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 82 0 0 7 90
A data-cleaning augmented Kalman filter for robust estimation of state space models 0 0 3 76 0 0 4 121
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 1 36 0 1 4 109
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 0 45 0 0 0 105
Characterizing economic trends by Bayesian stochastic model specifi cation search 0 0 0 81 1 3 4 194
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 0 1 158
Does the ARFIMA really shift? 0 0 0 18 2 2 6 122
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 0 76 1 1 1 165
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 0 0 1 110
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 2 62 0 1 3 122
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 0 68 1 1 2 149
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 31 0 0 0 50
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 14 0 1 4 47
Forecasting Cryptocurrencies Financial Time Series 0 0 2 234 0 1 7 690
Forecasting with the Standardized Self-Perturbed Kalman Filter 0 0 0 63 0 0 1 132
Forecasting with the Standardized Self-Perturbed Kalman Filter 0 0 0 78 0 0 0 125
Fundamental shock selection in DSGE models 0 0 1 220 0 0 2 442
Fundamental shock selection in DSGE models 0 0 0 44 0 0 8 78
Has the Volatility of U.S. Inflation Changed and How? 0 0 1 166 1 1 2 337
Heterogeneous Computing in Economics: A Simplified Approach 0 0 0 203 0 1 2 467
How to measure Corporate Social Responsibility 0 0 1 710 0 0 4 3,754
It's all about volatility of volatility: evidence from a two-factor stochastic volatility model 0 0 0 43 0 0 3 115
It’s all about volatility (of volatility): evidence from a two-factor stochastic volatility model 0 0 0 112 1 1 5 250
Modelling Crypto-Currencies Financial Time-Series 1 1 3 206 1 2 9 316
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 0 0 2 481
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 0 1 2 179
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 0 1 1 121
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 0 1 38 0 2 3 136
Parallelization Experience with Four Canonical Econometric Models using ParMitISEM 0 0 0 16 0 1 3 59
Parallelization experience with four canonical econometric models using ParMitISEM 0 0 0 9 0 1 2 52
Predicting the Volatility of Cryptocurrency Time Series 0 0 1 242 1 1 7 663
Selecting Primal Innovations in DSGE models 0 0 0 93 3 3 5 180
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 89 0 0 2 173
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 13 2 2 3 69
Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach 0 0 0 59 0 0 0 63
Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach 0 0 0 21 0 0 1 51
The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference 0 0 0 28 0 0 1 39
The R package MitISEM: efficient and robust simulation procedures for Bayesian inference 0 0 0 26 0 0 2 153
The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 8 1 2 3 56
Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies 0 0 1 63 1 1 2 91
When Long Memory Meets the Kalman Filter: A Comparative Study 0 0 0 97 0 0 0 157
Total Working Papers 1 1 18 3,854 16 31 119 11,149

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 48
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 0 67
Forecasting With the Standardized Self‐Perturbed Kalman Filter 0 0 0 4 0 1 1 36
Has the Volatility of U.S. Inflation Changed and How? 0 0 0 77 0 0 2 214
Heterogeneous Computing in Economics: A Simplified Approach 0 0 0 11 0 0 0 78
It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model 0 0 1 13 0 0 2 100
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 1 2 3 64
Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM 0 0 0 1 0 0 1 60
Selecting structural innovations in DSGE models 0 0 6 72 0 1 13 161
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 12 0 1 3 75
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 0 7 259 1 6 31 1,179

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Statistics updated 2025-09-05