gianni amisano : Citation Profile


Are you gianni amisano?

European Central Bank (34% share)
Rimini Centre for Economic Analysis (RCEA) (33% share)
University of Technology Sydney (33% share)

11

H index

15

i10 index

1421

Citations

RESEARCH PRODUCTION:

18

Articles

36

Papers

RESEARCH ACTIVITY:

   25 years (1994 - 2019). See details.
   Cites by year: 56
   Journals where gianni amisano has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 14 (0.98 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pam27
   Updated: 2024-01-16    RAS profile: 2019-05-28    
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Relations with other researchers


Works with:

Tristani, Oreste (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with gianni amisano.

Is cited by:

Ravazzolo, Francesco (81)

Huber, Florian (52)

van Dijk, Herman (44)

Pettenuzzo, Davide (37)

Mitchell, James (32)

Clark, Todd (30)

Casarin, Roberto (30)

Aastveit, Knut Are (29)

Korobilis, Dimitris (28)

Koop, Gary (25)

Vahey, Shaun (24)

Cites to:

Svensson, Lars (31)

Smets, Frank (21)

Wouters, Raf (20)

Blanchard, Olivier (16)

Geweke, John (16)

Sims, Christopher (13)

Fernandez-Villaverde, Jesus (12)

Rubio-Ramirez, Juan F (12)

Reichlin, Lucrezia (11)

Canova, Fabio (11)

Geweke, John (11)

Main data


Where gianni amisano has published?


Journals with more than one article published# docs
Research Bulletin2
Journal of Applied Econometrics2
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank11
Working Papers / University of Brescia, Department of Economics8
LIUC Papers in Economics / Cattaneo University (LIUC)4
Working Paper series / Rimini Centre for Economic Analysis2
Macroeconomics and Finance Series / University of Hamburg, Department of Socioeconomics2

Recent works citing gianni amisano (2024 and 2023)


YearTitle of citing document
2023.

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2023Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

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2023Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887.

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2023Bayesian Bilinear Neural Network for Predicting the Mid-price Dynamics in Limit-Order Book Markets. (2022). Magris, Martin ; Iosifidis, Alexandros ; Shabani, Mostafa. In: Papers. RePEc:arx:papers:2203.03613.

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2023Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2023Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752.

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2023Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models. (2022). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2211.16714.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023The two-regime view of inflation. (2023). Zakrajsek, Egon ; Yetman, James ; Lombardi, Marco Jacopo ; Borio, Claudio. In: BIS Papers. RePEc:bis:bisbps:133.

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2023Integrating Factor Models. (2023). Voigt, Stefan ; Metzker, Lior ; Cheng, SI ; Avramov, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1593-1646.

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2023.

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2023Monetary policy shocks and exchange rate dynamics in small open economies. (2023). Tchatoka, Firmin Doko ; Cross, Jamie L ; Haque, Qazi ; Terrell, Madison. In: Working Papers. RePEc:bny:wpaper:0121.

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2023Deep Dynamic Factor Models. (2023). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Working Papers. RePEc:crs:wpaper:2023-08.

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2023DSGE model forecasting: rational expectations vs. adaptive learning. (2023). Warne, Anders. In: Working Paper Series. RePEc:ecb:ecbwps:20232768.

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2023Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834.

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2023Modelling output gaps in the Euro Area with structural breaks: The COVID-19 recession. (2023). , Joo ; Dias, Jose Carlos ; Dutra, Tiago Mota ; Fernandes, Mario Correia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1046-1058.

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2023Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972.

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2023Scalable inference for a full multivariate stochastic volatility model. (2023). Plataniotis, Anastasios ; Petrova, Katerina ; Titsias, Michalis K ; Dellaportas, Petros. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:501-520.

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2023Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models. (2023). Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1054-1086.

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2023Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607.

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2023Bayesian Artificial Neural Networks for frontier efficiency analysis. (2023). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623002075.

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2023The money-inflation nexus revisited. (2023). Zorner, Thomas O ; Ringwald, Leopold. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:293-333.

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2023State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880.

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2023Uncertainty in systemic risks rankings: Bayesian and frequentist analysis. (2023). Goldman, Elena. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004002.

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2023Equity premium prediction: The role of information from the options market. (2023). Voukelatos, Nikolaos ; Panopoulou, Ekaterini ; Apergis, Iraklis ; Alexandridis, Antonios K. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000908.

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2023The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539.

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2023Real estate illiquidity and returns: A time-varying regional perspective. (2023). Zhu, Yunyi ; Fu, XI ; Ellington, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:58-72.

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2023Empirically-transformed linear opinion pools. (2023). Vahey, Shaun P ; Henckel, Timo ; Garratt, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:736-753.

