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 0 0 2 119
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 0 2 4 225
Analysis of variance for bayesian inference 0 0 0 69 2 3 4 204
Assessing ECB?s Credibility During the First Years of the Eurosystem: A Bayesian Empirical Investigation 0 0 0 79 1 1 1 256
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 2 193 1 4 6 516
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 0 0 3 223 2 3 14 644
Comparing and evaluating Bayesian predictive distributions of assets returns 0 0 0 177 2 3 4 440
EMU and the adjustment to asymmetric shocks: the case of Italy 0 0 0 68 1 1 1 349
Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach 0 0 0 101 0 0 0 437
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 DSGE Model 0 0 0 6 0 0 3 48
Euro area inflation persistence in an estimated nonlinear 0 0 0 92 0 2 2 295
Euro area inflation persistence in an estimated nonlinear DSGE model 0 0 1 279 0 0 1 556
Euro area inflation persistence in an estimated nonlinear DSGE model 0 0 0 34 0 1 2 170
Euro area inflation persistence in an estimated nonlinear dsge model 0 0 0 13 1 1 1 49
Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations 0 0 0 93 0 1 2 166
Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns 0 0 2 54 1 2 6 220
Hierarchical Markov normal mixture models with applications to financial asset returns 0 0 1 229 0 0 3 533
Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk 0 0 0 21 1 2 2 175
Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk 0 0 0 49 2 2 2 300
Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR 0 0 1 214 5 7 13 401
Money growth and inflation: a regime switching approach 0 0 0 267 1 1 9 507
Optimal Prediction Pools 0 0 1 243 1 2 6 537
Optimal Prediction Pools 0 0 0 6 0 2 12 119
Particle Filters for Markov-Switching Stochastic-Correlation Models 0 0 0 162 1 2 2 343
Prediction using several macroeconomic models 0 0 2 231 0 0 5 493
The Dynamics of Firms' Entry and Diversification: A Bayesian Panel Probit Approach. A Cross-country analysis 0 0 0 77 0 1 2 253
Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates 0 0 0 54 2 5 6 146
Uncertainty shocks, monetary policy and long-term interest rates 0 0 0 40 0 1 6 60
Underlying Inflation: An Ensemble Averaging Approach 0 0 9 9 0 0 7 7
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 2 1,494
What goes up sometimes stays up: Shocks and Institutions as Determinants of Unemployment Persistence 0 0 0 88 0 0 3 298
What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence 0 0 0 92 0 0 3 426
Total Working Papers 0 1 23 4,121 24 49 138 11,799

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 1 3 269 6 10 16 558
Comparing and evaluating Bayesian predictive distributions of asset returns 0 0 1 290 0 2 3 649
Diversification by entry into a new submarket? 0 0 0 11 0 0 1 74
ENTRY INTO PHARMACEUTICAL SUBMARKETS: A BAYESIAN PANEL PROBIT ANALYSIS 0 0 0 0 2 2 2 68
Enhancing monetary analysis 0 0 2 14 1 2 9 66
Euro area inflation persistence in an estimated nonlinear DSGE model 0 1 1 117 1 2 6 291
Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations 0 1 2 44 1 2 6 149
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 0 1 5 1 2 6 27
Money growth and inflation: A regime switching approach 0 1 25 168 3 4 38 409
Mutual Funds Dynamics and Economic Predictors 0 0 0 10 0 0 0 38
Optimal prediction pools 0 0 8 271 2 5 27 720
Prediction Using Several Macroeconomic Models 0 1 3 47 0 1 7 187
Prediction with Misspecified Models 0 1 2 77 0 1 7 279
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 0 0 4 43
What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence 0 0 0 40 3 3 5 249
Total Journal Articles 1 6 49 1,525 20 36 146 4,305

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Statistics updated 2025-11-08