gianni amisano : Citation Profile

Rimini Centre for Economic Analysis (RCEA) (33% share)
European Central Bank (34% share)
University of Technology Sydney (33% share)

11

H index

15

i10 index

1496

Citations

RESEARCH PRODUCTION:

20

Articles

36

Papers

RESEARCH ACTIVITY:

   29 years (1994 - 2023). See details.
   Cites by year: 51
   Journals where gianni amisano has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 15 (0.99 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pam27
   Updated: 2025-04-12    RAS profile: 2024-03-06    
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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 gianni amisano.

Is cited by:

Ravazzolo, Francesco (81)

Huber, Florian (55)

van Dijk, Herman (44)

Pettenuzzo, Davide (37)

Casarin, Roberto (33)

Clark, Todd (30)

Mitchell, James (29)

Aastveit, Knut Are (29)

Korobilis, Dimitris (28)

Koop, Gary (28)

mumtaz, haroon (23)

Cites to:

Svensson, Lars (32)

Wouters, Raf (25)

Smets, Frank (25)

Blanchard, Olivier (19)

Geweke, John (16)

Rubio-Ramirez, Juan F (15)

Sims, Christopher (14)

Fernandez-Villaverde, Jesus (13)

Galí, Jordi (12)

Reichlin, Lucrezia (11)

Swanson, Eric (11)

Main data

Production by document typearticlepaper1994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20022003200420052006200720082009201020112012201320142015201620172018201920202021202220230200400600Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 11Most cited documents123456789101112130500250Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where gianni amisano has published?

Journals with more than one article published# docs
Research Bulletin2
Journal of Applied Econometrics2
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank11
Working Papers / University of Brescia, Department of Economics8
LIUC Papers in Economics / Cattaneo University (LIUC)4
Working Paper series / Rimini Centre for Economic Analysis2
Macroeconomics and Finance Series / University of Hamburg, Department of Socioeconomics2

Recent works citing gianni amisano (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Zero-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.

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2025A Multivariate Realized GARCH Model. (2020). Hansen, Peter Reinhard ; Archakov, Ilya ; Lunde, Asger. In: Papers. RePEc:arx:papers:2012.02708.

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2024Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

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2025Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2024Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752.

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2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671.

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2024Underlying Core Inflation with Multiple Regimes. (2024). Rodriguez-Rondon, Gabriel. In: Papers. RePEc:arx:papers:2411.12845.

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2025Minnesota BART. (2025). Carvalho, Carlos M ; Lima, Pedro A ; Herren, Andrew ; Lopes, Hedibert F. In: Papers. RePEc:arx:papers:2503.13759.

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2024The Politics of the Paycheck Protection Program. (2024). Zhang, Eden ; Mishra, Prachi ; Lambert, Thomas ; Igan, Deniz. In: Working Papers. RePEc:ash:wpaper:133.

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2025Monetary aggregates and inflation: A new view on an old relationship. (2025). Colavecchio, Roberta ; Amisano, Gianni. In: BCL working papers. RePEc:bcl:bclwop:bclwp195.

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2024.

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2024Merging 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.

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2024ECB 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.

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The quantity theory of money, 1870-2020. (2024). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20242940.

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2024Examining 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.

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2024Business cycle synchronization and asymmetry in the European Union. (2024). Tica, Josip ; Panovska, Irina ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001676.

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2024Maximum 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.

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2024Combining 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.

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2024Predicting 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.

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2024Forecast 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.

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2024Improving 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.

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2024Bayesian 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.

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2024A loss discounting framework for model averaging and selection in time series models. (2024). Griffin, Jim E ; Bernaciak, Dawid. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1721-1733.

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2024The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model. (2024). Gao, Hongfu ; Zhang, Feipeng ; Yuan, DI. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s240585132400028x.

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2024Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000409.

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2024Averaging impulse responses using prediction pools. (2024). Matthes, Christian ; Lubik, Thomas A ; Ho, Paul. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000242.

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2024Drivers of inflationary shocks and spillovers between Europe and the United States. (2024). Rambaud, Salvador Cruz ; Gomez, Emilio Galdeano ; Garcia, Javier Sanchez. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124001769.

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2024Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components. (2024). Jahan-Parvar, Mohammad ; Szerszen, Pawel J ; Knipp, Charles. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-100.

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2025State-Dependent Phillips Curve. (2025). Lee, Na Kyeong ; Kim, Hyun Hak. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:1:p:14-:d:1562933.

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2024Evaluating Density Forecasts Using Weighted Multivariate Scores in a Risk Management Context. (2024). Cheng, Jie. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10571-y.

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2024Approximate 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.

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2024Identifying Economic Shocks in a Rare Disaster Environment. (2021). Corrado, Luisa ; Paolillo, Aldo ; Grassi, Stefano. In: CEIS Research Paper. RePEc:rtv:ceisrp:517.

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2025Introducing shrinkage in heavy-tailed state space models to predict equity excess returns. (2025). Pfarrhofer, Michael ; Kastner, Gregor ; Huber, Florian. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-023-02437-3.

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2024Nowcasting Norwegian household consumption with debit card transaction data. (2024). Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss ; Aastveit, Knut Are ; Fastb, Tuva Marie. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244.

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2024Forecasts with Bayesian vector autoregressions under real time conditions. (2024). Pfarrhofer, Michael. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:771-801.

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2025.

