17
H index
18
i10 index
1540
Citations
| 17 H index 18 i10 index 1540 Citations RESEARCH PRODUCTION: 11 Articles 33 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Filippo Altissimo. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887. Full description at Econpapers || Download paper |
2021 | Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings. (2021). Perron, Pierre ; Grassi, Stefano ; Catania, Leopoldo ; Casini, Alessandro ; Belotti, Federico. In: Papers. RePEc:arx:papers:2103.00060. Full description at Econpapers || Download paper |
2021 | Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604. Full description at Econpapers || Download paper |
2021 | Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981. Full description at Econpapers || Download paper |
2021 | Dating the euro area business cycle: an evaluation. (2021). Pacella, Claudia. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1332_21. Full description at Econpapers || Download paper |
2021 | Population aging, relative prices and capital flows across the globe. (2021). Papetti, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1333_21. Full description at Econpapers || Download paper |
2021 | Nowcasting Colombian Economic Activity: DFM and Factor-MIDAS approaches. (2021). Rojas-Martinez, Carlos D ; Martinez-Cortes, Nicolas ; Galeano-Ramirez, Franky Juliano. In: Borradores de Economia. RePEc:bdr:borrec:1168. Full description at Econpapers || Download paper |
2021 | Monetary policy, relative prices and inflation control: flexibility born out of success. (2021). BORIO, Claudio ; Zakrajek, Egon ; Xia, Dora ; Disyatat, Piti. In: BIS Quarterly Review. RePEc:bis:bisqtr:2109b. Full description at Econpapers || Download paper |
2021 | Regional inflation persistence in Turkey. (2021). Duran, Hasan Engin ; Dindarolu, Burak. In: Growth and Change. RePEc:bla:growch:v:52:y:2021:i:1:p:460-491. Full description at Econpapers || Download paper |
2021 | Nowcasting monthly GDP with big data: A model averaging approach. (2021). Proietti, Tommaso ; Giovannelli, Alessandro. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:2:p:683-706. Full description at Econpapers || Download paper |
2022 | Spatiotemporal analysis of regional inflation in an emerging country: The case of Indonesia. (2022). Aginta, Harry. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:14:y:2022:i:3:p:667-688. Full description at Econpapers || Download paper |
2021 | Disaggregate income and wealth effects on private consumption in Greece. (2021). Pavlou, Georgia ; Sideris, Dimitrios. In: Working Papers. RePEc:bog:wpaper:293. Full description at Econpapers || Download paper |
2021 | Inferential Theory for Generalized Dynamic Factor Models. (2021). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/331192. Full description at Econpapers || Download paper |
2021 | The need for an inflation buffer in the ECB’s price stability objective – the role of nominal rigidities and inflation differentials. (2021). Koester, Gerrit ; Smets, Frank ; Porqueddu, Mario ; Nickel, Christiane ; Consolo, Agostino. In: Occasional Paper Series. RePEc:ecb:ecbops:2021279. Full description at Econpapers || Download paper |
2023 | Estimation of heuristic switching in behavioral macroeconomic models. (2023). Sacht, Stephen ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002883. Full description at Econpapers || Download paper |
2021 | Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors. (2021). Lippi, Marco ; Barigozzi, Matteo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:455-482. Full description at Econpapers || Download paper |
2021 | Evaluating restricted common factor models for non-stationary data. (2021). Fachin, Stefano ; Di Iorio, Francesca. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:64-75. Full description at Econpapers || Download paper |
2021 | Missing wage inflation? Estimating the natural rate of unemployment in a nonlinear DSGE model. (2021). Muto, Ichiro ; Shintani, Mototsugu ; Iwasaki, Yuto. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302567. Full description at Econpapers || Download paper |
2021 | Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting. (2021). Valls Pereira, Pedro ; Hotta, Luiz ; Hallin, Marc ; Trucios, Carlos. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1520-1534. Full description at Econpapers || Download paper |
2021 | Mixed-frequency approaches to nowcasting GDP: An application to Japan. (2021). Kido, Yosuke ; Hirakata, Naohisa ; Otaka, Kazuki ; Chikamatsu, Kyosuke. In: Japan and the World Economy. RePEc:eee:japwor:v:57:y:2021:i:c:s0922142521000049. Full description at Econpapers || Download paper |
2021 | Sectoral inflation persistence, market concentration, and imperfect common knowledge. (2021). Tsuruga, Takayuki ; Okuda, Tatsushi ; Kato, Ryo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:500-517. Full description at Econpapers || Download paper |
2021 | Temporal disaggregation of business dynamics: New evidence for U.S. economy. (2021). Zanetti Chini, Emilio ; rossi, lorenza. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:69:y:2021:i:c:s0164070421000422. Full description at Econpapers || Download paper |
2022 | Has Germany’s temporary VAT rates cut as part of the COVID-19 fiscal stimulus boosted growth?. (2022). Terasa, Raphael ; Funke, Michael. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:2:p:450-473. Full description at Econpapers || Download paper |
2021 | Temperature Anomalies, Long Memory, and Aggregation. (2021). Vera-Valdés, J. Eduardo ; Vera-Valdes, Eduardo J. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:9-:d:509830. Full description at Econpapers || Download paper |
