gianni amisano : Citation Profile

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

1508

Citations

RESEARCH PRODUCTION:

20

Articles

37

Papers

RESEARCH ACTIVITY:

   31 years (1994 - 2025). See details.
   Cites by year: 48
   Journals where gianni amisano has often published
   Relations with other researchers
   Recent citing documents: 73.    Total self citations: 15 (0.98 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pam27
   Updated: 2025-07-05    RAS profile: 2024-03-06    
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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 gianni amisano.

Is cited by:

Ravazzolo, Francesco (81)

Huber, Florian (55)

van Dijk, Herman (44)

Pettenuzzo, Davide (37)

Casarin, Roberto (33)

Clark, Todd (30)

Mitchell, James (29)

Aastveit, Knut Are (29)

Koop, Gary (28)

Korobilis, Dimitris (28)

Marcellino, Massimiliano (23)

Cites to:

Svensson, Lars (32)

Wouters, Raf (26)

Smets, Frank (26)

Blanchard, Olivier (19)

Geweke, John (16)

Rubio-Ramirez, Juan F (15)

Sims, Christopher (14)

Fernandez-Villaverde, Jesus (13)

Galí, Jordi (12)

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 Economic Dynamics and Control2
Journal of Applied Econometrics2

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 (2025 and 2024)

YearTitle of citing document
2024Zero-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.

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2025A Multivariate Realized GARCH Model. (2025). Hansen, Peter ; Archakov, Ilya ; Lunde, Asger. In: Papers. RePEc:arx:papers:2012.02708.

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2024Regime-Switching Density Forecasts Using Economists Scenarios. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

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2025Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2025). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2024Bayesian Neural Networks for Macroeconomic Analysis. (2024). Marcellino, Massimiliano ; Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2211.04752.

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2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671.

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2025Decision synthesis in monetary policy. (2025). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Papers. RePEc:arx:papers:2406.03321.

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2024Kullback-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.

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2024Cyber 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.

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2024Underlying Core Inflation with Multiple Regimes. (2024). Rodriguez-Rondon, Gabriel. In: Papers. RePEc:arx:papers:2411.12845.

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2025Minnesota BART. (2025). Carvalho, Carlos M ; Lima, Pedro A ; Herren, Andrew ; Lopes, Hedibert F. In: Papers. RePEc:arx:papers:2503.13759.

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2024The Politics of the Paycheck Protection Program. (2024). Zhang, Eden ; Mishra, Prachi ; Lambert, Thomas ; Igan, Deniz. In: Working Papers. RePEc:ash:wpaper:133.

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2024Decision Synthesis in Monetary Policy. (2024). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Staff Working Papers. RePEc:bca:bocawp:24-30.

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2024Predictability of Exchange Rate Density Forecasts for Emerging Economies in the Short Run. (2024). Moura, Jaqueline Terra. In: Working Papers Series. RePEc:bcb:wpaper:588.

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2025Monetary aggregates and inflation: A new view on an old relationship. (2025). Colavecchio, Roberta ; Amisano, Gianni. In: BCL working papers. RePEc:bcl:bclwop:bclwp195.

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2024Covered interest parity: a forecasting approach to estimate the neutral band. (2024). Hernandez, Juan. In: BIS Working Papers. RePEc:bis:biswps:1206.

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2024Hybrid 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.

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2024Merging 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.

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2024Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18.

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2025Dynare: 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.

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2024ECB 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.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2024The quantity theory of money, 1870-2020. (2024). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20242940.

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2025Judgment 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.

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2025All 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.

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2024Examining 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.

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2024Business 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.

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2025Examining 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.

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2024Maximum 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.

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2024Combining 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.

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2025Predictive 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.

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2024Predicting 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.

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2025Within-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.

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2024Forecast 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.

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2024Improving 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.

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2024Bayesian 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.

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2024Forecasting 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.

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2024Should 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.

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2024A 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.

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2024The 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.

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2024Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000409.

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2024Averaging 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.

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2024Drivers 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.

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2024Sequential 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.

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2024Trend-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.

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2025State-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.

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2025Stochastic 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.

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2024Multivariate 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.

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2024Evaluating 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.

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2025Constructing 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.

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2024Approximate 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.

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2024Estimation of Nonlinear DSGE Models Through Laplace Based Solutions. (2024). Leon-Gonzalez, Roberto ; Kyzy, Elnura Baiaman. In: GRIPS Discussion Papers. RePEc:ngi:dpaper:24-06.

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2024Fiscal policy and the business cycle: An argument for non-linear policy rules. (2024). Fleischhacker, Jan. In: MPRA Paper. RePEc:pra:mprapa:122497.

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2024Approximate 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.

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2024Estimation of Nonlinear DSGE Models Through Laplace Based Solutions. (2024). Leon-Gonzalez, Roberto ; Kyzy, Elnura Baiaman. In: Working Paper series. RePEc:rim:rimwps:24-11.

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2024Identifying Economic Shocks in a Rare Disaster Environment. (2024). Corrado, Luisa ; Grassi, Stefano ; Paolillo, Aldo. In: CEIS Research Paper. RePEc:rtv:ceisrp:517.

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2024Evaluating 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.

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2025Introducing 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.

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2024Density 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.

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2024Kullback-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.

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2024Forecast 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.

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2024Heterogeneity 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.

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2024Identification 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.

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2024Real‐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.

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2024Scaling 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.

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2024Tests 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.

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2024Nowcasting 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.

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2024Forecasts 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.

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2024Density 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.

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2024Sophisticated 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.

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2024Bayesian 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.

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2025Macroeconomic 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.

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2025Regime‐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.

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Works by gianni amisano:

YearTitleTypeCited
2012Prediction with Misspecified Models In: American Economic Review.
[Full Text][Citation analysis]		article50
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 nother version. Agregated cites: 0		paper
2007Comparing Density Forecasts via Weighted Likelihood Ratio Tests In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article441
2005Comparing Density Forecsts via Weighted Likelihood Ratio Tests.(2005) In: Working Papers.
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This paper has nother version. Agregated cites: 441		paper
2010ASSESSING EUROPEAN CENTRAL BANKS CREDIBILITY DURING THE FIRST YEARS OF THE EUROSYSTEM: A BAYESIAN EMPIRICAL INVESTIGATION In: Manchester School.
[Full Text][Citation analysis]		article7
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.
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2002What goes up sometimes stays up: Shocks and Institutions as Determinants of Unemployment Persistence.(2002) In: Tinbergen Institute Discussion Papers.
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2007Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper61
2007Euro area inflation persistence in an estimated nonlinear DSGE model.(2007) In: Working Paper Series.
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2010Euro area inflation persistence in an estimated nonlinear DSGE model.(2010) In: Journal of Economic Dynamics and Control.
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2010Euro area inflation persistence in an estimated nonlinear dsge model.(2010) In: Post-Print.
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2007Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model.(2007) In: Working Paper series.
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This paper has nother version. Agregated cites: 61		paper
2007Euro area inflation persistence in an estimated nonlinear DSGE model.(2007) In: Working Papers.
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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]		paper103
2007Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns.(2007) In: Working Papers.
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2011Hierarchical Markov normal mixture models with applications to financial asset returns.(2011) In: Journal of Applied Econometrics.
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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.
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2008Comparing and evaluating Bayesian predictive distributions of assets returns In: Working Paper Series.
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2010Comparing and evaluating Bayesian predictive distributions of asset returns.(2010) In: International Journal of Forecasting.
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2009Optimal Prediction Pools In: Working Paper Series.
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