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Matteo Ciccarelli


Functions:

  • Senior Adviser in DG-Research

Fields of interest:

  • Macroeconometrics, Bayesian Econometrics, International Business Cycles

Education:

  • Ph.D. in Economics, Universitat Pompeu Fabra, Barcelona, Spain

Professional experience:

  • 2003- Directoral General Research, ECB Frankfurt
  • 1999-2003 Assistant Professor, University of Alicante, Spain

Awards:

  • Isaac Kerstenetzky Award 2010 for the paper: Trusting the bankers. A new look at the credit channel of monetary policy
  • Outstanding Author Contribution in the 2014 Emerald Literati Network Awards for Excellence, for the paper: 'Panel Vector Autoregressive Models: A Survey’ published in Advances in Econometrics.

Teaching experience:

  • Intermediate Macroeconomics (Undergraduate) - Universitat Pompeu Fabra - 1998
  • Econometrics I and II (Undergraduate) - University of Alicante - 1999-2003
  • Bayesian Econometrics (Graduate) - Various institutions and summer schools - 2003-2011
No. Title Authors
1995 Unconventional monetary policy and the anchoring of inflation expectations Matteo Ciccarelli, Juan Angel García, Carlos Montes-Galdón
1978 Mending the broken link: heterogeneous bank lending and monetary policy pass-through Carlo Altavilla, Fabio Canova, Matteo Ciccarelli
1857 International spillovers in inflation expectations Matteo Ciccarelli, Juan Angel García
1527 Heterogeneous transmission mechanism: monetary policy and financial fragility in the euro area Matteo Ciccarelli, Angela Maddaloni, José-Luis Peydró
1507 Panel vector autoregressive models: a survey Fabio Canova, Matteo Ciccarelli
1498 Heterogeneity and cross-country spillovers in macroeconomic-financial linkages Matteo Ciccarelli, Eva Ortega, Maria Teresa Valderrama
1367 Cyclical fluctuations in the Mediterranean basin Fabio Canova, Matteo Ciccarelli
1228 Trusting the bankers: a new look at the credit channel of monetary policy Matteo Ciccarelli, Angela Maddaloni, José-Luis Peydró
1089 The effects of monetary policy on unemployment dynamics under model uncertainty: evidence from the US and the euro area Carlo Altavilla, Matteo Ciccarelli
996 What drives euro area break-even inflation rates? Matteo Ciccarelli, Juan Angel Garcí­a
846 Information combination and forecast (st)ability evidence from vintages of time-series data Carlo Altavilla, Matteo Ciccarelli
725 Inflation Forecasts, monetary policy and unemployment dynamics: evidence from the US and the euro area Carlo Altavilla, Matteo Ciccarelli
646 The Dutch block of the ESCB multi-country model Elena Angelini, Frédéric Boissay, Matteo Ciccarelli
603 Estimating multi-country VAR models Fabio Canova, Matteo Ciccarelli
597 Price setting and inflation persistence: did EMU matter? Ignazio Angeloni, Luc Aucremanne, Matteo Ciccarelli
537 Global inflation Matteo Ciccarelli, Benoît Mojon
312 Similarities and convergence in G-7 cycles Fabio Canova, Matteo Ciccarelli, Eva Ortega
263 Measuring contagion with a Bayesian, time-varying coefficient model Matteo Ciccarelli, Alessandro Rebucci
Title Authors Where Date
Commonalities and cross-country spillovers in macroeconomic financial linkages Matteo Ciccarelli The B.E. Journal of Macroeconomics, 16.2016 2015-12-17
Panel Vector Autoregressive Models: A Survey F. Canova and M. Ciccarelli Advances in Econometrics, Vol. 32 2013-04-12
Heterogeneous transmission mechanism: monetary policy and financial fragility in the eurozone M. Ciccarelli, A. Maddaloni, J.L. Peydró Economic Policy 2013-07-15
ClubMed? Cyclical fluctuations in the Mediterranean basin F. Canova and M. Ciccarelli Journal of International Economics 2012-03-29
Do institutional changes affect business cycles? Evidence from Europe F. Canova, M. Ciccarelli and E. Ortega Journal of Economic Dynamics and Control 2012-04-17
Global Inflation M. Ciccarelli and B. Mojon Review of Economics and Statistics 2010-07-09
Inflation Forecasts, monetary policy and unemployment dynamics: evidence from the US and the euro area C. Altavilla and M. Ciccarelli Economic Modelling 2010-01-04
The effects of monetary policy on unemployment dynamics under model uncertainty: Evidence from the US and the euro area C. Altavilla and M. Ciccarelli Journal of Money, Credit and Banking 2009-10-01
Estimating Multi-country VAR models F. Canova and M. Ciccarelli International Economic Review 2009-08-03
Similarities and convergence in G7 cycles F. Canova, M. Ciccarelli, and E. Ortega Journal of Monetary Economics 2007-05-01
Measuring contagion and interdependence with a Bayesian time-varying coefficient model: an application to the Chilean FX market during the Argentine crisis M. Ciccarelli and A. Rebucci Journal of Financial Econometrics 2007-03-08