Access Statistics for Gianni Amisano

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A money-based indicator for deflation risk	0	0	0	50	0	0	14	119
A money-based indicator for deflation risk	0	0	0	62	0	0	11	130
A nonlinear DSGE model of the term structure with regime shifts	0	0	0	97	0	1	15	238
Analysis of variance for bayesian inference	0	0	0	69	0	1	18	219
Assessing ECB?s Credibility During the First Years of the Eurosystem: A Bayesian Empirical Investigation	0	0	0	79	1	1	18	273
BAYESIAN ANALYSIS OF INTEGRATION AT DIFFERENT FREQUENCIES IN QUARTERLY DATA	0	0	0	2	0	0	9	16
Bayesian Analysis of Integration at Different Frequencies in Quarterly Data	0	0	0	4	0	1	10	135
Building composite leading indexes in a dynamic factor model framework: a new proposal	0	0	1	193	0	1	21	533
Comparing Density Forecsts via Weighted Likelihood Ratio Tests	1	1	3	226	1	1	21	662
Comparing and evaluating Bayesian predictive distributions of assets returns	0	0	0	177	0	0	22	459
EMU and the adjustment to asymmetric shocks: the case of Italy	0	0	0	68	0	1	18	366
Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach	0	0	0	101	0	0	14	451
Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model	0	0	0	112	0	1	21	370
Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model	0	0	0	6	0	2	12	60
Euro area inflation persistence in an estimated nonlinear	0	0	0	92	0	1	15	308
Euro area inflation persistence in an estimated nonlinear DSGE model	0	0	0	279	0	1	15	571
Euro area inflation persistence in an estimated nonlinear DSGE model	0	0	0	34	0	2	11	180
Euro area inflation persistence in an estimated nonlinear dsge model	0	0	0	13	0	1	10	58
Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations	0	0	0	93	1	1	13	178
Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns	0	0	0	54	0	0	18	236
Hierarchical Markov normal mixture models with applications to financial asset returns	0	0	0	229	0	0	13	546
Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk	0	0	0	21	0	1	11	184
Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk	0	0	0	49	0	1	16	314
Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR	0	0	0	214	1	1	31	425
Money growth and inflation: a regime switching approach	0	0	0	267	2	6	22	528
Optimal Prediction Pools	0	0	1	7	1	11	40	157
Optimal Prediction Pools	0	1	2	245	0	1	13	548
Particle Filters for Markov-Switching Stochastic-Correlation Models	0	0	0	162	0	0	17	358
Prediction using several macroeconomic models	0	0	0	231	1	2	5	498
The Dynamics of Firms' Entry and Diversification: A Bayesian Panel Probit Approach. A Cross-country analysis	0	0	0	77	0	0	5	257
Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates	0	0	1	55	1	3	24	165
Uncertainty shocks, monetary policy and long-term interest rates	0	1	1	41	0	1	10	69
Underlying Inflation: An Ensemble Averaging Approach	0	0	0	9	0	0	7	14
Unemployment and labour taxation: an econometric analysis	0	0	0	131	0	0	13	440
Unemployment persistence in Italy. An econometric analysis with multivariate time varying parameter models	0	0	0	400	0	0	10	1,504
What goes up sometimes stays up: Shocks and Institutions as Determinants of Unemployment Persistence	0	0	0	88	0	0	7	305
What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence	0	0	0	92	0	3	16	442
Total Working Papers	1	3	9	4,129	9	46	566	12,316

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	1	1	16	1	1	8	72
Analysis of Variance for Bayesian Inference	0	0	0	36	0	1	8	127
Bayesian inference in cointegrated systems	0	0	0	47	0	0	9	167
Comparing Density Forecasts via Weighted Likelihood Ratio Tests	1	1	4	272	2	3	43	591
Comparing and evaluating Bayesian predictive distributions of asset returns	0	2	4	294	1	11	24	671
Diversification by entry into a new submarket?	0	0	0	11	0	1	6	80
ENTRY INTO PHARMACEUTICAL SUBMARKETS: A BAYESIAN PANEL PROBIT ANALYSIS	0	0	0	0	1	1	10	76
Enhancing monetary analysis	0	0	0	14	0	0	10	74
Euro area inflation persistence in an estimated nonlinear DSGE model	0	0	3	119	1	4	18	307
Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations	0	0	1	44	0	1	9	156
Hierarchical Markov normal mixture models with applications to financial asset returns	0	0	1	56	2	2	15	171
Monetary policy and long‐term interest rates	0	0	0	5	0	1	18	43
Money growth and inflation: A regime switching approach	1	2	14	181	3	9	54	459
Mutual Funds Dynamics and Economic Predictors	0	0	0	10	0	0	8	46
Optimal prediction pools	2	2	4	275	3	10	87	802
Prediction Using Several Macroeconomic Models	0	0	1	47	0	1	8	194
Prediction with Misspecified Models	0	0	1	77	0	1	10	288
Profit related pay in Italy	0	0	0	0	1	1	10	11
The euro area sovereign crisis: monitoring spillovers and contagion	0	1	1	10	1	2	12	55
What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence	0	0	0	40	3	6	16	262
Total Journal Articles	5	9	35	1,554	19	56	383	4,652

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Statistics updated 2026-08-07