Details about Gianni Amisano

Access statistics for papers by Gianni Amisano.

Last updated 2009-05-28. Update your information in the RePEc Author Service.

Short-id: pam27

Working Papers

2008

1. Building composite leading indexes in a dynamic factor model framework: a new proposal
   LIUC Papers in Economics, Cattaneo University (LIUC)
2. Comparing and evaluating Bayesian predictive distributions of asset returns
   Working Paper Series, European Central Bank
3. Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk
   Working Paper Series, European Central Bank
   Also in Working Papers, University of Brescia, Department of Economics (2007)
4. Optimal Prediction Pools
   Working Paper Series, Rimini Centre for Economic Analysis View citations
5. Particle Filters for Markov-Switching Stochastic-Correlation Models
   Working Papers, University of Brescia, Department of Economics View citations

2007

6. Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in Working Papers, University of Brescia, Department of Economics (2007) View citations
   Working Paper Series, European Central Bank (2007) View citations
7. Euro area in‡ation persistence in an estimated nonlinear DSGE model
   Working Paper Series, Rimini Centre for Economic Analysis
8. Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns
   Working Papers, University of Brescia, Department of Economics View citations
   Also in Working Paper Series, European Central Bank (2007)

2006

9. Euro area inflation persistence in an estimated nonlinear
   Computing in Economics and Finance 2006, Society for Computational Economics View citations

2005

10. Assessing ECB?s Credibility During the First Years of the Eurosystem: A Bayesian Empirical Investigation
    Working Papers, University of Brescia, Department of Economics View citations
11. Comparing Density Forecsts via Weighted Likelihood Ratio Tests
    Working Papers, University of Brescia, Department of Economics View citations
    See also Journal Article in Journal of Business & Economic Statistics (2007)
12. Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach
    Working Papers, University of Brescia, Department of Economics

2003

13. Unemployment and labour taxation: an econometric analysis
    LIUC Papers in Economics, Cattaneo University (LIUC)
14. Unemployment persistence in Italy. An econometric analysis with multivariate time varying parameter models
    LIUC Papers in Economics, Cattaneo University (LIUC)

2002

15. What goes up sometimes stays up: Shocks and Institutions as Determinants of Unemployment Persistence
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations
    Also in LIUC Papers in Economics, Cattaneo University (LIUC) (2002) View citations
    See also Journal Article in Scottish Journal of Political Economy (2003)

1994

16. Bayesian Analysis of Integration at Different Frequencies in Quarterly Data
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics

Undated

17. The Dynamics of Firms' Entry and Diversification: A Bayesian Panel Probit Approach. A Cross-country analysis
    Working Papers, University of Brescia, Department of Economics

Journal Articles

2007

1. Comparing Density Forecasts via Weighted Likelihood Ratio Tests
   Journal of Business & Economic Statistics, 2007, 25, 177-190 View citations
   See also Working Paper (2005)

2003

2. Bayesian inference in cointegrated systems
   Research in Economics, 2003, 57, (4), 287-314 View citations
3. What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence
   Scottish Journal of Political Economy, 2003, 50, (4), 440-470 View citations
   See also Working Paper (2002)