Paolo Giordani : Citation Profile

Are you Paolo Giordani?

Sveriges Riksbank

12

H index

12

i10 index

1053

Citations

RESEARCH PRODUCTION:

16

Articles

15

Papers

RESEARCH ACTIVITY:

   14 years (2000 - 2014). See details.
   Cites by year: 75
   Journals where Paolo Giordani has often published
   Relations with other researchers
   Recent citing documents: 112.    Total self citations: 11 (1.03 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgi30
   Updated: 2023-08-19    RAS profile: 2015-11-25    
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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 Paolo Giordani.

Is cited by:

Ravazzolo, Francesco (33)

Koop, Gary (19)

Ralf, Kirsten (18)

Guidolin, Massimo (18)

Chatelain, Jean-Bernard (18)

Clements, Michael (17)

Tsionas, Mike (16)

van Dijk, Herman (15)

Villani, Mattias (15)

Schorfheide, Frank (13)

Kohn, Robert (13)

Cites to:

Kohn, Robert (13)

Svensson, Lars (9)

Christiano, Lawrence (9)

Gertler, Mark (9)

Galí, Jordi (9)

Evans, Charles (8)

Eichenbaum, Martin (8)

Campbell, John (7)

Stock, James (7)

Watson, Mark (7)

Söderlind, Paul (6)

Main data

Where Paolo Giordani has published?

Journals with more than one article published# docs
Journal of Econometrics3
Journal of Monetary Economics2
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
SSE/EFI Working Paper Series in Economics and Finance / Stockholm School of Economics8
Working Paper Series / Sveriges Riksbank (Central Bank of Sweden)5

Recent works citing Paolo Giordani (2022 and 2021)

YearTitle of citing document
2021General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393.

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2023Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

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2022Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis. (2022). Yu, Xuewen ; Eisenstat, Eric ; Chan, Joshua. In: Papers. RePEc:arx:papers:2207.03988.

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2023Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market. (2022). Grzeszkiewicz, Karolina ; Koziell, Warrick Poklewski ; de Iorio, Maria ; Beskos, Alexandros ; Franzolini, Beatrice. In: Papers. RePEc:arx:papers:2208.00952.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Factor Model of Mixtures. (2023). Uryasev, Stanislav ; Peng, Cheng. In: Papers. RePEc:arx:papers:2301.13843.

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2021A Novel Hydro - Economic - Econometric Approach for Integrated Transboundary Water Management under Uncertainty. (2021). Kartala, Xanthi ; Englezos, Nikolaos ; Alamanos, Angelos ; Tsionas, Mike ; Koundouri, Phoebe. In: DEOS Working Papers. RePEc:aue:wpaper:2101.

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2021Central Bank Governance in Monetary Policy Economics (1981-2020). (2021). masciandaro, donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20153.

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2021Society, Politicians, Climate Change and Central Banks: An Index of Green Activism. (2021). Tarsia, Romano Vincenzo ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20167.

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2021Society, Politicians, Climate Change and Central Banks: An Index of Green Activism. (2021). Tarsia, Romano Vincenzo ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21167.

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2022Optimal Robust Monetary Policy in a Small Open Economy. (2022). Medina-Espidio, Sebastian ; André, Marine ; Sebastian, Medina Espidio. In: Working Papers. RePEc:bdm:wpaper:2022-17.

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2023Scalable Bayesian Multiple Changepoint Detection via Auxiliary Uniformisation. (2023). Shaochuan, LU. In: International Statistical Review. RePEc:bla:istatr:v:91:y:2023:i:1:p:88-113.

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2021Strategic deviance and cash holdings. (2021). Cui, Yujia ; Chan, Kam C ; Dong, Xueyan ; Guan, Jenny Xinjiao. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:3-4:p:742-782.

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2021How robustness can change the desirability of speed limit policy. (2021). Hasui, Kohei. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:5:p:553-570.

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2022A bankruptcy probability model for assessing credit risk on corporate loans with automated variable selection. (2022). Vatne, Bjorn H ; Raknerud, Arvid ; Hjelseth, Ida Nervik. In: Working Paper. RePEc:bno:worpap:2022_7.

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2021Trend Growth and Robust Monetary Policy. (2021). Hasui, Kohei. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:2:p:449-472:n:5.

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2021An effcient exact Bayesian method For state space models with stochastic volatility. (2021). Yu-Fan, Huang. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:10:n:6.

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2023Workers’ Perceptions of Earnings Growth and Employment Risk. (2023). Kosar, Gizem ; van der Klaauw, Wilbert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10300.

