Access Statistics for Davide Delle Monache

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
Adaptive Models and Heavy Tails 0 0 0 1 0 1 2 33
Adaptive Models and Heavy Tails 0 0 0 158 0 1 2 302
Adaptive Models and Heavy Tails with an Application to Inflation Forecasting 0 0 0 59 1 2 2 94
Adaptive models and heavy tails 0 0 0 31 0 0 2 78
Adaptive models and heavy tails 0 0 0 37 0 0 2 125
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 65 0 0 0 85
Adaptive models and heavy tails with an application to inflation forecasting 0 0 0 61 0 2 4 100
Adaptive state space models with applications to the business cycle and financial stress 0 1 3 183 0 5 16 309
Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation 0 1 2 136 1 3 11 214
Does the ARFIMA really shift? 0 0 1 16 0 1 5 106
Domestic and global determinants of inflation: evidence from expectile regression 0 0 7 82 1 3 21 154
Efficient Matrix Approach for Classical Inference in State Space Models 1 1 6 158 3 4 16 253
Financial markets effects of ECB unconventional monetary policy announcements 0 1 4 181 0 3 17 423
Modeling and Forecasting Macroeconomic Downside Risk 1 1 6 64 3 3 13 141
Modeling and forecasting macroeconomic downside risk 3 3 8 43 4 5 18 80
Modelling and Forecasting Macroeconomic Downside Risk 4 7 32 251 8 15 70 506
Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model 0 0 0 2 0 0 1 15
Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model 1 2 6 119 1 4 28 324
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 4 63 0 1 10 105
Price dividend ratio and long-run stock returns: a score driven state space model 0 0 1 12 0 0 3 29
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 80 0 2 4 144
Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach 0 0 0 58 0 0 0 59
Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach 0 0 0 21 0 0 0 50
The time-varying risk of Italian GDP 0 2 8 75 2 8 30 195
Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity 0 2 7 94 0 2 16 231
Total Working Papers 10 21 95 2,050 24 65 293 4,155
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A structural time series approach to modelling multiple and resurgent meat scares in Italy 0 0 0 86 0 0 1 264
Adaptive models and heavy tails with an application to inflation forecasting 1 5 9 66 4 9 18 157
Computing the mean square error of unobserved components extracted by misspecified time series models 0 0 1 120 0 0 2 439
Domestic and Global Determinants of Inflation: Evidence from Expectile Regression* 1 1 4 9 1 1 9 25
Efficient matrix approach for classical inference in state space models 1 1 2 20 1 1 6 64
Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model 0 0 2 3 0 0 7 9
Real and financial cycles: estimates using unobserved component models for the Italian economy 0 0 0 6 0 1 4 46
The time-varying risk of Italian GDP 1 1 10 29 1 2 15 53
Total Journal Articles 4 8 28 339 7 14 62 1,057

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation 0 0 0 17 1 1 4 86
Total Chapters 0 0 0 17 1 1 4 86

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Statistics updated 2023-05-07