11
H index
15
i10 index
1508
Citations
European Central Bank (34% share) | 11 H index 15 i10 index 1508 Citations RESEARCH PRODUCTION: 20 Articles 37 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with gianni amisano. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Research Bulletin | 2 |
Journal of Economic Dynamics and Control | 2 |
Journal of Applied Econometrics | 2 |
Year | Title of citing document |
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2024 | Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros. (2024). Blasques, Francisco ; Hol, Vladim'Ir ; Tomanov, Petra. In: Papers. RePEc:arx:papers:1812.07318. Full description at Econpapers || Download paper |
2025 | A Multivariate Realized GARCH Model. (2025). Hansen, Peter ; Archakov, Ilya ; Lunde, Asger. In: Papers. RePEc:arx:papers:2012.02708. Full description at Econpapers || Download paper |
2024 | Regime-Switching Density Forecasts Using Economists Scenarios. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761. Full description at Econpapers || Download paper |
2025 | Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2025). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902. Full description at Econpapers || Download paper |
2024 | Bayesian Neural Networks for Macroeconomic Analysis. (2024). Marcellino, Massimiliano ; Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2211.04752. Full description at Econpapers || Download paper |
2024 | Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671. Full description at Econpapers || Download paper |
2025 | Decision synthesis in monetary policy. (2025). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Papers. RePEc:arx:papers:2406.03321. Full description at Econpapers || Download paper |
2024 | Kullback-Leibler-based characterizations of score-driven updates. (2024). Punder, Ramon ; Lange, Rutger-Jan ; Dimitriadis, Timo ; de Punder, Ramon. In: Papers. RePEc:arx:papers:2408.02391. Full description at Econpapers || Download paper |
2024 | Cyber Risk Taxonomies: Statistical Analysis of Cybersecurity Risk Classifications. (2024). Sofronov, Georgy ; Jang, Jiwook ; Shevchenko, Pavel V ; Treuck, Stefan ; Peters, Gareth W ; Malavasi, Matteo. In: Papers. RePEc:arx:papers:2410.05297. Full description at Econpapers || Download paper |
2024 | Underlying Core Inflation with Multiple Regimes. (2024). Rodriguez-Rondon, Gabriel. In: Papers. RePEc:arx:papers:2411.12845. Full description at Econpapers || Download paper |
2025 | Minnesota BART. (2025). Carvalho, Carlos M ; Lima, Pedro A ; Herren, Andrew ; Lopes, Hedibert F. In: Papers. RePEc:arx:papers:2503.13759. Full description at Econpapers || Download paper |
2024 | The Politics of the Paycheck Protection Program. (2024). Zhang, Eden ; Mishra, Prachi ; Lambert, Thomas ; Igan, Deniz. In: Working Papers. RePEc:ash:wpaper:133. Full description at Econpapers || Download paper |
2024 | Decision Synthesis in Monetary Policy. (2024). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Staff Working Papers. RePEc:bca:bocawp:24-30. Full description at Econpapers || Download paper |
2024 | Predictability of Exchange Rate Density Forecasts for Emerging Economies in the Short Run. (2024). Moura, Jaqueline Terra. In: Working Papers Series. RePEc:bcb:wpaper:588. Full description at Econpapers || Download paper |
2025 | Monetary aggregates and inflation: A new view on an old relationship. (2025). Colavecchio, Roberta ; Amisano, Gianni. In: BCL working papers. RePEc:bcl:bclwop:bclwp195. Full description at Econpapers || Download paper |
2024 | Covered interest parity: a forecasting approach to estimate the neutral band. (2024). Hernandez, Juan. In: BIS Working Papers. RePEc:bis:biswps:1206. Full description at Econpapers || Download paper |
2024 | Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?. (2024). Pajor, Anna ; Kwiatkowski, Ukasz ; Wroblewska, Justyna ; Osiewalski, Jacek. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:1:p:62-86. Full description at Econpapers || Download paper |
2024 | Merging Structural and Reduced-Form Models for Forecasting. (2024). Piersanti, Fabio Massimo ; onorante, luca ; Martinez-Martin, Jaime ; Massimo, Piersanti Fabio ; Luca, Onorante ; Richard, Morris ; Jaime, Martinez-Martin. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:24:y:2024:i:1:p:399-437:n:2. Full description at Econpapers || Download paper |
2024 | Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18. Full description at Econpapers || Download paper |
2025 | Dynare: Reference Manual, Version 6. (2025). Villemot, Sébastien ; Pfeifer, Johannes ; Mutschler, Willi ; Juillard, Michel ; Adjemian, Stéphane ; Rion, Normann ; Ratto, Marco ; Karame, Frederic. In: Dynare Working Papers. RePEc:cpm:dynare:080. Full description at Econpapers || Download paper |
