Details about Gianni Amisano

Access statistics for papers by Gianni Amisano.

Last updated 2008-03-07. Update your information in the RePEc Author Service.

Short-id: pam27

Working Papers

2007

1. Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in
   Working Paper Series, European Central Bank (2007) View citations
   Working Papers, University of Brescia, Department of Economics (2007) View citations
2. Euro area in‡ation persistence in an estimated nonlinear DSGE model
   Working Paper Series, Rimini Centre for Economic Analysis
3. 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)
4. Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk
   Working Papers, University of Brescia, Department of Economics

2006

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

2005

6. 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
7. Comparing Density Forecsts via Weighted Likelihood Ratio Tests
   Working Papers, University of Brescia, Department of Economics View citations
8. Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach
   Working Papers, University of Brescia, Department of Economics

2002

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

1994

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

Undated

11. 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

2003

1. Bayesian inference in cointegrated systems
   Research in Economics, 2003, 57, (4), 287-314 View citations
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 View citations
   See Also Working Paper (2002)