Giovanni Angelini : Citation Profile

Are you Giovanni Angelini?

Alma Mater Studiorum - Università di Bologna

7

H index

5

i10 index

216

Citations

RESEARCH PRODUCTION:

14

Articles

17

Papers

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 24
   Journals where Giovanni Angelini has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 14 (6.09 %)

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   Permalink: http://citec.repec.org/pan477
   Updated: 2023-11-04    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Fanelli, Luca (10)

Caggiano, Giovanni (7)

Castelnuovo, Efrem (6)

De Angelis, Luca (4)

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 (20)

Reade, J (15)

Singleton, Carl (14)

De Angelis, Luca (14)

Picazo-Tadeo, Andres (9)

Caggiano, Giovanni (6)

Haucap, Justus (6)

Bacchiocchi, Emanuele (6)

Oh, Joonseok (5)

Fanelli, Luca (4)

Franck, Egon (4)

Cites to:

Fanelli, Luca (30)

Castelnuovo, Efrem (28)

Caggiano, Giovanni (22)

Schorfheide, Frank (18)

Watson, Mark (14)

Caldara, Dario (14)

Mertens, Karel (14)

Pellegrino, Giovanni (14)

mumtaz, haroon (12)

Zakrajšek, Egon (11)

Gilchrist, Simon (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 (2023 and 2022)

YearTitle of citing document
2022A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263.

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2022A Market for Trading Forecasts: A Wagering Mechanism. (2022). Grammatico, Sergio ; Kazempour, Jalal ; Pinson, Pierre ; Raja, Aitazaz Ali. In: Papers. RePEc:arx:papers:2205.02668.

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2022Time-Varying Poisson Autoregression. (2022). Cavaliere, Giuseppe ; de Angelis, Luca ; D'Innocenzo, Enzo ; Angelini, Giovanni. In: Papers. RePEc:arx:papers:2207.11003.

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2023An identification and testing strategy for proxy-SVARs with weak proxies. (2022). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Papers. RePEc:arx:papers:2210.04523.

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2022Gambling on Momentum. (2022). de Angelis, Luca ; Singleton, Carl ; Deutscher, Christian ; Otting, Marius. In: Papers. RePEc:arx:papers:2211.06052.

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2022A smooth transition autoregressive model for matrix-variate time series. (2022). Bucci, Andrea. In: Papers. RePEc:arx:papers:2212.08615.

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2023Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066.

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2023Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks. (2023). Cartlidge, John ; Clegg, Lawrence. In: Papers. RePEc:arx:papers:2306.01740.

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2023Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821.

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2022Home advantage in professional soccer and betting market efficiency: The role of spectator crowds. (2022). Haucap, Justus ; Fischer, Kai. In: Kyklos. RePEc:bla:kyklos:v:75:y:2022:i:2:p:294-316.

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2023Monetary Policy Uncertainty and Inflation Expectations. (2023). Blagov, Boris ; Arcealfaro, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:70-94.

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2023The impact of financial shocks on the forecast distribution of output and inflation. (2023). Sala, Luca ; Maffei-Faccioli, Nicolo ; Gambetti, Luca ; Forni, Mario. In: Working Paper. RePEc:bno:worpap:2023_3.

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2022Identification of SVAR models by combining sign restrictions with external instruments. (2022). Braun, Robin ; Bruggemann, Ralf. In: Bank of England working papers. RePEc:boe:boeewp:0961.

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2022Inflationary household uncertainty shocks. (2022). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_005.

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2022Locally- but not Globally-identified SVARs. (2022). Kitagawa, Toru ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1171.

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2022Uncertainty spill-overs: when policy and financial realms overlap. (2022). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1174.

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2022Uncertainty, Skewness, and the Business Cycle through the MIDAS Lens. (2022). Mori, Lorenzo ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10062.

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2022‘Modelling’ UK tourism demand using fashion retail sales. (2022). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Annals of Tourism Research. RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000792.

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2022Hotel dynamic pricing, stochastic demand and covid-19. (2022). D'Innocenzo, Enzo ; Ballestra, Luca Vincenzo ; Guizzardi, Andrea. In: Annals of Tourism Research. RePEc:eee:anture:v:97:y:2022:i:c:s0160738322001463.

