17
H index
18
i10 index
1591
Citations
Filippo Altissimo : Citation Profile
| RESEARCH PRODUCTION: 11 Articles 33 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (1998 - 2011). 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:
| Cites to:
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Main data
Where Filippo Altissimo has published?
Recent works citing Filippo Altissimo (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 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 |
| 2023 | Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618. Full description at Econpapers || Download paper |
| 2023 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper |
| 2023 | Estimation du commerce mondial en temps réel grâce à l’apprentissage automatique. (2023). Meunier, Baptiste ; Sebastian, Stumpner ; Baptiste, Meunier ; Menzie, Chinn. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2023:248:05. Full description at Econpapers || Download paper |
| 2023 | The two-regime view of inflation. (2023). Zakrajsek, Egon ; Yetman, James ; Lombardi, Marco Jacopo ; Borio, Claudio. In: BIS Papers. RePEc:bis:bisbps:133. Full description at Econpapers || Download paper |
| 2023 | Where is the Inflation? The Diverging Patterns of Prices of Goods and Services. (2023). Wlasiuk, Juan M ; Carlomagno, Guillermo ; Bajraj, Gent. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:969. Full description at Econpapers || Download paper |
| 2023 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359. 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 |
| 2023 | Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (2023). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:372-392. Full description at Econpapers || Download paper |
| 2023 | Term premium in a fractionally cointegrated yield curve. (2023). Abbritti, Mirko ; Moreno, Antonio ; Gil-Alana, Luis ; Carcel, Hector. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000171. 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 |
| 2023 | Disaggregated Inflation Dynamics in Thailand: Which Shocks Matter?. (2023). Manopimoke, Pym ; Nookhwun, Nuwat. In: PIER Discussion Papers. RePEc:pui:dpaper:211. Full description at Econpapers || Download paper |
| 2023 | Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: CEIS Research Paper. RePEc:rtv:ceisrp:559. Full description at Econpapers || Download paper |
| 2023 | Mixed frequency composite indicators for measuring public sentiment in the EU. (2023). Scepi, Germana ; Spano, Maria ; Misuraca, Michelangelo ; Mattera, Raffaele. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01468-9. Full description at Econpapers || Download paper |
| 2023 | A test for the contributions of urban and rural inflation to inflation persistence in Nigeria. (2023). Salisu, Afees ; Usman, Nuruddeen ; Oboh, Victor ; Ebuh, Godday Uwawunkonye. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:16:y:2023:i:2:p:222-246. Full description at Econpapers || Download paper |
| 2023 | Nowcasting the state of the Italian economy: The role of financial markets. (2023). Silvestrini, Andrea ; Ceci, Donato. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1569-1593. Full description at Econpapers || Download paper |
Works by Filippo Altissimo:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 nother version. Agregated cites: 11 | paper | |
| 1999 | How Deep Are the Deep Parameters?.(1999) In: Banca Italia - Servizio di Studi. [Citation analysis] This paper has nother 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 nother 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 nother 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 nother 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 | 140 |
| 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 nother 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 nother 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 | 204 |
| 2006 | New EuroCOIN: Tracking Economic Growth in Real Time.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 204 | paper | |
| 2008 | New Eurocoin: Tracking Economic Growth in Real Time.(2008) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 204 | 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 nother version. Agregated cites: 204 | 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 nother 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 | 153 |
| 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 nother version. Agregated cites: 153 | 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 nother 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 nother 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 | 181 |
| 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 nother 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 | 77 |
| 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 nother version. Agregated cites: 77 | article | |
| 2000 | Strong Rules for Detecting the Number of Breaks in a Time Series..(2000) In: Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 77 | 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 nother version. Agregated cites: 27 | paper | |
| 2009 | Can aggregation explain the persistence of inflation? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 100 |
| 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 | 32 |
| 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 | 138 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team