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2021Effects of Macro Uncertainty on Mean Expectation and Subjective Uncertainty: Evidence from Households and Professional Forecasters. (2021). Poonpakdee, Poramapa ; Piccillo, Giulia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9486.

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2021ECB communication as a stabilization and coordination device: evidence from ex-ante inflation uncertainty. (2021). Fernandes, Cecilia Melo. In: Working Paper Series. RePEc:ecb:ecbwps:20212582.

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2021Efficient inference for stochastic differential equation mixed-effects models using correlated particle pseudo-marginal algorithms. (2021). Picchini, Umberto ; McLean, Ashleigh T ; Golightly, Andrew ; Wiqvist, Samuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:157:y:2021:i:c:s0167947320302425.

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2021Are professional forecasters Bayesian?. (2021). Manzan, Sebastiano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:123:y:2021:i:c:s016518892030213x.

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2021Impulse response analysis in conditional quantile models with an application to monetary policy. (2021). Mizen, Paul ; Kim, Tae-Hwan ; Lee, Dongjin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000373.

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2022Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach. (2022). Milacic, Veselin ; Milosevic, Igor ; Jolicic, Ivan ; Radulovic, Mladen ; Mihailovic, Andrej ; Bracanovic, Andrej ; Muhadinovic, Milica ; Bojaj, Martin M. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000384.

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2022Macroeconomic effects and transmission channels of quantitative easing. (2022). Stefaski, Maciej. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001894.

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2023Optimal monetary policy delegation in a small-open new Keynesian model with robust control. (2023). Okano, Mitsuhiro ; Ida, Daisuke. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003911.

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2022Learning, disagreement and inflation forecasting. (2022). Liu, Xiliang ; Yang, Xinglin ; Chen, JI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001693.

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2021Evaluating consumers’ choices of Medicare Part D plans: A study in behavioral welfare economics. (2021). Ketcham, Jonathan ; Keane, Michael ; Neal, Timothy ; Kuminoff, Nicolai . In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:107-140.

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2021Testing for observation-dependent regime switching in mixture autoregressive models. (2021). Saikkonen, Pentti ; Meitz, Mika. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:601-624.

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2022Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity. (2022). Pelenis, Justinas ; Norets, Andriy. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:62-82.

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2021Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

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2021Belief elicitation with multiple point predictions. (2021). Schmidt, Patrick ; Eyting, Markus. In: European Economic Review. RePEc:eee:eecrev:v:135:y:2021:i:c:s0014292121000532.

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2022Estimation of large dimensional time varying VARs using copulas. (2022). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002439.

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2021Making inference of British households happiness efficiency: A Bayesian latent model. (2021). Tsionas, Mike G ; Mamatzakis, Emmanuel C. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:1:p:312-326.

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2021Asymmetric volatility spillover between oil-importing and oil-exporting countries economic policy uncertainty and Chinas energy sector. (2021). Yang, Bohan ; Wang, Ziwei ; Ma, Feng ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s105752192100082x.

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2022Stock returns, trading volume, and volatility: The case of African stock markets. (2022). Ngene, Geoffrey M ; Mungai, Ann Nduati. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001399.

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2022Searching the nature of uncertainty: Macroeconomic and financial risks VS geopolitical and pandemic risks. (2022). Himounet, Nicolas. In: International Economics. RePEc:eee:inteco:v:170:y:2022:i:c:p:1-31.

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2021Interdependence between monetary policy and asset prices in ASEAN-5 countries. (2021). Juhro, Solikin ; Narayan, Paresh Kumar ; Iyke, Bernard Njindan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s104244312100158x.

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2022The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system. (2022). Wang, Ling. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000750.

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2021Are professional forecasters overconfident?. (2021). Casey, Eddie. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:716-732.

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2022FFORMPP: Feature-based forecast model performance prediction. (2022). Kang, Yanfei ; Li, Feng ; Talagala, Thiyanga S. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:920-943.

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2021Collateralization and asset price bubbles when investors disagree about risk. (2021). Kero, Afroditi ; Broer, Tobias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621000959.

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2022Export pricing and exchange rate expectations under uncertainty. (2022). Fracasso, Andrea ; Tomasi, Chiara ; Secchi, Angelo. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:50:y:2022:i:1:p:135-152.

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2021Volatility expectations and disagreement. (2021). van der Sar, Nico L ; Huisman, Ronald. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:379-393.

