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 2 9 16 104
A data-cleaning augmented Kalman filter for robust estimation of state space models 0 0 1 76 1 5 7 127
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 1 37 0 4 8 116
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 0 45 0 4 6 111
Characterizing economic trends by Bayesian stochastic model specifi cation search 0 0 0 81 1 4 8 198
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 55 1 5 7 165
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 60 0 5 9 187
Does the ARFIMA really shift? 0 0 0 18 3 15 23 141
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 1 77 0 6 9 173
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 0 2 11 121
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 0 62 0 4 6 127
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 0 68 1 10 17 164
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 14 2 8 9 55
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 31 0 4 6 56
Forecasting Cryptocurrencies Financial Time Series 0 2 5 238 2 10 26 711
Forecasting with the Standardized Self-Perturbed Kalman Filter 0 0 0 78 0 3 5 130
Forecasting with the Standardized Self-Perturbed Kalman Filter 0 0 0 63 0 14 15 146
Fundamental shock selection in DSGE models 0 1 1 45 1 9 13 89
Fundamental shock selection in DSGE models 0 0 1 221 2 6 9 450
Has the Volatility of U.S. Inflation Changed and How? 0 0 0 166 2 6 9 345
Heterogeneous Computing in Economics: A Simplified Approach 0 1 1 204 1 2 7 472
How to measure Corporate Social Responsibility 0 0 0 710 3 8 12 3,766
It's all about volatility of volatility: evidence from a two-factor stochastic volatility model 0 0 0 43 4 12 15 130
It’s all about volatility (of volatility): evidence from a two-factor stochastic volatility model 0 0 0 112 0 5 11 260
Modelling Crypto-Currencies Financial Time-Series 0 0 1 206 9 17 27 337
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 1 6 7 488
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 1 3 6 183
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 2 8 10 130
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 0 1 2 39 1 5 10 143
Parallelization Experience with Four Canonical Econometric Models using ParMitISEM 0 0 0 16 0 4 12 68
Parallelization experience with four canonical econometric models using ParMitISEM 0 0 0 9 1 3 5 56
Predicting the Volatility of Cryptocurrency Time Series 0 1 1 243 1 8 17 676
Selecting Primal Innovations in DSGE models 0 0 0 93 2 4 9 186
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 13 1 5 8 75
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 89 0 4 8 180
Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach 0 0 0 21 1 7 10 60
Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach 0 0 0 59 1 3 3 66
The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference 0 0 0 28 2 3 9 47
The R package MitISEM: efficient and robust simulation procedures for Bayesian inference 0 0 0 26 0 6 8 161
The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 8 1 7 10 64
Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies 0 0 1 63 0 5 9 98
When Long Memory Meets the Kalman Filter: A Comparative Study 0 0 0 97 4 16 18 175
Total Working Papers 0 6 16 3,865 54 274 450 11,537

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 1 9 3 11 12 59
Characterising economic trends by Bayesian stochastic model specification search 0 0 0 9 1 2 4 83
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 0 0 11 0 10 10 77
Forecasting With the Standardized Self‐Perturbed Kalman Filter 0 0 0 4 3 9 14 49
Has the Volatility of U.S. Inflation Changed and How? 0 0 2 79 5 10 15 228
Heterogeneous Computing in Economics: A Simplified Approach 0 0 0 11 3 7 11 89
It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model 0 1 1 14 0 4 5 105
Item response models to measure corporate social responsibility 0 0 0 18 4 14 16 118
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 1 1 7 3 14 22 84
Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM 0 0 0 1 2 6 7 67
Selecting structural innovations in DSGE models 0 0 0 72 2 5 11 170
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 12 1 4 5 79
The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 2 1 7 11 35
When long memory meets the Kalman filter: A comparative study 0 0 0 15 2 3 5 76
Total Journal Articles 0 3 5 264 30 106 148 1,319

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04