

  • seminar

    February 2015

    Bilkent University, Turkey

    Dynamic Factor Models, Cointegration, and Error Correction Mechanisms

  • seminar

    February 2015

    Koc University, Turkey

    Dynamic Factor Models, Cointegration, and Error Correction Mechanisms

  • seminar

    February 2015

    Universite de Namur, Belgium

    Dynamic Factor Models, Cointegration, and Error Correction Mechanisms

  • seminar

    January 2015

    Federal Reserve Board

    Dynamic Factor Models, Cointegration, and Error Correction Mechanisms

  • seminar

    January 2015

    Bank of Italy

    Dynamic Factor Models, Cointegration, and Error Correction Mechanisms

Referee
  • Canadian Economic Journal
  • Computational Statistics and Data Analysis
  • Economics of Innovation and New Technology
  • Empirical Economics
  • Energy Economics
  • International Journal of Central Banking
  • International Journal of Forecasting
  • Journal of Applied Econometrics
  • Journal of Banking and Finance
  • Journal of Business & Economic Statistics
  • Journal of Econometrics
  • Journal of Financial Econometrics
  • Journal of Forecasting
  • Journal of Money Credit and Banking
  • Journal of the European Economic Association
  • Oxford Bulletin of Economics and Statistics
  • Quantitative Finance
  • Statistica Sinica
Last update: May 19, 2017