Giovanni Angelini : Citation Profile


Are you Giovanni Angelini?

Alma Mater Studiorum - Università di Bologna

7

H index

6

i10 index

256

Citations

RESEARCH PRODUCTION:

14

Articles

17

Papers

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 28
   Journals where Giovanni Angelini has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 14 (5.19 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pan477
   Updated: 2024-12-03    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Fanelli, Luca (9)

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 (24)

Reade, J (19)

Singleton, Carl (17)

De Angelis, Luca (14)

Bacchiocchi, Emanuele (9)

Picazo-Tadeo, Andres (9)

Fanelli, Luca (7)

McNeil, James (6)

Franck, Egon (6)

Caggiano, Giovanni (6)

Pellegrino, Giovanni (6)

Cites to:

Fanelli, Luca (30)

Castelnuovo, Efrem (28)

Caggiano, Giovanni (22)

Schorfheide, Frank (18)

Pellegrino, Giovanni (14)

Mertens, Karel (14)

Caldara, Dario (14)

Watson, Mark (14)

mumtaz, haroon (12)

Ravn, Morten (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 (2024 and 2023)


YearTitle of citing document
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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2024Estimating 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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2024Not 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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2024How certain are we about the role of uncertainty in the economy?. (2024). Lange, Alexander ; Herwartz, Helmut. 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). Merz, Oliver ; Flepp, Raphael ; Franck, Egon. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:414-429.

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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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2024.

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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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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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2023Entrepreneurial risk shocks and financial acceleration asymmetry in a two-country DSGE model. (2023). Zheng, Xin ; Wang, XI ; Kwok, Simon ; Jin, Tao ; Hsiao, Cody Yu-Ling. In: China Economic Review. RePEc:eee:chieco:v:81:y:2023:i:c:s1043951x23000913.

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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). Lutkepohl, Helmut ; Bruns, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000290.

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

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2023Electricity price spike clustering: A zero-inflated GARX approach. (2023). Suthaharan, Neyavan ; Lu, YE. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003328.

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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). Zou, Yang ; Xiang, Yitian ; Zhang, Jiaming ; Guo, Songlin. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004684.

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2023Betting on a buzz: Mispricing and inefficiency in online sportsbooks. (2023). Singleton, Carl ; Reade, J ; Ramirez, Philip. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1413-1423.

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2023Monetary policy and information shocks in a block-recursive SVAR. (2023). Seepe, Andre ; Hetzenecker, Stephan ; Keweloh, Sascha A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000931.

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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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2023What drives biased odds in sports betting markets: Bettors’ irrationality and the role of bookmakers. (2023). Yamada, Toru ; Goto, Shingo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:252-270.

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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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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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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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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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2023Emotional Cues and the Demand for Televised Sports: Evidence from the UEFA Champions League. (2023). Nalbantis, Georgios ; Richardson, Travis ; Pawlowski, Tim. In: Journal of Sports Economics. RePEc:sae:jospec:v:24:y:2023:i:8:p:993-1025.

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2024Are Betting Markets Inefficient? Evidence From Simulations and Real Data. (2024). Makarewicz, Tomasz ; Deutscher, Christian ; 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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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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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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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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2023.

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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.
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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.
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paper4
2020Are fiscal multipliers estimated with proxy-SVARs robust? In: Research Discussion Papers.
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paper2
2018Identification and estimation issues in Structural Vector Autoregressions with external instruments In: Working Papers.
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paper1
2020Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? In: Working Papers.
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paper2
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: 2
paper
2020Are fiscal multipliers estimated with proxy-SVARs robust?.(2020) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 2
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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: 2
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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: 2
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2021Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks In: Working Papers.
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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 nother version. Agregated cites: 0
article
2016PARX model for football matches predictions In: Quaderni di Dipartimento.
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paper10
2017PARX model for football match predictions.(2017) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 10
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2016Bootstrapping DSGE models In: Quaderni di Dipartimento.
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paper0
2013Comparing weighting systems in the measurement of subjective well-being In: Statistica.
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article0
2018Uncertainty and spillover effects across the Euro area In: Cardiff Economics Working Papers.
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paper4
2017Uncertainty Across Volatility Regimes In: CESifo Working Paper Series.
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paper73
2019Uncertainty across volatility regimes.(2019) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 73
article
2018DSGE Models with observation-driven time-varying volatility In: Economics Letters.
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article2
2020Bootstrap lag selection in DSGE models with expectations correction In: Econometrics and Statistics.
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article0
2022Weighted Elo rating for tennis match predictions In: European Journal of Operational Research.
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article8
2019Efficiency of online football betting markets In: International Journal of Forecasting.
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article40
2021Big data from dynamic pricing: A smart approach to tourism demand forecasting In: International Journal of Forecasting.
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article4
2022Informational efficiency and behaviour within in-play prediction markets In: International Journal of Forecasting.
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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
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2019Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments In: MPRA Paper.
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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: 46
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.
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article35
2018DSGE Models with Observation-Driven Time-Varying parameters In: Tinbergen Institute Discussion Papers.
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paper2
2022Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models In: Journal of Applied Econometrics.
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article1

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