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2021Measuring macroeconomic disagreement – A mixed frequency approach. (2021). Wang, Ben Zhe ; Sheen, Jeffrey. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:189:y:2021:i:c:p:547-566.

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2022Are macroeconomic forecasters optimists or pessimists? A reassessment of survey based forecasts. (2022). Pouliot, William ; Pilbeam, Keith ; Huang, Rong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:706-724.

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2021Switching volatility in a nonlinear open economy. (2021). Benchimol, Jonathan ; Ivashchenko, Sergey. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302436.

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2022Uncertainty shocks and systemic-risk indicators. (2022). Roth, Markus ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002242.

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2022Independence, conservatism, and beyond: Monetary policy, central bank governance and central banker preferences (1981–2021). (2022). masciandaro, donato. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002308.

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2021The role of macroeconomic and policy uncertainty in density forecast dispersion. (2021). Tay, Anthony ; Li, You. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420301907.

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2021Monetary policy and credit flows. (2021). Bianco, Timothy . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:70:y:2021:i:c:s016407042100063x.

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2022Heterogeneity in sectoral price and quantity responses to shocks to monetary policy. (2022). Tuan, Mustafa ; Ozmen, Utku M. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:73:y:2022:i:c:s0164070422000386.

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2021Do survey expectations of stock returns reflect risk adjustments?. (2021). Nagel, Stefan ; Matveev, Dmitry ; Adam, Klaus. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:723-740.

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2022Endogenous efficiency of the dynamic profit maximization in the intertemporal production models of venture behavior. (2022). Guedes, Maria Joo ; Patel, Pankaj C ; Tsionas, Mike. In: International Journal of Production Economics. RePEc:eee:proeco:v:246:y:2022:i:c:s0925527322000044.

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2023Beyond risk attitude: Unpacking behavioral drivers of supply chain contracts. (2023). Bergey, Paul ; Olaru, Doina ; Goudarzi, Fatemeh. In: International Journal of Production Economics. RePEc:eee:proeco:v:255:y:2023:i:c:s0925527322002602.

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2022Uncertainty in long-term macroeconomic forecasts: Ex post evaluation of forecasts by economics researchers. (2022). MORIKAWA, MASAYUKI. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:8-15.

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2021Publication bias in the price effects of monetary policy: A meta-regression analysis for emerging and developing economies. (2021). Bergeijk, Peter ; PEter, ; Papyrakis, Elissaios ; Lan, Thi Mai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:567-583.

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2022The cost channel of monetary policy: The case of the United States in the period 1959–2018. (2022). levrero, enrico ; Deleidi, Matteo ; Cucciniello, Maria Chiara. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:61:y:2022:i:c:p:409-433.

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2021Unit Cost Expectations and Uncertainty: Firms Perspectives on Inflation. (2021). Sheng, Xuguang ; Meyer, Brent ; Parker, Nicholas B. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:90556.

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2022Inflation Levels and (In)Attention. (2022). Tang, Jenny ; Bracha, Anat. In: Working Papers. RePEc:fip:fedbwp:93857.

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2023Workers’ Perceptions of Earnings Growth and Employment Risk. (2023). van der Klaauw, Wilbert ; Koar, Gizem. In: Staff Reports. RePEc:fip:fednsr:95724.

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2022Monetary Policy Shocks in Open Economies and the Inflation Unemployment Trade-Off: The Case of the Euro Area. (2022). ribba, antonio. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:146-:d:777285.

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2021.

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2022Analysis on the Steady Growth Effect of China’s Fiscal Policy from a Dynamic Perspective. (2022). Liu, Yongfu ; Guan, Shuai. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:13:p:7648-:d:845720.

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2021Unit Cost Expectations and Uncertainty: Firms Perspectives on Inflation. (2021). Sheng, Xuguang ; Parker, Nicholas B ; Meyer, Brent H. In: Working Papers. RePEc:gwc:wpaper:2021-002.

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2021Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2021). Lahiri, Kajal ; Sheng, Xuguang Simon ; Peng, Huaming. In: Working Papers. RePEc:gwc:wpaper:2021-005.

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2021Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy. (2020). Ralf, Kirsten ; Chatelain, Jean-Bernard ; Jean- Bernard Chatelain, . In: Post-Print. RePEc:hal:journl:hal-01527872.

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2021Towards a more resilient European Union after the COVID-19 crisis. (2021). TERRAZ, Isabelle ; Mainguy, Claire ; Dai, Meixing ; Trabelsi, Jamel ; Sidiropoulos, Moise ; Saadaoui, Jamel ; Barbier-Gauchard, Amelie. In: Post-Print. RePEc:hal:journl:hal-03196689.

