Details about Giovanni Angelini

Access statistics for papers by Giovanni Angelini.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pan477

Working Papers

2021

1. Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?
   Monash Economics Working Papers, Monash University, Department of Economics
   Also in CESifo Working Paper Series, CESifo (2020) View citations (2)
   "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2020) View citations (2)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (2)
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2020) View citations (2)
2. Informational efficiency and behaviour within in-play prediction markets
   Economics Discussion Papers, Department of Economics, University of Reading View citations (7)
   See also Journal Article Informational efficiency and behaviour within in-play prediction markets, International Journal of Forecasting, Elsevier (2022) View citations (13) (2022)
3. Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna
   See also Journal Article Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks, Journal of Economic Dynamics and Control, Elsevier (2021) (2021)

2019

4. Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments
   MPRA Paper, University Library of Munich, Germany View citations (44)
   See also Journal Article Exogenous uncertainty and the identification of structural vector autoregressions with external instruments, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) View citations (41) (2019)

2018

5. DSGE Models with Observation-Driven Time-Varying parameters
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
6. Identification and estimation issues in Structural Vector Autoregressions with external instruments
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna View citations (1)
7. Uncertainty and spillover effects across the Euro area
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section View citations (4)

2017

8. Uncertainty Across Volatility Regimes
   CESifo Working Paper Series, CESifo View citations (19)
   See also Journal Article Uncertainty across volatility regimes, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) View citations (57) (2019)

2016

9. Bootstrapping DSGE models
   Quaderni di Dipartimento, Department of Statistics, University of Bologna View citations (1)
10. PARX model for football matches predictions
    Quaderni di Dipartimento, Department of Statistics, University of Bologna View citations (1)
    See also Journal Article PARX model for football match predictions, Journal of Forecasting, John Wiley & Sons, Ltd. (2017) View citations (11) (2017)

2015

11. Misspecification and Expectations Correction in New Keynesian DSGE Models
    Quaderni di Dipartimento, Department of Statistics, University of Bologna View citations (1)
    See also Journal Article Misspecification and Expectations Correction in New Keynesian DSGE Models, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2016) View citations (2) (2016)

Journal Articles

2022

1. Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models
   Journal of Applied Econometrics, 2022, 37, (1), 3-22 View citations (1)
2. Informational efficiency and behaviour within in-play prediction markets
   International Journal of Forecasting, 2022, 38, (1), 282-299 View citations (13)
   See also Working Paper Informational efficiency and behaviour within in-play prediction markets, Economics Discussion Papers (2021) View citations (7) (2021)
3. Weighted Elo rating for tennis match predictions
   European Journal of Operational Research, 2022, 297, (1), 120-132 View citations (8)

2021

4. Big data from dynamic pricing: A smart approach to tourism demand forecasting
   International Journal of Forecasting, 2021, 37, (3), 1049-1060 View citations (4)
5. Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks
   Journal of Economic Dynamics and Control, 2021, 133, (C)
   See also Working Paper Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks, Working Papers (2021) (2021)

2020

6. Bootstrap lag selection in DSGE models with expectations correction
   Econometrics and Statistics, 2020, 14, (C), 38-48

2019

7. Efficiency of online football betting markets
   International Journal of Forecasting, 2019, 35, (2), 712-721 View citations (40)
8. Exogenous uncertainty and the identification of structural vector autoregressions with external instruments
   Journal of Applied Econometrics, 2019, 34, (6), 951-971 View citations (41)
   See also Working Paper Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments, MPRA Paper (2019) View citations (44) (2019)
9. Uncertainty across volatility regimes
   Journal of Applied Econometrics, 2019, 34, (3), 437-455 View citations (57)
   See also Working Paper Uncertainty Across Volatility Regimes, CESifo Working Paper Series (2017) View citations (19) (2017)

2018

10. DSGE Models with observation-driven time-varying volatility
    Economics Letters, 2018, 171, (C), 169-171 View citations (2)

2017

11. PARX model for football match predictions
    Journal of Forecasting, 2017, 36, (7), 795-807 View citations (11)
    See also Working Paper PARX model for football matches predictions, Quaderni di Dipartimento (2016) View citations (1) (2016)

2016

12. Misspecification and Expectations Correction in New Keynesian DSGE Models
    Oxford Bulletin of Economics and Statistics, 2016, 78, (5), 623-649 View citations (2)
    See also Working Paper Misspecification and Expectations Correction in New Keynesian DSGE Models, Quaderni di Dipartimento (2015) View citations (1) (2015)

2013

13. Comparing weighting systems in the measurement of subjective well-being
    Statistica, 2013, 73, (2), 143-163
14. DEA-Like Model and Common Weights Approach for the Construction of a Subjective Community Well-Being Indicator
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2013, 114, (2), 405-424 View citations (35)