Filippo Altissimo : Citation Profile

Are you Filippo Altissimo?

17

H index

18

i10 index

1534

Citations

RESEARCH PRODUCTION:

11

Articles

33

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (1998 - 2011). See details.
   Cites by year: 118
   Journals where Filippo Altissimo has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 12 (0.78 %)

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   Permalink: http://citec.repec.org/pal1105
   Updated: 2023-03-02    RAS profile: 2021-05-24    
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Relations with other researchers

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:

Marcellino, Massimiliano (63)

Reichlin, Lucrezia (44)

Giannone, Domenico (42)

Amstad, Marlene (37)

Eickmeier, Sandra (29)

Fischer, Andreas (26)

Smets, Frank (25)

Hallin, Marc (24)

Forni, Mario (22)

Horvath, Roman (22)

Breitung, Jörg (21)

Cites to:

Reichlin, Lucrezia (26)

Forni, Mario (26)

Lippi, Marco (19)

Hallin, Marc (16)

veronese, giovanni (16)

Dias, Daniel (15)

LE BIHAN, Hervé (12)

Rumler, Fabio (12)

Benigno, Pierpaolo (11)

Gertler, Mark (11)

Galí, Jordi (11)

Main data

Where Filippo Altissimo has published?

Working Papers Series with more than one paper published# docs
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area8
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Occasional Paper Series / European Central Bank2
Computing in Economics and Finance 2001 / Society for Computational Economics2
Discussion Papers / University of Exeter, Department of Economics2

Recent works citing Filippo Altissimo (2022 and 2021)

YearTitle of citing document
2021Simultaneous 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.

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2021Theory 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.

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2021Theory 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.

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2021Dating the euro area business cycle: an evaluation. (2021). Pacella, Claudia. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1332_21.

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2021Population 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.

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2021Nowcasting 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.

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2021Monetary 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.

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2021Regional 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.

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2021Nowcasting 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.

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2022Spatiotemporal 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.

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2021Disaggregate income and wealth effects on private consumption in Greece. (2021). Pavlou, Georgia ; Sideris, Dimitrios. In: Working Papers. RePEc:bog:wpaper:293.

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2021Inferential Theory for Generalized Dynamic Factor Models. (2021). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/331192.

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2021The 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.

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2021Large-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.

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2021Evaluating 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.

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2021Missing 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.

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2021Robustness 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.

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2021Mixed-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.

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2021Sectoral 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.

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2021Temporal 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.

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2022Has 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.

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2021Temperature 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.

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2021Forecasting 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.

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2021Policy 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.

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2021Trade 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.

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2021Real 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.

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2022Nowcasting 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.

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2021UK 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.

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2021Asymmetry 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.

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2021Forecasting 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.

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2022Measuring Swiss employment growth: a measurement-error approach. (2022). Stucki, Yannic. In: Working Papers. RePEc:snb:snbwpa:2022-11.

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2021Measuring 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.

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2022Forecasting 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.

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2021Inflation 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.

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2022Composite 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.

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2021Sectoral inflation persistence, market concentration, and imperfect common knowledge. (2021). Tsuruga, Takayuki ; Okuda, Tatsushi ; Kato, Ryo. In: Working Papers. RePEc:tcr:wpaper:e165.

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2022On 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.

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2022Nowcasting 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.

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2021Estimation of Heuristic Switching in Behavioral Macroeconomic Models. (2021). Sacht, Stephen ; Kukacka, Jiri. In: Economics Working Papers. RePEc:zbw:cauewp:202101.

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2021Unconventional monetary policy and corporate bond issuance. (2021). Zaghini, Andrea ; de Santis, Roberto A. In: CFS Working Paper Series. RePEc:zbw:cfswop:654.

