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Details about Alessandro Rossi

E-mail:
Homepage:http://eemc.jrc.ec.europa.eu/
Workplace:Joint Research Centre, European Commission, (more information at EDIRC)

Access statistics for papers by Alessandro Rossi.

Last updated 2017-12-19. Update your information in the RePEc Author Service.

Short-id: pro121


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Working Papers

2015

  1. Debt Bias in Corporate Income Taxation and the Costs of Banking Crises
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)

2014

  1. Debt Bias in Corporate Taxation and the Costs of Banking Crises in the EU
    Taxation Papers, Directorate General Taxation and Customs Union, European Commission Downloads View citations (4)
  2. The Production Function Methodology for Calculating Potential Growth Rates & Output Gaps
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission Downloads View citations (60)

2010

  1. Does capacity utilisation help estimating the TFP cycle?
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission Downloads View citations (14)
  2. The production function methodology for calculating potential growth rates and output gaps
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission Downloads View citations (102)

2008

  1. The marginal likelihood of Structural Time Series Models, with application to the euro area and US NAIRU
    Working Paper series, Rimini Centre for Economic Analysis Downloads

2004

  1. How much has labour taxation contributed to European structural unemployment?
    Econometrics, University Library of Munich, Germany Downloads
    Also in European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission (2003) Downloads View citations (5)

    See also Journal Article in Journal of Economic Dynamics and Control (2007)

2002

  1. An Unobserved Components Model for NAIRU Estimation
    Computing in Economics and Finance 2002, Society for Computational Economics
  2. HEDGE ACCOUNTING WITHIN IAS 39
    Economic and Financial Reports, European Investment Bank, Economics Department Downloads View citations (9)
  3. Volatility Estimation via Hidden Markov Models
    Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" Downloads
    See also Journal Article in Journal of Empirical Finance (2006)

Journal Articles

2016

  1. Skewness and kurtosis of multivariate Markov-switching processes
    Computational Statistics & Data Analysis, 2016, 100, (C), 153-159 Downloads

2013

  1. The information content of capacity utilization for detrending total factor productivity
    Journal of Economic Dynamics and Control, 2013, 37, (3), 577-590 Downloads View citations (11)

2012

  1. The marginal likelihood of dynamic mixture models
    Computational Statistics & Data Analysis, 2012, 56, (9), 2650-2662 Downloads View citations (3)

2008

  1. Bayesian Analysis of the Output Gap
    Journal of Business & Economic Statistics, 2008, 26, 18-32 Downloads View citations (24)

2007

  1. How much has labour taxation contributed to European structural unemployment?
    Journal of Economic Dynamics and Control, 2007, 31, (4), 1359-1375 Downloads View citations (19)
    See also Working Paper (2004)

2006

  1. Volatility estimation via hidden Markov models
    Journal of Empirical Finance, 2006, 13, (2), 203-230 Downloads View citations (14)
    See also Working Paper (2002)

2004

  1. Can inflation data improve the real-time reliability of output gap estimates?
    Journal of Applied Econometrics, 2004, 19, (1), 121-133 Downloads View citations (24)

2002

  1. THE BRITTEN-JONES AND NEUBERGER SMILE-CONSISTENT WITH STOCHASTIC VOLATILITY OPTION PRICING MODEL: A FURTHER ANALYSIS
    International Journal of Theoretical and Applied Finance (IJTAF), 2002, 05, (01), 1-31 Downloads
 
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