11
H index
15
i10 index
1482
Citations
Rimini Centre for Economic Analysis (RCEA) (33% share) | 11 H index 15 i10 index 1482 Citations RESEARCH PRODUCTION: 19 Articles 36 Papers RESEARCH ACTIVITY: 25 years (1994 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pam27 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with gianni amisano. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Economic Dynamics and Control | 2 |
Research Bulletin | 2 |
Journal of Applied Econometrics | 2 |
Year | Title of citing document | |
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2023 | . Full description at Econpapers || Download paper | |
2024 | Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros. (2018). Blasques, Francisco ; Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:1812.07318. Full description at Econpapers || Download paper | |
2023 | Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662. Full description at Econpapers || Download paper | |
2023 | Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887. Full description at Econpapers || Download paper | |
2024 | A Multivariate Realized GARCH Model. (2020). Hansen, Peter Reinhard ; Archakov, Ilya ; Lunde, Asger. In: Papers. RePEc:arx:papers:2012.02708. Full description at Econpapers || Download paper | |
2024 | Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761. Full description at Econpapers || Download paper | |
2023 | Bayesian Bilinear Neural Network for Predicting the Mid-price Dynamics in Limit-Order Book Markets. (2022). Magris, Martin ; Iosifidis, Alexandros ; Shabani, Mostafa. In: Papers. RePEc:arx:papers:2203.03613. Full description at Econpapers || Download paper | |
2024 | Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902. Full description at Econpapers || Download paper | |
2024 | Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752. Full description at Econpapers || Download paper | |
2023 | Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models. (2022). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2211.16714. Full description at Econpapers || Download paper | |
2023 | Bayesian 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. Full description at Econpapers || Download paper | |
2024 | Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671. Full description at Econpapers || Download paper | |
2023 | The two-regime view of inflation. (2023). Zakrajsek, Egon ; Yetman, James ; Lombardi, Marco Jacopo ; Borio, Claudio. In: BIS Papers. RePEc:bis:bisbps:133. Full description at Econpapers || Download paper | |
2023 | Integrating Factor Models. (2023). Voigt, Stefan ; Metzker, Lior ; Cheng, SI ; Avramov, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1593-1646. Full description at Econpapers || Download paper | |
2023 | Monetary policy shocks and exchange rate dynamics in small open economies. (2023). Tchatoka, Firmin Doko ; Cross, Jamie L ; Haque, Qazi ; Terrell, Madison. In: Working Papers. RePEc:bny:wpaper:0121. Full description at Econpapers || Download paper | |
2024 | Merging Structural and Reduced-Form Models for Forecasting. (2024). Massimo, Piersanti Fabio ; Luca, Onorante ; Richard, Morris ; Jaime, Martinez-Martin. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:24:y:2024:i:1:p:399-437:n:2. Full description at Econpapers || Download paper | |
2023 | Deep Dynamic Factor Models. (2023). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Working Papers. RePEc:crs:wpaper:2023-08. Full description at Econpapers || Download paper | |
2024 | ECB macroeconometric models for forecasting and policy analysis. (2024). Priftis, Romanos ; Banbura, Marta ; Kase, Hanno ; Fagan, Gabriel ; Rigato, Rodolfo Dinis ; Bokan, Nikola ; Zimic, Sreko ; Babura, Marta ; Warne, Anders ; Angelini, Elena ; Santoro, Sergio ; Von-Pine, Eliott ; Paredes, Joan ; Paries, Matthieu Darracq ; Invernizzi, Marco ; Muller, Georg ; Ciccarelli, Matteo ; Giammaria, Alessandro ; Montes-Galdon, Carlos ; Cocchi, Sara ; Lalik, Magdalena ; Brunotte, Stella ; Kornprobst, Antoine ; Koutsoulis, Iason ; Gumiel, Jose Emilio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344. Full description at Econpapers || Download 2023 | DSGE model forecasting: rational expectations vs. adaptive learning. (2023). Warne, Anders. In: Working Paper Series. RePEc:ecb:ecbwps:20232768. Full description at Econpapers || Download paper |
2024 | The quantity theory of money, 1870-2020. (2024). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20242940. Full description at Econpapers || Download paper | |
2023 | The effects of international scrutiny on manufacturing workers: Evidence from the Rana Plaza collapse in Bangladesh. (2023). Bossavie, Laurent ; Heath, Rachel ; Cho, Yoonyoung. In: Journal of Development Economics. RePEc:eee:deveco:v:163:y:2023:i:c:s0304387823000627. Full description at Econpapers || Download paper | |
2023 | Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834. Full description at Econpapers || Download paper | |
