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 5 19 109
A data-cleaning augmented Kalman filter for robust estimation of state space models 0 0 0 76 0 4 10 131
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 0 45 0 1 7 112
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 1 37 1 5 13 121
Characterizing economic trends by Bayesian stochastic model specifi cation search 0 0 0 81 0 0 7 198
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 60 0 2 11 189
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 55 0 2 9 167
Does the ARFIMA really shift? 0 0 0 18 1 5 26 146
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 1 77 1 5 14 178
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 0 4 15 125
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 0 62 0 2 8 129
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 0 68 0 6 22 170
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 31 0 2 8 58
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 14 0 7 16 62
Forecasting Cryptocurrencies Financial Time Series 0 1 5 239 2 10 32 721
Forecasting with the Standardized Self-Perturbed Kalman Filter 0 0 0 63 0 2 16 148
Forecasting with the Standardized Self-Perturbed Kalman Filter 0 0 0 78 2 4 9 134
Fundamental shock selection in DSGE models 0 0 1 221 0 7 15 457
Fundamental shock selection in DSGE models 0 0 1 45 0 7 18 96
Has the Volatility of U.S. Inflation Changed and How? 0 0 0 166 1 1 10 346
Heterogeneous Computing in Economics: A Simplified Approach 0 0 1 204 0 4 10 476
How to measure Corporate Social Responsibility 0 0 0 710 1 1 13 3,767
It's all about volatility of volatility: evidence from a two-factor stochastic volatility model 0 0 0 43 3 11 26 141
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 3 26 340
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 0 1 8 489
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 0 4 14 134
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 0 6 11 189
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 1 39 2 8 17 151
Parallelization Experience with Four Canonical Econometric Models using ParMitISEM 0 0 0 16 0 0 10 68
Parallelization experience with four canonical econometric models using ParMitISEM 0 0 0 9 2 4 9 60
Predicting the Volatility of Cryptocurrency Time Series 0 0 1 243 3 4 18 680
Selecting Primal Innovations in DSGE models 0 0 0 93 0 4 13 190
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 13 0 2 10 77
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 89 0 1 8 181
Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach 0 0 0 59 1 4 7 70
Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach 0 0 0 21 0 5 14 65
The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference 0 0 0 28 1 3 11 50
The R package MitISEM: efficient and robust simulation procedures for Bayesian inference 0 0 0 26 0 5 13 166
The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 8 0 1 11 65
Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies 0 1 1 64 1 7 15 105
When Long Memory Meets the Kalman Filter: A Comparative Study 0 0 0 97 1 10 28 185
Total Working Papers 0 2 14 3,867 24 169 588 11,706

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 1 3 15 62
Characterising economic trends by Bayesian stochastic model specification search 0 0 0 9 0 4 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 0 2 16 51
Has the Volatility of U.S. Inflation Changed and How? 0 0 2 79 0 1 15 229
Heterogeneous Computing in Economics: A Simplified Approach 0 0 0 11 0 6 17 95
It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model 0 1 2 15 0 2 7 107
Item response models to measure corporate social responsibility 0 0 0 18 1 1 17 119
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 1 2 8 1 8 30 92
Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM 0 0 0 1 1 4 11 71
Selecting structural innovations in DSGE models 0 0 0 72 0 1 11 171
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 12 1 2 7 81
The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 1 1 3 1 2 13 37
When long memory meets the Kalman filter: A comparative study 0 0 0 15 0 6 11 82
Total Journal Articles 0 3 8 267 6 42 188 1,361

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Statistics updated 2026-06-04