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

1391

Citations

RESEARCH PRODUCTION:

18

Articles

36

Papers

RESEARCH ACTIVITY:

   25 years (1994 - 2019). See details.
   Cites by year: 55
   Journals where gianni amisano has often published
   Relations with other researchers
   Recent citing documents: 165.    Total self citations: 14 (1 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pam27
   Updated: 2023-08-19    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 (51)

van Dijk, Herman (44)

Pettenuzzo, Davide (37)

Mitchell, James (32)

Casarin, Roberto (30)

Clark, Todd (30)

Korobilis, Dimitris (28)

Koop, Gary (25)

Vahey, Shaun (24)

Marcellino, Massimiliano (23)

Cites to:

Svensson, Lars (31)

Smets, Frank (21)

Wouters, Raf (20)

Blanchard, Olivier (16)

Geweke, John (15)

Sims, Christopher (13)

Rubio-Ramirez, Juan F (12)

Fernandez-Villaverde, Jesus (12)

Canova, Fabio (11)

Reichlin, Lucrezia (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 (2022 and 2021)

YearTitle of citing document
2021Modelling and Estimating Large Macroeconomic Shocks During the Pandemic. (2021). Paolillo, Aldo ; Grassi, Stefano ; Corrado, Luisa. In: CREATES Research Papers. RePEc:aah:create:2021-08.

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2023.

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2022Forecasting a commodity-exporting small open developing economy using DSGE and DSGE-BVAR. (2022). Konebayev, Erlan. In: NAC Analytica Working Paper. RePEc:ajx:wpaper:24.

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2021Dealing with cross-country heterogeneity in panel VARs using finite mixture models. (2018). Huber, Florian. In: Papers. RePEc:arx:papers:1804.01554.

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2021Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Papers. RePEc:arx:papers:1805.04178.

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2022Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros. (2018). Blasques, Francisco ; Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:1812.07318.

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2021Bayesian prediction of jumps in large panels of time series data. (2019). Papaspiliopoulos, Omiros ; Dellaportas, Petros ; Alexopoulos, Angelos. In: Papers. RePEc:arx:papers:1904.05312.

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2021Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol. (2019). Kastner, Gregor ; Hosszejni, Darjus. In: Papers. RePEc:arx:papers:1906.12123.

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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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2022Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566.

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2021Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

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2022On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates. (2021). Shin, Minchul ; Diebold, Francis X ; Zhang, Boyuan. In: Papers. RePEc:arx:papers:2012.11649.

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2021Evaluating the Discrimination Ability of Proper Multivariate Scoring Rules. (2021). Alexander, Carol ; Coulon, Michael ; Han, Yang ; Meng, Xiaochun. In: Papers. RePEc:arx:papers:2101.12693.

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2021General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393.

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2021Vector autoregression models with skewness and heavy tails. (2021). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Papers. RePEc:arx:papers:2105.11182.

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2022Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082.

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2021Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

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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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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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2021Forecasting with VAR-teXt and DFM-teXt Models:exploring the predictive power of central bank communication. (2021). Ferreira, Leonardo. In: Working Papers Series. RePEc:bcb:wpaper:559.

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2021The power of text-based indicators in forecasting the Italian economic activity. (2021). Monteforte, Libero ; Marcucci, Juri ; aprigliano, valentina ; Luciani, Andrea ; Guaitoli, Gabriele ; Emiliozzi, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1321_21.

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2021Evaluating Forecast Performance with State Dependence. (2021). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Working Papers. RePEc:bge:wpaper:1295.

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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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2021Predictive Inference Based on Markov Chain Monte Carlo Output. (2021). Gneiting, Tilmann ; Thorarinsdottir, Thordis ; Lerch, Sebastian ; Kruger, Fabian. In: International Statistical Review. RePEc:bla:istatr:v:89:y:2021:i:2:p:274-301.

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2021AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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2022Late to Recessions: Stocks and the Business Cycle. (2022). Gomezcram, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:923-966.

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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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2021Mixed?frequency Bayesian predictive synthesis for economic nowcasting. (2021). McAlinn, Kenichiro. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:5:p:1143-1163.

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2022Modelling clusters of corporate defaults: Regime?switching models significantly reduce the contagion source. (2022). Maruotti, Antonello ; Bulla, Jan ; Berentsen, Geir D ; Stove, Brd. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:71:y:2022:i:3:p:698-722.

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2021Boosting multiplicative model combination. (2021). Vidoni, Paolo. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:3:p:761-789.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Cross, Jamie L ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Paper. RePEc:bno:worpap:2021_3.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099.