2024 | ECB macroeconometric models for forecasting and policy analysis. (2024). Von-Pine, Eliott ; Santoro, Sergio ; Priftis, Romanos ; Paredes, Joan ; DARRACQ PARIES, Matthieu ; Banbura, Marta ; Ciccarelli, Matteo ; Angelini, Elena ; Babura, Marta ; Montes-Galdon, Carlos ; Brunotte, Stella ; Invernizzi, Marco ; Kornprobst, Antoine ; Zimic, Sreko ; Lalik, Magdalena ; Warne, Anders ; Gumiel, Jose Emilio ; Giammaria, Alessandro ; Cocchi, Sara ; Koutsoulis, Iason ; Rigato, Rodolfo Dinis ; Kase, Hanno ; Muller, Georg ; Bokan, Nikola ; Fagan, Gabriel. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344. Full description at Econpapers || Download paper |
2024 | The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901. Full description at Econpapers || Download paper |
2024 | The quantity theory of money, 1870-2020. (2024). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20242940. Full description at Econpapers || Download paper |
2025 | Judgment can spur long memory. (2025). Zanetti Chini, Emilio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001970. Full description at Econpapers || Download paper |
2025 | All models are wrong but all can be useful: Robust policy design using prediction pools. (2025). Mirza, Afrasiab ; Pearlman, Joseph ; Dek, Szabolcs ; Levine, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000624. Full description at Econpapers || Download paper |
2024 | Examining business cycles and optimal monetary policy in a regional DSGE model. (2024). Gelfer, Sacha. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001068. Full description at Econpapers || Download paper |
2024 | Business cycle synchronization and asymmetry in the European Union. (2024). Tica, Josip ; Panovska, Irina ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001676. Full description at Econpapers || Download paper |
2025 | Examining Chinese volume–volatility nexus: A regime-switching perspective. (2025). Yan, Yayi ; Xia, Yingcun ; Wang, Shaoping. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003407. Full description at Econpapers || Download paper |
2024 | Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Gorgi, Paolo ; Blasques, Francisco. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002919. Full description at Econpapers || Download paper |
2024 | Combining probabilistic forecasts of intermittent demand. (2024). Kang, Yanfei ; Wang, Shengjie ; Petropoulos, Fotios. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048. Full description at Econpapers || Download paper |
2025 | Predictive distributions and the market return: The role of market illiquidity. (2025). Ellington, Michael ; Kalli, Maria. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:1:p:309-322. Full description at Econpapers || Download paper |
2024 | Predicting tail risks and the evolution of temperatures. (2024). Martins, Luis ; Gabriel, Vasco ; Phella, Anthoulla. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988323007843. Full description at Econpapers || Download paper |
2025 | Within-regime volatility dynamics for observable- and Markov-switching score-driven models. (2025). Blazsek, Szabolcs ; Shadoff, Samantha R ; Kong, Dejun. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s154461232401660x. Full description at Econpapers || Download paper |
2024 | Forecast combination-based forecast reconciliation: Insights and extensions. (2024). di Fonzo, Tommaso ; Girolimetto, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:490-514. Full description at Econpapers || Download paper |
2024 | Improving inflation forecasts using robust measures. (2024). Verbrugge, Randal ; Zaman, Saeed. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:735-745. Full description at Econpapers || Download paper |
2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers || Download paper |
2024 | Forecasting euro area inflation using a huge panel of survey expectations. (2024). Pfarrhofer, Michael ; onorante, luca ; Huber, Florian. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1042-1054. Full description at Econpapers || Download paper |
2024 | Should I open to forecast? Implications from a multi-country unobserved components model with sparse factor stochastic volatility. (2024). Wu, Ping. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:903-917. Full description at Econpapers || Download paper |
2024 | A loss discounting framework for model averaging and selection in time series models. (2024). Griffin, Jim E ; Bernaciak, Dawid. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1721-1733. Full description at Econpapers || Download paper |
2024 | The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model. (2024). Gao, Hongfu ; Zhang, Feipeng ; Yuan, DI. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s240585132400028x. Full description at Econpapers || Download paper |
2024 | Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000409. Full description at Econpapers || Download paper |
2024 | Averaging impulse responses using prediction pools. (2024). Matthes, Christian ; Ho, Paul ; Lubik, Thomas A. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000242. Full description at Econpapers || Download paper |
