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 4 7 20 109
A data-cleaning augmented Kalman filter for robust estimation of state space models 0 0 0 76 1 5 10 131
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 1 37 3 4 12 120
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 0 45 1 1 7 112
Characterizing economic trends by Bayesian stochastic model specifi cation search 0 0 0 81 0 1 7 198
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 55 0 3 9 167
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 60 2 2 11 189
Does the ARFIMA really shift? 0 0 0 18 4 7 26 145
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 1 77 3 4 13 177
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 4 4 15 125
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 0 62 1 2 8 129
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 0 68 4 7 23 170
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 31 2 2 8 58
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 14 5 9 16 62
Forecasting Cryptocurrencies Financial Time Series 1 1 5 239 7 10 32 719
Forecasting with the Standardized Self-Perturbed Kalman Filter 0 0 0 78 1 2 7 132
Forecasting with the Standardized Self-Perturbed Kalman Filter 0 0 0 63 1 2 16 148
Fundamental shock selection in DSGE models 0 0 1 45 4 8 18 96
Fundamental shock selection in DSGE models 0 0 1 221 6 9 15 457
Has the Volatility of U.S. Inflation Changed and How? 0 0 0 166 0 2 9 345
Heterogeneous Computing in Economics: A Simplified Approach 0 0 1 204 4 5 10 476
How to measure Corporate Social Responsibility 0 0 0 710 0 3 12 3,766
It's all about volatility of volatility: evidence from a two-factor stochastic volatility model 0 0 0 43 6 12 23 138
It’s all about volatility (of volatility): evidence from a two-factor stochastic volatility model 0 0 0 112 0 0 11 260
Modelling Crypto-Currencies Financial Time-Series 0 0 1 206 1 11 25 339
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 1 2 8 489
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 4 7 11 189
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 3 6 14 134
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 2 39 4 7 16 149
Parallelization Experience with Four Canonical Econometric Models using ParMitISEM 0 0 0 16 0 0 11 68
Parallelization experience with four canonical econometric models using ParMitISEM 0 0 0 9 2 3 7 58
Predicting the Volatility of Cryptocurrency Time Series 0 0 1 243 1 2 17 677
Selecting Primal Innovations in DSGE models 0 0 0 93 1 6 13 190
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 13 1 3 10 77
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 89 1 1 8 181
Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach 0 0 0 59 1 4 6 69
Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach 0 0 0 21 4 6 14 65
The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference 0 0 0 28 1 4 10 49
The R package MitISEM: efficient and robust simulation procedures for Bayesian inference 0 0 0 26 2 5 13 166
The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 8 0 2 11 65
Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies 0 1 1 64 2 6 14 104
When Long Memory Meets the Kalman Filter: A Comparative Study 0 0 0 97 8 13 27 184
Total Working Papers 1 2 15 3,867 100 199 573 11,682

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 1 9 2 5 14 61
Characterising economic trends by Bayesian stochastic model specification search 0 0 0 9 4 5 8 87
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 0 0 11 0 0 10 77
Forecasting With the Standardized Self‐Perturbed Kalman Filter 0 0 0 4 1 5 16 51
Has the Volatility of U.S. Inflation Changed and How? 0 0 2 79 1 6 16 229
Heterogeneous Computing in Economics: A Simplified Approach 0 0 0 11 3 9 17 95
It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model 0 1 2 15 1 2 7 107
Item response models to measure corporate social responsibility 0 0 0 18 0 4 16 118
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 1 1 2 8 7 10 29 91
Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM 0 0 0 1 2 5 10 70
Selecting structural innovations in DSGE models 0 0 0 72 1 3 11 171
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 12 0 2 6 80
The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 1 1 3 0 2 12 36
When long memory meets the Kalman filter: A comparative study 0 0 0 15 6 8 11 82
Total Journal Articles 1 3 8 267 28 66 183 1,355

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Statistics updated 2026-05-06