4
H index
0
i10 index
35
Citations
Davide Delle Monache : Citation Profile
Banca d'Italia | RESEARCH PRODUCTION: 3 Articles 14 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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11 years (2006 - 2017). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Davide Delle Monache. | Is cited by:
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Main data
Where Davide Delle Monache has published?
Recent works citing Davide Delle Monache (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2018 | A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics. (2018). Buccheri, Giuseppe ; Lillo, Fabrizio ; Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:1803.04894. Full description at Econpapers || Download paper |
| 2017 | What does the heterogeneity of the inflation expectations of Italian firms tell us?. (2017). Rosolia, Alfonso ; Bartiloro, Laura ; Bottone, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_414_17. Full description at Econpapers || Download paper |
| 2017 | Large time-varying parameter VARs: a non-parametric approach. (2017). Venditti, Fabrizio ; Marcellino, Massimiliano ; Kapetanios, George. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1122_17. Full description at Econpapers || Download paper |
| 2017 | A Financial Conditions Index for the CEE economies. (2017). Auer, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1145_17. Full description at Econpapers || Download paper |
| 2017 | Deflating Inflation Expectations: The Implications of Inflations Simple Dynamics. (2017). Schoenholtz, Kermit ; Cecchetti, Stephen ; Kashyap, Anil K ; Hooper, Peter ; Feroli, Michael . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11925. Full description at Econpapers || Download paper |
| 2017 | Long Term Growth Perspectives in Japan and the Euro Area. (2017). Dreger, Christian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1661. Full description at Econpapers || Download paper |
| 2017 | Low inflation in the euro area: Causes and consequences. (2017). Osbat, Chiara ; Alvarez, Luis ; Ciccarelli, Matteo . In: Occasional Paper Series. RePEc:ecb:ecbops:2017181. Full description at Econpapers || Download paper |
| 2017 | A tale of fat tails. (2017). Malik, Samreen ; Dave, Chetan. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:293-317. Full description at Econpapers || Download paper |
| 2017 | Long-term growth perspectives in Japan and the Euro area. (2017). Dreger, Christian. In: Asia Europe Journal. RePEc:kap:asiaeu:v:15:y:2017:i:4:d:10.1007_s10308-017-0486-1. Full description at Econpapers || Download paper |
| 2017 | Vickrey Meets Alonso: Commute Scheduling and Congestion in a Monocentric City. (2017). Jensen, Henrik ; Santoro, Emiliano ; Ravn, Soren Hove. In: Discussion Papers. RePEc:kud:kuiedp:1717. Full description at Econpapers || Download paper |
| 2018 | Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:84275. Full description at Econpapers || Download paper |
| 2017 | Determining the number of factors after stationary univariate transformations. (2017). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1158-5. Full description at Econpapers || Download paper |
| 2017 | Restricted Hodrick–Prescott filtering in a state-space framework. (2017). Jonsson, Kristian . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1139-8. Full description at Econpapers || Download paper |
| 2018 | Missing Observations in Observation-Driven Time Series Models. (2018). Blasques, Francisco ; Koopman, Siem Jan ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180013. Full description at Econpapers || Download paper |
| 2018 | Forecasting economic time series using score-driven dynamic models with mixed-data sampling. (2018). Li, Mengheng ; Koopman, Siem Jan ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180026. Full description at Econpapers || Download paper |
| 2018 | DSGE Models with Observation-Driven Time-Varying parameters. (2018). Angelini, Giovanni ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180030. Full description at Econpapers || Download paper |
Works by Davide Delle Monache:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach.(2015) In: Studies in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Does the ARFIMA really shift? In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Adaptive models and heavy tails with an application to inflation forecasting In: BCAM Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Adaptive models and heavy tails with an application to inflation forecasting.(2017) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2016 | Adaptive models and heavy tails with an application to inflation forecasting.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2016 | Adaptive Models and Heavy Tails with an Application to Inflation Forecasting.(2016) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2014 | Adaptive Models and Heavy Tails In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 9 |
| 2016 | Adaptive models and heavy tails.(2016) In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2016 | Adaptive models and heavy tails.(2016) In: Bank of England working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2014 | Adaptive Models and Heavy Tails.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2015 | Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation.(2016) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | chapter | |
| 2017 | Real and financial cycles: estimates using unobserved component models for the Italian economy In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 0 |
| 2016 | Adaptive state space models with applications to the business cycle and financial stress In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2017 | Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Computing the mean square error of unobserved components extracted by misspecified time series models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 6 |
| 2006 | A structural time series approach to modelling multiple and resurgent meat scares in Italy In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2th 2018. Contact: CitEc Team