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2022Comparison of local projection estimators for proxy vector autoregressions. (2022). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Bruns, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002128.

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2022Robust Bayesian inference in proxy SVARs. (2022). Read, Matthew ; Kitagawa, Toru ; Giacomini, Raffaella. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:1:p:107-126.

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2022Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks. (2022). Fanelli, Luca ; Marsi, Antonio. In: European Economic Review. RePEc:eee:eecrev:v:150:y:2022:i:c:s0014292122001696.

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2023Uncertainty shocks in emerging economies: A global to local approach for identification. (2023). Miescu, Mirela S. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000661.

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2023Simulating the progression of a professional snooker frame. (2023). Brooks, Roger J ; Wright, Michael. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1286-1299.

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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
2022Forecasting football results and exploiting betting markets: The case of “both teams to score”. (2022). Santos, Carlos Eduardo ; Marinho, Leandro Balby ; da Costa, Igor Barbosa. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:895-909.

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2022Economics lessons from sports during the COVID-19 pandemic. (2022). Schreyer, Dominik ; Reade, James ; Dolton, Peter ; Bryson, Alex ; Singleton, Carl. In: Chapters. RePEc:elg:eechap:21289_2.

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2022Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers. (2022). Moramarco, Graziano. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2022:i:1:p:2-:d:1017952.

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2023Control of Operational Modes of an Urban Distribution Grid under Conditions of Uncertainty. (2023). Zicmane, Inga ; Beryozkina, Svetlana ; Senyuk, Mihail ; Matrenin, Pavel ; Safaraliev, Murodbek ; Onka, Zsolt ; Sidorov, Alexander ; Tavarov, Saidjon Shiralievich. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:8:p:3497-:d:1125598.

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2022A Measure of Well-Being Efficiency Based on the World Happiness Report. (2022). O'Connor, Kelsey J ; Sarracino, Francesco. In: IZA Discussion Papers. RePEc:iza:izadps:dp15669.

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2022Uncertainty Before and During COVID-19: A Survey. (2022). Castelnuovo, Efrem. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0279.

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2022Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens. (2022). Castelnuovo, Efrem ; Mori, Lorenzo. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0291.

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2023Forecasting Soccer Matches With Betting Odds: A Tale of Two Markets. (2023). Whelan, Karl ; Hegarty, Tadgh. In: MPRA Paper. RePEc:pra:mprapa:116925.

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2023Disagreement and Market Structure in Betting Markets: Theory and Evidence from European Soccer. (2023). Whelan, Karl ; Hegarty, Tadgh. In: MPRA Paper. RePEc:pra:mprapa:117243.

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2023Do Gamblers Understand Complex Bets? Evidence From Asian Handicap Betting on Soccer. (2023). Whelan, Karl ; Hegarty, Tadgh. In: MPRA Paper. RePEc:pra:mprapa:117244.

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2022US Tax and Spending Shocks 1950-2019: SVAR Overidentification with External Instruments. (2021). Smith, Gregor ; McNeil, James ; Gregory, Allan W. In: Working Paper. RePEc:qed:wpaper:1461.

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2022Betting on a buzz, mispricing and inefficiency in online sportsbooks. (2021). Singleton, Carl ; Reade, James J ; Ramirez, Philip. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2021-10.

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2022Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball. (2022). Reade, James J ; de Angelis, Luca. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2022-01.

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2022Gambling on Momentum. (2022). de Angelis, Luca ; Singleton, Carl ; Deutscher, Christian ; Otting, Marius. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2022-10.

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2023Gambling on Momentum in Contests. (2023). Singleton, Carl ; de Angelis, Luca ; Deutscher, Christian ; Otting, Marius. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-08.

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2023Exploring Entertainment Utility from Football Games. (2023). Rossi, Giambattista ; Ramirez, Philip ; Rambaccussing, Dooruj ; Pawlowski, Tim. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-13.

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2022Uncertainty and Growth Disasters. (). Ma, Sai ; Jovanovic, Boyan. In: Review of Economic Dynamics. RePEc:red:issued:19-355.

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2022A Measure of Well-being Efficiency Based on the World Happiness Report. (2022). O'Connor, Kelsey ; Oconnor, Kelsey J ; Sarracino, Francesco. In: International Productivity Monitor. RePEc:sls:ipmsls:v:43:y:2022:3.

