Davide Delle Monache : Citation Profile


Are you Davide Delle Monache?

Banca d'Italia

4

H index

0

i10 index

35

Citations

RESEARCH PRODUCTION:

3

Articles

14

Papers

1

Chapters

RESEARCH ACTIVITY:

   11 years (2006 - 2017). See details.
   Cites by year: 3
   Journals where Davide Delle Monache has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 1 (2.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde480
   Updated: 2018-07-14    RAS profile: 2017-11-20    
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Relations with other researchers


Works with:

Petrella, Ivan (10)

Grassi, Stefano (2)

Venditti, Fabrizio (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Davide Delle Monache.

Is cited by:

Blasques, Francisco (5)

Koopman, Siem Jan (5)

Wintenberger, Olivier (4)

Ruiz, Esther (3)

Dreger, Christian (2)

Marcellino, Massimiliano (2)

Poncela, Pilar (2)

Corona, Francisco (2)

Flaig, Gebhard (2)

Venditti, Fabrizio (2)

Osbat, Chiara (1)

Cites to:

Koop, Gary (16)

Diebold, Francis (12)

Harvey, Andrew (11)

Korobilis, Dimitris (11)

Koopman, Siem Jan (10)

Sargent, Thomas (9)

Bollerslev, Tim (9)

Watson, Mark (9)

Pesaran, M (8)

Cogley, Timothy (7)

Prescott, Edward (7)

Main data


Where Davide Delle Monache has published?


Recent works citing Davide Delle Monache (2018 and 2017)


YearTitle of citing document
2018A 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.

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2017What 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.

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2017Large 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.

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2017A Financial Conditions Index for the CEE economies. (2017). Auer, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1145_17.

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2017Deflating 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.

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2017Long Term Growth Perspectives in Japan and the Euro Area. (2017). Dreger, Christian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1661.

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2017Low inflation in the euro area: Causes and consequences. (2017). Osbat, Chiara ; Alvarez, Luis ; Ciccarelli, Matteo . In: Occasional Paper Series. RePEc:ecb:ecbops:2017181.

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2017A 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.

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2017Long-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.

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2017Vickrey 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.

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2018Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:84275.

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2017Determining 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.

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2017Restricted 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.

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2018Missing Observations in Observation-Driven Time Series Models. (2018). Blasques, Francisco ; Koopman, Siem Jan ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180013.

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2018Forecasting 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.

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2018DSGE Models with Observation-Driven Time-Varying parameters. (2018). Angelini, Giovanni ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180030.

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Works by Davide Delle Monache:


YearTitleTypeCited
2015Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach In: CREATES Research Papers.
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2015Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach.(2015) In: Studies in Economics.
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This paper has another version. Agregated cites: 0
paper
2017Does the ARFIMA really shift? In: CREATES Research Papers.
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paper0
2016Adaptive models and heavy tails with an application to inflation forecasting In: BCAM Working Papers.
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paper3
2017Adaptive models and heavy tails with an application to inflation forecasting.(2017) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 3
article
2016Adaptive models and heavy tails with an application to inflation forecasting.(2016) In: MPRA Paper.
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This paper has another version. Agregated cites: 3
paper
2016Adaptive Models and Heavy Tails with an Application to Inflation Forecasting.(2016) In: EMF Research Papers.
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This paper has another version. Agregated cites: 3
paper
2014Adaptive Models and Heavy Tails In: Birkbeck Working Papers in Economics and Finance.
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paper9
2016Adaptive models and heavy tails.(2016) In: Temi di discussione (Economic working papers).
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This paper has another version. Agregated cites: 9
paper
2016Adaptive models and heavy tails.(2016) In: Bank of England working papers.
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This paper has another version. Agregated cites: 9
paper
2014Adaptive Models and Heavy Tails.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 9
paper
2015Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation In: Birkbeck Working Papers in Economics and Finance.
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paper4
2016Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation.(2016) In: Advances in Econometrics.
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This paper has another version. Agregated cites: 4
chapter
2017Real and financial cycles: estimates using unobserved component models for the Italian economy In: Questioni di Economia e Finanza (Occasional Papers).
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2016Adaptive state space models with applications to the business cycle and financial stress In: CEPR Discussion Papers.
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paper4
2017Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity In: Working Paper Series.
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paper5
2009Computing the mean square error of unobserved components extracted by misspecified time series models In: Journal of Economic Dynamics and Control.
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article6
2006A structural time series approach to modelling multiple and resurgent meat scares in Italy In: Applied Economics.
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article4

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