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2022Transmission mechanisms of conventional and unconventional monetary policies in open economies. (2022). Hajdukovic, Ivan. In: Post-Print. RePEc:hal:journl:hal-03912666.

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2021Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy. (2020). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:hal-01527872.

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2021Uncertainty is bad for Business. Really?. (2021). Vauday, Julien ; Serranito, Francisco ; Himounet, Nicolas. In: Working Papers. RePEc:inf:wpaper:2021.03.

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2021Searching for the Nature of Uncertainty: Macroeconomic VS Financial. (2021). Himounet, Nicolas. In: Working Papers. RePEc:inf:wpaper:2021.05.

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2022What Drives Long-Term Interest Rates? Evidence from the Entire Swiss Franc History 1852-2020. (2022). Kaufmann, Daniel ; Tille, Cedric ; Stuart, Rebecca ; Hauzenberger, Niko. In: IRENE Working Papers. RePEc:irn:wpaper:22-03.

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2022Investor Base Dynamics and Sovereign Bond Yield Volatility. (2022). Piscarreta, Carlos Alberto. In: Working Papers REM. RePEc:ise:remwps:wp02342022.

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2022Revisiting The Determinants Of Sovereign Bond Yield Volatility.. (2022). Piscarreta, Carlos Alberto. In: Working Papers REM. RePEc:ise:remwps:wp02412022.

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2023Workers Perceptions of Earnings Growth and Employment Risk. (2023). Kosar, Gizem ; van der Klaauw, Wilbert ; Koar, Gizem. In: IZA Discussion Papers. RePEc:iza:izadps:dp16013.

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2021Solving the Price Puzzle Via A Functional Coefficient Factor-Augmented VAR Model. (2021). Liu, Xiyuan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202106.

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2022Bayesian Estimation of Agent-Based Models via Adaptive Particle Markov Chain Monte Carlo. (2022). Lux, Thomas. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:2:d:10.1007_s10614-021-10155-0.

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2023A Novel HydroEconomic - Econometric Approach for Integrated Transboundary Water Management Under Uncertainty. (2023). Koundouri, Phoebe ; Alamanos, A ; Tsionas, M ; Kartala, X ; Englezos, N. In: Environmental & Resource Economics. RePEc:kap:enreec:v:84:y:2023:i:4:d:10.1007_s10640-022-00744-4.

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2022Transmission mechanisms of conventional and unconventional monetary policies in open economies. (2022). Hajdukovic, Ivan. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:19:y:2022:i:3:d:10.1007_s10368-021-00527-0.

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2022Computing Bayes: From Then `Til Now. (2022). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-14.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2022Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form. (2022). GUPTA, RANGAN ; Cekin, Semih Emre ; Ivashchenko, Sergey. In: Working Papers. RePEc:pre:wpaper:202204.

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2021Bridging the Divide? Bayesian Artificial Neural Networks for Frontier Efficiency Analysis. (2021). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: CEPA Working Papers Series. RePEc:qld:uqcepa:162.

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2023Bayesian Artificial Neural Networks for Frontier Efficiency Analysis. (2023). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: CEPA Working Papers Series. RePEc:qld:uqcepa:183.

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2023Workers Perceptions of Earnings Growth and Employment Risk. (2023). Kosar, Gizem ; van der Klaauw, Wilbert ; Koar, Gizem. In: Working Paper series. RePEc:rim:rimwps:23-05.

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2021The cost channel of monetary policy: the case of the United States in the period 1959-2018. (2021). Deleidi, Matteo ; Levrero, Enrico Sergio ; Cucciniello, Maria Chiara. In: Departmental Working Papers of Economics - University 'Roma Tre'. RePEc:rtr:wpaper:0262.

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2021Bayesian Multiple Change-Points Detection in a Normal Model with Heterogeneous Variances. (2021). Kim, Yong Ku ; Lee, Woo Dong ; Kang, Sang Gil. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:2:d:10.1007_s00180-020-01054-3.

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2021Measuring Knightian uncertainty. (2021). Iselin, David ; Dibiasi, Andreas. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:4:d:10.1007_s00181-021-02106-3.

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2021Fiscal policy in the US: a new measure of uncertainty and its effects on the American economy. (2021). Rossi, Luca ; Anzuini, Alessio. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01984-3.

