Details about Gianni Amisano

Access statistics for papers by Gianni Amisano.

Last updated 2010-08-29. Update your information in the RePEc Author Service.

Short-id: pam27

Working Papers

2010

1. Money growth and inflation: a regime switching approach
   Working Paper Series, European Central Bank View citations (1)

2009

2. EMU and the adjustment to asymmetric shocks: the case of Italy
   Working Paper Series, European Central Bank
3. Optimal Prediction Pools
   Working Paper Series, European Central Bank View citations (5)
   Also in Working Paper Series, Rimini Centre for Economic Analysis (2008) View citations (1)

2008

4. Building composite leading indexes in a dynamic factor model framework: a new proposal
   LIUC Papers in Economics, Cattaneo University (LIUC) View citations (1)
5. Comparing and evaluating Bayesian predictive distributions of asset returns
   Working Paper Series, European Central Bank View citations (1)
   See also Journal Article in International Journal of Forecasting (2010)
6. Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk
   Working Paper Series, European Central Bank View citations (9)

2007

7. Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model
   Working Paper Series, Rimini Centre for Economic Analysis View citations (2)
   Also in Working Paper Series, European Central Bank (2007) View citations (16)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (2)
8. Hierarchical Markov normal mixture models with applications to financial asset returns
   Working Paper Series, European Central Bank View citations (16)

2006

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

2003

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

2002

12. What goes up sometimes stays up: Shocks and Institutions as Determinants of Unemployment Persistence
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (6)
    Also in LIUC Papers in Economics, Cattaneo University (LIUC) (2002) View citations (7)
    See also Journal Article in Scottish Journal of Political Economy (2003)

1994

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

Journal Articles

2010

1. Comparing and evaluating Bayesian predictive distributions of asset returns
   International Journal of Forecasting, 2010, 26, (2), 216-230 View citations (18)
   See also Working Paper (2008)

2007

2. Comparing Density Forecasts via Weighted Likelihood Ratio Tests
   Journal of Business & Economic Statistics, 2007, 25, 177-190 View citations (34)

2003

3. Bayesian inference in cointegrated systems
   Research in Economics, 2003, 57, (4), 287-314 View citations (1)
4. 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 (8)
   See also Working Paper (2002)