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 4 8 12 99
A data-cleaning augmented Kalman filter for robust estimation of state space models 0 0 2 76 2 3 5 124
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 2 37 1 3 7 113
Bayesian stochastic model specification search for seasonal and calendar effects 0 0 0 45 2 4 4 109
Characterizing economic trends by Bayesian stochastic model specifi cation search 0 0 0 81 1 1 5 195
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 55 1 3 4 161
Characterizing economic trends by Bayesian stochastic model specification search 0 0 0 60 2 6 6 184
Does the ARFIMA really shift? 0 0 0 18 5 8 14 131
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 1 1 77 3 5 6 170
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 1 9 11 120
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 0 62 1 2 3 124
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 0 68 5 10 12 159
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 31 1 3 3 53
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 14 1 1 5 48
Forecasting Cryptocurrencies Financial Time Series 0 2 3 236 3 14 19 704
Forecasting with the Standardized Self-Perturbed Kalman Filter 0 0 0 78 0 1 2 127
Forecasting with the Standardized Self-Perturbed Kalman Filter 0 0 0 63 1 1 2 133
Fundamental shock selection in DSGE models 0 0 0 44 4 6 9 84
Fundamental shock selection in DSGE models 0 0 1 221 2 3 5 446
Has the Volatility of U.S. Inflation Changed and How? 0 0 0 166 1 3 4 340
Heterogeneous Computing in Economics: A Simplified Approach 1 1 1 204 1 4 6 471
How to measure Corporate Social Responsibility 0 0 0 710 2 5 6 3,760
It's all about volatility of volatility: evidence from a two-factor stochastic volatility model 0 0 0 43 2 4 6 120
It’s all about volatility (of volatility): evidence from a two-factor stochastic volatility model 0 0 0 112 2 6 10 257
Modelling Crypto-Currencies Financial Time-Series 0 0 1 206 3 7 13 323
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 1 2 3 483
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 0 1 3 180
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 1 2 3 123
Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox 1 1 2 39 1 3 6 139
Parallelization Experience with Four Canonical Econometric Models using ParMitISEM 0 0 0 16 1 6 9 65
Parallelization experience with four canonical econometric models using ParMitISEM 0 0 0 9 1 2 4 54
Predicting the Volatility of Cryptocurrency Time Series 0 0 0 242 2 5 13 670
Selecting Primal Innovations in DSGE models 0 0 0 93 2 4 9 184
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 89 0 3 5 176
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 13 2 3 5 72
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 2 3 5 55
The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference 0 0 0 28 0 5 6 44
The R package MitISEM: efficient and robust simulation procedures for Bayesian inference 0 0 0 26 1 2 4 156
The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 8 2 3 5 59
Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies 0 0 1 63 1 3 5 94
When Long Memory Meets the Kalman Filter: A Comparative Study 0 0 0 97 0 1 2 159
Total Working Papers 2 5 14 3,861 68 168 266 11,331

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 1 1 3 49
Characterising economic trends by Bayesian stochastic model specification search 0 0 0 9 0 2 2 81
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 0 0 11 2 2 2 69
Forecasting With the Standardized Self‐Perturbed Kalman Filter 0 0 0 4 4 7 9 44
Has the Volatility of U.S. Inflation Changed and How? 0 2 2 79 1 5 7 219
Heterogeneous Computing in Economics: A Simplified Approach 0 0 0 11 2 6 6 84
It's all about volatility of volatility: Evidence from a two-factor stochastic volatility model 0 0 0 13 2 3 3 103
Item response models to measure corporate social responsibility 0 0 0 18 4 6 6 108
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 1 1 1 7 6 12 15 76
Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM 0 0 0 1 1 2 2 62
Selecting structural innovations in DSGE models 0 0 2 72 1 5 12 166
Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search 0 0 0 12 0 0 1 75
The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 2 3 6 7 31
When long memory meets the Kalman filter: A comparative study 0 0 0 15 1 3 3 74
Total Journal Articles 1 3 5 262 28 60 78 1,241

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Statistics updated 2026-01-09