Giovanni Angelini : Citation Profile

Alma Mater Studiorum - Università di Bologna

7

H index

7

i10 index

286

Citations

RESEARCH PRODUCTION:

14

Articles

17

Papers

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 31
   Journals where Giovanni Angelini has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 14 (4.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pan477
   Updated: 2025-07-05    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Caggiano, Giovanni (6)

Fanelli, Luca (6)

Castelnuovo, Efrem (6)

De Angelis, Luca (3)

Singleton, Carl (2)

Sorge, Marco (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Giovanni Angelini.

Is cited by:

Castelnuovo, Efrem (24)

Reade, J (19)

Singleton, Carl (17)

De Angelis, Luca (14)

Lütkepohl, Helmut (10)

Fanelli, Luca (9)

Picazo-Tadeo, Andres (9)

Bacchiocchi, Emanuele (9)

Deutscher, Christian (9)

McNeil, James (6)

Haucap, Justus (6)

Cites to:

Fanelli, Luca (30)

Castelnuovo, Efrem (28)

Caggiano, Giovanni (22)

Schorfheide, Frank (18)

Caldara, Dario (14)

Watson, Mark (14)

Mertens, Karel (14)

Pellegrino, Giovanni (14)

mumtaz, haroon (12)

Zakrajšek, Egon (11)

Smets, Frank (11)

Main data

Where Giovanni Angelini has published?

Journals with more than one article published# docs
International Journal of Forecasting3
Journal of Applied Econometrics3

Working Papers Series with more than one paper published# docs
Quaderni di Dipartimento / Department of Statistics, University of Bologna3
Working Papers / Dipartimento Scienze Economiche, Universita' di Bologna3
CESifo Working Paper Series / CESifo2

Recent works citing Giovanni Angelini (2025 and 2024)

YearTitle of citing document
2024Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066.

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2024Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks. (2024). Clegg, Lawrence ; Cartlidge, John. In: Papers. RePEc:arx:papers:2306.01740.

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2024Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models. (2024). Krabbe, Frederik. In: Papers. RePEc:arx:papers:2412.19555.

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2025Shocking concerns: public perception about climate change and the macroeconomy. (2025). Sorge, Marco ; Bontempi, Maria ; de Angelis, Luca ; Neri, Paolo ; Angelini, Giovanni. In: Papers. RePEc:arx:papers:2505.04669.

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2024How certain are we about the role of uncertainty in the economy?. (2024). Herwartz, Helmut ; Lange, Alexander. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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2024When the league table lies: Does outcome bias lead to informationally inefficient markets?. (2024). Franck, Egon ; Flepp, Raphael ; Merz, Oliver. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:414-429.

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2024Estimating uncertainty spillover effects across euro area using a regime dependent VAR model. (2024). Joshy, Easaw ; Mauro, Costantini ; Giovanni, Angelini. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:1:p:39-59:n:1.

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2024Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis. (2024). McNeil, James ; Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2095.

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2024Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2103.

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2025Comparing External and Internal Instruments for Vector Autoregressions. (2025). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2108.

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2025Financial uncertainty shocks and systemic risk: Revealing the risk spillover from the oil market to the stock market. (2025). Yi, Heling ; Lyu, Yongjian ; Qin, Zhilong ; Li, Ding ; Zou, Yihan ; Yang, MO. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s0306261925000418.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2024Heteroskedastic proxy vector autoregressions: An identification-robust test for time-varying impulse responses in the presence of multiple proxies. (2024). Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000290.

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2024Fiscal policy reactions and impact over the labor income distribution. (2024). Murray, James. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:701-718.

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2024An identification and testing strategy for proxy-SVARs with weak proxies. (2024). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003202.

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2024Testing for strong exogeneity in Proxy-VARs. (2024). Keweloh, Sascha A ; Bruns, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002215.

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2024Exploring the relationship between Chinas economic policy uncertainty and business cycles: Exogenous impulse or endogenous responses?. (2024). Zixiang, Zhu ; Jia, Liyu ; Ming, Che. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s156601412300095x.

