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 1 78 2 4 11 61
A data-cleaning augmented Kalman filter for robust estimation of state space models 0 0 2 70 0 4 13 84
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 0 45 2 5 6 97
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 0 33 1 2 9 89
Characterizing economic trends by Bayesian stochastic model specifi cation search 0 0 0 80 0 2 4 178
Characterizing economic trends by Bayesian stochastic model specification search 1 1 2 54 1 4 8 140
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 60 0 1 2 161
Does the ARFIMA really shift? 0 1 3 9 2 8 19 33
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 1 1 4 55 2 5 13 99
Dynamic predictive density combinations for large data sets in economics and finance 0 0 2 27 1 3 12 76
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 1 59 0 1 13 102
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 4 64 1 3 12 129
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 1 12 2 4 16 21
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 6 30 3 6 18 27
Forecasting Cryptocurrencies Financial Time Series 1 13 47 107 9 39 142 203
Forecasting with the Standardized Self-Perturbed Kalman Filter 0 0 1 77 1 4 7 96
Forecasting with the Standardized Self-Perturbed Kalman Filter 0 0 2 58 1 3 18 96
Fundamental shock selection in DSGE models 0 0 1 39 1 2 6 44
Fundamental shock selection in DSGE models 0 0 8 215 2 5 36 399
Has the Volatility of U.S. Inflation Changed and How? 0 0 1 161 0 2 7 315
Heterogeneous Computing in Economics: A Simplified Approach 0 0 1 203 0 2 5 449
How to measure Corporate Social Responsibility 4 11 34 622 45 95 410 3,037
It's all about volatility of volatility: evidence from a two-factor stochastic volatility model 0 1 1 41 1 3 18 77
It’s all about volatility (of volatility): evidence from a two-factor stochastic volatility model 0 0 0 111 2 3 10 213
Modelling Crypto-Currencies Financial Time-Series 2 3 14 147 4 10 41 110
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 116 2 9 24 445
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 2 3 33 0 4 13 96
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 78 1 5 12 163
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 1 36 0 4 17 114
Parallelization Experience with Four Canonical Econometric Models using ParMitISEM 0 0 0 16 2 6 9 43
Parallelization experience with four canonical econometric models using ParMitISEM 0 0 1 9 3 6 15 34
Predicting the Volatility of Cryptocurrency Time–Series 4 7 33 90 8 20 119 211
Selecting Primal Innovations in DSGE models 0 2 17 85 1 5 45 125
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 1 1 2 10 1 7 13 42
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 1 1 2 88 1 4 6 146
Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach 0 0 0 57 0 2 7 47
Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach 0 0 0 19 1 3 18 40
The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference 0 0 3 28 3 5 10 30
The R package MitISEM: efficient and robust simulation procedures for Bayesian inference 0 0 0 24 1 3 10 139
The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 8 1 3 5 44
Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies 0 0 0 56 2 10 15 52
When Long Memory Meets the Kalman Filter: A Comparative Study 0 1 1 94 1 4 4 138
Total Working Papers 15 45 199 3,304 111 320 1,198 8,245


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 1 2 2 1 6 11 13
Characterising economic trends by Bayesian stochastic model specification search 0 0 0 9 1 3 6 72
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 0 1 9 3 9 15 48
Forecasting With the Standardized Self‐Perturbed Kalman Filter 0 0 1 3 3 4 10 15
Has the Volatility of U.S. Inflation Changed and How? 0 0 1 69 1 4 8 182
Heterogeneous Computing in Economics: A Simplified Approach 0 0 0 10 0 1 6 62
It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model 0 0 0 8 0 1 8 65
Item response models to measure corporate social responsibility 0 0 2 15 2 4 12 84
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 1 1 4 2 5 12 43
Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM 0 0 0 1 2 9 15 41
Selecting structural innovations in DSGE models 2 7 17 17 5 15 38 38
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 1 1 2 9 2 6 13 50
The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 1 2 2 5 10 14
When long memory meets the Kalman filter: A comparative study 0 0 0 10 0 1 1 42
Total Journal Articles 3 10 28 168 24 73 165 769


Statistics updated 2019-11-03