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2022The Term Structure of Inflation at Risk: A Panel Quantile Regression Approach. (2022). Norimasa, Yoshihiko ; Makabe, Yoshibumi . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e04.

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2021Stochastic model specification in Markov switching vector error correction models. (2021). Huber, Florian ; Niko, Hauzenberger ; Thomas, Zorner ; Michael, Pfarrhofer ; Florian, Huber. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:7.

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2021Macroeconomic uncertainty and forecasting macroeconomic aggregates. (2021). Magnus, Reif. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:20:n:5.

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2021What Moves Treasury Yields?. (2021). Moench, Emanuel ; Siavash, Soroosh Soofi. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15978.

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2021Combining Bayesian VARs with survey density forecasts: does it pay off?. (2021). Ravazzolo, Francesco ; Paredes, Joan ; Brenna, Federica ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212543.

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2021A mixed frequency BVAR for the euro area labour market. (2021). Foroni, Claudia ; Hernandez, Catalina Martinez ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20212601.

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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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2022Central bank credibility and its effect on stabilization. (2022). Bicchal, Motilal. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:73-94.

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2021Forecasting natural gas prices using highly flexible time-varying parameter models. (2021). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002418.

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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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2021Correlation regimes in international equity and bond returns. (2021). Martinez, Oscar ; Aslanidis, Nektarios. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:397-410.

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2021Hierarchical Markov-switching models for multivariate integer-valued time-series. (2021). di Mari, Roberto ; Catania, Leopoldo. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:118-137.

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2021Generalized aggregation of misspecified models: With an application to asset pricing. (2021). Maasoumi, Esfandiar ; Gospodinov, Nikolay. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:451-467.

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2021Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860.

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2022Analyzing cross-validation for forecasting with structural instability. (2022). Hirano, Keisuke ; Wright, Jonathan H. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:1:p:139-154.

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2022Infinite Markov pooling of predictive distributions. (2022). Maheu, John ; Yang, Qiao ; Jin, Xin. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:2:p:302-321.

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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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2022Nowcasting GDP Using Dynamic Factor Model with Unknown Number of Factors and Stochastic Volatility: A Bayesian Approach. (2022). Li, Haitao ; Yu, Cindy L ; Zhang, Yixiao. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:75-93.

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2022Estimation of large dimensional time varying VARs using copulas. (2022). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002439.

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2021Forecasting Swiss exports using Bayesian forecast reconciliation. (2021). Hyndman, Rob ; Eckert, Florian ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:291:y:2021:i:2:p:693-710.

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2021Optimal combinations of stochastic frontier and data envelopment analysis models. (2021). Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:2:p:790-800.

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2022Fat tails, serial dependence, and implied volatility index connections. (2022). Ellington, Michael. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:2:p:768-779.

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2021Modeling the cross-section of stock returns using sensible models in a model pool. (2021). Zhou, Qing ; Liao, Yin ; Chiang, I-Hsuan Ethan ; I-Hsuan Ethan Chiang, . In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:56-73.

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2021The transformed Gram Charlier distribution: Parametric properties and financial risk applications. (2021). Iguez, Trino-Manuel ; Leon, Angel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:323-349.

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2021Risk premia in electricity derivatives markets. (2021). Leccadito, Arturo ; Algieri, Bernardina ; Tunaru, Diana. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100205x.

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2022Multivariate stochastic volatility for herding detection: Evidence from the energy sector. (2022). Philippas, Nikolaos ; Tsionas, Mike G. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001402.

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2022Probability distribution forecasting of carbon allowance prices: A hybrid model considering multiple influencing factors. (2022). Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003395.

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2022Debiasing probabilistic oil production forecasts. (2022). Bratvold, Reidar B ; Nesvold, Erik. In: Energy. RePEc:eee:energy:v:258:y:2022:i:c:s0360544222016474.

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2021Trading off accuracy for speed: Hedge funds decision-making under uncertainty. (2021). Dragomirescu-Gaina, Catalin ; Tsionas, Mike G ; Philippas, Dionisis. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000715.

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2021From pandemic to financial contagion: High-frequency risk metrics and Bayesian volatility analysis. (2021). Davidovic, Milivoje. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s154461232031727x.

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2022Modelling stock returns volatility with dynamic conditional score models and random shifts. (2022). Alanya-Beltran, Willy. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002026.

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2021Forecasting crude oil prices with DSGE models. (2021). Rubaszek, Michał. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:531-546.