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2024Inflationary oil shocks, fiscal policy, and debt dynamics: New evidence from oil-importing OECD economies. (2024). Banerjee, Joshua J. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007478.

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2024Volatility forecasting of Chinese energy market: Which uncertainty have better performance?. (2024). Xiang, Yitian ; Zou, Yang ; Guo, Songlin ; Zhang, Jiaming. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004684.

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2025Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks. (2025). Cartlidge, John ; Clegg, Lawrence. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:798-802.

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2025Forecasting soccer matches with betting odds: A tale of two markets. (2025). Whelan, Karl ; Hegarty, Tadgh. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:803-820.

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2024Exploring entertainment utility from football games. (2024). Reade, J ; Rambaccussing, Dooruj ; Pawlowski, Tim ; Ramirez, Philip ; Rossi, Giambattista. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:223:y:2024:i:c:p:185-198.

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2024Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x.

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2024‘Making text talk’: The minutes of the Central Bank of Brazil and the real economy. (2024). MORENO PÉREZ, CARLOS ; Minozzo, Marco ; Moreno-Perez, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001207.

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2025Decomposition of quality changes: Focusing on subjective quality of life. (2025). Hwang, Shiuh-Nan ; Huang, Zhui-Liang. In: Omega. RePEc:eee:jomega:v:131:y:2025:i:c:s0305048324001804.

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2024Uncertainty and entrepreneurship in oil-rich developing countries: Does institution matter?. (2024). Jafari, Mahboubeh. In: Resources Policy. RePEc:eee:jrpoli:v:99:y:2024:i:c:s0301420724007529.

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2024Real estate uncertainty and financial conditions over the business cycle. (2024). Noh, Sanha ; Liu, Jia ; Baek, Ingul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:656-675.

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2024Volatility forecasts by clustering: Applications for VaR estimation. (2024). Wang, Zijin ; Liu, Peng ; Chen, Peimin ; Wu, Chunchi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003320.

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2025A Smooth Transition Autoregressive Model for Matrix-Variate Time Series. (2025). Bucci, Andrea. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10568-7.

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2025Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models. (2025). Sorge, Marco ; Fanelli, Luca ; Angelini, Giovanni. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10640-2.

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2025Uncertainty and inflation: The role of COVID-19 stabilisation policies-Evidence from OECD countries. (2025). Apergis, Nicholas. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00650-8.

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2024Uncertainty Shocks and Inflation: The Role of Credibility and Expectation Anchoring. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:119971.

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2024Comparing Two Methods for Testing the Efficiency of Sports Betting Markets. (2024). Whelan, Karl ; Hegarty, Tadgh. In: MPRA Paper. RePEc:pra:mprapa:121382.

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2024Are Betting Markets Inefficient? Evidence From Simulations and Real Data. (2024). Deutscher, Christian ; Makarewicz, Tomasz ; Tting, Marius ; Winkelmann, David. In: Journal of Sports Economics. RePEc:sae:jospec:v:25:y:2024:i:1:p:54-97.

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2025Eras of dominance: identifying strong and weak periods in professional tennis. (2025). Restaino, Marialuisa ; Milekhina, Antonina ; Candila, Vincenzo ; Breznik, Kristijan. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:4:d:10.1007_s00180-024-01578-y.

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2025A highly accurate Mamdani fuzzy inference system for tennis match predictions. (2025). Kczy, Lszl T. In: Fuzzy Optimization and Decision Making. RePEc:spr:fuzodm:v:24:y:2025:i:1:d:10.1007_s10700-025-09440-6.

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2024Specifications tests for count time series models with covariates. (2024). Meintanis, Simos G ; Hukov, Marie ; Hudecov, Rka. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:4:d:10.1007_s11749-024-00933-x.

