Paolo Giordani : Citation Profile


Are you Paolo Giordani?

Sveriges Riksbank

11

H index

12

i10 index

720

Citations

RESEARCH PRODUCTION:

16

Articles

15

Papers

RESEARCH ACTIVITY:

   14 years (2000 - 2014). See details.
   Cites by year: 51
   Journals where Paolo Giordani has often published
   Relations with other researchers
   Recent citing documents: 87.    Total self citations: 11 (1.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgi30
   Updated: 2018-12-15    RAS profile: 2015-11-25    
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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 Paolo Giordani.

Is cited by:

Ravazzolo, Francesco (29)

Guidolin, Massimo (17)

Koop, Gary (15)

Clements, Michael (14)

Horvath, Roman (12)

van Dijk, Herman (12)

Netšunajev, Aleksei (11)

Bjørnland, Hilde (11)

Bianchi, Daniele (11)

Perron, Pierre (10)

Leitemo, Kai (10)

Cites to:

Kohn, Robert (12)

Gertler, Mark (9)

Gali, Jordi (8)

Svensson, Lars (8)

Watson, Mark (7)

McCallum, Bennett (6)

Stock, James (6)

Clarida, Richard (6)

Söderlind, Paul (6)

Thaler, Richard (5)

Evans, Charles (5)

Main data


Where Paolo Giordani has published?


Journals with more than one article published# docs
Journal of Econometrics3
Journal of Monetary Economics2
Journal of Economic Dynamics and Control2

Recent works citing Paolo Giordani (2018 and 2017)


YearTitle of citing document
2017Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Delle Monache, Davide ; Grassi, Stefano. In: CREATES Research Papers. RePEc:aah:create:2017-16.

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2018“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201803.

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2017Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods. (2017). Dahlin, Johan ; Schon, Thomas B. ; Villani, Mattias . In: Papers. RePEc:arx:papers:1506.06975.

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2017Getting Started with Particle Metropolis-Hastings for Inference in Nonlinear Dynamical Models. (2017). Dahlin, Johan ; Schon, Thomas B. In: Papers. RePEc:arx:papers:1511.01707.

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2017Sparse Bayesian time-varying covariance estimation in many dimensions. (2017). Kastner, Gregor. In: Papers. RePEc:arx:papers:1608.08468.

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2018‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios. (2018). Conrad, Christian ; Glas, Alexander. In: Working Papers. RePEc:awi:wpaper:0655.

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2017Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis.. (2017). Mouabbi, Sarah ; Istrefi, Klodiana. In: Working papers. RePEc:bfr:banfra:619.

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2018PREDICTING DEFAULT MORE ACCURATELY: TO PROXY OR NOT TO PROXY FOR DEFAULT. (2018). Galil, Koresh ; Gilat, Neta. In: Working Papers. RePEc:bgu:wpaper:1801.

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2017DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen ; Rengel, Malte. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2017The real effects of overconfidence and fundamental uncertainty shocks. (2017). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:037.

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2017The real effects of overconfidence and fundamental uncertainty shocks. (2017). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_037.

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2018Inference in structural vector auto regressions when the identifying assumptions are not fully believed : Re-evaluating the role of monetary policy in economic fluctuations. (2018). Baumeister, Christiane ; Hamilton, James D. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_014.

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2017Forecasting in the presence of in and out of sample breaks. (2017). Perron, Pierre ; Xu, Jiawen. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2017-004.

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2017Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models. (2017). Peter, Reusens ; Christophe, Croux. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:4:p:18:n:1.

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2018Inference in Structural Vector Autoregressions when the Identifying Assumptions are not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations. (2018). Baumeister, Christiane ; Hamilton, James D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7048.

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2017Dynamics in a New-Keynesian Model with Financial Accelerator and Uncertainty. (2017). Altr, Mois ; Altr-Samuel, Adam ; Alupoaiei, Alexie. In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2017:i:2:p:5-22.

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2017The long-term distribution of expected inflation in the euro area: what has changed since the great recession?. (2017). Dovern, Jonas ; Kenny, Geoff. In: Working Paper Series. RePEc:ecb:ecbwps:20171999.

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2017Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?. (2017). Wali, Muammer ; Manzur, Meher ; Chan, Felix. In: Journal of Asian Economics. RePEc:eee:asieco:v:50:y:2017:i:c:p:62-72.

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2017What is the globalisation of inflation?. (2017). Osborn, Denise ; Bratsiotis, George ; Altansukh, Gantungalag ; Becker, Ralf. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:74:y:2017:i:c:p:1-27.

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2017Three types of robust Ramsey problems in a linear-quadratic framework. (2017). Miao, Jianjun ; Kwon, Hyosung . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:211-231.

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2017Structural vector autoregressions with smooth transition in variances. (2017). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:84:y:2017:i:c:p:43-57.