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2022Forecasting in GARCH models with polynomially modified innovations. (2022). Bagnato, Luca ; Zoia, Maria Grazia ; Vacca, Gianmarco. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:117-141.

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2022Combining forecasts for universally optimal performance. (2022). Yang, Yuhong ; Cheng, Gang ; Rolling, Craig A ; Qian, Wei. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:193-208.

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2022Optimal probabilistic forecasts: When do they work?. (2022). Ramírez Hassan, Andrés ; Loaiza Maya, Rubén ; Loaiza-Maya, Ruben ; Martin, Gael M ; Ramirez-Hassan, Andres ; Frazier, David T ; Maneesoonthorn, Worapree. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:384-406.

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2022High-frequency monitoring of growth at risk. (2022). Sahuc, Jean-Guillaume ; Mogliani, Matteo ; Ferrara, Laurent. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:582-595.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
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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2022Structured ambiguity and model misspecification. (2022). Sargent, Thomas J ; Hansen, Lars Peter. In: Journal of Economic Theory. RePEc:eee:jetheo:v:199:y:2022:i:c:s0022053120301587.

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2021The impact of macroprudential policies on capital flows in CESEE. (2021). Huber, Florian ; Eller, Markus ; Vashold, Lukas ; Schuberth, Helene ; Hauzenberger, Niko. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001467.

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2022What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254.

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2022Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO. (2022). Wada, Tatsuma. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s026156062200122x.

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2021Financial distress and fiscal inflation. (2021). Tan, Fei ; Pei, Pei ; Li, Bing. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:70:y:2021:i:c:s0164070421000549.

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2022Common factors and the dynamics of cereal prices. A forecasting perspective. (2022). Rubaszek, Michał ; Paccagnini, Alessia ; Kwas, Marek. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851321000738.

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2021Forecasting crude oil real prices with averaging time-varying VAR models. (2021). Drachal, Krzysztof. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002555.

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2021Common factors and the dynamics of industrial metal prices. A forecasting perspective. (2021). Rubaszek, Michał ; Paccagnini, Alessia ; Kwas, Marek. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003299.

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2021Backtesting global Growth-at-Risk. (2021). Brownlees, Christian. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:312-330.

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2022Economic theories and macroeconomic reality. (2022). Wang, Mu-Chun ; Matthes, Christian ; Loria, Francesca. In: Journal of Monetary Economics. RePEc:eee:moneco:v:126:y:2022:i:c:p:105-117.

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2021Bayesian analysis of static and dynamic Hurst parameters under stochastic volatility. (2021). Tsionas, Mike G. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:567:y:2021:i:c:s0378437120309456.

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2021Bayesian forecasting with the structural damped trend model. (2021). Tsionas, Mike G. In: International Journal of Production Economics. RePEc:eee:proeco:v:234:y:2021:i:c:s0925527321000220.

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2022Estimating tail-risk using semiparametric conditional variance with an application to meme stocks. (2022). Khanom, Najrin ; Daddona, Stefano. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:241-260.

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2022Exploring the predictability of cryptocurrencies via Bayesian hidden Markov models. (2022). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001756.

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2022On the volatility of cryptocurrencies. (2022). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s027553192200112x.

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2022Random and Markov switching exponential smoothing models. (2022). Tsionas, Mike G. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:174:y:2022:i:c:s0040162521007022.

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2022A Unified Framework to Estimate Macroeconomic Stars. (2021). Zaman, Saeed. In: Working Papers. RePEc:fip:fedcwq:93166.

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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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2021Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models. (2021). Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Working Papers. RePEc:fip:fedpwp:92355.

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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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2021New York FED Staff Nowcasts and Reality: What Can We Learn about the Future, the Present, and the Past?. (2021). Siliverstovs, Boriss. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:11-:d:511974.

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More than 100 citations found, this list is not complete...

Works by gianni amisano:

