Details about Gianni Amisano
Access statistics for papers by Gianni Amisano.
Last updated 2019-05-28. Update your information in the RePEc Author Service.
Short-id: pam27
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Working Papers
2019
- Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
Also in Working Paper Series, European Central Bank (2019) View citations (5)
2014
- A money-based indicator for deflation risk
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association View citations (1)
Also in Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics (2014)
2013
- Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR
Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics View citations (5)
- Prediction using several macroeconomic models
Working Paper Series, European Central Bank View citations (15)
See also Journal Article in The Review of Economics and Statistics (2017)
2011
- Analysis of variance for bayesian inference
Working Paper Series, European Central Bank View citations (1)
See also Journal Article in Econometric Reviews (2014)
- Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
Working Paper Series, European Central Bank View citations (19)
See also Journal Article in Journal of Economic Dynamics and Control (2011)
2010
- A nonlinear DSGE model of the term structure with regime shifts
2010 Meeting Papers, Society for Economic Dynamics View citations (5)
- Euro area inflation persistence in an estimated nonlinear dsge model
Post-Print, HAL View citations (29)
Also in Working Paper Series, European Central Bank (2007) View citations (29) Working Paper series, Rimini Centre for Economic Analysis (2007) View citations (12) Working Papers, University of Brescia, Department of Economics (2007) View citations (15) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (12)
See also Journal Article in Journal of Economic Dynamics and Control (2010)
- Money growth and inflation: a regime switching approach
Working Paper Series, European Central Bank View citations (14)
See also Journal Article in Journal of International Money and Finance (2013)
2009
- EMU and the adjustment to asymmetric shocks: the case of Italy
Working Paper Series, European Central Bank View citations (10)
- Optimal Prediction Pools
Working Paper Series, European Central Bank View citations (13)
Also in Working Paper series, Rimini Centre for Economic Analysis (2008) View citations (4)
See also Journal Article in Journal of Econometrics (2011)
2008
- Building composite leading indexes in a dynamic factor model framework: a new proposal
LIUC Papers in Economics, Cattaneo University (LIUC)
- Comparing and evaluating Bayesian predictive distributions of assets returns
Working Paper Series, European Central Bank View citations (4)
See also Journal Article in International Journal of Forecasting (2010)
- Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk
Working Paper Series, European Central Bank View citations (9)
Also in Working Papers, University of Brescia, Department of Economics (2007) View citations (9)
- Particle Filters for Markov-Switching Stochastic-Correlation Models
Working Papers, University of Brescia, Department of Economics View citations (11)
2007
- Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns
Working Papers, University of Brescia, Department of Economics View citations (26)
Also in Working Paper Series, European Central Bank (2007) View citations (33)
See also Journal Article in Journal of Applied Econometrics (2011)
2006
- Euro area inflation persistence in an estimated nonlinear
Computing in Economics and Finance 2006, Society for Computational Economics View citations (7)
2005
- 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 (1)
- Comparing Density Forecsts via Weighted Likelihood Ratio Tests
Working Papers, University of Brescia, Department of Economics View citations (15)
See also Journal Article in Journal of Business & Economic Statistics (2007)
- Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach
Working Papers, University of Brescia, Department of Economics
2003
- Unemployment and labour taxation: an econometric analysis
LIUC Papers in Economics, Cattaneo University (LIUC)
- Unemployment persistence in Italy. An econometric analysis with multivariate time varying parameter models
LIUC Papers in Economics, Cattaneo University (LIUC)
2002
- What goes up sometimes stays up: Shocks and Institutions as Determinants of Unemployment Persistence
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)
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
- BAYESIAN ANALYSIS OF INTEGRATION AT DIFFERENT FREQUENCIES IN QUARTERLY DATA
Economic Research Papers, University of Warwick - Department of Economics 
Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1994)
Undated
- 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
2017
- Mutual Funds Dynamics and Economic Predictors
The Journal of Financial Econometrics, 2017, 15, (2), 302-330 View citations (2)
- Prediction Using Several Macroeconomic Models
The Review of Economics and Statistics, 2017, 99, (5), 912–925 View citations (38)
See also Working Paper (2013)
2014
- Analysis of Variance for Bayesian Inference
Econometric Reviews, 2014, 33, (1-4), 270-288 View citations (14)
See also Working Paper (2011)
2013
- Diversification by entry into a new submarket?
Applied Economics, 2013, 45, (12), 1507-1518
- ENTRY INTO PHARMACEUTICAL SUBMARKETS: A BAYESIAN PANEL PROBIT ANALYSIS
Journal of Applied Econometrics, 2013, 28, (4), 667-701 View citations (10)
- Money growth and inflation: A regime switching approach
Journal of International Money and Finance, 2013, 33, (C), 118-145 View citations (41)
See also Working Paper (2010)
2012
- Prediction with Misspecified Models
American Economic Review, 2012, 102, (3), 482-86 View citations (46)
2011
- Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
Journal of Economic Dynamics and Control, 2011, 35, (12), 2167-2185 View citations (19)
See also Working Paper (2011)
- Hierarchical Markov normal mixture models with applications to financial asset returns
Journal of Applied Econometrics, 2011, 26, (1), 1-29 View citations (73)
See also Working Paper (2007)
- Optimal prediction pools
Journal of Econometrics, 2011, 164, (1), 130-141 View citations (232)
See also Working Paper (2009)
- The euro area sovereign crisis: monitoring spillovers and contagion
Research Bulletin, 2011, 14, 2-4 View citations (11)
2010
- ASSESSING EUROPEAN CENTRAL BANK'S CREDIBILITY DURING THE FIRST YEARS OF THE EUROSYSTEM: A BAYESIAN EMPIRICAL INVESTIGATION
Manchester School, 2010, 78, (5), 437-459 View citations (6)
- Comparing and evaluating Bayesian predictive distributions of asset returns
International Journal of Forecasting, 2010, 26, (2), 216-230 View citations (282)
See also Working Paper (2008)
- Enhancing monetary analysis
Research Bulletin, 2010, 11, 2-6 View citations (4)
- Euro area inflation persistence in an estimated nonlinear DSGE model
Journal of Economic Dynamics and Control, 2010, 34, (10), 1837-1858 View citations (31)
See also Working Paper (2010)
2007
- Comparing Density Forecasts via Weighted Likelihood Ratio Tests
Journal of Business & Economic Statistics, 2007, 25, 177-190 View citations (417)
See also Working Paper (2005)
2003
- Bayesian inference in cointegrated systems
Research in Economics, 2003, 57, (4), 287-314 View citations (1)
- 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 (24)
See also Working Paper (2002)
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