Ciccarelli, Matteo

Other current responsibilities
  • 2017-
    WGEM chairperson (shared with Eva Ortega, Banco de Espana)
Education
  • Ph.D. in Economics, Universitat Pompeu Fabra, Barcelona, Spain
Professional experience
  • 2017-
    Senior Adviser. Directorate General Economics
  • 2003-2017
    From Economist to Senior Adviser. Directorate General Research
  • 1999-2003
    Assistant Professor, University of Alicante, Spain
Teaching experience
  • 2003-2018
    Bayesian Econometrics (Graduate) - Various institutions and summer schools
  • 1999-2003
    Econometrics I and II (Undergraduate) - University of Alicante
  • 1998-1998
    Intermediate Macroeconomics (Undergraduate) - Universitat Pompeu Fabra - 1998
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.

ECB Occasional Paper Series

ECB Working Paper Series

2019
2017
2016
2015
2013
2012
2011
2010
2009
2007
2006
2005
2004
2003

Journal publications

2016
Matteo Ciccarelli
Commonalities and cross-country spillovers in macroeconomic financial linkages
The B.E. Journal of Macroeconomics, 16.2016
2015
M. Ciccarelli, A. Maddaloni and J. L. Peydró
Trusting the bankers: A new look at the credit channel of monetary policy
Review of Economic Dynamics
2013
F. Canova and M. Ciccarelli
Panel Vector Autoregressive Models: A Survey
Advances in Econometrics, Vol. 32
2012
F. Canova, M. Ciccarelli and E. Ortega
Do institutional changes affect business cycles? Evidence from Europe
Journal of Economic Dynamics and Control
F. Canova and M. Ciccarelli
ClubMed? Cyclical fluctuations in the Mediterranean basin
Journal of International Economics
2010
C. Altavilla and M. Ciccarelli
Evaluating the effect of monetary policy on unemployment with alternative inflation forecasts
Economic Modelling
M. Ciccarelli and B. Mojon
Global Inflation
Review of Economics and Statistics
2009
F. Canova and M. Ciccarelli
Estimating Multi-country VAR models
International Economic Review
C. Altavilla and M. Ciccarelli
The effects of monetary policy on unemployment dynamics under model uncertainty: Evidence from the US and the euro area
Journal of Money, Credit and Banking
2007
F. Canova, M. Ciccarelli, and E. Ortega
Similarities and convergence in G7 cycles
Journal of Monetary Economics
0
M. Ciccarelli and A. Rebucci
Measuring contagion and interdependence with a Bayesian time-varying coefficient model: an application to the Chilean FX market during the Argentine crisis
Journal of Financial Econometrics