2021 | Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg. (2021). Fantazzini, Dean ; Pushchelenko, Julia ; Kurbatskii, Alexey ; Mironenkov, Alexey. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:4:p:48-803:d:667485. Full description at Econpapers || Download paper |
2021 | Policy and Business Cycle Shocks: A Structural Factor Model Representation of the US Economy. (2021). Gambetti, Luca ; Forni, Mario. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:371-:d:613706. Full description at Econpapers || Download paper |
2021 | Trade surveys: qualitative and quantitative indicators. (2021). Martone, Luigi ; Sartor, Fabiana ; Ippoliti, Maria Rita. In: RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies. RePEc:ite:iteeco:210408. Full description at Econpapers || Download paper |
2021 | Real Exchange Rate Misalignments in the Euro Area. (2021). Schmitz, Martin ; Giordano, Claire ; Fidora, Michael. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:1:d:10.1007_s11079-020-09596-1. Full description at Econpapers || Download paper |
2022 | Nowcasting Real GDP for Saudi Arabia1*. (2022). Barnett, William ; Alkhareif, Ryadh M. In: Open Economies Review. RePEc:kap:openec:v:33:y:2022:i:2:d:10.1007_s11079-021-09634-6. Full description at Econpapers || Download paper |
2021 | UK Economic Conditions during the Pandemic: Assessing the Economy using ONS Faster Indicators. (2021). Papailias, Fotis ; Kapetanios, George. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2021-10. Full description at Econpapers || Download paper |
2023 | Endogenous money supply, global liquidity and financial transactions: Panel evidence from OECD countries. (2023). Liwiski, Pawe. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:121-152. Full description at Econpapers || Download paper |
2021 | Asymmetry in Okun’s Law Revisited: New evidence on cyclical unemployment–cyclical output trade-off in the Free State Province using NARDL model.. (2021). Omoshoro-Jones, Oyeyinka. In: MPRA Paper. RePEc:pra:mprapa:107126. Full description at Econpapers || Download paper |
2021 | Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg. (2021). Fantazzini, Dean ; Kurbatskii, Alexey ; Mironenkov, Alexey ; Pushchelenko, Julia. In: MPRA Paper. RePEc:pra:mprapa:110452. Full description at Econpapers || Download paper |
2022 | Measuring Swiss employment growth: a measurement-error approach. (2022). Stucki, Yannic. In: Working Papers. RePEc:snb:snbwpa:2022-11. Full description at Econpapers || Download paper |
2021 | Measuring the Business Cycle Chronology with a Novel Business Cycle Indicator for Germany. (2021). Mayer, Thomas ; Gehringer, Agnieszka. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:1:d:10.1007_s41549-021-00054-6. Full description at Econpapers || Download paper |
2022 | Forecasting the Japanese macroeconomy using high-dimensional data. (2022). Sueishi, Naoya ; Nakajima, Yoshiki. In: The Japanese Economic Review. RePEc:spr:jecrev:v:73:y:2022:i:2:d:10.1007_s42973-020-00041-z. Full description at Econpapers || Download paper |
2021 | Inflation Persistence in India. (2021). Dua, Pami ; Goel, Deepika. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:19:y:2021:i:3:d:10.1007_s40953-021-00237-z. Full description at Econpapers || Download paper |
2022 | Composite global indicators from survey data: the Global Economic Barometers. (2022). Sturm, Jan-Egbert ; Muller, Oliver ; Graff, Michael ; Abberger, Klaus. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:158:y:2022:i:3:d:10.1007_s10290-021-00449-8. Full description at Econpapers || Download paper |
2021 | Sectoral inflation persistence, market concentration, and imperfect common knowledge. (2021). Tsuruga, Takayuki ; Okuda, Tatsushi ; Kato, Ryo. In: Working Papers. RePEc:tcr:wpaper:e165. Full description at Econpapers || Download paper |
2022 | On the persistence of UK inflation: A long?range dependence approach. (2022). Gil-Alana, Luis ; Trani, Tommaso ; Gilalana, Luis Alberiko ; Caporale, Guglielmo Maria. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:439-454. Full description at Econpapers || Download paper |
2022 | Nowcasting world GDP growth with high?frequency data. (2022). Meunier, Baptiste ; Jardet, Caroline. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:6:p:1181-1200. Full description at Econpapers || Download paper |
2021 | Estimation of Heuristic Switching in Behavioral Macroeconomic Models. (2021). Sacht, Stephen ; Kukacka, Jiri. In: Economics Working Papers. RePEc:zbw:cauewp:202101. Full description at Econpapers || Download paper |
2021 | Unconventional monetary policy and corporate bond issuance. (2021). Zaghini, Andrea ; de Santis, Roberto A. In: CFS Working Paper Series. RePEc:zbw:cfswop:654. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2002 | How Deep are the Deep Parameters? In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 11 |
1999 | How deep are the deep parameters?.(1999) In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
1999 | How Deep Are the Deep Parameters?.(1999) In: Banca Italia - Servizio di Studi. [Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
1998 | Nonlinear VAR: Some Theory and an Application to US GNP and Unemployment In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 3 |
1998 | Nonlinear VAR: Some Theory and an Application to the US GNP and Unemployment..(1998) In: Banca Italia - Servizio di Studi. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2000 | The Italian Business Cycle; Coincident and Leading Indicators and Some Stylized Facts In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 46 |