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2018The Asian Financial Crisis and international reserve accumulation: A robust control approach. (2018). Lee, Sang Seok ; Luk, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:284-309.

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2018The age-specific burdens of short-run fluctuations in government spending. (2018). Scharrer, Christian ; Heer, Burkhard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:45-75.

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2017Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market. (2017). Nonejad, Nima. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:388-408.

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2018Measuring bank funding costs in the analysis of interest rate pass-through: Evidence from Poland. (2018). Stanisławska, Ewa ; Kapuściński, Mariusz ; Stanisawska, Ewa ; Kapuciski, Mariusz. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:288-300.

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2018A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states. (2018). Gallant, Ronald A ; Khwaja, Ahmed ; Hong, Han. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:19-32.

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2018Bayesian nonparametric vector autoregressive models. (2018). Kalli, Maria ; Griffin, Jim E. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:267-282.

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2017Structural vector autoregressions with heteroskedasticity: A review of different volatility models. (2017). Netunajev, Aleksei ; Lutkepohl, Helmut. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:2-18.

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2017Estimating the competitive storage model: A simulated likelihood approach. (2017). Kleppe, Tore ; Oglend, Atle. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:39-56.

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2017Time-varying continuous and jump betas: The role of firm characteristics and periods of stress. (2017). Yao, Wenying ; Dungey, Mardi ; Alexeev, Vitali. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:1-19.

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2018A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method. (2018). Brix, Anne Floor ; Wei, Wei ; Lunde, Asger. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:560-582.

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2017Equity premium estimates from economic fundamentals under structural breaks. (2017). Smith, Simon. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:49-61.

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2017A comparative assessment of alternative ex ante measures of inflation uncertainty. (2017). Ulm, Maren ; Hartmann, Matthias ; Herwartz, Helmut. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:76-89.

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2017Model and survey estimates of the term structure of US macroeconomic uncertainty. (2017). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:591-604.

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2017Infinite hidden markov switching VARs with application to macroeconomic forecast. (2017). Hou, Chenghan. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1025-1043.

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2018Forecast-error-based estimation of forecast uncertainty when the horizon is increased. (2018). Knüppel, Malte ; Knuppel, Malte. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:105-116.

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2018Are macroeconomic density forecasts informative?. (2018). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:181-198.

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2018Improving forecasting performance using covariate-dependent copula models. (2018). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:456-476.

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2017Neglected chaos in international stock markets: Bayesian analysis of the joint return–volatility dynamical system. (2017). Tsionas, Mike ; Michaelides, Panayotis. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:95-107.

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2018Measuring management practices. (2018). Delis, Manthos ; Tsionas, Mike G. In: International Journal of Production Economics. RePEc:eee:proeco:v:199:y:2018:i:c:p:65-77.

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2017An empirical decomposition of the liquidity premium in breakeven inflation rates. (2017). Guler, Mustafa ; Polat, Tandoan ; KELE, Gursu . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:185-192.

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2017Exchange rate pass through, cost channel to monetary policy transmission, adaptive learning, and the price puzzle. (2017). Ali, Syed Zahid ; Anwar, Sajid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:69-82.

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2018Clustering macroeconomic variables. (2018). Perricone, Chiara . In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:44:y:2018:i:c:p:23-33.

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2018IPOs in the U.S. from 2005 to 2015: Using the Spline Regression Technique to Estimate Aggregate Issuance and Performance. (2018). Mumtaz, Muhammad Zubair ; Smith, Zachary Alexander. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:68:y:2018:i:2:p:165-199.

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2017The behavior of uncertainty and disagreement and their roles in economic prediction: a panel analysis. (2017). Tracy, Joseph ; Rich, Robert. In: Staff Reports. RePEc:fip:fednsr:808.

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2017Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks. (2017). Targino, Rodrigo ; Wuthrich, Mario V ; Peters, Gareth W. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:53-:d:112832.

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2017Can We Identify the Feds Preferences?. (2017). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: PSE Working Papers. RePEc:hal:psewpa:halshs-01549908.

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2018Hopf Bifurcation from New-Keynesian Taylor Rule to Ramsey Optimal Policy. (2018). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: PSE Working Papers. RePEc:hal:psewpa:halshs-01549929.

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2017Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy. (2017). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: Working Papers. RePEc:hal:wpaper:hal-01527872.

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2017Heterogeneous Bank Lending Responses to Monetary Policy: New Evidence from a Real-Time Identification. (2017). Koch, Christoffer ; Bluedorn, John ; Bowdler, Christopher . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2017:q:0:a:3.

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2018“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201806.

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2018Belief Elicitation with Multiple Point Predictions. (2018). Eyting, Markus ; Schmidt, Patrick. In: Working Papers. RePEc:jgu:wpaper:1818.

