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Matteo Ciccarelli

Economics

Division

Forecasting and Policy Modelling

Current Position

Head of Division

Fields of interest

Macroeconomics and Monetary Economics, Other Special Topics

Email

matteo.ciccarelli@ecb.europa.eu

Biography

Other current responsibilities
2017-

WGEM chairperson (shared with Eva Ortega, Banco de Espana)

Education
2001

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

Awards
2014

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.

2010

Isaac Kerstenetzky Award 2010 for the paper: Trusting the bankers. A new look at the credit channel of monetary policy

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

ECB publications
16 September 2019
4 February 2019
25 January 2017
25 January 2017
16 November 2016
8 October 2015
25 March 2013
25 February 2013
24 January 2013
28 November 2012
18 August 2011
22 July 2010
30 September 2009
27 January 2009
20 December 2007
13 February 2007
26 June 2006
20 April 2006
23 March 2006
31 October 2005
27 February 2004
1 September 2003
External publications
2016
The B.E. Journal of Macroeconomics, 16.2016
Commonalities and cross-country spillovers in macroeconomic financial linkages
  • Matteo Ciccarelli
2015
Review of Economic Dynamics
Trusting the bankers: A new look at the credit channel of monetary policy
  • M. Ciccarelli
  • A. Maddaloni and J. L. Peydró
2013
Advances in Econometrics, Vol. 32
Panel Vector Autoregressive Models: A Survey
  • F. Canova and M. Ciccarelli
2013
Economic Policy
Heterogeneous transmission mechanism: monetary policy and financial fragility in the eurozone
  • M. Ciccarelli
  • A. Maddaloni
  • J.L. Peydró
2012
Journal of International Economics
ClubMed? Cyclical fluctuations in the Mediterranean basin
  • F. Canova and M. Ciccarelli
2012
Journal of Economic Dynamics and Control
Do institutional changes affect business cycles? Evidence from Europe
  • F. Canova
  • M. Ciccarelli and E. Ortega
2010
Review of Economics and Statistics
Global Inflation
  • M. Ciccarelli and B. Mojon
2010
Economic Modelling
Evaluating the effect of monetary policy on unemployment with alternative inflation forecasts
  • C. Altavilla and M. Ciccarelli
2009
Journal of Money, Credit and Banking
The effects of monetary policy on unemployment dynamics under model uncertainty: Evidence from the US and the euro area
  • C. Altavilla and M. Ciccarelli
2009
International Economic Review
Estimating Multi-country VAR models
  • F. Canova and M. Ciccarelli
2007
Journal of Monetary Economics
Similarities and convergence in G7 cycles
  • F. Canova
  • M. Ciccarelli
  • and E. Ortega
0
Journal of Financial Econometrics
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