2024 | Drivers of inflationary shocks and spillovers between Europe and the United States. (2024). Rambaud, Salvador Cruz ; Gomez, Emilio Galdeano ; Garcia, Javier Sanchez. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124001769. Full description at Econpapers || Download paper |
2024 | Sequential learning and economic benefits from dynamic term structure models. (2024). Dubiel-Teleszynski, Tomasz ; Karouzakis, Nikolaos ; Kalogeropoulos, Konstantinos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:123659. Full description at Econpapers || Download paper |
2024 | Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components. (2024). Jahan-Parvar, Mohammad ; Szerszen, Pawel J ; Knipp, Charles. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-100. Full description at Econpapers || Download paper |
2025 | State-Dependent Phillips Curve. (2025). Kim, Hyun Hak ; Lee, Na Kyeong. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:1:p:14-:d:1562933. Full description at Econpapers || Download paper |
2025 | Stochastic Model and Rhythm-Adaptive Technologies of Statistical Analysis and Forecasting of Economic Processes with Cyclic Components. (2025). Lupenko, Serhii ; Horkunenko, Andrii. In: Forecasting. RePEc:gam:jforec:v:7:y:2025:i:2:p:20-:d:1659342. Full description at Econpapers || Download paper |
2024 | Multivariate Spectral Backtests of Forecast Distributions under Unknown Dependencies. (2024). Balter, Janine ; McNeil, Alexander J. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:1:p:13-:d:1320809. Full description at Econpapers || Download paper |
2024 | Evaluating Density Forecasts Using Weighted Multivariate Scores in a Risk Management Context. (2024). Cheng, Jie. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10571-y. Full description at Econpapers || Download paper |
2025 | Constructing a country-specific indicator for cyclical systemic risk. (2025). Vella, Sarah. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:3:d:10.1007_s10644-025-09884-1. Full description at Econpapers || Download paper |
2024 | Approximate Factor Models with a Common Multiplicative Factor for Stochastic Volatility. (2024). Leon-Gonzalez, Roberto ; Majon, Blessings. In: GRIPS Discussion Papers. RePEc:ngi:dpaper:24-02. Full description at Econpapers || Download paper |
2024 | Estimation of Nonlinear DSGE Models Through Laplace Based Solutions. (2024). Leon-Gonzalez, Roberto ; Kyzy, Elnura Baiaman. In: GRIPS Discussion Papers. RePEc:ngi:dpaper:24-06. Full description at Econpapers || Download paper |
2024 | Fiscal policy and the business cycle: An argument for non-linear policy rules. (2024). Fleischhacker, Jan. In: MPRA Paper. RePEc:pra:mprapa:122497. Full description at Econpapers || Download paper |
2024 | Approximate Factor Models with a Common Multiplicative Factor for Stochastic Volatility. (2024). Majoni, Blessings ; Leon-Gonzalez, Roberto. In: Working Paper series. RePEc:rim:rimwps:24-04. Full description at Econpapers || Download paper |
2024 | Estimation of Nonlinear DSGE Models Through Laplace Based Solutions. (2024). Leon-Gonzalez, Roberto ; Kyzy, Elnura Baiaman. In: Working Paper series. RePEc:rim:rimwps:24-11. Full description at Econpapers || Download paper |
2024 | Identifying Economic Shocks in a Rare Disaster Environment. (2024). Corrado, Luisa ; Grassi, Stefano ; Paolillo, Aldo. In: CEIS Research Paper. RePEc:rtv:ceisrp:517. Full description at Econpapers || Download paper |
2024 | Evaluating the discrimination ability of proper multi-variate scoring rules. (2024). Alexander, Carol ; Meng, X ; Han, Y ; Coulon, M. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04611-9. Full description at Econpapers || Download paper |
2025 | Introducing shrinkage in heavy-tailed state space models to predict equity excess returns. (2025). Pfarrhofer, Michael ; Kastner, Gregor ; Huber, Florian. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-023-02437-3. Full description at Econpapers || Download paper |
2024 | Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution. (2024). Rossini, Luca ; Lucas, Andre ; Peerlings, Dewi ; Opschoor, Anne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240049. Full description at Econpapers || Download paper |
2024 | Kullback-Leibler-based characterizations of score-driven updates. (2024). Punder, Ramon ; Lange, Rutger-Jan ; Dimitriadis, Timo ; de Punder, Ramon. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240051. Full description at Econpapers || Download paper |
2024 | Forecast combination in agricultural economics: Past, present, and the future. (2024). Adjemian, Michael K ; Ramsey, Ford A. In: Applied Economic Perspectives and Policy. RePEc:wly:apecpp:v:46:y:2024:i:4:p:1450-1478. Full description at Econpapers || Download paper |
2024 | Heterogeneity and dynamics in network models. (2024). Lucas, Andre ; Zhang, Xingmin ; D'Innocenzo, Enzo ; Opschoor, Anne. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:1:p:150-173. Full description at Econpapers || Download paper |