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2023Forecasting in the presence of in-sample and out-of-sample breaks. (2023). Perron, Pierre ; Xu, Jiawen. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-022-02346-x.

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2022Analysis of market efficiency and fractal feature of NASDAQ stock exchange: Time series modeling and forecasting of stock index using ARMA-GARCH model. (2022). Rounaghi, Mohammad Mahdi ; Arashi, Mohammad. In: Future Business Journal. RePEc:spr:futbus:v:8:y:2022:i:1:d:10.1186_s43093-022-00125-9.

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2023The financial network channel of monetary policy transmission: an agent-based model. (2023). Lima, Gilberto ; Russo, Alberto ; Riccetti, Luca ; Alexandre, Michel. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00377-w.

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2023Small open economies and external shocks: an application of Bayesian global vector autoregression model. (2023). Abubakar, Jamaladeen ; Bashir, Nafiu A ; Onipede, Samuel F. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01423-8.

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2022Estimation and decomposition of food price inflation risk. (2022). Boudt, Kris ; Luu, Hong Anh. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:31:y:2022:i:2:d:10.1007_s10260-021-00574-6.

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2021A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance. (2021). Grassi, Stefano ; Casarin, Roberto ; van Dijk, Herman K ; Ravazzolo, Francesco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210016.

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2021Uncertainty and Disagreement of Inflation Expectations: Evidence from Household-Level Qualitative Survey Responses. (2021). Zhao, Yongchen. In: Working Papers. RePEc:tow:wpaper:2021-03.

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2021Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711.

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2022General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred ; Pfarrhofer, Michael. In: Working Papers in Regional Science. RePEc:wiw:wus046:8006.

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2021A Bayesian panel stochastic volatility measure of financial stability. (2021). Tsionas, Mike G ; Mamatzakis, Emmanuel C. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5363-5384.

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2022Time?varying roles of housing risk factors in state?level housing markets. (2022). Huang, Meichi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4660-4683.

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More than 100 citations found, this list is not complete...

Works by Paolo Giordani:

YearTitleTypeCited
2008Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article117
2006Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models.(2006) In: Working Paper Series.
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This paper has another version. Agregated cites: 117		paper
2004Evaluating New?Keynesian Models of a Small Open Economy In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article31
2003On Modeling the Effects of Inflation Shocks: Comments and Some Further Evidence In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article4
2003Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2003Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel.(2003) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2003Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel.(2003) In: SIFR Research Report Series.
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This paper has another version. Agregated cites: 9		paper
2014Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article18
2011Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios.(2011) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2004Solution of macromodels with Hansen-Sargent robust policies: some extensions In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article120
2003Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions.(2003) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120		paper
2006Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article41
2007A unified approach to nonlinearity, structural change, and outliers In: Journal of Econometrics.
[Full Text][Citation analysis]		article69
2009Regression density estimation using smooth adaptive Gaussian mixtures In: Journal of Econometrics.
[Full Text][Citation analysis]		article26
2012On some properties of Markov chain Monte Carlo simulation methods based on the particle filter In: Journal of Econometrics.
[Full Text][Citation analysis]		article85
2003Inflation forecast uncertainty In: European Economic Review.
[Full Text][Citation analysis]		article226
2000Inflation Forecast Uncertainty.(2000) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has another version. Agregated cites: 226		paper
2010Forecasting macroeconomic time series with locally adaptive signal extraction In: International Journal of Forecasting.
[Full Text][Citation analysis]		article20
2009Forecasting Macroeconomic Time Series With Locally Adaptive Signal Extraction.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2011Structural breaks, parameter uncertainty, and term structure puzzles In: Journal of Financial Economics.
[Full Text][Citation analysis]		article2
2004An alternative explanation of the price puzzle In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article180
2000An alternative explanation of the price puzzle.(2000) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 180		paper
2001An Alternative Explanation of the Price Puzzle.(2001) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 180		paper
2009Reconsidering the role of money for output, prices and interest rates In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article83
2002Reconsidering the Role of Money for Output, Prices and Interest Rates.(2002) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 83		paper
2001Constitutions and Central Bank Independence: An Objection to McCallums Second Fallacy In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]		paper5
2001Stronger evidence of long-run neutrality: a comment on Bernanke and Mihov In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]		paper1
2010Adaptive hybrid Metropolis-Hastings samplers for DSGE models In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]		paper7
2007Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2006A cautionary note on outlier robust estimation of threshold models In: Journal of Forecasting.
[Full Text][Citation analysis]		article4
2012Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article3

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