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2024Identification of one independent shock in structural VARs. (2024). Moneta, Alessio ; Fiorentini, Gabriele ; Papagni, Francesca. In: LEM Papers Series. RePEc:ssa:lemwps:2024/28.

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2024An Empirical Inquiry into the Distributional Consequences of Energy Price Shocks. (2024). Fierro, Luca ; Martinoli, Mario. In: LEM Papers Series. RePEc:ssa:lemwps:2024/30.

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2024Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis. (2024). McNeil, James ; Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2024-05.

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2024Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2024-06.

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2025Comparing External and Internal Instruments for Vector Autoregressions. (2025). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2025-01.

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2024US fiscal policy shocks: Proxy‐SVAR overidentification via GMM. (2024). Smith, Gregor ; McNeil, James ; Gregory, Allan W. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:4:p:607-619.

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2025Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens. (2025). Castelnuovo, Efrem ; Mori, Lorenzo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:1:p:89-107.

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2025Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings. (2025). Richter, Alexander ; Kilian, Lutz ; Plante, Michael D. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:4:p:395-410.

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Works by Giovanni Angelini:

YearTitleTypeCited
2016Misspecification and Expectations Correction in New Keynesian DSGE Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article1
2015Misspecification and Expectations Correction in New Keynesian DSGE Models.(2015) In: Quaderni di Dipartimento.
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This paper has nother version. Agregated cites: 1		paper
2017Uncertainty across volatility regimes In: Research Discussion Papers.
[Full Text][Citation analysis]		paper4
2020Are fiscal multipliers estimated with proxy-SVARs robust? In: Research Discussion Papers.
[Full Text][Citation analysis]		paper2
2018Identification and estimation issues in Structural Vector Autoregressions with external instruments In: Working Papers.
[Full Text][Citation analysis]		paper1
2020Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? In: Working Papers.
[Full Text][Citation analysis]		paper3
2020Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2020) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 3		paper
2020Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2020) In: CAMA Working Papers.
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2021Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2021) In: Monash Economics Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2020Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2020) In: Marco Fanno Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2021Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks In: Working Papers.
[Full Text][Citation analysis]		paper1
2021Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks.(2021) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 1		article
2016PARX model for football matches predictions In: Quaderni di Dipartimento.
[Full Text][Citation analysis]		paper11
2017PARX model for football match predictions.(2017) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 11		article
2016Bootstrapping DSGE models In: Quaderni di Dipartimento.
[Full Text][Citation analysis]		paper0
2013Comparing weighting systems in the measurement of subjective well-being In: Statistica.
[Citation analysis]		article0
2018Uncertainty and spillover effects across the Euro area In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper4
2017Uncertainty Across Volatility Regimes In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper83
2019Uncertainty across volatility regimes.(2019) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 83		article
2018DSGE Models with observation-driven time-varying volatility In: Economics Letters.
[Full Text][Citation analysis]		article3
2020Bootstrap lag selection in DSGE models with expectations correction In: Econometrics and Statistics.
[Full Text][Citation analysis]		article0
2022Weighted Elo rating for tennis match predictions In: European Journal of Operational Research.
[Full Text][Citation analysis]		article11
2019Efficiency of online football betting markets In: International Journal of Forecasting.
[Full Text][Citation analysis]		article42
2021Big data from dynamic pricing: A smart approach to tourism demand forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article4
2022Informational efficiency and behaviour within in-play prediction markets In: International Journal of Forecasting.
[Full Text][Citation analysis]		article21
2021Informational efficiency and behaviour within in-play prediction markets.(2021) In: Economics Discussion Papers.
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This paper has nother version. Agregated cites: 21		paper
2019Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments In: MPRA Paper.
[Full Text][Citation analysis]		paper51
2019Exogenous uncertainty and the identification of structural vector autoregressions with external instruments.(2019) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 51		article
2013DEA-Like Model and Common Weights Approach for the Construction of a Subjective Community Well-Being Indicator In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]		article39
2018DSGE Models with Observation-Driven Time-Varying parameters In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper3
2022Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article2

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