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Works by gianni amisano:

Year  ↓Title  ↓Type  ↓Cited  ↓
2012Prediction with Misspecified Models In: American Economic Review.
[Full Text][Citation analysis]		article49
1994BAYESIAN ANALYSIS OF INTEGRATION AT DIFFERENT FREQUENCIES IN QUARTERLY DATA In: Economic Research Papers.
[Full Text][Citation analysis]		paper0
1994Bayesian Analysis of Integration at Different Frequencies in Quarterly Data.(1994) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2007Comparing Density Forecasts via Weighted Likelihood Ratio Tests In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article440
2005Comparing Density Forecsts via Weighted Likelihood Ratio Tests.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 440		paper
2010ASSESSING EUROPEAN CENTRAL BANKS CREDIBILITY DURING THE FIRST YEARS OF THE EUROSYSTEM: A BAYESIAN EMPIRICAL INVESTIGATION In: Manchester School.
[Full Text][Citation analysis]		article7
2003What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article25
2002What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence..(2002) In: LIUC Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2002What goes up sometimes stays up: Shocks and Institutions as Determinants of Unemployment Persistence.(2002) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2007Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper60
2007Euro area inflation persistence in an estimated nonlinear DSGE model.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		paper
2010Euro area inflation persistence in an estimated nonlinear DSGE model.(2010) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		article
2010Euro area inflation persistence in an estimated nonlinear dsge model.(2010) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		paper
2007Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model.(2007) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		paper
2007Euro area inflation persistence in an estimated nonlinear DSGE model.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		paper
2010Enhancing monetary analysis In: Research Bulletin.
[Full Text][Citation analysis]		article4
2011The euro area sovereign crisis: monitoring spillovers and contagion In: Research Bulletin.
[Full Text][Citation analysis]		article11
2007Hierarchical Markov normal mixture models with applications to financial asset returns In: Working Paper Series.
[Full Text][Citation analysis]		paper102
2007Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102		paper
2011Hierarchical Markov normal mixture models with applications to financial asset returns.(2011) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102		article
2008Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk. In: Working Paper Series.
[Full Text][Citation analysis]		paper9
2007Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2008Comparing and evaluating Bayesian predictive distributions of assets returns In: Working Paper Series.
[Full Text][Citation analysis]		paper308
2010Comparing and evaluating Bayesian predictive distributions of asset returns.(2010) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 308		article
2009Optimal Prediction Pools In: Working Paper Series.
[Full Text][Citation analysis]		paper269
2011Optimal prediction pools.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 269		article
2008Optimal Prediction Pools.(2008) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 269		paper
2009EMU and the adjustment to asymmetric shocks: the case of Italy In: Working Paper Series.
[Full Text][Citation analysis]		paper10
2010Money growth and inflation: a regime switching approach In: Working Paper Series.
[Full Text][Citation analysis]		paper63
2013Money 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: 63		article
2011Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations In: Working Paper Series.
[Full Text][Citation analysis]		paper17
2011Exact 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
2011Analysis of variance for bayesian inference In: Working Paper Series.
[Full Text][Citation analysis]		paper15
2014Analysis of Variance for Bayesian Inference.(2014) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2013Prediction using several macroeconomic models In: Working Paper Series.
[Full Text][Citation analysis]		paper59
2017Prediction Using Several Macroeconomic Models.(2017) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		article
2019Uncertainty shocks, monetary policy and long-term interest rates In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2019Uncertainty 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
2003Bayesian inference in cointegrated systems In: Research in Economics.
[Full Text][Citation analysis]		article1
2004Profit related pay in Italy In: International Journal of Manpower.
[Full Text][Citation analysis]		article1
2013Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR In: Macroeconomics and Finance Series.
[Full Text][Citation analysis]		paper4
2014A money-based indicator for deflation risk In: Macroeconomics and Finance Series.
[Full Text][Citation analysis]		paper1
2014A 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
2003Unemployment persistence in Italy. An econometric analysis with multivariate time varying parameter models In: LIUC Papers in Economics.
[Full Text][Citation analysis]		paper0
2003Unemployment and labour taxation: an econometric analysis. In: LIUC Papers in Economics.
[Full Text][Citation analysis]		paper0
2008Building composite leading indexes in a dynamic factor model framework: a new proposal In: LIUC Papers in Economics.
[Full Text][Citation analysis]		paper0
2017Mutual Funds Dynamics and Economic Predictors In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article2
2010A nonlinear DSGE model of the term structure with regime shifts In: 2010 Meeting Papers.
[Full Text][Citation analysis]		paper5
2006Euro area inflation persistence in an estimated nonlinear In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper7
2013Diversification by entry into a new submarket? In: Applied Economics.
[Full Text][Citation analysis]		article0
2008Particle Filters for Markov-Switching Stochastic-Correlation Models In: Working Papers.
[Full Text][Citation analysis]		paper11
2004The Dynamics of Firms Entry and Diversification: A Bayesian Panel Probit Approach. A Cross-country analysis In: Working Papers.
[Full Text][Citation analysis]		paper0
2005Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2005Assessing ECB?s Credibility During the First Years of the Eurosystem: A Bayesian Empirical Investigation In: Working Papers.
[Full Text][Citation analysis]		paper1
2013ENTRY INTO PHARMACEUTICAL SUBMARKETS: A BAYESIAN PANEL PROBIT ANALYSIS In: Journal of Applied Econometrics.
[Citation analysis]		article10
2023Monetary policy and long‐term interest rates In: Quantitative Economics.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team