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Works by Filippo Altissimo:

YearTitleTypeCited
2002How Deep are the Deep Parameters? In: Annals of Economics and Statistics.
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1999How deep are the deep parameters?.(1999) In: Temi di discussione (Economic working papers).
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1999How Deep Are the Deep Parameters?.(1999) In: Banca Italia - Servizio di Studi.
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This paper has another version. Agregated cites: 11		paper
1998Nonlinear VAR: Some Theory and an Application to US GNP and Unemployment In: Temi di discussione (Economic working papers).
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1998Nonlinear VAR: Some Theory and an Application to the US GNP and Unemployment..(1998) In: Banca Italia - Servizio di Studi.
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This paper has another version. Agregated cites: 3		paper
2000The Italian Business Cycle; Coincident and Leading Indicators and Some Stylized Facts In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper46
2000The Italian Business Cycle: Coincident and Leading Indicators and Some Stylized Facts..(2000) In: Banca Italia - Servizio di Studi.
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This paper has another version. Agregated cites: 46		paper
2000The Italian Business Cycle: Coincident and Leading Indicators and Some Stylized Facts.(2000) In: Giornale degli Economisti.
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2001The 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).
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2001A real time coincident indicator of the euro area business cycle In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper139
2002Is money informative? Evidence form a large model used for policy analysis In: Temi di discussione (Economic working papers).
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2005Is money informative? Evidence from a large model used for policy analysis.(2005) In: Economic Modelling.
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2004Is money informative? Evidence from a large model used for policy analysis.(2004) In: Macroeconomics.
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2002Dealing with forward-looking expectations and policy rules in quantifying the channels of transmission of monetary policy In: Temi di discussione (Economic working papers).
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2007New Eurocoin: Tracking Economic Growth in Real Time In: Temi di discussione (Economic working papers).
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2006New EuroCOIN: Tracking Economic Growth in Real Time.(2006) In: CEPR Discussion Papers.
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2008New Eurocoin: Tracking Economic Growth in Real Time.(2008) In: Center for Economic Research (RECent).
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2010New Eurocoin: Tracking Economic Growth in Real Time.(2010) In: The Review of Economics and Statistics.
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2000The Nonlinear Dynamics of Output and Unemployment in the US In: CEPR Discussion Papers.
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2001The non-linear dynamics of output and unemployment in the U.S..(2001) In: Journal of Applied Econometrics.
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2001EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle In: CEPR Discussion Papers.
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2003EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE.(2003) In: Computing in Economics and Finance 2003.
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2005Long-Run Determinants of Inflation Differentials in a Monetary Union In: CEPR Discussion Papers.
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2005Long-Run Determinants of Inflation Differentials in a Monetary Union.(2005) In: NBER Working Papers.
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2005Wealth and asset price effects on economic activity In: Occasional Paper Series.
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2005Wealth and asset price effects on economic activity.(2005) In: Open Access publications.
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2006Inflation persistence and price-setting behaviour in the euro area: a summary of the IPN evidence In: Occasional Paper Series.
[Full Text][Citation analysis]		paper176
2007Fast micro and slow macro: can aggregation explain the persistence of inflation? In: Working Paper Series.
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2007Fast micro and slow macro: can aggregation explain the persistence of inflation?.(2007) In: Working Paper Series.
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2000Strong Rules for Detecting the Number of Breaks in a Time Series In: Econometric Society World Congress 2000 Contributed Papers.
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2003Strong rules for detecting the number of breaks in a time series.(2003) In: Journal of Econometrics.
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2000Strong Rules for Detecting the Number of Breaks in a Time Series..(2000) In: Discussion Papers.
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2002Bounds for inference with nuisance parameters present only under the alternative In: Econometrics Journal.
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2000Bounds for Inference with Nuisance Parameters Present only under the Alternative..(2000) In: Discussion Papers.
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2009Can aggregation explain the persistence of inflation? In: Journal of Monetary Economics.
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2005Simulated nonparametric estimation of dynamic models with applications to finance In: LSE Research Online Documents on Economics.
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2004Simulated nonparametric estimation of continuous time models of asset prices and returns In: LSE Research Online Documents on Economics.
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2006On Robust Monetary Policy In: Chapters.
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2011Inflation Differentials in a Currency Area: Facts, Explanations and Policy In: Open Economies Review.
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2006Inflation 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]		paper107
2009Simulated Non-Parametric Estimation of Dynamic Models In: Review of Economic Studies.
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2001Micro Heterogeneity and Macro Dynamics: an Empirical Analysis In: Computing in Economics and Finance 2001.
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2001IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES In: Computing in Economics and Finance 2001.
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1999Change of Measure in Monte Carlo Integration via Gibbs Sampling with an application to Stochastic Volatility Models In: Computing in Economics and Finance 1999.
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2006Sectoral and Aggregate Inflation Dynamics in the Euro Area In: Journal of the European Economic Association.
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