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 2 11 130
A money-based indicator for deflation risk 0 0 0 50 0 4 15 119
A nonlinear DSGE model of the term structure with regime shifts 0 0 0 97 0 6 14 237
Analysis of variance for bayesian inference 0 0 0 69 0 4 17 218
Assessing ECB?s Credibility During the First Years of the Eurosystem: A Bayesian Empirical Investigation 0 0 0 79 0 3 17 272
BAYESIAN ANALYSIS OF INTEGRATION AT DIFFERENT FREQUENCIES IN QUARTERLY DATA 0 0 0 2 0 1 9 16
Bayesian Analysis of Integration at Different Frequencies in Quarterly Data 0 0 0 4 1 3 10 135
Building composite leading indexes in a dynamic factor model framework: a new proposal 0 0 1 193 1 7 22 533
Comparing Density Forecsts via Weighted Likelihood Ratio Tests 0 0 3 225 0 5 23 661
Comparing and evaluating Bayesian predictive distributions of assets returns 0 0 0 177 0 7 22 459
EMU and the adjustment to asymmetric shocks: the case of Italy 0 0 0 68 0 4 17 365
Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach 0 0 0 101 0 2 14 451
Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model 0 0 0 112 1 2 21 370
Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model 0 0 0 6 2 4 12 60
Euro area inflation persistence in an estimated nonlinear 0 0 0 92 0 0 14 307
Euro area inflation persistence in an estimated nonlinear DSGE model 0 0 0 34 2 4 11 180
Euro area inflation persistence in an estimated nonlinear DSGE model 0 0 0 279 0 0 14 570
Euro area inflation persistence in an estimated nonlinear dsge model 0 0 0 13 1 1 10 58
Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations 0 0 0 93 0 2 12 177
Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns 0 0 0 54 0 7 18 236
Hierarchical Markov normal mixture models with applications to financial asset returns 0 0 0 229 0 4 13 546
Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk 0 0 0 21 1 2 11 184
Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk 0 0 0 49 1 7 16 314
Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR 0 0 0 214 0 8 32 424
Money growth and inflation: a regime switching approach 0 0 0 267 2 3 20 524
Optimal Prediction Pools 0 0 1 244 0 1 13 547
Optimal Prediction Pools 0 0 1 7 8 17 39 154
Particle Filters for Markov-Switching Stochastic-Correlation Models 0 0 0 162 0 1 17 358
Prediction using several macroeconomic models 0 0 0 231 0 0 4 496
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 6 22 163
Uncertainty shocks, monetary policy and long-term interest rates 1 1 1 41 1 6 12 69
Underlying Inflation: An Ensemble Averaging Approach 0 0 2 9 0 3 9 14
Unemployment and labour taxation: an econometric analysis 0 0 0 131 0 7 13 440
Unemployment persistence in Italy. An econometric analysis with multivariate time varying parameter models 0 0 0 400 0 3 10 1,504
What goes up sometimes stays up: Shocks and Institutions as Determinants of Unemployment Persistence 0 0 0 88 0 2 7 305
What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence 0 0 0 92 2 7 16 441
Total Working Papers 1 1 10 4,127 24 145 562 12,294

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 1 7 71
Analysis of Variance for Bayesian Inference 0 0 0 36 1 4 9 127
Bayesian inference in cointegrated systems 0 0 0 47 0 2 9 167
Comparing Density Forecasts via Weighted Likelihood Ratio Tests 0 1 5 271 0 6 43 588
Comparing and evaluating Bayesian predictive distributions of asset returns 1 2 4 293 1 8 15 661
Diversification by entry into a new submarket? 0 0 0 11 1 2 7 80
ENTRY INTO PHARMACEUTICAL SUBMARKETS: A BAYESIAN PANEL PROBIT ANALYSIS 0 0 0 0 0 1 9 75
Enhancing monetary analysis 0 0 0 14 0 3 10 74
Euro area inflation persistence in an estimated nonlinear DSGE model 0 1 3 119 2 5 18 305
Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations 0 0 2 44 1 3 12 156
Hierarchical Markov normal mixture models with applications to financial asset returns 0 0 1 56 0 2 13 169
Monetary policy and long‐term interest rates 0 0 1 5 0 2 18 42
Money growth and inflation: A regime switching approach 1 1 20 180 4 9 58 454
Mutual Funds Dynamics and Economic Predictors 0 0 0 10 0 1 8 46
Optimal prediction pools 0 1 3 273 5 18 83 797
Prediction Using Several Macroeconomic Models 0 0 1 47 0 2 8 193
Prediction with Misspecified Models 0 0 1 77 0 1 10 287
Profit related pay in Italy 0 0 0 0 0 1 10 10
The euro area sovereign crisis: monitoring spillovers and contagion 1 1 1 10 1 4 11 54
What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence 0 0 0 40 1 2 12 257
Total Journal Articles 3 7 42 1,548 17 77 370 4,613

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Statistics updated 2026-06-04