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2023The power of text-based indicators in forecasting Italian economic activity. (2023). Monteforte, Libero ; Marcucci, Juri ; Luciani, Andrea ; Guaitoli, Gabriele ; Emiliozzi, Simone ; Aprigliano, Valentina. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:791-808.

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2023Time-varying variance and skewness in realized volatility measures. (2023). Lucas, Andre ; Opschoor, Anne. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:827-840.

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2023Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921.

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2023Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models. (2023). Meng, Xiaochun ; Han, Yang ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1078-1096.

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2023Penalized estimation of panel vector autoregressive models: A panel LASSO approach. (2023). Camehl, Annika. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1185-1204.

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2023Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302.

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2023Model combinations through revised base rates. (2023). Panagiotelis, Anastasios ; Spiliotis, Evangelos ; Petropoulos, Fotios. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1477-1492.

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2023Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2023). Čapek, Jan ; Reichel, Vlastimil ; Hauzenberger, Niko ; Cuaresma, Jesus Crespo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1820-1838.

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2023Improving Inflation Forecasts Using Robust Measures. (2022). Verbrugge, Randal ; Zaman, Saeed. In: Working Papers. RePEc:fip:fedcwq:94549.

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2023A Structural Approach to Combining External and DSGE Model Forecasts. (2023). Drautzburg, Thorsten. In: Working Papers. RePEc:fip:fedpwp:96271.

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2023Averaging Impulse Responses Using Prediction Pools. (2023). Matthes, Christian ; Lubik, Thomas A ; Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:95601.

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2023Impact of Money Supply in Different States of Inflation and Economic Growth in South Africa. (2023). Buthelezi, Eugene Msizi. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:2:p:64-:d:1068345.

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2023Distribution Prediction of Decomposed Relative EVA Measure with Levy-Driven Mean-Reversion Processes: The Case of an Automotive Sector of a Small Open Economy. (2023). Ratmanova, Iveta ; Ponik, Antonin ; Lisztwanova, Karolina ; Dluhoova, Dana ; Zmekal, Zdenk. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:25-471:d:1158257.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2023Bayesian Artificial Neural Networks for Frontier Efficiency Analysis. (2023). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: CEPA Working Papers Series. RePEc:qld:uqcepa:183.

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2023Linex and double-linex regression for parameter estimation and forecasting. (2023). Tsionas, Mike G. In: Annals of Operations Research. RePEc:spr:annopr:v:323:y:2023:i:1:d:10.1007_s10479-022-05131-2.

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2023Modelling Okun’s law: Does non-Gaussianity matter?. (2023). Österholm, Pär ; Kiss, Tamas ; Osterholm, Par ; Nguyen, Hoang. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02309-2.

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2023Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies. (2023). Cheng, Jie. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02360-7.

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2023Tradable and non-tradable inflation in Turkey: asymmetric responses to global factors. (2023). Turkvatan, Aysun ; Saygili, Hulya. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02364-3.

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2023Obesity and labour market outcomes in Italy: a dynamic panel data evidence with correlated random effects. (2023). Pacifico, Antonio. In: The European Journal of Health Economics. RePEc:spr:eujhec:v:24:y:2023:i:4:d:10.1007_s10198-022-01493-3.

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2023Forecasting a Commodity-Exporting Small Open Developing Economy Using DSGE and DSGE-BVAR. (2023). Konebayev, Erlan. In: International Economic Journal. RePEc:taf:intecj:v:37:y:2023:i:1:p:39-70.

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2023Tail Heterogeneity for Dynamic Covariance-Matrix-Valued Random Variables: the F-Riesz Distribution. (2021). Lucas, Andr E ; Blasques, Francisco ; Rossini, Luca ; Opschoor, Anne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210010.

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2023General Bayesian time?varying parameter vector autoregressions for modeling government bond yields. (2023). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:69-87.

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2023Forecasting inflation time series using score?driven dynamic models and combination methods: The case of Brazil. (2023). Lucena, Fernando Antonio ; Dias, Carlos Henrique. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:369-401.

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2023.

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2023Asset allocation with recursive parameter updating and macroeconomic regime identifiers. (2023). Meinerding, Christoph ; Goodarzi, Milad. In: Discussion Papers. RePEc:zbw:bubdps:062023.

