Filippo Altissimo : Citation Profile

Are you Filippo Altissimo?

17

H index

18

i10 index

1608

Citations

RESEARCH PRODUCTION:

11

Articles

33

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (1998 - 2011). See details.
   Cites by year: 123
   Journals where Filippo Altissimo has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 12 (0.74 %)

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   Permalink: http://citec.repec.org/pal1105
   Updated: 2024-12-03    RAS profile: 2021-05-24    
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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 Filippo Altissimo.

Is cited by:

Marcellino, Massimiliano (64)

Giannone, Domenico (45)

Reichlin, Lucrezia (44)

Amstad, Marlene (37)

Eickmeier, Sandra (29)

Smets, Frank (29)

Hallin, Marc (28)

Fischer, Andreas (26)

Proietti, Tommaso (23)

Horvath, Roman (22)

Forni, Mario (22)

Cites to:

Reichlin, Lucrezia (26)

Forni, Mario (26)

Lippi, Marco (19)

veronese, giovanni (16)

Hallin, Marc (16)

Dias, Daniel (15)

LE BIHAN, Hervé (12)

Rumler, Fabio (12)

Alvarez, Luis (11)

Smets, Frank (11)

Gertler, Mark (11)

Main data

Where Filippo Altissimo has published?

Working Papers Series with more than one paper published# docs
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area8
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Computing in Economics and Finance 2001 / Society for Computational Economics2
Discussion Papers / University of Exeter, Department of Economics2
Occasional Paper Series / European Central Bank2

Recent works citing Filippo Altissimo (2024 and 2023)

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

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2024Theory 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.

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2024Theory 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.

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2023Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618.

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2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2024Nowcasting 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.

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2023Estimation du commerce mondial en temps réel grâce à l’apprentissage automatique. (2023). Meunier, Baptiste ; Sebastian, Stumpner ; Baptiste, Meunier ; Menzie, Chinn. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2023:248:05.

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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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2024Sectoral 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.

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2023Where is the Inflation? The Diverging Patterns of Prices of Goods and Services. (2023). Wlasiuk, Juan M ; Carlomagno, Guillermo ; Bajraj, Gent. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:969.

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2023Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359.

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2023Estimation of heuristic switching in behavioral macroeconomic models. (2023). Sacht, Stephen ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002883.

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2024Does 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.

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2023Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (2023). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:372-392.

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2024Kolmogorov–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.

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2024Inferential 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.

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2023Term premium in a fractionally cointegrated yield curve. (2023). Abbritti, Mirko ; Moreno, Antonio ; Gil-Alana, Luis ; Carcel, Hector. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000171.

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2024Investor 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.

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2023Endogenous money supply, global liquidity and financial transactions: Panel evidence from OECD countries. (2023). Liwiski, Pawe. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:121-152.

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2023Disaggregated Inflation Dynamics in Thailand: Which Shocks Matter?. (2023). Manopimoke, Pym ; Nookhwun, Nuwat. In: PIER Discussion Papers. RePEc:pui:dpaper:211.

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2023Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: CEIS Research Paper. RePEc:rtv:ceisrp:559.

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2023Mixed frequency composite indicators for measuring public sentiment in the EU. (2023). Scepi, Germana ; Spano, Maria ; Misuraca, Michelangelo ; Mattera, Raffaele. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01468-9.

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2023A test for the contributions of urban and rural inflation to inflation persistence in Nigeria. (2023). Salisu, Afees ; Usman, Nuruddeen ; Oboh, Victor ; Ebuh, Godday Uwawunkonye. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:16:y:2023:i:2:p:222-246.

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2023Nowcasting the state of the Italian economy: The role of financial markets. (2023). Silvestrini, Andrea ; Ceci, Donato. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1569-1593.