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2023Forecasting binary outcomes in soccer. (2023). Mattera, Raffaele. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-021-04224-8.

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2023A new model for predicting the winner in tennis based on the eigenvector centrality. (2023). Grassi, Rosanna ; Candila, Vincenzo ; Arcagni, Alberto. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04594-7.

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2023Betting market efficiency and prediction in binary choice models. (2023). Zijm, Renske ; Koning, Ruud H. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04722-3.

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2023Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball. (2023). Reade, James J ; de Angelis, Luca. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04950-7.

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2022Uncertainty in an emerging market economy: evidence from Thailand. (2022). Luangaram, Pongsak ; Apaitan, Tosapol ; Manopimoke, Pym. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02054-y.

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2022Artificial data in sports forecasting: a simulation framework for analysing predictive models in sports. (2022). Wunderlich, Fabian ; Memmert, Daniel ; Garnica-Caparros, Marc. In: Information Systems and e-Business Management. RePEc:spr:infsem:v:20:y:2022:i:3:d:10.1007_s10257-022-00560-9.

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2022Measurement of the Concentration of Potential Quality of Life in Local Communities. (2022). Toma, Rajko . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:163:y:2022:i:1:d:10.1007_s11205-022-02895-9.

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2022Measuring the relative development and integration of EU countries’ capital markets using composite indicators and cluster analysis. (2022). Gucciardi, Gianluca. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:158:y:2022:i:4:d:10.1007_s10290-022-00453-6.

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2022Identification through the Forecast Error Variance Decomposition: an Application to Uncertainty. (2022). Carriero, Andrea ; Volpicella, Alessio. In: School of Economics Discussion Papers. RePEc:sur:surrec:0322.

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2022In-game win probability models for Canadian football. (2022). Hill, S E. In: Journal of Business Analytics. RePEc:taf:tjbaxx:v:5:y:2022:i:2:p:164-178.

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2023Consistency, distributional convergence, and optimality of score-driven filters. (2023). Lucas, Andre ; Lin, Yicong ; Beutner, Eric A. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230051.

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2023UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION. (2023). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:2:p:577-606.

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2022Uncertainty and monetary policy in good and bad times: A replication of the vector autoregressive investigation by Bloom (2009). (2022). Castelnuovo, Efrem ; Nodari, Gabriela ; Caggiano, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:1:p:210-217.

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2023Global financial uncertainty. (2023). Castelnuovo, Efrem ; Caggiano, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:432-449.

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2023Monetary policy, external instruments, and heteroskedasticity. (2023). Podstawski, Maximilian ; Rieth, Malte ; Schlaak, Thore. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:1:p:161-200.

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2022.

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2022A measure of well-being efficiency based on the World Happiness Report. (2022). O'Connor, Kelsey ; Sarracino, Francesco. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1061.

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2022.

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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.
[Full Text][Citation analysis]
This paper has another 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]		paper2
2020Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2020) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2020Are fiscal multipliers estimated with proxy-SVARs robust?.(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2021Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2021) In: Monash Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2020Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?.(2020) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2021Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks In: Working Papers.
[Full Text][Citation analysis]		paper0
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 another version. Agregated cites: 0		article
2016PARX model for football matches predictions In: Quaderni di Dipartimento.
[Full Text][Citation analysis]		paper7
2017PARX model for football match predictions.(2017) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		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]		paper3
2017Uncertainty Across Volatility Regimes In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper62
2019Uncertainty across volatility regimes.(2019) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62		article
2018DSGE Models with observation-driven time-varying volatility In: Economics Letters.
[Full Text][Citation analysis]		article2
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]		article7
2019Efficiency of online football betting markets In: International Journal of Forecasting.
[Full Text][Citation analysis]		article34
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]		article16
2021Informational efficiency and behaviour within in-play prediction markets.(2021) In: Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2019Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments In: MPRA Paper.
[Full Text][Citation analysis]		paper34
2019Exogenous uncertainty and the identification of structural vector autoregressions with external instruments.(2019) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		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]		article35
2018DSGE Models with Observation-Driven Time-Varying parameters In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper2
2022Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0

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