17
H index
18
i10 index
1615
Citations
Filippo Altissimo : Citation Profile
| RESEARCH PRODUCTION: 11 Articles 34 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:
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Main data
Where Filippo Altissimo has published?
Recent works citing Filippo Altissimo (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604. Full description at Econpapers || Download paper |
| 2024 | Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981. Full description at Econpapers || Download paper |
| 2024 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper |
| 2024 | Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24. Full description at Econpapers || Download paper |
| 2024 | Sectoral price dynamics in the last mile of post-Covid-19 disinflation. (2024). Lombardi, Marco ; Igan, Deniz ; Amatyakul, Pongpitch. In: BIS Quarterly Review. RePEc:bis:bisqtr:2403d. Full description at Econpapers || Download paper |
| 2024 | Monetary policy pass-through to consumer prices: evidence from granular price data. (2024). Allayioti, Anastasia ; Grnicka, Lucyna ; Holton, Sarah ; Hernndez, Catalina Martnez. In: Working Paper Series. RePEc:ecb:ecbwps:20243003. Full description at Econpapers || Download paper |
| 2024 | Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042. Full description at Econpapers || Download paper |
| 2024 | Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach. (2024). Hong, Yongmiao ; Linton, Oliver ; Wang, Shouyang ; Sun, Jiajing ; McCabe, Brendan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003196. Full description at Econpapers || Download paper |
| 2024 | Inferential theory for generalized dynamic factor models. (2024). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000593. Full description at Econpapers || Download paper |
| 2024 | Energy price surges and inflation: Fiscal policy to the rescue?. (2024). Wegmueller, Philipp ; Glocker, Christian ; Wegmller, Philipp. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001888. Full description at Econpapers || Download paper |
| 2024 | An assessment of inflation targeting. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Dergiades, Theologos ; Milas, Costas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001030. Full description at Econpapers || Download paper |
| 2024 | Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y. Full description at Econpapers || Download paper |
| 2025 | Shades of inflation targeting: insights from fractional integration. (2025). Janus, Jakub ; Dbrowski, Marek A ; Mucha, Krystian. In: MPRA Paper. RePEc:pra:mprapa:123455. Full description at Econpapers || Download paper |
| 2025 | Euro area inflation differentials: the role of fiscal policies revisited. (2025). Schildmann, Teresa ; Leiner-Killinger, Nadine ; Checherita-Westphal, Cristina. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-024-02652-6. 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 | 10 |
| 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: 10 | paper | |
| 1999 | How Deep Are the Deep Parameters?.(1999) In: Banca Italia - Servizio di Studi. [Citation analysis] This paper has nother version. Agregated cites: 10 | 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 | 45 |
| 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: 45 | 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: 45 | 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 | 139 |
| 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 | 2 |
| 2007 | New Eurocoin: Tracking Economic Growth in Real Time In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 209 |
| 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: 209 | 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: 209 | 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: 209 | article | |
| 2000 | The Nonlinear Dynamics of Output and Unemployment in the US In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
| 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: 38 | 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 | 43 |
| 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: 43 | paper | |
| 2005 | Wealth and asset price effects on economic activity In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 109 |
| 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: 109 | 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 | 182 |
| 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 | 81 |
| 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: 81 | 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: 81 | 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 | 106 |
| 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 | 3 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | ||
| 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 | 34 |
| 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 | 139 |
| 2009 | Simulated Non-Parametric Estimation of Dynamic Models In: The 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 | 81 |
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