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2018A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence. (2018). Vouldis, Angelos ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Patrinos, Panagiotis ; Tsionas, Efthymios G. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9628-6.

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2018Structural Breaks in International Inflation Linkages for OECD Countries. (2018). Bratsiotis, George ; Osborn, Denise R ; Becker, Ralf ; Altansukh, Gantungalag. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:240.

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2018Efficient generation of time series with diverse and controllable characteristics. (2018). Kang, Yanfei ; Li, Feng ; Hyndman, Rob J. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-15.

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2017Granger Causalities Between Interest Rate, Price Level, Money Supply and Real Gdp in the Czech Republic. (2017). Urbanovsk, Toma. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2017065020745.

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2017Survey Measurement of Probabilistic Macroeconomic Expectations: Progress and Promise. (2017). Manski, Charles F. In: NBER Chapters. RePEc:nbr:nberch:13907.

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2017Survey Measurement of Probabilistic Macroeconomic Expectations: Progress and Promise. (2017). Manski, Charles. In: NBER Working Papers. RePEc:nbr:nberwo:23418.

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2018Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations. (2018). Hamilton, James ; Baumeister, Christiane. In: NBER Working Papers. RePEc:nbr:nberwo:24597.

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2018Dissecting the 2007–2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?. (2018). Guidolin, Massimo ; Bianchi, Daniele ; Ravazzolo, Francesco. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:16:y:2018:i:1:p:34-62..

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2018Unmoored expectations and the price puzzle. (2018). Florio, Anna . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0154.

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2017An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series. (2017). Song, Yong ; Maheu, John. In: MPRA Paper. RePEc:pra:mprapa:79211.

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2017Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy. (2017). Ralf, Kirsten ; Chatelain, Jean-Bernard ; Kirsten, Ralf . In: MPRA Paper. RePEc:pra:mprapa:79244.

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2017Bayesian analysis of chaos: The joint return-volatility dynamical system. (2017). Tsionas, Mike ; Michaelides, Panayotis. In: MPRA Paper. RePEc:pra:mprapa:80632.

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2017Performance of Markov-Switching GARCH Model Forecasting Inflation Uncertainty. (2017). Raihan, Tasneem. In: MPRA Paper. RePEc:pra:mprapa:82343.

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2018On the Inflation-Uncertainty Hypothesis in The Gambia: A Multi-Sample View on Causality Linkages. (2018). Widodo, Tri ; Mendy, David. In: MPRA Paper. RePEc:pra:mprapa:86743.

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2018An Empirical Evidence of Dynamic Interaction among price level, interest rate, money supply and real income: The case of the Indian Economy.. (2018). Rasool, Haroon ; Tarique, MD ; Adil, Masudul Hasan. In: MPRA Paper. RePEc:pra:mprapa:87452.

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2018Variational Bayes inference in high-dimensional time-varying parameter models. (2018). Korobilis, Dimitris ; Koop, Gary. In: MPRA Paper. RePEc:pra:mprapa:87972.

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2017Occasional Bulletin of Economic Notes 2017/02. (2017). Reserve, South African. In: Working Papers. RePEc:rbz:wpaper:7851.

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2017Does Competition Prevent Industrial Pollution? Evidence from a Panel Threshold Model. (2017). Stengos, Thanasis ; POLEMIS, MICHAEL. In: Working Paper series. RePEc:rim:rimwps:17-07.

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2018A Bayesian dynamic model to test persistence in funds performance. (2018). mamatzakis, emmanuel ; Tsionas, Mike. In: Working Paper series. RePEc:rim:rimwps:18-23.

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2018Variational Bayes inference in high-dimensional time-varying parameter models. (2018). Korobilis, Dimitris ; Koop, Gary. In: Working Paper series. RePEc:rim:rimwps:18-31.

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2017Impacts of corn price and imported beef price on domestic beef price in South Korea. (2017). Mark, Tyler ; Kim, Gwanseon. In: Agricultural and Food Economics. RePEc:spr:agfoec:v:5:y:2017:i:1:d:10.1186_s40100-017-0074-0.

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2017How Informative are Aggregated Inflation Expectations? Evidence from the ECB Survey of Professional Forecasters. (2017). Paloviita, Maritta ; Oinonen, Sami . In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:13:y:2017:i:2:d:10.1007_s41549-017-0017-6.

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2017“When, Where, and How” of Efficiency Estimation: Improved Procedures for Stochastic Frontier Modeling. (2017). Tsionas, Mike G. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:519:p:948-965.

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2017Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section. (2017). Ravazzolo, Francesco ; Guidolin, Massimo ; Bianchi, Daniele. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:110-129.

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2017A Bayesian Infinite Hidden Markov Vector Autoregressive Model. (2017). van der Wel, Michel ; Nibbering, Didier ; Paap, Richard. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160107.