YearTitleTypeCited
2012Prediction with Misspecified Models In: American Economic Review.
[Full Text][Citation analysis]		article46
1994BAYESIAN ANALYSIS OF INTEGRATION AT DIFFERENT FREQUENCIES IN QUARTERLY DATA In: Economic Research Papers.
[Full Text][Citation analysis]		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 another version. Agregated cites: 0		paper
2007Comparing Density Forecasts via Weighted Likelihood Ratio Tests In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article415
2005Comparing Density Forecsts via Weighted Likelihood Ratio Tests.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 415		paper
2010ASSESSING EUROPEAN CENTRAL BANKS CREDIBILITY DURING THE FIRST YEARS OF THE EUROSYSTEM: A BAYESIAN EMPIRICAL INVESTIGATION In: Manchester School.
[Full Text][Citation analysis]		article6
2003What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article25
2002What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence..(2002) In: LIUC Papers in Economics.
[Full Text][Citation analysis]
This paper has another 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 another version. Agregated cites: 25		paper
2007Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper56
2007Euro area inflation persistence in an estimated nonlinear DSGE model.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
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2010Euro area inflation persistence in an estimated nonlinear DSGE model.(2010) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56		article
2010Euro area inflation persistence in an estimated nonlinear dsge model.(2010) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56		paper
2007Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model.(2007) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56		paper
2007Euro area inflation persistence in an estimated nonlinear DSGE model.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56		paper
2010Enhancing monetary analysis In: Research Bulletin.
[Full Text][Citation analysis]		article4
2011The euro area sovereign crisis: monitoring spillovers and contagion In: Research Bulletin.
[Full Text][Citation analysis]		article11
2007Hierarchical Markov normal mixture models with applications to financial asset returns In: Working Paper Series.
[Full Text][Citation analysis]		paper99
2007Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 99		paper
2011Hierarchical Markov normal mixture models with applications to financial asset returns.(2011) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 99		article
2008Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk. In: Working Paper Series.
[Full Text][Citation analysis]		paper9
2007Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2008Comparing and evaluating Bayesian predictive distributions of assets returns In: Working Paper Series.
[Full Text][Citation analysis]		paper283
2010Comparing and evaluating Bayesian predictive distributions of asset returns.(2010) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 283		article
2009Optimal Prediction Pools In: Working Paper Series.
[Full Text][Citation analysis]		paper244
2011Optimal prediction pools.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 244		article
2008Optimal Prediction Pools.(2008) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 244		paper
2009EMU and the adjustment to asymmetric shocks: the case of Italy In: Working Paper Series.
[Full Text][Citation analysis]		paper10
2010Money growth and inflation: a regime switching approach In: Working Paper Series.
[Full Text][Citation analysis]		paper52
2013Money growth and inflation: A regime switching approach.(2013) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52		article
2011Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations In: Working Paper Series.
[Full Text][Citation analysis]		paper17
2011Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations.(2011) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		article
2011Analysis of variance for bayesian inference In: Working Paper Series.
[Full Text][Citation analysis]		paper15
2014Analysis of Variance for Bayesian Inference.(2014) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		article
2013Prediction using several macroeconomic models In: Working Paper Series.
[Full Text][Citation analysis]		paper53
2017Prediction Using Several Macroeconomic Models.(2017) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53		article
2019Uncertainty shocks, monetary policy and long-term interest rates In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2019Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates.(2019) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2003Bayesian inference in cointegrated systems In: Research in Economics.
[Full Text][Citation analysis]		article1
2013Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR In: Macroeconomics and Finance Series.
[Full Text][Citation analysis]		paper3
2014A money-based indicator for deflation risk In: Macroeconomics and Finance Series.
[Full Text][Citation analysis]		paper1
2014A money-based indicator for deflation risk.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2003Unemployment persistence in Italy. An econometric analysis with multivariate time varying parameter models In: LIUC Papers in Economics.
[Full Text][Citation analysis]		paper0
2003Unemployment and labour taxation: an econometric analysis. In: LIUC Papers in Economics.
[Full Text][Citation analysis]		paper0
2008Building composite leading indexes in a dynamic factor model framework: a new proposal In: LIUC Papers in Economics.
[Full Text][Citation analysis]		paper0
2017Mutual Funds Dynamics and Economic Predictors In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article2
2010A nonlinear DSGE model of the term structure with regime shifts In: 2010 Meeting Papers.
[Full Text][Citation analysis]		paper5
2006Euro area inflation persistence in an estimated nonlinear In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper7
2013Diversification by entry into a new submarket? In: Applied Economics.
[Full Text][Citation analysis]		article0
2008Particle Filters for Markov-Switching Stochastic-Correlation Models In: Working Papers.
[Full Text][Citation analysis]		paper11
2004The Dynamics of Firms Entry and Diversification: A Bayesian Panel Probit Approach. A Cross-country analysis In: Working Papers.
[Full Text][Citation analysis]		paper0
2005Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2005Assessing ECB?s Credibility During the First Years of the Eurosystem: A Bayesian Empirical Investigation In: Working Papers.
[Full Text][Citation analysis]		paper1
2013ENTRY INTO PHARMACEUTICAL SUBMARKETS: A BAYESIAN PANEL PROBIT ANALYSIS In: Journal of Applied Econometrics.
[Citation analysis]		article10

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