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	1	8	10	128
A money-based indicator for deflation risk	0	0	0	50	5	10	11	115
A nonlinear DSGE model of the term structure with regime shifts	0	0	1	97	2	5	10	231
Analysis of variance for bayesian inference	0	0	0	69	1	9	13	214
Assessing ECB?s Credibility During the First Years of the Eurosystem: A Bayesian Empirical Investigation	0	0	0	79	3	11	14	269
BAYESIAN ANALYSIS OF INTEGRATION AT DIFFERENT FREQUENCIES IN QUARTERLY DATA	0	0	0	2	1	7	9	15
Bayesian Analysis of Integration at Different Frequencies in Quarterly Data	0	0	0	4	1	5	7	132
Building composite leading indexes in a dynamic factor model framework: a new proposal	0	0	2	193	2	10	16	526
Comparing Density Forecsts via Weighted Likelihood Ratio Tests	1	2	4	225	5	12	22	656
Comparing and evaluating Bayesian predictive distributions of assets returns	0	0	0	177	1	6	15	452
EMU and the adjustment to asymmetric shocks: the case of Italy	0	0	0	68	2	9	13	361
Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach	0	0	0	101	0	9	12	449
Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model	0	0	0	6	2	6	8	56
Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model	0	0	0	112	4	19	19	368
Euro area inflation persistence in an estimated nonlinear	0	0	0	92	1	9	14	307
Euro area inflation persistence in an estimated nonlinear DSGE model	0	0	0	34	0	6	8	176
Euro area inflation persistence in an estimated nonlinear DSGE model	0	0	1	279	1	13	15	570
Euro area inflation persistence in an estimated nonlinear dsge model	0	0	0	13	1	6	9	57
Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations	0	0	0	93	0	5	10	175
Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns	0	0	1	54	1	9	14	229
Hierarchical Markov normal mixture models with applications to financial asset returns	0	0	0	229	0	3	9	542
Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk	0	0	0	21	1	6	9	182
Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk	0	0	0	49	1	6	9	307
Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR	0	0	1	214	1	10	25	416
Money growth and inflation: a regime switching approach	0	0	0	267	2	12	21	521
Optimal Prediction Pools	1	1	1	7	9	18	26	137
Optimal Prediction Pools	0	0	2	244	1	7	14	546
Particle Filters for Markov-Switching Stochastic-Correlation Models	0	0	0	162	0	8	16	357
Prediction using several macroeconomic models	0	0	0	231	1	3	4	496
The Dynamics of Firms' Entry and Diversification: A Bayesian Panel Probit Approach. A Cross-country analysis	0	0	0	77	0	4	5	257
Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates	0	1	1	55	2	9	16	157
Uncertainty shocks, monetary policy and long-term interest rates	0	0	0	40	0	2	6	63
Underlying Inflation: An Ensemble Averaging Approach	0	0	9	9	0	3	11	11
Unemployment and labour taxation: an econometric analysis	0	0	0	131	0	6	6	433
Unemployment persistence in Italy. An econometric analysis with multivariate time varying parameter models	0	0	0	400	2	7	8	1,501
What goes up sometimes stays up: Shocks and Institutions as Determinants of Unemployment Persistence	0	0	0	88	0	4	6	303
What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence	0	0	0	92	3	7	9	434
Total Working Papers	2	4	23	4,126	57	289	449	12,149

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	0	0	15	1	6	7	70
Analysis of Variance for Bayesian Inference	0	0	0	36	1	4	6	123
Bayesian inference in cointegrated systems	0	0	0	47	0	7	7	165
Comparing Density Forecasts via Weighted Likelihood Ratio Tests	0	0	4	270	1	17	38	582
Comparing and evaluating Bayesian predictive distributions of asset returns	0	1	2	291	1	4	7	653
Diversification by entry into a new submarket?	0	0	0	11	1	3	5	78
ENTRY INTO PHARMACEUTICAL SUBMARKETS: A BAYESIAN PANEL PROBIT ANALYSIS	0	0	0	0	1	5	8	74
Enhancing monetary analysis	0	0	2	14	1	4	11	71
Euro area inflation persistence in an estimated nonlinear DSGE model	1	1	2	118	1	6	13	300
Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations	0	0	2	44	1	4	9	153
Hierarchical Markov normal mixture models with applications to financial asset returns	0	1	2	56	1	5	12	167
Monetary policy and long‐term interest rates	0	0	1	5	1	10	17	40
Money growth and inflation: A regime switching approach	10	10	26	179	20	31	59	445
Mutual Funds Dynamics and Economic Predictors	0	0	0	10	4	7	7	45
Optimal prediction pools	1	1	6	272	22	59	75	779
Prediction Using Several Macroeconomic Models	0	0	2	47	0	2	10	191
Prediction with Misspecified Models	0	0	2	77	0	5	11	286
Profit related pay in Italy	0	0	0	0	3	8	9	9
The euro area sovereign crisis: monitoring spillovers and contagion	0	0	0	9	0	6	7	50
What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence	0	0	0	40	0	4	10	255
Total Journal Articles	12	14	51	1,541	60	197	328	4,536

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Statistics updated 2026-03-04