2024 | Identification and forecasting of bull and bear markets using multivariate returns. (2024). Maheu, John ; Song, Yong ; Liu, Jia. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:723-745. Full description at Econpapers || Download paper |
2024 | Real‐time weakness of the global economy. (2024). Rots, Eyno ; Perez Quiros, Gabriel ; Leivaleon, Danilo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:813-832. Full description at Econpapers || Download paper |
2024 | Scaling and measurement error sensitivity of scoring rules for distribution forecasts. (2024). Kleen, Onno. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:833-849. Full description at Econpapers || Download paper |
2024 | Tests for equal forecast accuracy under heteroskedasticity. (2024). Zu, Yang ; Leybourne, Stephen J ; Harvey, David I. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:850-869. Full description at Econpapers || Download paper |
2024 | Nowcasting Norwegian household consumption with debit card transaction data. (2024). Aastveit, Knut Are ; Fastb, Tuva Marie ; Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244. Full description at Econpapers || Download paper |
2024 | Forecasts with Bayesian vector autoregressions under real time conditions. (2024). Pfarrhofer, Michael. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:771-801. Full description at Econpapers || Download paper |
2024 | Density forecast combinations: The real‐time dimension. (2024). McAdam, Peter ; Warne, Anders. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1153-1172. Full description at Econpapers || Download paper |
2024 | Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?. (2024). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin ; Gruber, Luis. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2126-2145. Full description at Econpapers || Download paper |
2024 | Bayesian Markov switching model for BRICS currencies exchange rates. (2024). Uddin, Gazi ; Ahmad, Wasim ; Kumar, Utkarsh. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2322-2340. Full description at Econpapers || Download paper |
2025 | Macroeconomic real‐time forecasts of univariate models with flexible error structures. (2025). Hou, Chenghan ; Zhang, BO ; Trinh, Kelly. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:59-78. Full description at Econpapers || Download paper |
2025 | Regime‐Switching Density Forecasts Using Economists Scenarios. (2025). Moramarco, Graziano. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:833-845. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2012 | Prediction with Misspecified Models In: American Economic Review. [Full Text][Citation analysis] | article | 50 |
1994 | BAYESIAN ANALYSIS OF INTEGRATION AT DIFFERENT FREQUENCIES IN QUARTERLY DATA In: Economic Research Papers. [Full Text][Citation analysis] | paper | 0 |
1994 | Bayesian Analysis of Integration at Different Frequencies in Quarterly Data.(1994) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2007 | Comparing Density Forecasts via Weighted Likelihood Ratio Tests In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 441 |
2005 | Comparing Density Forecsts via Weighted Likelihood Ratio Tests.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 441 | paper | |
2010 | ASSESSING EUROPEAN CENTRAL BANKS CREDIBILITY DURING THE FIRST YEARS OF THE EUROSYSTEM: A BAYESIAN EMPIRICAL INVESTIGATION In: Manchester School. [Full Text][Citation analysis] | article | 7 |
2003 | What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 25 |
2002 | What 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 nother version. Agregated cites: 25 | paper | |
2002 | What goes up sometimes stays up: Shocks and Institutions as Determinants of Unemployment Persistence.(2002) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2007 | Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 61 |
2007 | Euro area inflation persistence in an estimated nonlinear DSGE model.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
2010 | Euro area inflation persistence in an estimated nonlinear DSGE model.(2010) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | article | |
2010 | Euro area inflation persistence in an estimated nonlinear dsge model.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
2007 | Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model.(2007) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
2007 | Euro area inflation persistence in an estimated nonlinear DSGE model.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
2010 | Enhancing monetary analysis In: Research Bulletin. [Full Text][Citation analysis] | article | 4 |
2011 | The euro area sovereign crisis: monitoring spillovers and contagion In: Research Bulletin. [Full Text][Citation analysis] | article | 11 |
