Access Statistics for Marco Jacopo Lombardi

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
(Un)naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate 0 0 10 44 2 7 45 147
(Un)naturally low? 0 0 0 0 0 1 5 98
(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate 1 3 8 37 3 12 53 149
Analytic Hessian Matrices and the Computation of FIGARCH Estimates 2 4 11 335 4 10 37 833
Bayesian inference for alpha-stable distributions: a random walk MCMC approach 2 3 39 147 4 11 86 363
External shocks and international inflation linkages - a Global VAR analysis 6 13 25 25 9 21 29 29
GARCH-based Volatility Forecasts for Market Volatility Indices 1 5 30 706 2 13 60 1,636
Indirect estimation of alpha-stable distributions and processes 2 3 16 134 4 13 46 290
Indirect estimation of alpha-stable stochastic volatility models 0 1 22 93 3 9 75 264
Indirect estimation of elliptical stable distributions 1 1 9 9 1 2 20 20
On-line Bayesian estimation of AR signals in symmetric alpha-stable noise 2 9 25 137 5 22 74 394
The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes 2 3 16 62 2 9 34 153
Total Working Papers 19 45 211 1,729 39 130 564 4,376


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian inference for [alpha]-stable distributions: A random walk MCMC approach 1 2 9 36 1 3 19 74
Indirect Estimation of α-Stable Distributions and Processes 2 5 12 19 4 12 39 58
Indirect estimation of [alpha]-stable stochastic volatility models 4 9 11 11 7 25 36 36
Indirect estimation of elliptical stable distributions 0 1 1 1 1 5 5 5
The effect of seasonal adjustment on the properties of business cycle regimes 0 0 24 44 6 17 94 158
Total Journal Articles 7 17 57 111 19 62 193 331


Statistics updated 2009-12-07