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 0 62 1 1 3 120
A money-based indicator for deflation risk 0 0 0 50 0 0 1 105
A nonlinear DSGE model of the term structure with regime shifts 0 0 1 97 1 1 5 226
Analysis of variance for bayesian inference 0 0 0 69 1 3 5 205
Assessing ECB?s Credibility During the First Years of the Eurosystem: A Bayesian Empirical Investigation 0 0 0 79 2 3 3 258
BAYESIAN ANALYSIS OF INTEGRATION AT DIFFERENT FREQUENCIES IN QUARTERLY DATA 0 0 0 2 1 1 2 8
Bayesian Analysis of Integration at Different Frequencies in Quarterly Data 0 0 0 4 2 2 2 127
Building composite leading indexes in a dynamic factor model framework: a new proposal 0 0 2 193 0 1 6 516
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 0 0 3 223 0 2 13 644
Comparing and evaluating Bayesian predictive distributions of assets returns 0 0 0 177 6 8 9 446
EMU and the adjustment to asymmetric shocks: the case of Italy 0 0 0 68 3 4 4 352
Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach 0 0 0 101 3 3 3 440
Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model 0 0 0 6 2 2 3 50
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 3 4 5 298
Euro area inflation persistence in an estimated nonlinear DSGE model 0 0 1 279 1 1 2 557
Euro area inflation persistence in an estimated nonlinear DSGE model 0 0 0 34 0 0 2 170
Euro area inflation persistence in an estimated nonlinear dsge model 0 0 0 13 2 3 3 51
Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations 0 0 0 93 4 5 6 170
Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns 0 0 1 54 0 2 5 220
Hierarchical Markov normal mixture models with applications to financial asset returns 0 0 0 229 6 6 8 539
Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk 0 0 0 21 1 3 3 176
Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk 0 0 0 49 1 3 3 301
Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR 0 0 1 214 5 12 18 406
Money growth and inflation: a regime switching approach 0 0 0 267 2 3 10 509
Optimal Prediction Pools 0 0 0 6 0 1 11 119
Optimal Prediction Pools 1 1 2 244 2 3 7 539
Particle Filters for Markov-Switching Stochastic-Correlation Models 0 0 0 162 6 7 8 349
Prediction using several macroeconomic models 0 0 1 231 0 0 4 493
The Dynamics of Firms' Entry and Diversification: A Bayesian Panel Probit Approach. A Cross-country analysis 0 0 0 77 0 0 2 253
Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates 0 0 0 54 2 6 8 148
Uncertainty shocks, monetary policy and long-term interest rates 0 0 0 40 1 2 6 61
Underlying Inflation: An Ensemble Averaging Approach 0 0 9 9 1 1 8 8
Unemployment and labour taxation: an econometric analysis 0 0 0 131 0 0 0 427
Unemployment persistence in Italy. An econometric analysis with multivariate time varying parameter models 0 0 0 400 0 0 1 1,494
What goes up sometimes stays up: Shocks and Institutions as Determinants of Unemployment Persistence 0 0 0 88 1 1 4 299
What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence 0 0 0 92 1 1 4 427
Total Working Papers 1 1 21 4,122 61 95 187 11,860

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 0 4 64
Analysis of Variance for Bayesian Inference 0 0 0 36 0 0 3 119
Bayesian inference in cointegrated systems 0 0 0 47 0 0 0 158
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 1 2 4 270 7 14 23 565
Comparing and evaluating Bayesian predictive distributions of asset returns 0 0 1 290 0 0 3 649
Diversification by entry into a new submarket? 0 0 0 11 1 1 2 75
ENTRY INTO PHARMACEUTICAL SUBMARKETS: A BAYESIAN PANEL PROBIT ANALYSIS 0 0 0 0 1 3 3 69
Enhancing monetary analysis 0 0 2 14 1 3 10 67
Euro area inflation persistence in an estimated nonlinear DSGE model 0 0 1 117 3 4 7 294
Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations 0 0 2 44 0 1 6 149
Hierarchical Markov normal mixture models with applications to financial asset returns 0 0 1 55 6 6 7 162
Monetary policy and long‐term interest rates 0 0 1 5 3 4 9 30
Money growth and inflation: A regime switching approach 1 2 25 169 5 9 41 414
Mutual Funds Dynamics and Economic Predictors 0 0 0 10 0 0 0 38
Optimal prediction pools 0 0 8 271 0 3 24 720
Prediction Using Several Macroeconomic Models 0 1 3 47 2 3 9 189
Prediction with Misspecified Models 0 0 2 77 2 2 8 281
Profit related pay in Italy 0 0 0 0 0 0 1 1
The euro area sovereign crisis: monitoring spillovers and contagion 0 0 0 9 1 1 3 44
What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence 0 0 0 40 2 5 6 251
Total Journal Articles 2 5 50 1,527 34 59 169 4,339

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Statistics updated 2025-12-06