2023 | Modelling output gaps in the Euro Area with structural breaks: The COVID-19 recession. (2023). , Joo ; Dias, Jose Carlos ; Dutra, Tiago Mota ; Fernandes, Mario Correia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1046-1058. Full description at Econpapers || Download paper | |
2023 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972. Full description at Econpapers || Download paper | |
2024 | Examining business cycles and optimal monetary policy in a regional DSGE model. (2024). Gelfer, Sacha. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001068. Full description at Econpapers || Download paper | |
2023 | Scalable inference for a full multivariate stochastic volatility model. (2023). Plataniotis, Anastasios ; Petrova, Katerina ; Titsias, Michalis K ; Dellaportas, Petros. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:501-520. Full description at Econpapers || Download paper | |
2023 | Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models. (2023). Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1054-1086. Full description at Econpapers || Download paper | |
2023 | Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607. Full description at Econpapers || Download paper | |
2023 | Bayesian Artificial Neural Networks for frontier efficiency analysis. (2023). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623002075. Full description at Econpapers || Download paper | |
2023 | Beta observation-driven models with exogenous regressors: A joint analysis of realized correlation and leverage effects. (2023). Koopman, Siem Jan ; Gorgi, P. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002165. Full description at Econpapers || Download paper | |
2023 | Evaluating forecast performance with state dependence. (2023). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002657. Full description at Econpapers || Download paper | |
2023 | On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates. (2023). Zhang, Boyuan ; Shin, Minchul ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622001464. Full description at Econpapers || Download paper | |
2023 | A flexible predictive density combination for large financial data sets in regular and crisis periods. (2023). Casarin, Roberto ; Grassi, Stefano ; van Dijk, Herman K ; Ravazzolo, Francesco. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002093. Full description at Econpapers || Download paper | |
2024 | Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Blasques, Francisco ; Gorgi, Paolo. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002919. Full description at Econpapers || Download paper | |
2024 | Combining probabilistic forecasts of intermittent demand. (2024). Petropoulos, Fotios ; Kang, Yanfei ; Wang, Shengjie. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048. Full description at Econpapers || Download paper | |
2023 | The money-inflation nexus revisited. (2023). Zorner, Thomas O ; Ringwald, Leopold. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:293-333. Full description at Econpapers || Download paper | |
2023 | A financial modeling approach to industry exchange-traded funds selection. (2023). Conlon, Thomas ; cotter, john ; Post, Thierry ; Kovalenko, Illia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001081. Full description at Econpapers || Download paper | |
2024 | Predicting tail risks and the evolution of temperatures. (2024). Martins, Luis F ; Gabriel, Vasco J ; Phella, Anthoulla. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988323007843. Full description at Econpapers || Download paper | |
2023 | State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880. Full description at Econpapers || Download paper | |
2023 | Uncertainty in systemic risks rankings: Bayesian and frequentist analysis. (2023). Goldman, Elena. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004002. Full description at Econpapers || Download paper | |
2023 | Equity premium prediction: The role of information from the options market. (2023). Voukelatos, Nikolaos ; Panopoulou, Ekaterini ; Apergis, Iraklis ; Alexandridis, Antonios K. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000908. Full description at Econpapers || Download paper | |
2023 | The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539. Full description at Econpapers || Download paper | |
2023 | Real estate illiquidity and returns: A time-varying regional perspective. (2023). Zhu, Yunyi ; Fu, XI ; Ellington, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:58-72. Full description at Econpapers || Download paper | |
2023 | Empirically-transformed linear opinion pools. (2023). Vahey, Shaun P ; Henckel, Timo ; Garratt, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:736-753. Full description at Econpapers || Download paper | |
2023 | The power of text-based indicators in forecasting Italian economic activity. (2023). Monteforte, Libero ; Marcucci, Juri ; Luciani, Andrea ; Guaitoli, Gabriele ; Emiliozzi, Simone ; Aprigliano, Valentina. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:791-808. Full description at Econpapers || Download paper | |
