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Details about Gianni Amisano

Homepage:http://fausto.eco.unibs.it/~amisano/
Workplace:European Central Bank, (more information at EDIRC)
Rimini Centre for Economic Analysis (RCEA), (more information at EDIRC)
Economics Discipline Group, Business School, University of Technology Sydney, (more information at EDIRC)

Access statistics for papers by Gianni Amisano.

Last updated 2015-06-22. Update your information in the RePEc Author Service.

Short-id: pam27


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Working Papers

2014

  1. A money-based indicator for deflation risk
    Macroeconomics and Finance Series, Hamburg University, Department Wirtschaft und Politik Downloads
    Also in Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association (2014) Downloads

2013

  1. Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR
    Macroeconomics and Finance Series, Hamburg University, Department Wirtschaft und Politik Downloads
  2. Prediction using several macroeconomic models
    Working Paper Series, European Central Bank Downloads View citations (3)

2011

  1. Analysis of variance for bayesian inference
    Working Paper Series, European Central Bank Downloads
    See also Journal Article in Econometric Reviews (2014)
  2. Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
    Working Paper Series, European Central Bank Downloads View citations (6)
    See also Journal Article in Journal of Economic Dynamics and Control (2011)

2010

  1. A nonlinear DSGE model of the term structure with regime shifts
    2010 Meeting Papers, Society for Economic Dynamics Downloads
  2. Money growth and inflation: a regime switching approach
    Working Paper Series, European Central Bank Downloads View citations (6)
    See also Journal Article in Journal of International Money and Finance (2013)

2009

  1. EMU and the adjustment to asymmetric shocks: the case of Italy
    Working Paper Series, European Central Bank Downloads View citations (2)
  2. Optimal Prediction Pools
    Working Paper Series, European Central Bank Downloads View citations (9)
    See also Journal Article in Journal of Econometrics (2011)

2008

  1. Building composite leading indexes in a dynamic factor model framework: a new proposal
    LIUC Papers in Economics, Cattaneo University (LIUC) Downloads View citations (1)
  2. Comparing and evaluating Bayesian predictive distributions of assets returns
    Working Paper Series, European Central Bank Downloads View citations (2)
    See also Journal Article in International Journal of Forecasting (2010)
  3. Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk
    Working Paper Series, European Central Bank Downloads View citations (9)
    Also in Working Papers, University of Brescia, Department of Economics (2007) Downloads
  4. Particle Filters for Markov-Switching Stochastic-Correlation Models
    Working Papers, University of Brescia, Department of Economics Downloads View citations (11)

2007

  1. Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in Working Papers, University of Brescia, Department of Economics (2007) Downloads View citations (9)
    Working Paper Series, European Central Bank (2007) Downloads View citations (23)

    See also Journal Article in Journal of Economic Dynamics and Control (2010)
  2. Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns
    Working Papers, University of Brescia, Department of Economics Downloads View citations (18)
    Also in Working Paper Series, European Central Bank (2007) Downloads View citations (26)

    See also Journal Article in Journal of Applied Econometrics (2011)

2006

  1. Euro area inflation persistence in an estimated nonlinear
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads View citations (2)

2005

  1. Assessing ECB?s Credibility During the First Years of the Eurosystem: A Bayesian Empirical Investigation
    Working Papers, University of Brescia, Department of Economics Downloads View citations (1)
  2. Comparing Density Forecsts via Weighted Likelihood Ratio Tests
    Working Papers, University of Brescia, Department of Economics Downloads View citations (14)
    See also Journal Article in Journal of Business & Economic Statistics (2007)
  3. Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach
    Working Papers, University of Brescia, Department of Economics Downloads

2003

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

2002

  1. What goes up sometimes stays up: Shocks and Institutions as Determinants of Unemployment Persistence
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
    Also in LIUC Papers in Economics, Cattaneo University (LIUC) (2002) Downloads View citations (8)

    See also Journal Article in Scottish Journal of Political Economy (2003)

1994

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

Undated

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

Journal Articles

2014

  1. Analysis of Variance for Bayesian Inference
    Econometric Reviews, 2014, 33, (1-4), 270-288 Downloads View citations (4)
    See also Working Paper (2011)

2013

  1. Diversification by entry into a new submarket?
    Applied Economics, 2013, 45, (12), 1507-1518 Downloads
  2. ENTRY INTO PHARMACEUTICAL SUBMARKETS: A BAYESIAN PANEL PROBIT ANALYSIS
    Journal of Applied Econometrics, 2013, 28, (4), 667-701 View citations (6)
  3. Money growth and inflation: A regime switching approach
    Journal of International Money and Finance, 2013, 33, (C), 118-145 Downloads View citations (6)
    See also Working Paper (2010)

2012

  1. Prediction with Misspecified Models
    American Economic Review, 2012, 102, (3), 482-86 Downloads View citations (13)

2011

  1. Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
    Journal of Economic Dynamics and Control, 2011, 35, (12), 2167-2185 Downloads View citations (5)
    See also Working Paper (2011)
  2. Hierarchical Markov normal mixture models with applications to financial asset returns
    Journal of Applied Econometrics, 2011, 26, (1), 1-29 Downloads View citations (45)
    See also Working Paper (2007)
  3. Optimal prediction pools
    Journal of Econometrics, 2011, 164, (1), 130-141 Downloads View citations (69)
    See also Working Paper (2009)

2010

  1. ASSESSING EUROPEAN CENTRAL BANK'S CREDIBILITY DURING THE FIRST YEARS OF THE EUROSYSTEM: A BAYESIAN EMPIRICAL INVESTIGATION
    Manchester School, 2010, 78, (5), 437-459 Downloads
  2. Comparing and evaluating Bayesian predictive distributions of asset returns
    International Journal of Forecasting, 2010, 26, (2), 216-230 Downloads View citations (131)
    See also Working Paper (2008)
  3. Euro area inflation persistence in an estimated nonlinear DSGE model
    Journal of Economic Dynamics and Control, 2010, 34, (10), 1837-1858 Downloads View citations (16)
    See also Working Paper (2007)

2007

  1. Comparing Density Forecasts via Weighted Likelihood Ratio Tests
    Journal of Business & Economic Statistics, 2007, 25, 177-190 Downloads View citations (231)
    See also Working Paper (2005)

2003

  1. Bayesian inference in cointegrated systems
    Research in Economics, 2003, 57, (4), 287-314 Downloads View citations (1)
  2. What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence
    Scottish Journal of Political Economy, 2003, 50, (4), 440-470 Downloads View citations (14)
    See also Working Paper (2002)
 
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