Details about Filippo Altissimo

Access statistics for papers by Filippo Altissimo.

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

Short-id: pal1105

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" View citations (18)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (49)
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2007) View citations (45)
   See also Journal Article New Eurocoin: Tracking Economic Growth in Real Time, The Review of Economics and Statistics, MIT Press (2010) View citations (126) (2010)

2007

2. Fast micro and slow macro: can aggregation explain the persistence of inflation?
   Working Paper Series, Federal Reserve Bank of Chicago View citations (30)
   Also in Working Paper Series, European Central Bank (2007) View citations (55)

2006

3. Inflation persistence and price-setting behaviour in the euro area: a summary of the IPN evidence
   Occasional Paper Series, European Central Bank View citations (182)
4. 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 View citations (139)

2005

5. Long-Run Determinants of Inflation Differentials in a Monetary Union
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (42)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (42)
6. 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 View citations (2)
7. Wealth and asset price effects on economic activity
   Open Access publications, School of Economics, University College Dublin View citations (105)
   Also in Occasional Paper Series, European Central Bank (2005) View citations (66)

2004

8. Is money informative? Evidence from a large model used for policy analysis
   Macroeconomics, University Library of Munich, Germany View citations (3)
   Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2002) View citations (4)
   See also Journal Article Is money informative? Evidence from a large model used for policy analysis, Economic Modelling, Elsevier (2005) (2005)
9. Simulated Nonparametric Estimation of Continuous Time Models of Asset Prices and Returns
   FMG Discussion Papers, Financial Markets Group View citations (3)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2004)

2003

10. EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (10)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations (150)

2002

11. 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 View citations (2)

2001

12. 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 View citations (143)
13. 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
14. Micro Heterogeneity and Macro Dynamics: an Empirical Analysis
    Computing in Economics and Finance 2001, Society for Computational Economics
15. 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 View citations (129)

2000

16. Bounds for Inference with Nuisance Parameters Present only under the Alternative
    Discussion Papers, University of Exeter, Department of Economics
    See also Journal Article Bounds for inference with nuisance parameters present only under the alternative, Econometrics Journal, Royal Economic Society (2002) View citations (27) (2002)
17. Strong Rules for Detecting the Number of Breaks in a Time Series
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (29)
    Also in Discussion Papers, University of Exeter, Department of Economics (2000)
    See also Journal Article Strong rules for detecting the number of breaks in a time series, Journal of Econometrics, Elsevier (2003) View citations (75) (2003)
18. The Italian Business Cycle: Coincident and Leading Indicators and Some Stylized Facts
    Working Papers, Banca Italia - Servizio di Studi View citations (17)
    Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2000) View citations (45)
    See also Journal Article The Italian Business Cycle: Coincident and Leading Indicators and Some Stylized Facts, Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University (2000) View citations (33) (2000)
19. The Nonlinear Dynamics of Output and Unemployment in the US
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    See also Journal Article The non-linear dynamics of output and unemployment in the U.S, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2001) View citations (38) (2001)

1999

20. 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
21. 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) View citations (9)
    See also Journal Article How Deep are the Deep Parameters?, Annals of Economics and Statistics, GENES (2002) View citations (6) (2002)

1998

22. 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 View citations (5)
    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 View citations (33)

2010

2. New Eurocoin: Tracking Economic Growth in Real Time
   The Review of Economics and Statistics, 2010, 92, (4), 1024-1034 View citations (126)
   See also Working Paper New Eurocoin: Tracking Economic Growth in Real Time, Center for Economic Research (RECent) (2008) View citations (18) (2008)

2009

3. Can aggregation explain the persistence of inflation?
   Journal of Monetary Economics, 2009, 56, (2), 231-241 View citations (106)
4. Simulated Non-Parametric Estimation of Dynamic Models
   The Review of Economic Studies, 2009, 76, (2), 413-450 View citations (23)

2006

5. Sectoral and Aggregate Inflation Dynamics in the Euro Area
   Journal of the European Economic Association, 2006, 4, (2-3), 585-593 View citations (81)

2005

6. Is money informative? Evidence from a large model used for policy analysis
   Economic Modelling, 2005, 22, (2), 285-304
   See also Working Paper Is money informative? Evidence from a large model used for policy analysis, Macroeconomics (2004) View citations (3) (2004)

2003

7. Strong rules for detecting the number of breaks in a time series
   Journal of Econometrics, 2003, 117, (2), 207-244 View citations (75)
   See also Working Paper Strong Rules for Detecting the Number of Breaks in a Time Series, Econometric Society World Congress 2000 Contributed Papers (2000) View citations (29) (2000)

2002

8. Bounds for inference with nuisance parameters present only under the alternative
   Econometrics Journal, 2002, 5, (2), 494-519 View citations (27)
   See also Working Paper Bounds for Inference with Nuisance Parameters Present only under the Alternative, Discussion Papers (2000) (2000)
9. How Deep are the Deep Parameters?
   Annals of Economics and Statistics, 2002, (67-68), 207-226 View citations (6)
   See also Working Paper How Deep Are the Deep Parameters?, Working Papers (1999) View citations (1) (1999)

2001

10. The non-linear dynamics of output and unemployment in the U.S
    Journal of Applied Econometrics, 2001, 16, (4), 461-486 View citations (38)
    See also Working Paper The Nonlinear Dynamics of Output and Unemployment in the US, CEPR Discussion Papers (2000) (2000)

2000

11. The Italian Business Cycle: Coincident and Leading Indicators and Some Stylized Facts
    Giornale degli Economisti, 2000, 59, (2), 147-220 View citations (33)
    See also Working Paper The Italian Business Cycle: Coincident and Leading Indicators and Some Stylized Facts, Working Papers (2000) View citations (17) (2000)

Chapters

2006

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