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 2 82 0 1 7 88
A data-cleaning augmented Kalman filter for robust estimation of state space models 0 1 3 75 0 1 4 120
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 0 45 0 0 0 105
Bayesian stochastic model specification search for seasonal and calendar effects 0 1 1 36 0 2 3 108
Characterizing economic trends by Bayesian stochastic model specifi cation search 0 0 0 81 0 0 1 190
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 60 0 0 0 178
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 55 0 1 1 158
Does the ARFIMA really shift? 0 0 1 18 1 2 6 119
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 0 76 0 0 1 164
Dynamic predictive density combinations for large data sets in economics and finance 0 0 1 37 0 1 2 110
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 2 62 0 0 2 121
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 1 68 0 0 1 147
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 14 0 3 3 46
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 31 0 0 0 50
Forecasting Cryptocurrencies Financial Time Series 0 0 5 233 0 0 13 685
Forecasting with the Standardized Self-Perturbed Kalman Filter 0 0 0 78 0 0 0 125
Forecasting with the Standardized Self-Perturbed Kalman Filter 0 0 0 63 0 0 0 131
Fundamental shock selection in DSGE models 0 0 1 220 0 0 1 441
Fundamental shock selection in DSGE models 0 0 1 44 0 1 9 76
Has the Volatility of U.S. Inflation Changed and How? 0 0 1 166 0 0 1 336
Heterogeneous Computing in Economics: A Simplified Approach 0 0 0 203 1 1 1 466
How to measure Corporate Social Responsibility 0 0 1 710 0 0 5 3,754
It's all about volatility of volatility: evidence from a two-factor stochastic volatility model 0 0 0 43 0 1 3 115
It’s all about volatility (of volatility): evidence from a two-factor stochastic volatility model 0 0 1 112 0 2 8 249
Modelling Crypto-Currencies Financial Time-Series 0 0 5 205 2 2 17 312
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 0 1 2 481
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 1 1 1 178
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 0 0 0 120
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 0 37 0 0 2 133
Parallelization Experience with Four Canonical Econometric Models using ParMitISEM 0 0 0 16 1 1 1 57
Parallelization experience with four canonical econometric models using ParMitISEM 0 0 0 9 0 1 1 51
Predicting the Volatility of Cryptocurrency Time Series 0 0 5 242 0 2 9 659
Selecting Primal Innovations in DSGE models 0 0 0 93 0 2 3 177
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 89 0 1 1 172
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 13 0 0 1 67
Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach 0 0 0 21 1 1 1 51
Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach 0 0 1 59 0 0 1 63
The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference 0 0 0 28 0 0 0 38
The R package MitISEM: efficient and robust simulation procedures for Bayesian inference 0 0 0 26 0 1 2 153
The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 8 0 0 3 54
Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies 1 1 1 63 1 1 2 90
When Long Memory Meets the Kalman Filter: A Comparative Study 0 0 0 97 0 0 0 157
Total Working Papers 1 3 33 3,850 8 30 119 11,095

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 0 8 0 1 6 47
Characterising economic trends by Bayesian stochastic model specification search 0 0 0 9 0 0 0 79
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 0 0 11 0 0 1 67
Forecasting With the Standardized Self‐Perturbed Kalman Filter 0 0 0 4 0 0 0 35
Has the Volatility of U.S. Inflation Changed and How? 0 0 0 77 0 1 2 213
Heterogeneous Computing in Economics: A Simplified Approach 0 0 1 11 0 0 1 78
It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model 0 0 2 13 0 0 4 100
Item response models to measure corporate social responsibility 0 0 0 18 0 0 0 102
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 0 0 6 0 1 1 62
Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM 0 0 0 1 0 0 1 60
Selecting structural innovations in DSGE models 0 2 8 72 0 5 16 159
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 12 0 0 2 74
The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 2 0 0 0 24
When long memory meets the Kalman filter: A comparative study 0 0 0 15 0 0 0 71
Total Journal Articles 0 2 11 259 0 8 34 1,171

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Statistics updated 2025-04-04