Ciccarelli, Matteo


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
1995Unconventional monetary policy and the anchoring of inflation expectationsMatteo Ciccarelli, Juan Angel García, Carlos Montes-Galdón
1978Mending the broken link: heterogeneous bank lending and monetary policy pass-throughCarlo Altavilla, Fabio Canova, Matteo Ciccarelli
1857International spillovers in inflation expectationsMatteo Ciccarelli, Juan Angel García
1527Heterogeneous transmission mechanism: monetary policy and financial fragility in the euro areaMatteo Ciccarelli, Angela Maddaloni, José-Luis Peydró
1507Panel vector autoregressive models: a surveyFabio Canova, Matteo Ciccarelli
1498Heterogeneity and cross-country spillovers in macroeconomic-financial linkagesMatteo Ciccarelli, Eva Ortega, Maria Teresa Valderrama
1367Cyclical fluctuations in the Mediterranean basinFabio Canova, Matteo Ciccarelli
1228Trusting the bankers: a new look at the credit channel of monetary policyMatteo Ciccarelli, Angela Maddaloni, José-Luis Peydró
1089The effects of monetary policy on unemployment dynamics under model uncertainty: evidence from the US and the euro areaCarlo Altavilla, Matteo Ciccarelli
996What drives euro area break-even inflation rates?Matteo Ciccarelli, Juan Angel Garcí­a
846Information combination and forecast (st)ability evidence from vintages of time-series dataMatteo Ciccarelli, Carlo Altavilla
725Inflation Forecasts, monetary policy and unemployment dynamics: evidence from the US and the euro areaMatteo Ciccarelli, Carlo Altavilla
646The Dutch block of the ESCB multi-country modelElena Angelini, Matteo Ciccarelli, Frédéric Boissay
603Estimating multi-country VAR modelsFabio Canova, Matteo Ciccarelli
597Price setting and inflation persistence: did EMU matter?Ignazio Angeloni, Matteo Ciccarelli, Luc Aucremanne
537Global inflationMatteo Ciccarelli, Benoît Mojon
312Similarities and convergence in G-7 cyclesFabio Canova, Matteo Ciccarelli, Eva Ortega
263Measuring contagion with a Bayesian, time-varying coefficient modelMatteo Ciccarelli, Alessandro Rebucci
Title Authors Where
Commonalities and cross-country spillovers in macroeconomic financial linkages Matteo Ciccarelli The B.E. Journal of Macroeconomics, 16.2016
Panel Vector Autoregressive Models: A Survey F. Canova and M. Ciccarelli Advances in Econometrics, Vol. 32
Heterogeneous transmission mechanism: monetary policy and financial fragility in the eurozone M. Ciccarelli, A. Maddaloni, J.L. Peydró Economic Policy
ClubMed? Cyclical fluctuations in the Mediterranean basin F. Canova and M. Ciccarelli Journal of International Economics
Do institutional changes affect business cycles? Evidence from Europe F. Canova, M. Ciccarelli and E. Ortega Journal of Economic Dynamics and Control
Global Inflation M. Ciccarelli and B. Mojon Review of Economics and Statistics
Inflation Forecasts, monetary policy and unemployment dynamics: evidence from the US and the euro area C. Altavilla and M. Ciccarelli Economic Modelling
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
Estimating Multi-country VAR models F. Canova and M. Ciccarelli International Economic Review
Similarities and convergence in G7 cycles F. Canova, M. Ciccarelli, and E. Ortega Journal of Monetary Economics
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