Details about Alessandro Rossi

Access statistics for papers by Alessandro Rossi.

Last updated 2024-12-09. Update your information in the RePEc Author Service.

Short-id: pro121

Working Papers

2024

1. Robustness of the Trend-Cycle Decomposition of Total Factor Productivity in EUCAM
   European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission

2022

2. A sustainability transition on the move? Evidence based on the disconnect from market fundamentals
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission

2021

3. Output Gap Estimation Using the European Union's Commonly Agreed Methodology Vade Mecum & Manual for the EUCAM Software
   European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (2)

2018

4. The slice sampler and centrally symmetric distributions
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission
   See also Journal Article The slice sampler and centrally symmetric distributions, Monte Carlo Methods and Applications, De Gruyter (2024) (2024)

2017

5. NAWRU Estimation Using Structural Labour Market Indicators
   European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (22)

2015

6. Debt Bias in Corporate Income Taxation and the Costs of Banking Crises
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (13)

2014

7. Debt Bias in Corporate Taxation and the Costs of Banking Crises in the EU
   Taxation Papers, Directorate General Taxation and Customs Union, European Commission View citations (10)
8. 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 View citations (168)

2010

9. Does capacity utilisation help estimating the TFP cycle?
   European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (17)
10. 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 View citations (151)

2008

11. 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 View citations (3)

2004

12. How much has labour taxation contributed to European structural unemployment?
    Econometrics, University Library of Munich, Germany
    Also in European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission (2003) View citations (11)
    See also Journal Article How much has labour taxation contributed to European structural unemployment?, Journal of Economic Dynamics and Control, Elsevier (2007) View citations (24) (2007)

2002

13. An Unobserved Components Model for NAIRU Estimation
    Computing in Economics and Finance 2002, Society for Computational Economics
14. HEDGE ACCOUNTING WITHIN IAS 39
    Economic and Financial Reports, European Investment Bank, Economics Department View citations (9)
15. Volatility Estimation via Hidden Markov Models
    Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"
    See also Journal Article Volatility estimation via hidden Markov models, Journal of Empirical Finance, Elsevier (2006) View citations (20) (2006)

Journal Articles

2024

1. Author Correction: The geology and evolution of the Near-Earth binary asteroid system (65803) Didymos
   Nature Communications, 2024, 15, (1), 1-1
2. The slice sampler and centrally symmetric distributions
   Monte Carlo Methods and Applications, 2024, 30, (3), 299-313
   See also Working Paper The slice sampler and centrally symmetric distributions, JRC Working Papers in Economics and Finance (2018) (2018)

2019

3. Development and factorial validity of the Psychological Skills Inventory for Sports, Youth Version – Short Form: Assessment of the psychometric properties
   PLOS ONE, 2019, 14, (8), 1-17

2017

4. Marginal distribution of Markov-switching VAR processes
   Communications in Statistics - Theory and Methods, 2017, 46, (13), 6605-6623

2016

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

2013

6. The information content of capacity utilization for detrending total factor productivity
   Journal of Economic Dynamics and Control, 2013, 37, (3), 577-590 View citations (25)

2012

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

2008

8. Bayesian Analysis of the Output Gap
   Journal of Business & Economic Statistics, 2008, 26, 18-32 View citations (42)

2007

9. How much has labour taxation contributed to European structural unemployment?
   Journal of Economic Dynamics and Control, 2007, 31, (4), 1359-1375 View citations (24)
   See also Working Paper How much has labour taxation contributed to European structural unemployment?, Econometrics (2004) (2004)

2006

10. Volatility estimation via hidden Markov models
    Journal of Empirical Finance, 2006, 13, (2), 203-230 View citations (20)
    See also Working Paper Volatility Estimation via Hidden Markov Models, Econometrics Working Papers Archive (2002) (2002)

2004

11. Can inflation data improve the real-time reliability of output gap estimates?
    Journal of Applied Econometrics, 2004, 19, (1), 121-133 View citations (30)

2002

12. 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 View citations (2)