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Details about Filippo Altissimo

Workplace:Evince Asset Management LP

Access statistics for papers by Filippo Altissimo.

Last updated 2021-05-24. Update your information in the RePEc Author Service.

Short-id: pal1105


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Working Papers

2008

  1. New Eurocoin: Tracking Economic Growth in Real Time
    Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi" Downloads View citations (18)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2007) Downloads View citations (28)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (44)

    See also Journal Article in The Review of Economics and Statistics (2010)

2007

  1. Fast micro and slow macro: can aggregation explain the persistence of inflation?
    Working Paper Series, European Central Bank Downloads View citations (37)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2007) Downloads View citations (31)

2006

  1. Inflation persistence and price-setting behaviour in the euro area: a summary of the IPN evidence
    Occasional Paper Series, European Central Bank Downloads View citations (77)
  2. Inflation persistence and price-setting behaviour in the euro area: a summary of the Inflation Persistence Network evidence
    Working Paper Research, National Bank of Belgium Downloads View citations (39)

2005

  1. Long-Run Determinants of Inflation Differentials in a Monetary Union
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (36)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (35)
  2. Simulated nonparametric estimation of dynamic models with applications to finance
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
  3. Wealth and asset price effects on economic activity
    Occasional Paper Series, European Central Bank Downloads View citations (49)
    Also in Open Access publications, School of Economics, University College Dublin (2005) Downloads View citations (88)

2004

  1. Is money informative? Evidence from a large model used for policy analysis
    Macroeconomics, University Library of Munich, Germany Downloads View citations (3)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2002) Downloads

    See also Journal Article in Economic Modelling (2005)
  2. Simulated Nonparametric Estimation of Continuous Time Models of Asset Prices and Returns
    FMG Discussion Papers, Financial Markets Group Downloads View citations (3)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2004) Downloads

2003

  1. EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) Downloads View citations (147)

2002

  1. Dealing with forward-looking expectations and policy rules in quantifying the channels of transmission of monetary policy
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (4)

2001

  1. A real time coincident indicator of the euro area business cycle
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (71)
  2. IDENTIFYING THE MONETARY POLICY TRANSMISSION CHANNELS: THE ROLE OF SIMULTANEITY, MODEL NONLINEARITY, EXPECTATION FORMATION MECHANISMS AND POLICY RULES
    Computing in Economics and Finance 2001, Society for Computational Economics
  3. Micro Heterogeneity and Macro Dynamics: an Empirical Analysis
    Computing in Economics and Finance 2001, Society for Computational Economics
  4. The construction of coincident and leading indicators for the euro area business cycler of the euro area business cycle
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads View citations (5)

2000

  1. Bounds for Inference with Nuisance Parameters Present only under the Alternative
    Discussion Papers, University of Exeter, Department of Economics
    See also Journal Article in Econometrics Journal (2002)
  2. Strong Rules for Detecting the Number of Breaks in a Time Series
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (28)
    Also in Discussion Papers, University of Exeter, Department of Economics (2000)

    See also Journal Article in Journal of Econometrics (2003)
  3. The Italian Business Cycle: Coincident and Leading Indicators and Some Stylized Facts
    Working Papers, Banca Italia - Servizio di Studi View citations (18)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2000) Downloads View citations (21)

    See also Journal Article in Giornale degli Economisti (2000)
  4. The Nonlinear Dynamics of Output and Unemployment in the US
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in Journal of Applied Econometrics (2001)

1999

  1. Change of Measure in Monte Carlo Integration via Gibbs Sampling with an application to Stochastic Volatility Models
    Computing in Economics and Finance 1999, Society for Computational Economics Downloads
  2. How Deep Are the Deep Parameters?
    Working Papers, Banca Italia - Servizio di Studi View citations (1)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (1999) Downloads View citations (10)

    See also Journal Article in Annals of Economics and Statistics (2002)

1998

  1. Nonlinear VAR: Some Theory and an Application to US GNP and Unemployment
    Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area Downloads
    Also in Working Papers, Banca Italia - Servizio di Studi (1998) View citations (2)

Journal Articles

2011

  1. Inflation Differentials in a Currency Area: Facts, Explanations and Policy
    Open Economies Review, 2011, 22, (2), 189-233 Downloads View citations (25)

2010

  1. New Eurocoin: Tracking Economic Growth in Real Time
    The Review of Economics and Statistics, 2010, 92, (4), 1024-1034 Downloads View citations (98)
    See also Working Paper (2008)

2009

  1. Can aggregation explain the persistence of inflation?
    Journal of Monetary Economics, 2009, 56, (2), 231-241 Downloads View citations (92)
  2. Simulated Non-Parametric Estimation of Dynamic Models
    Review of Economic Studies, 2009, 76, (2), 413-450 Downloads View citations (22)

2006

  1. Sectoral and Aggregate Inflation Dynamics in the Euro Area
    Journal of the European Economic Association, 2006, 4, (2-3), 585-593 Downloads View citations (77)

2005

  1. Is money informative? Evidence from a large model used for policy analysis
    Economic Modelling, 2005, 22, (2), 285-304 Downloads
    See also Working Paper (2004)

2003

  1. Strong rules for detecting the number of breaks in a time series
    Journal of Econometrics, 2003, 117, (2), 207-244 Downloads View citations (62)
    See also Working Paper (2000)

2002

  1. Bounds for inference with nuisance parameters present only under the alternative
    Econometrics Journal, 2002, 5, (2), 494-519 View citations (26)
    See also Working Paper (2000)
  2. How Deep are the Deep Parameters?
    Annals of Economics and Statistics, 2002, (67-68), 207-226 Downloads View citations (6)
    See also Working Paper (1999)

2001

  1. The non-linear dynamics of output and unemployment in the U.S
    Journal of Applied Econometrics, 2001, 16, (4), 461-486 Downloads View citations (33)
    See also Working Paper (2000)

2000

  1. The Italian Business Cycle: Coincident and Leading Indicators and Some Stylized Facts
    Giornale degli Economisti, 2000, 59, (2), 147-220 View citations (14)
    See also Working Paper (2000)

Chapters

2006

  1. On Robust Monetary Policy
    Chapter 6 in Long-run Growth and Short-run Stabilization, 2006 Downloads
 
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