2023 | Time-varying variance and skewness in realized volatility measures. (2023). Lucas, Andre ; Opschoor, Anne. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:827-840. Full description at Econpapers || Download paper | |
2023 | Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921. Full description at Econpapers || Download paper | |
2023 | Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models. (2023). Meng, Xiaochun ; Han, Yang ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1078-1096. Full description at Econpapers || Download paper | |
2023 | Penalized estimation of panel vector autoregressive models: A panel LASSO approach. (2023). Camehl, Annika. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1185-1204. Full description at Econpapers || Download paper | |
2023 | Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302. Full description at Econpapers || Download paper | |
2023 | Model combinations through revised base rates. (2023). Panagiotelis, Anastasios ; Spiliotis, Evangelos ; Petropoulos, Fotios. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1477-1492. Full description at Econpapers || Download paper | |
2023 | Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547. Full description at Econpapers || Download paper | |
2023 | Real-time density nowcasts of US inflation: A model combination approach. (2023). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1736-1760. Full description at Econpapers || Download paper | |
2023 | Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2023). Čapek, Jan ; Reichel, Vlastimil ; Hauzenberger, Niko ; Cuaresma, Jesus Crespo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1820-1838. Full description at Econpapers || Download paper | |
2023 | Dynamic linear models with adaptive discounting. (2023). Pavlidis, Efthymios G ; Yusupova, Alisa. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1925-1944. Full description at Econpapers || Download paper | |
2024 | Forecast combination-based forecast reconciliation: Insights and extensions. (2024). Girolimetto, Daniele ; di Fonzo, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:490-514. Full description at Econpapers || Download paper | |
2024 | Improving inflation forecasts using robust measures. (2024). Zaman, Saeed ; Verbrugge, Randal. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:735-745. Full description at Econpapers || Download paper | |
2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers || Download paper | |
2024 | Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000409. Full description at Econpapers || Download paper | |
2023 | Improving Inflation Forecasts Using Robust Measures. (2022). Verbrugge, Randal ; Zaman, Saeed. In: Working Papers. RePEc:fip:fedcwq:94549. Full description at Econpapers || Download paper | |
2023 | A Structural Approach to Combining External and DSGE Model Forecasts. (2023). Drautzburg, Thorsten. In: Working Papers. RePEc:fip:fedpwp:96271. Full description at Econpapers || Download paper | |
2023 | Averaging Impulse Responses Using Prediction Pools. (2023). Matthes, Christian ; Lubik, Thomas A ; Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:95601. Full description at Econpapers || Download paper | |
2023 | Impact of Money Supply in Different States of Inflation and Economic Growth in South Africa. (2023). Buthelezi, Eugene Msizi. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:2:p:64-:d:1068345. Full description at Econpapers || Download paper | |
2023 | Distribution Prediction of Decomposed Relative EVA Measure with Levy-Driven Mean-Reversion Processes: The Case of an Automotive Sector of a Small Open Economy. (2023). Ratmanova, Iveta ; Ponik, Antonin ; Lisztwanova, Karolina ; Dluhoova, Dana ; Zmekal, Zdenk. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:25-471:d:1158257. Full description at Econpapers || Download paper | |
2023 | Bayesian 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. Full description at Econpapers || Download paper | |
2023 | Bayesian Artificial Neural Networks for Frontier Efficiency Analysis. (2023). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: CEPA Working Papers Series. RePEc:qld:uqcepa:183. Full description at Econpapers || Download paper | |
2024 | Approximate Factor Models with a Common Multiplicative Factor for Stochastic Volatility. (2024). Leon-Gonzalez, Roberto ; Majoni, Blessings. In: Working Paper series. RePEc:rim:rimwps:24-04. Full description at Econpapers || Download paper | |
2024 | Identifying Economic Shocks in a Rare Disaster Environment. (2021). Corrado, Luisa ; Paolillo, Aldo ; Grassi, Stefano. In: CEIS Research Paper. RePEc:rtv:ceisrp:517. Full description at Econpapers || Download paper | |
2023 | Linex and double-linex regression for parameter estimation and forecasting. (2023). Tsionas, Mike G. In: Annals of Operations Research. RePEc:spr:annopr:v:323:y:2023:i:1:d:10.1007_s10479-022-05131-2. Full description at Econpapers || Download paper | |
2023 | Modelling Okun’s law: Does non-Gaussianity matter?. (2023). Österholm, Pär ; Kiss, Tamas ; Osterholm, Par ; Nguyen, Hoang. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02309-2. Full description at Econpapers || Download paper | |
