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Details about Giovanni Angelini

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Homepage:https://sites.google.com/view/giovanni-angelini/home
Workplace:Dipartimento di Scienze Economiche (Department of Economics), Alma Mater Studiorum - Università di Bologna (University of Bologna), (more information at EDIRC)

Access statistics for papers by Giovanni Angelini.

Last updated 2022-03-28. Update your information in the RePEc Author Service.

Short-id: pan477


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Working Papers

2021

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

2019

  1. Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments
    MPRA Paper, University Library of Munich, Germany Downloads View citations (15)
    See also Journal Article in Journal of Applied Econometrics (2019)
  2. Informational efficiency and behaviour within in-play prediction markets
    Economics Discussion Papers, Department of Economics, University of Reading Downloads View citations (5)
    See also Journal Article in International Journal of Forecasting (2022)

2018

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

2017

  1. Uncertainty Across Volatility Regimes
    CESifo Working Paper Series, CESifo Downloads View citations (17)
    Also in Research Discussion Papers, Bank of Finland (2017) Downloads View citations (1)

    See also Journal Article in Journal of Applied Econometrics (2019)

2016

  1. Bootstrapping DSGE models
    Quaderni di Dipartimento, Department of Statistics, University of Bologna Downloads View citations (1)
  2. PARX model for football matches predictions
    Quaderni di Dipartimento, Department of Statistics, University of Bologna Downloads View citations (1)
    See also Journal Article in Journal of Forecasting (2017)

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 Downloads
  2. Informational efficiency and behaviour within in-play prediction markets
    International Journal of Forecasting, 2022, 38, (1), 282-299 Downloads
    See also Working Paper (2019)
  3. Weighted Elo rating for tennis match predictions
    European Journal of Operational Research, 2022, 297, (1), 120-132 Downloads View citations (2)

2021

  1. Big data from dynamic pricing: A smart approach to tourism demand forecasting
    International Journal of Forecasting, 2021, 37, (3), 1049-1060 Downloads
  2. 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) Downloads
    See also Working Paper (2021)

2020

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

2019

  1. Efficiency of online football betting markets
    International Journal of Forecasting, 2019, 35, (2), 712-721 Downloads View citations (18)
  2. Exogenous uncertainty and the identification of structural vector autoregressions with external instruments
    Journal of Applied Econometrics, 2019, 34, (6), 951-971 Downloads View citations (15)
    See also Working Paper (2019)
  3. Uncertainty across volatility regimes
    Journal of Applied Econometrics, 2019, 34, (3), 437-455 Downloads View citations (34)
    See also Working Paper (2017)

2018

  1. DSGE Models with observation-driven time-varying volatility
    Economics Letters, 2018, 171, (C), 169-171 Downloads View citations (1)

2017

  1. PARX model for football match predictions
    Journal of Forecasting, 2017, 36, (7), 795-807 Downloads View citations (4)
    See also Working Paper (2016)

2013

  1. Comparing weighting systems in the measurement of subjective well-being
    Statistica, 2013, 73, (2), 143-163
  2. 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 Downloads View citations (29)
 
Page updated 2022-05-20