2000 | The Italian Business Cycle: Coincident and Leading Indicators and Some Stylized Facts..(2000) In: Banca Italia - Servizio di Studi. [Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
2000 | The Italian Business Cycle: Coincident and Leading Indicators and Some Stylized Facts.(2000) In: Giornale degli Economisti. [Citation analysis] This paper has another version. Agregated cites: 46 | article | |
2001 | The construction of coincident and leading indicators for the euro area business cycler of the euro area business cycle In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 125 |
2001 | A real time coincident indicator of the euro area business cycle In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 139 |
2002 | Is money informative? Evidence form a large model used for policy analysis In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 4 |
2005 | Is money informative? Evidence from a large model used for policy analysis.(2005) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2004 | Is money informative? Evidence from a large model used for policy analysis.(2004) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2002 | Dealing with forward-looking expectations and policy rules in quantifying the channels of transmission of monetary policy In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 4 |
2007 | New Eurocoin: Tracking Economic Growth in Real Time In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 195 |
2006 | New EuroCOIN: Tracking Economic Growth in Real Time.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 195 | paper | |
2008 | New Eurocoin: Tracking Economic Growth in Real Time.(2008) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has another version. Agregated cites: 195 | paper | |
2010 | New Eurocoin: Tracking Economic Growth in Real Time.(2010) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 195 | article | |
2000 | The Nonlinear Dynamics of Output and Unemployment in the US In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 37 |
2001 | The non-linear dynamics of output and unemployment in the U.S..(2001) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | article | |
2001 | EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 152 |
2003 | EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE.(2003) In: Computing in Economics and Finance 2003. [Citation analysis] This paper has another version. Agregated cites: 152 | paper | |
2005 | Long-Run Determinants of Inflation Differentials in a Monetary Union In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 42 |
2005 | Long-Run Determinants of Inflation Differentials in a Monetary Union.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2005 | Wealth and asset price effects on economic activity In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 107 |
2005 | Wealth and asset price effects on economic activity.(2005) In: Open Access publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 107 | paper | |
2006 | Inflation persistence and price-setting behaviour in the euro area: a summary of the IPN evidence In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 180 |
2007 | Fast micro and slow macro: can aggregation explain the persistence of inflation? In: Working Paper Series. [Full Text][Citation analysis] | paper | 57 |
2007 | Fast micro and slow macro: can aggregation explain the persistence of inflation?.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2000 | Strong Rules for Detecting the Number of Breaks in a Time Series In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 75 |
2003 | Strong rules for detecting the number of breaks in a time series.(2003) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | article | |
2000 | Strong Rules for Detecting the Number of Breaks in a Time Series..(2000) In: Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
2002 | Bounds for inference with nuisance parameters present only under the alternative In: Econometrics Journal. [Full Text][Citation analysis] | article | 27 |
2000 | Bounds for Inference with Nuisance Parameters Present only under the Alternative..(2000) In: Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2009 | Can aggregation explain the persistence of inflation? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 95 |
2005 | Simulated nonparametric estimation of dynamic models with applications to finance In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 2 |
2004 | Simulated nonparametric estimation of continuous time models of asset prices and returns In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
2006 | On Robust Monetary Policy In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2011 | Inflation Differentials in a Currency Area: Facts, Explanations and Policy In: Open Economies Review. [Full Text][Citation analysis] | article | 31 |
2006 | Inflation persistence and price-setting behaviour in the euro area : a summary of the Inflation Persistence Network evidence In: Working Paper Research. [Full Text][Citation analysis] | paper | 107 |
2009 | Simulated Non-Parametric Estimation of Dynamic Models In: Review of Economic Studies. [Full Text][Citation analysis] | article | 23 |
2001 | Micro Heterogeneity and Macro Dynamics: an Empirical Analysis In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 0 |
2001 | IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 0 |
1999 | Change of Measure in Monte Carlo Integration via Gibbs Sampling with an application to Stochastic Volatility Models In: Computing in Economics and Finance 1999. [Full Text][Citation analysis] | paper | 0 |
2006 | Sectoral and Aggregate Inflation Dynamics in the Euro Area In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 78 |
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