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 0 3 21 112
A data-cleaning augmented Kalman filter for robust estimation of state space models 0 0 0 76 0 1 12 133
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 0 45 0 1 9 114
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 0 37 0 1 13 123
Characterizing economic trends by Bayesian stochastic model specifi cation search 0 0 0 81 0 1 7 201
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 60 0 1 12 190
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 55 0 1 10 168
Does the ARFIMA really shift? 0 0 0 18 0 0 24 147
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 1 77 0 2 15 180
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 0 0 14 125
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 0 62 0 1 9 131
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 0 68 0 1 22 171
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 31 1 1 9 59
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 14 0 2 17 64
Forecasting Cryptocurrencies Financial Time Series 2 2 9 243 3 4 37 727
Forecasting with the Standardized Self-Perturbed Kalman Filter 0 0 0 63 0 1 17 149
Forecasting with the Standardized Self-Perturbed Kalman Filter 0 0 0 78 1 3 12 138
Fundamental shock selection in DSGE models 0 0 0 221 0 0 14 457
Fundamental shock selection in DSGE models 0 0 1 45 0 2 21 99
Has the Volatility of U.S. Inflation Changed and How? 0 0 0 166 1 2 11 348
Heterogeneous Computing in Economics: A Simplified Approach 0 0 1 204 0 1 10 477
How to measure Corporate Social Responsibility 0 0 0 710 1 1 13 3,768
It's all about volatility of volatility: evidence from a two-factor stochastic volatility model 0 0 0 43 0 0 25 141
It’s all about volatility (of volatility): evidence from a two-factor stochastic volatility model 0 0 0 112 0 2 11 262
Modelling Crypto-Currencies Financial Time-Series 0 0 0 206 0 3 27 343
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 0 0 9 490
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 0 1 13 192
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 0 1 16 137
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 1 39 1 3 18 154
Parallelization Experience with Four Canonical Econometric Models using ParMitISEM 0 0 0 16 0 0 10 69
Parallelization experience with four canonical econometric models using ParMitISEM 0 0 0 9 0 1 9 61
Predicting the Volatility of Cryptocurrency Time Series 0 0 1 243 0 0 15 680
Selecting Primal Innovations in DSGE models 0 0 0 93 1 3 13 193
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 13 0 0 8 77
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 89 0 1 11 184
Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach 0 0 0 59 1 2 10 73
Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach 0 0 0 21 0 0 14 66
The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference 0 0 0 28 1 1 13 52
The R package MitISEM: efficient and robust simulation procedures for Bayesian inference 0 0 0 26 0 0 12 166
The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 8 1 2 11 67
Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies 1 1 2 65 1 2 17 108
When Long Memory Meets the Kalman Filter: A Comparative Study 0 0 0 97 0 1 28 186
Total Working Papers 3 3 16 3,872 13 53 619 11,782

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 0 0 14 62
Characterising economic trends by Bayesian stochastic model specification search 0 0 0 9 0 22 30 109
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 0 0 11 1 2 12 79
Forecasting With the Standardized Self‐Perturbed Kalman Filter 0 0 0 4 0 1 15 52
Has the Volatility of U.S. Inflation Changed and How? 0 0 2 79 0 0 15 229
Heterogeneous Computing in Economics: A Simplified Approach 0 0 0 11 0 0 17 95
It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model 0 0 2 15 1 2 10 110
Item response models to measure corporate social responsibility 0 0 0 18 0 1 18 120
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 1 3 9 0 1 29 93
Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM 0 0 0 1 1 2 13 73
Selecting structural innovations in DSGE models 1 2 2 74 3 5 15 176
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 12 0 1 7 82
The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 1 3 0 1 13 38
When long memory meets the Kalman filter: A comparative study 0 0 1 16 1 2 14 85
Total Journal Articles 1 3 12 271 7 40 222 1,403

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Statistics updated 2026-10-11