2007 | Hierarchical Markov normal mixture models with applications to financial asset returns In: Working Paper Series. [Full Text][Citation analysis] | paper | 103 |
2007 | Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 103 | paper | |
2011 | Hierarchical Markov normal mixture models with applications to financial asset returns.(2011) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 103 | article | |
2008 | Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk. In: Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
2007 | Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2008 | Comparing and evaluating Bayesian predictive distributions of assets returns In: Working Paper Series. [Full Text][Citation analysis] | paper | 310 |
2010 | Comparing and evaluating Bayesian predictive distributions of asset returns.(2010) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 310 | article | |
2009 | Optimal Prediction Pools In: Working Paper Series. [Full Text][Citation analysis] | paper | 272 |
2011 | Optimal prediction pools.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 272 | article | |
2008 | Optimal Prediction Pools.(2008) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 272 | paper | |
2009 | EMU and the adjustment to asymmetric shocks: the case of Italy In: Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
2010 | Money growth and inflation: a regime switching approach In: Working Paper Series. [Full Text][Citation analysis] | paper | 64 |
2013 | Money growth and inflation: A regime switching approach.(2013) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | article | |
2011 | Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations In: Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
2011 | Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations.(2011) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2011 | Analysis of variance for bayesian inference In: Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
2014 | Analysis of Variance for Bayesian Inference.(2014) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2013 | Prediction using several macroeconomic models In: Working Paper Series. [Full Text][Citation analysis] | paper | 60 |
2017 | Prediction Using Several Macroeconomic Models.(2017) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | article | |
2019 | Uncertainty shocks, monetary policy and long-term interest rates In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2019 | Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates.(2019) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2003 | Bayesian inference in cointegrated systems In: Research in Economics. [Full Text][Citation analysis] | article | 1 |
2004 | Profit related pay in Italy In: International Journal of Manpower. [Full Text][Citation analysis] | article | 1 |
2025 | Underlying Inflation: An Ensemble Averaging Approach In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
2013 | Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR In: Macroeconomics and Finance Series. [Full Text][Citation analysis] | paper | 5 |
2014 | A money-based indicator for deflation risk In: Macroeconomics and Finance Series. [Full Text][Citation analysis] | paper | 1 |
2014 | A money-based indicator for deflation risk.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2003 | Unemployment persistence in Italy. An econometric analysis with multivariate time varying parameter models In: LIUC Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2003 | Unemployment and labour taxation: an econometric analysis. In: LIUC Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2008 | Building composite leading indexes in a dynamic factor model framework: a new proposal In: LIUC Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2017 | Mutual Funds Dynamics and Economic Predictors In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 2 |
2010 | A nonlinear DSGE model of the term structure with regime shifts In: 2010 Meeting Papers. [Full Text][Citation analysis] | paper | 5 |
2006 | Euro area inflation persistence in an estimated nonlinear In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 7 |
2013 | Diversification by entry into a new submarket? In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2008 | Particle Filters for Markov-Switching Stochastic-Correlation Models In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
2004 | The Dynamics of Firms Entry and Diversification: A Bayesian Panel Probit Approach. A Cross-country analysis In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Assessing ECB?s Credibility During the First Years of the Eurosystem: A Bayesian Empirical Investigation In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | ENTRY INTO PHARMACEUTICAL SUBMARKETS: A BAYESIAN PANEL PROBIT ANALYSIS In: Journal of Applied Econometrics. [Citation analysis] | article | 10 |
2023 | Monetary policy and long‐term interest rates In: Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
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