Access Statistics for Stefano Grassi

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 Data–Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models 0 0 0 82 3 5 9 95
A data-cleaning augmented Kalman filter for robust estimation of state space models 0 0 3 76 1 1 4 122
Bayesian stochastic model specification search for seasonal and calendar effects 0 1 2 37 1 3 6 112
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 0 45 1 2 2 107
Characterizing economic trends by Bayesian stochastic model specifi cation search 0 0 0 81 0 0 4 194
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 55 2 2 3 160
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 60 3 4 4 182
Does the ARFIMA really shift? 0 0 0 18 3 4 9 126
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 1 1 1 77 1 2 3 167
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 8 9 10 119
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 1 62 1 1 3 123
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 0 68 4 5 7 154
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 31 1 2 2 52
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 14 0 0 4 47
Forecasting Cryptocurrencies Financial Time Series 2 2 3 236 9 11 16 701
Forecasting with the Standardized Self-Perturbed Kalman Filter 0 0 0 63 0 0 1 132
Forecasting with the Standardized Self-Perturbed Kalman Filter 0 0 0 78 0 2 2 127
Fundamental shock selection in DSGE models 0 0 0 44 0 2 7 80
Fundamental shock selection in DSGE models 0 1 1 221 1 2 3 444
Has the Volatility of U.S. Inflation Changed and How? 0 0 1 166 1 2 4 339
Heterogeneous Computing in Economics: A Simplified Approach 0 0 0 203 3 3 5 470
How to measure Corporate Social Responsibility 0 0 0 710 1 4 4 3,758
It's all about volatility of volatility: evidence from a two-factor stochastic volatility model 0 0 0 43 2 3 4 118
It’s all about volatility (of volatility): evidence from a two-factor stochastic volatility model 0 0 0 112 3 5 8 255
Modelling Crypto-Currencies Financial Time-Series 0 0 2 206 2 4 11 320
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 0 1 3 482
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 0 1 3 180
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 0 1 2 122
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 1 38 2 2 5 138
Parallelization Experience with Four Canonical Econometric Models using ParMitISEM 0 0 0 16 4 5 8 64
Parallelization experience with four canonical econometric models using ParMitISEM 0 0 0 9 1 1 3 53
Predicting the Volatility of Cryptocurrency Time Series 0 0 0 242 3 5 11 668
Selecting Primal Innovations in DSGE models 0 0 0 93 0 2 7 182
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 13 0 1 4 70
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 89 3 3 5 176
Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach 0 0 0 21 1 2 3 53
Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach 0 0 0 59 0 0 0 63
The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference 0 0 0 28 5 5 6 44
The R package MitISEM: efficient and robust simulation procedures for Bayesian inference 0 0 0 26 1 2 4 155
The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 8 1 1 4 57
Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies 0 0 1 63 1 2 4 93
When Long Memory Meets the Kalman Filter: A Comparative Study 0 0 0 97 1 2 2 159
Total Working Papers 3 5 16 3,859 74 114 209 11,263

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A data-cleaning augmented Kalman filter for robust estimation of state space models 0 0 0 8 0 0 3 48
Characterising economic trends by Bayesian stochastic model specification search 0 0 0 9 1 2 2 81
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 0 0 11 0 0 0 67
Forecasting With the Standardized Self‐Perturbed Kalman Filter 0 0 0 4 1 4 5 40
Has the Volatility of U.S. Inflation Changed and How? 2 2 2 79 2 4 6 218
Heterogeneous Computing in Economics: A Simplified Approach 0 0 0 11 1 4 4 82
It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model 0 0 0 13 1 1 1 101
Item response models to measure corporate social responsibility 0 0 0 18 2 2 2 104
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 0 0 6 4 6 9 70
Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM 0 0 0 1 1 1 1 61
Selecting structural innovations in DSGE models 0 0 3 72 3 4 12 165
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 12 0 0 1 75
The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 2 1 4 4 28
When long memory meets the Kalman filter: A comparative study 0 0 0 15 0 2 2 73
Total Journal Articles 2 2 5 261 17 34 52 1,213

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Statistics updated 2025-12-06