2023 | Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies. (2023). Cheng, Jie. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02360-7. Full description at Econpapers || Download paper | |
2023 | Tradable and non-tradable inflation in Turkey: asymmetric responses to global factors. (2023). Turkvatan, Aysun ; Saygili, Hulya. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02364-3. Full description at Econpapers || Download paper | |
2023 | Obesity and labour market outcomes in Italy: a dynamic panel data evidence with correlated random effects. (2023). Pacifico, Antonio. In: The European Journal of Health Economics. RePEc:spr:eujhec:v:24:y:2023:i:4:d:10.1007_s10198-022-01493-3. Full description at Econpapers || Download paper | |
2023 | Forecasting a Commodity-Exporting Small Open Developing Economy Using DSGE and DSGE-BVAR. (2023). Konebayev, Erlan. In: International Economic Journal. RePEc:taf:intecj:v:37:y:2023:i:1:p:39-70. Full description at Econpapers || Download paper | |
2023 | Tail Heterogeneity for Dynamic Covariance-Matrix-Valued Random Variables: the F-Riesz Distribution. (2021). Lucas, Andr E ; Blasques, Francisco ; Rossini, Luca ; Opschoor, Anne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210010. Full description at Econpapers || Download paper | |
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2008 | Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk. In: Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
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2009 | Optimal Prediction Pools In: Working Paper Series. [Full Text][Citation analysis] | paper | 264 |
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2013 | Money growth and inflation: A regime switching approach.(2013) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | article | |
2011 | Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations In: Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
2011 | Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations.(2011) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2011 | Analysis of variance for bayesian inference In: Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
2014 | Analysis of Variance for Bayesian Inference.(2014) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2013 | Prediction using several macroeconomic models In: Working Paper Series. [Full Text][Citation analysis] | paper | 56 |
2017 | Prediction Using Several Macroeconomic Models.(2017) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | article | |
2019 | Uncertainty shocks, monetary policy and long-term interest rates In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2019 | Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates.(2019) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2003 | Bayesian inference in cointegrated systems In: Research in Economics. [Full Text][Citation analysis] | article | 1 |
2004 | Profit related pay in Italy In: International Journal of Manpower. [Full Text][Citation analysis] | article | 1 |
2013 | Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR In: Macroeconomics and Finance Series. [Full Text][Citation analysis] | paper | 4 |
2014 | A money-based indicator for deflation risk In: Macroeconomics and Finance Series. [Full Text][Citation analysis] | paper | 1 |
2014 | A money-based indicator for deflation risk.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2003 | Unemployment persistence in Italy. An econometric analysis with multivariate time varying parameter models In: LIUC Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2003 | Unemployment and labour taxation: an econometric analysis. In: LIUC Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2008 | Building composite leading indexes in a dynamic factor model framework: a new proposal In: LIUC Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2017 | Mutual Funds Dynamics and Economic Predictors In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 2 |
2010 | A nonlinear DSGE model of the term structure with regime shifts In: 2010 Meeting Papers. [Full Text][Citation analysis] | paper | 5 |
2006 | Euro area inflation persistence in an estimated nonlinear In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 7 |
2013 | Diversification by entry into a new submarket? In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2008 | Particle Filters for Markov-Switching Stochastic-Correlation Models In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
2004 | The Dynamics of Firms Entry and Diversification: A Bayesian Panel Probit Approach. A Cross-country analysis In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Assessing ECB?s Credibility During the First Years of the Eurosystem: A Bayesian Empirical Investigation In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | ENTRY INTO PHARMACEUTICAL SUBMARKETS: A BAYESIAN PANEL PROBIT ANALYSIS In: Journal of Applied Econometrics. [Citation analysis] | article | 10 |
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