Access Statistics for Gianni Amisano

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A money-based indicator for deflation risk 0 0 1 50 1 1 2 105
A money-based indicator for deflation risk 0 0 1 62 0 0 3 119
A nonlinear DSGE model of the term structure with regime shifts 0 1 1 97 0 2 4 223
Analysis of variance for bayesian inference 0 0 0 69 0 0 1 201
Assessing ECB?s Credibility During the First Years of the Eurosystem: A Bayesian Empirical Investigation 0 0 0 79 0 0 1 255
BAYESIAN ANALYSIS OF INTEGRATION AT DIFFERENT FREQUENCIES IN QUARTERLY DATA 0 0 0 2 0 0 1 7
Bayesian Analysis of Integration at Different Frequencies in Quarterly Data 0 0 0 4 0 0 0 125
Building composite leading indexes in a dynamic factor model framework: a new proposal 0 1 2 192 1 2 5 512
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 0 1 3 223 0 4 15 641
Comparing and evaluating Bayesian predictive distributions of assets returns 0 0 0 177 0 0 1 437
EMU and the adjustment to asymmetric shocks: the case of Italy 0 0 0 68 0 0 0 348
Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach 0 0 0 101 0 0 1 437
Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model 0 0 0 6 0 0 3 48
Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model 0 0 0 112 0 0 0 349
Euro area inflation persistence in an estimated nonlinear 0 0 0 92 0 0 1 293
Euro area inflation persistence in an estimated nonlinear DSGE model 0 0 0 34 0 0 1 169
Euro area inflation persistence in an estimated nonlinear DSGE model 0 1 1 279 0 1 1 556
Euro area inflation persistence in an estimated nonlinear dsge model 0 0 0 13 0 0 1 48
Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations 0 0 0 93 0 0 3 165
Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns 0 0 2 54 0 1 4 218
Hierarchical Markov normal mixture models with applications to financial asset returns 0 0 1 229 0 0 4 533
Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk 0 0 0 21 0 0 0 173
Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk 0 0 0 49 0 0 0 298
Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR 0 0 1 214 2 2 6 394
Money growth and inflation: a regime switching approach 0 0 0 267 1 3 9 506
Optimal Prediction Pools 0 0 0 6 1 3 17 117
Optimal Prediction Pools 0 0 2 243 0 1 6 535
Particle Filters for Markov-Switching Stochastic-Correlation Models 0 0 0 162 0 0 0 341
Prediction using several macroeconomic models 0 0 2 231 0 1 5 493
The Dynamics of Firms' Entry and Diversification: A Bayesian Panel Probit Approach. A Cross-country analysis 0 0 0 77 0 0 1 252
Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates 0 0 0 54 0 0 2 141
Uncertainty shocks, monetary policy and long-term interest rates 0 0 0 40 1 2 5 59
Underlying Inflation: An Ensemble Averaging Approach 1 9 9 9 1 6 7 7
Unemployment and labour taxation: an econometric analysis 0 0 0 131 0 0 1 427
Unemployment persistence in Italy. An econometric analysis with multivariate time varying parameter models 0 0 0 400 0 1 3 1,494
What goes up sometimes stays up: Shocks and Institutions as Determinants of Unemployment Persistence 0 0 0 88 0 0 4 298
What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence 0 0 1 92 1 1 5 426
Total Working Papers 1 13 27 4,120 9 31 123 11,750

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ASSESSING EUROPEAN CENTRAL BANK'S CREDIBILITY DURING THE FIRST YEARS OF THE EUROSYSTEM: A BAYESIAN EMPIRICAL INVESTIGATION 0 0 0 15 0 1 4 64
Analysis of Variance for Bayesian Inference 0 0 0 36 1 1 4 119
Bayesian inference in cointegrated systems 0 0 0 47 0 0 1 158
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 1 2 2 268 1 3 8 548
Comparing and evaluating Bayesian predictive distributions of asset returns 1 1 3 290 1 1 4 647
Diversification by entry into a new submarket? 0 0 0 11 1 1 1 74
ENTRY INTO PHARMACEUTICAL SUBMARKETS: A BAYESIAN PANEL PROBIT ANALYSIS 0 0 0 0 0 0 0 66
Enhancing monetary analysis 0 0 4 14 0 0 9 64
Euro area inflation persistence in an estimated nonlinear DSGE model 0 0 0 116 2 2 4 289
Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations 0 1 1 43 1 3 6 147
Hierarchical Markov normal mixture models with applications to financial asset returns 0 0 1 55 0 0 1 156
Monetary policy and long‐term interest rates 0 1 3 5 0 1 10 25
Money growth and inflation: A regime switching approach 3 10 34 167 4 13 55 405
Mutual Funds Dynamics and Economic Predictors 0 0 0 10 0 0 0 38
Optimal prediction pools 0 4 13 271 0 5 30 715
Prediction Using Several Macroeconomic Models 0 0 4 46 1 1 8 186
Prediction with Misspecified Models 0 0 2 76 1 1 7 278
Profit related pay in Italy 0 0 0 0 0 1 1 1
The euro area sovereign crisis: monitoring spillovers and contagion 0 0 0 9 0 0 4 43
What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence 0 0 0 40 0 1 4 246
Total Journal Articles 5 19 67 1,519 13 35 161 4,269

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Statistics updated 2025-08-05