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Works by gianni amisano:


YearTitleTypeCited
2012Prediction with Misspecified Models In: American Economic Review.
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article47
1994BAYESIAN ANALYSIS OF INTEGRATION AT DIFFERENT FREQUENCIES IN QUARTERLY DATA In: Economic Research Papers.
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paper0
1994Bayesian Analysis of Integration at Different Frequencies in Quarterly Data.(1994) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has nother version. Agregated cites: 0
paper
2007Comparing Density Forecasts via Weighted Likelihood Ratio Tests In: Journal of Business & Economic Statistics.
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article424
2005Comparing Density Forecsts via Weighted Likelihood Ratio Tests.(2005) In: Working Papers.
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This paper has nother version. Agregated cites: 424
paper
2010ASSESSING EUROPEAN CENTRAL BANKS CREDIBILITY DURING THE FIRST YEARS OF THE EUROSYSTEM: A BAYESIAN EMPIRICAL INVESTIGATION In: Manchester School.
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article7
2003What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence In: Scottish Journal of Political Economy.
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article25
2002What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence..(2002) In: LIUC Papers in Economics.
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This paper has nother version. Agregated cites: 25
paper
2002What goes up sometimes stays up: Shocks and Institutions as Determinants of Unemployment Persistence.(2002) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 25
paper
2007Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model In: CEPR Discussion Papers.
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paper56
2007Euro area inflation persistence in an estimated nonlinear DSGE model.(2007) In: Working Paper Series.
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paper
2010Euro area inflation persistence in an estimated nonlinear DSGE model.(2010) In: Journal of Economic Dynamics and Control.
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article
2010Euro area inflation persistence in an estimated nonlinear dsge model.(2010) In: Post-Print.
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2007Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model.(2007) In: Working Paper series.
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This paper has nother version. Agregated cites: 56
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2007Euro area inflation persistence in an estimated nonlinear DSGE model.(2007) In: Working Papers.
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2010Enhancing monetary analysis In: Research Bulletin.
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article4
2011The euro area sovereign crisis: monitoring spillovers and contagion In: Research Bulletin.
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article11
2007Hierarchical Markov normal mixture models with applications to financial asset returns In: Working Paper Series.
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paper102
2007Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns.(2007) In: Working Papers.
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paper
2011Hierarchical Markov normal mixture models with applications to financial asset returns.(2011) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 102
article
2008Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk. In: Working Paper Series.
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paper9
2007Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk.(2007) In: Working Papers.
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This paper has nother version. Agregated cites: 9
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2008Comparing and evaluating Bayesian predictive distributions of assets returns In: Working Paper Series.
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paper287
2010Comparing and evaluating Bayesian predictive distributions of asset returns.(2010) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 287
article
2009Optimal Prediction Pools In: Working Paper Series.
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paper249
2011Optimal prediction pools.(2011) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 249
article
2008Optimal Prediction Pools.(2008) In: Working Paper series.
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2009EMU and the adjustment to asymmetric shocks: the case of Italy In: Working Paper Series.
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2010Money growth and inflation: a regime switching approach In: Working Paper Series.
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2013Money growth and inflation: A regime switching approach.(2013) In: Journal of International Money and Finance.
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2011Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations In: Working Paper Series.
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2011Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations.(2011) In: Journal of Economic Dynamics and Control.
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2011Analysis of variance for bayesian inference In: Working Paper Series.
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2014Analysis of Variance for Bayesian Inference.(2014) In: Econometric Reviews.
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2013Prediction using several macroeconomic models In: Working Paper Series.
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2017Prediction Using Several Macroeconomic Models.(2017) In: The Review of Economics and Statistics.
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2019Uncertainty shocks, monetary policy and long-term interest rates In: Working Paper Series.
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2019Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates.(2019) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 5
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2003Bayesian inference in cointegrated systems In: Research in Economics.
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article1
2013Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR In: Macroeconomics and Finance Series.
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paper4
2014A money-based indicator for deflation risk In: Macroeconomics and Finance Series.
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2014A money-based indicator for deflation risk.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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2003Unemployment persistence in Italy. An econometric analysis with multivariate time varying parameter models In: LIUC Papers in Economics.
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2003Unemployment and labour taxation: an econometric analysis. In: LIUC Papers in Economics.
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2008Building composite leading indexes in a dynamic factor model framework: a new proposal In: LIUC Papers in Economics.
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2017Mutual Funds Dynamics and Economic Predictors In: The Journal of Financial Econometrics.
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article2
2010A nonlinear DSGE model of the term structure with regime shifts In: 2010 Meeting Papers.
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2006Euro area inflation persistence in an estimated nonlinear In: Computing in Economics and Finance 2006.
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paper7
2013Diversification by entry into a new submarket? In: Applied Economics.
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article0
2008Particle Filters for Markov-Switching Stochastic-Correlation Models In: Working Papers.
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2004The Dynamics of Firms Entry and Diversification: A Bayesian Panel Probit Approach. A Cross-country analysis In: Working Papers.
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2005Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach In: Working Papers.
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2005Assessing ECB?s Credibility During the First Years of the Eurosystem: A Bayesian Empirical Investigation In: Working Papers.
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paper1
2013ENTRY INTO PHARMACEUTICAL SUBMARKETS: A BAYESIAN PANEL PROBIT ANALYSIS In: Journal of Applied Econometrics.
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