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2018Particle Learning for Bayesian Semi-Parametric Stochastic Volatility Model. (2018). Virbickaite, Audrone ; Galeano, Pedro ; Ausin, Maria Concepcion ; Lopes, Hedibert F. In: DEA Working Papers. RePEc:ubi:deawps:88.

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2017Forecasting electricity prices through robust nonlinear models. (2017). Nan, Fany ; Grossi, Luigi. In: Working Papers. RePEc:ver:wpaper:06/2017.

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2018Money Aggregates and Determinacy : A Reinterpretation of Monetary Policy During the Great Inflation. (2018). Qureshi, Irfan. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1156.

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2017Disagreement and monetary policy. (2017). Hürtgen, Patrick ; Hurtgen, Patrick ; Hoffmann, Mathias ; Falck, Elisabeth. In: Discussion Papers. RePEc:zbw:bubdps:292017.

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2017What is the Globalisation of Inflation?. (2017). Osborn, Denise ; Bratsiotis, George ; Altansukh, Gantungalag ; Becker, Ralf. In: EconStor Open Access Articles. RePEc:zbw:espost:171324.

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2017Can we Identify the Feds Preferences?. (2017). Ralf, Kirsten ; Chatelain, Jean-Bernard ; Jean- Bernard Chatelain, . In: EconStor Preprints. RePEc:zbw:esprep:149993.

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2017Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy. (2017). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: EconStor Preprints. RePEc:zbw:esprep:158001.

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2018Inflation Expectation Uncertainty, Inflation and the Outputgap. (2018). Schmidt, Torsten. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181575.

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2018Factor augmented VAR revisited - A sparse dynamic factor model approach. (2018). Beyeler, Simon ; Kaufmann, Sylvia. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181602.

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Works by Paolo Giordani:


YearTitleTypeCited
2008Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models In: Journal of Business & Economic Statistics.
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article75
2006Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models.(2006) In: Working Paper Series.
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This paper has another version. Agregated cites: 75
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2004Evaluating New-Keynesian Models of a Small Open Economy In: Oxford Bulletin of Economics and Statistics.
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article27
2003On Modeling the Effects of Inflation Shocks: Comments and Some Further Evidence In: The B.E. Journal of Macroeconomics.
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article3
2003Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel In: CEPR Discussion Papers.
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paper9
2003Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel.(2003) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has another version. Agregated cites: 9
paper
2003Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel.(2003) In: SIFR Research Report Series.
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This paper has another version. Agregated cites: 9
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2014Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios In: Journal of Financial and Quantitative Analysis.
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article10
2011Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios.(2011) In: Working Paper Series.
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This paper has another version. Agregated cites: 10
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2004Solution of macromodels with Hansen-Sargent robust policies: some extensions In: Journal of Economic Dynamics and Control.
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article80
2003Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions.(2003) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has another version. Agregated cites: 80
paper
2006Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle In: Journal of Economic Dynamics and Control.
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article29
2007A unified approach to nonlinearity, structural change, and outliers In: Journal of Econometrics.
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article59
2009Regression density estimation using smooth adaptive Gaussian mixtures In: Journal of Econometrics.
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article13
2012On some properties of Markov chain Monte Carlo simulation methods based on the particle filter In: Journal of Econometrics.
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article38
2003Inflation forecast uncertainty In: European Economic Review.
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2000Inflation Forecast Uncertainty.(2000) In: SSE/EFI Working Paper Series in Economics and Finance.
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2010Forecasting macroeconomic time series with locally adaptive signal extraction In: International Journal of Forecasting.
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2009Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction.(2009) In: Working Paper Series.
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2011Structural breaks, parameter uncertainty, and term structure puzzles In: Journal of Financial Economics.
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2004An alternative explanation of the price puzzle In: Journal of Monetary Economics.
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2000An alternative explanation of the price puzzle.(2000) In: SSE/EFI Working Paper Series in Economics and Finance.
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2001An Alternative Explanation of the Price Puzzle.(2001) In: Working Paper Series.
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2009Reconsidering the role of money for output, prices and interest rates In: Journal of Monetary Economics.
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2002Reconsidering the Role of Money for Output, Prices and Interest Rates.(2002) In: SSE/EFI Working Paper Series in Economics and Finance.
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2001Constitutions and Central Bank Independence: An Objection to McCallums Second Fallacy In: SSE/EFI Working Paper Series in Economics and Finance.
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2001Stronger evidence of long-run neutrality: a comment on Bernanke and Mihov In: SSE/EFI Working Paper Series in Economics and Finance.
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2010Adaptive hybrid Metropolis-Hastings samplers for DSGE models In: SSE/EFI Working Paper Series in Economics and Finance.
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2007Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures In: Working Paper Series.
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2006A cautionary note on outlier robust estimation of threshold models In: Journal of Forecasting.
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2012Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage In: Journal of Financial Econometrics.
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