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	62	0	1	12	131
A money-based indicator for deflation risk	0	0	0	50	0	1	15	120
A nonlinear DSGE model of the term structure with regime shifts	0	0	0	97	0	1	14	239
Analysis of variance for bayesian inference	0	0	0	69	0	0	17	219
Assessing ECB?s Credibility During the First Years of the Eurosystem: A Bayesian Empirical Investigation	0	0	0	79	0	3	20	275
BAYESIAN ANALYSIS OF INTEGRATION AT DIFFERENT FREQUENCIES IN QUARTERLY DATA	0	0	0	2	1	2	11	18
Bayesian Analysis of Integration at Different Frequencies in Quarterly Data	0	0	0	4	0	0	10	135
Building composite leading indexes in a dynamic factor model framework: a new proposal	0	0	0	193	1	3	21	536
Comparing Density Forecsts via Weighted Likelihood Ratio Tests	0	1	3	226	1	3	22	664
Comparing and evaluating Bayesian predictive distributions of assets returns	0	0	0	177	2	4	25	463
EMU and the adjustment to asymmetric shocks: the case of Italy	0	0	0	68	2	4	22	370
Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach	0	0	0	101	0	1	15	452
Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model	0	0	0	6	0	1	13	61
Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model	0	0	0	112	0	1	22	371
Euro area inflation persistence in an estimated nonlinear	0	0	0	92	0	1	14	309
Euro area inflation persistence in an estimated nonlinear DSGE model	0	0	0	34	0	0	10	180
Euro area inflation persistence in an estimated nonlinear DSGE model	0	0	0	279	1	1	16	572
Euro area inflation persistence in an estimated nonlinear dsge model	0	0	0	13	0	1	11	59
Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations	0	0	0	93	0	2	13	179
Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns	0	0	0	54	1	1	18	237
Hierarchical Markov normal mixture models with applications to financial asset returns	0	0	0	229	0	1	14	547
Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk	0	0	0	21	0	0	10	184
Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk	0	0	0	49	0	0	16	314
Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR	0	0	0	214	0	1	29	425
Money growth and inflation: a regime switching approach	0	0	0	267	0	3	23	529
Optimal Prediction Pools	0	0	1	7	4	6	43	162
Optimal Prediction Pools	0	0	2	245	0	3	15	551
Particle Filters for Markov-Switching Stochastic-Correlation Models	0	0	0	162	0	0	16	358
Prediction using several macroeconomic models	0	0	0	231	0	2	6	499
The Dynamics of Firms' Entry and Diversification: A Bayesian Panel Probit Approach. A Cross-country analysis	0	0	0	77	0	0	4	257
Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates	0	0	1	55	0	1	21	165
Uncertainty shocks, monetary policy and long-term interest rates	0	0	1	41	0	1	10	70
Underlying Inflation: An Ensemble Averaging Approach	0	0	0	9	0	3	10	17
Unemployment and labour taxation: an econometric analysis	0	0	0	131	1	1	14	441
Unemployment persistence in Italy. An econometric analysis with multivariate time varying parameter models	0	0	0	400	2	5	15	1,509
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	1	2	18	444
Total Working Papers	0	1	8	4,129	17	60	592	12,367

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	0	1	1	16	0	1	8	72
Analysis of Variance for Bayesian Inference	0	0	0	36	0	0	8	127
Bayesian inference in cointegrated systems	0	0	0	47	0	0	9	167
Comparing Density Forecasts via Weighted Likelihood Ratio Tests	0	1	4	272	0	2	39	591
Comparing and evaluating Bayesian predictive distributions of asset returns	2	2	6	296	3	7	28	677
Diversification by entry into a new submarket?	0	0	0	11	0	1	7	81
ENTRY INTO PHARMACEUTICAL SUBMARKETS: A BAYESIAN PANEL PROBIT ANALYSIS	0	0	0	0	0	1	10	76
Enhancing monetary analysis	0	0	0	14	1	2	11	76
Euro area inflation persistence in an estimated nonlinear DSGE model	0	0	2	119	1	3	19	309
Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations	0	0	0	44	0	0	8	156
Hierarchical Markov normal mixture models with applications to financial asset returns	0	0	1	56	0	5	18	174
Monetary policy and long‐term interest rates	0	0	0	5	0	0	17	43
Money growth and inflation: A regime switching approach	0	1	13	181	0	3	53	459
Mutual Funds Dynamics and Economic Predictors	0	0	0	10	0	0	8	46
Optimal prediction pools	0	2	4	275	4	11	92	810
Prediction Using Several Macroeconomic Models	0	0	0	47	1	2	9	196
Prediction with Misspecified Models	0	0	0	77	0	1	10	289
Profit related pay in Italy	0	0	0	0	0	1	10	11
The euro area sovereign crisis: monitoring spillovers and contagion	0	0	1	10	0	2	13	56
What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence	0	0	0	40	0	3	16	262
Total Journal Articles	2	7	32	1,556	10	45	393	4,678

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Statistics updated 2026-10-11