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Works by Filippo Altissimo:

YearTitleTypeCited
2002How Deep are the Deep Parameters? In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article11
1999How deep are the deep parameters?.(1999) In: Temi di discussione (Economic working papers).
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This paper has nother version. Agregated cites: 11		paper
1999How Deep Are the Deep Parameters?.(1999) In: Banca Italia - Servizio di Studi.
[Citation analysis]
This paper has nother version. Agregated cites: 11		paper
1998Nonlinear VAR: Some Theory and an Application to US GNP and Unemployment In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper3
1998Nonlinear 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
2000The Italian Business Cycle; Coincident and Leading Indicators and Some Stylized Facts In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper46
2000The 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: 46		paper
2000The 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: 46		article
2001The 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]		paper125
2001A real time coincident indicator of the euro area business cycle In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper140
2002Is money informative? Evidence form a large model used for policy analysis In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper4
2005Is 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
2004Is money informative? Evidence from a large model used for policy analysis.(2004) In: Macroeconomics.
[Full Text][Citation analysis]
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2002Dealing 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]		paper4
2007New Eurocoin: Tracking Economic Growth in Real Time In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper208
2006New EuroCOIN: Tracking Economic Growth in Real Time.(2006) In: CEPR Discussion Papers.
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2008New Eurocoin: Tracking Economic Growth in Real Time.(2008) In: Center for Economic Research (RECent).
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2010New Eurocoin: Tracking Economic Growth in Real Time.(2010) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 208		article
2000The Nonlinear Dynamics of Output and Unemployment in the US In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper38
2001The non-linear dynamics of output and unemployment in the U.S..(2001) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 38		article
2001EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper153
2003EUROCOIN: 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
2005Long-Run Determinants of Inflation Differentials in a Monetary Union In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper42
2005Long-Run Determinants of Inflation Differentials in a Monetary Union.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 42		paper
2005Wealth and asset price effects on economic activity In: Occasional Paper Series.
[Full Text][Citation analysis]		paper108
2005Wealth and asset price effects on economic activity.(2005) In: Open Access publications.
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This paper has nother version. Agregated cites: 108		paper
2006Inflation persistence and price-setting behaviour in the euro area: a summary of the IPN evidence In: Occasional Paper Series.
[Full Text][Citation analysis]		paper181
2007Fast micro and slow macro: can aggregation explain the persistence of inflation? In: Working Paper Series.
[Full Text][Citation analysis]		paper57
2007Fast micro and slow macro: can aggregation explain the persistence of inflation?.(2007) In: Working Paper Series.
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This paper has nother version. Agregated cites: 57		paper
2000Strong Rules for Detecting the Number of Breaks in a Time Series In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper81
2003Strong rules for detecting the number of breaks in a time series.(2003) In: Journal of Econometrics.
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2000Strong Rules for Detecting the Number of Breaks in a Time Series..(2000) In: Discussion Papers.
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2002Bounds for inference with nuisance parameters present only under the alternative In: Econometrics Journal.
[Full Text][Citation analysis]		article27
2000Bounds 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
2009Can aggregation explain the persistence of inflation? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article104
2005Simulated nonparametric estimation of dynamic models with applications to finance In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper2
2004Simulated nonparametric estimation of continuous time models of asset prices and returns In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
2006On Robust Monetary Policy In: Chapters.
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2011Inflation Differentials in a Currency Area: Facts, Explanations and Policy In: Open Economies Review.
[Full Text][Citation analysis]		article33
2006Inflation 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]		paper138
2009Simulated Non-Parametric Estimation of Dynamic Models In: The Review of Economic Studies.
[Full Text][Citation analysis]		article23
2001Micro Heterogeneity and Macro Dynamics: an Empirical Analysis In: Computing in Economics and Finance 2001.
[Citation analysis]		paper0
2001IDENTIFYING 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]		paper0
1999Change of Measure in Monte Carlo Integration via Gibbs Sampling with an application to Stochastic Volatility Models In: Computing in Economics and Finance 1999.
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2006Sectoral and Aggregate Inflation Dynamics in the Euro Area In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article80

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