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 80 1 1 5 71
A data-cleaning augmented Kalman filter for robust estimation of state space models 0 0 0 70 2 2 10 97
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 1 34 0 0 9 98
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 0 45 0 0 7 104
Characterizing economic trends by Bayesian stochastic model specifi cation search 0 0 0 80 0 0 3 182
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 60 0 0 5 167
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 54 1 2 6 146
Does the ARFIMA really shift? 0 0 1 12 1 6 28 64
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 8 11 16 71 12 17 38 139
Dynamic predictive density combinations for large data sets in economics and finance 0 0 4 32 1 4 14 93
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 1 60 0 0 5 108
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 1 66 0 0 8 139
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 30 0 0 12 42
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 12 0 2 6 30
Forecasting Cryptocurrencies Financial Time Series 0 7 37 151 9 34 137 372
Forecasting with the Standardized Self-Perturbed Kalman Filter 0 0 3 61 1 1 12 109
Forecasting with the Standardized Self-Perturbed Kalman Filter 0 0 0 77 0 2 9 107
Fundamental shock selection in DSGE models 0 1 1 40 1 3 6 51
Fundamental shock selection in DSGE models 0 0 3 218 1 1 10 413
Has the Volatility of U.S. Inflation Changed and How? 0 0 1 162 1 2 7 322
Heterogeneous Computing in Economics: A Simplified Approach 0 0 0 203 0 1 7 458
How to measure Corporate Social Responsibility 1 7 39 672 17 71 349 3,534
It's all about volatility of volatility: evidence from a two-factor stochastic volatility model 0 0 0 41 2 4 7 84
It’s all about volatility (of volatility): evidence from a two-factor stochastic volatility model 0 0 0 111 0 2 9 222
Modelling Crypto-Currencies Financial Time-Series 0 1 11 159 3 9 40 156
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 1 118 1 4 15 463
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 78 0 0 9 173
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 33 3 4 9 106
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 1 1 37 0 1 11 126
Parallelization Experience with Four Canonical Econometric Models using ParMitISEM 0 0 0 16 1 2 10 53
Parallelization experience with four canonical econometric models using ParMitISEM 0 0 0 9 1 3 11 46
Predicting the Volatility of Cryptocurrency Time–Series 0 6 37 130 4 20 120 345
Selecting Primal Innovations in DSGE models 0 0 5 91 1 3 15 148
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 88 1 2 11 158
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 1 1 11 0 2 8 50
Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach 1 1 1 58 1 2 7 55
Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach 1 1 1 21 2 2 6 48
The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference 0 0 0 28 0 0 4 35
The R package MitISEM: efficient and robust simulation procedures for Bayesian inference 0 0 1 25 0 0 6 145
The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 8 0 0 2 47
Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies 1 2 4 60 1 3 9 64
When Long Memory Meets the Kalman Filter: A Comparative Study 0 0 1 95 0 1 6 145
Total Working Papers 12 39 172 3,507 69 213 1,008 9,515


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 5 1 2 7 24
Characterising economic trends by Bayesian stochastic model specification search 0 0 0 9 0 0 2 74
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 0 0 9 0 0 5 55
Forecasting With the Standardized Self‐Perturbed Kalman Filter 0 0 1 4 1 2 9 26
Has the Volatility of U.S. Inflation Changed and How? 0 1 4 74 1 2 8 193
Heterogeneous Computing in Economics: A Simplified Approach 0 0 0 10 0 0 7 69
It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model 0 0 0 8 0 1 6 72
Item response models to measure corporate social responsibility 0 0 1 16 0 2 8 94
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 0 1 6 1 2 7 51
Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM 0 0 0 1 2 3 11 52
Selecting structural innovations in DSGE models 2 11 28 51 2 14 42 92
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 9 0 1 5 56
The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 2 1 1 3 17
When long memory meets the Kalman filter: A comparative study 0 0 0 10 0 1 4 47
Total Journal Articles 2 12 36 214 9 31 124 922


Statistics updated 2021-01-03