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Details about Gianni Amisano

Homepage:http://fausto.eco.unibs.it/~amisano/
Workplace:Dipartimento di Scienze Economiche (Department of Economics), Facoltà di Economia (Faculty of Economics), Università degli Studi di Brescia, (more information at EDIRC)
European Central Bank, (more information at EDIRC)
Rimini Centre for Economic Analysis (RCEA), (more information at EDIRC)
Centre for Econometric Analysis (CEA), Cass Business School, City University, (more information at EDIRC)

Access statistics for papers by Gianni Amisano.

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

Short-id: pam27


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Working Papers

2010

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

2009

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

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 asset returns
    Working Paper Series, European Central Bank Downloads View citations (1)
    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)

2007

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

2006

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

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 (6)
    Also in LIUC Papers in Economics, Cattaneo University (LIUC) (2002) Downloads View citations (7)

    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

Journal Articles

2010

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

2007

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

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 (8)
    See also Working Paper (2002)
   
 
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