Davide Delle Monache
Names
| first: |
Davide |
| last: |
Delle Monache |
Identifer
Contact
Affiliations
Research profile
author of:
- Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach (RePEc:aah:create:2015-30)
by Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris - Does the ARFIMA really shift? (RePEc:aah:create:2017-16)
by Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris - Adaptive models and heavy tails with an application to inflation forecasting (RePEc:bbk:bbkcam:1603)
by Davide Delle Monache & Ivan Petrella - Adaptive Models and Heavy Tails (RePEc:bbk:bbkefp:1409)
by Davide Delle Monache & Ivan Petrella - Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation (RePEc:bbk:bbkefp:1515)
by Delle Monache & Ivan Petrella & Fabrizio Venditti - Real and financial cycles: estimates using unobserved component models for the Italian economy (RePEc:bdi:opques:qef_382_17)
by Guido Bulligan & Lorenzo Burlon & Davide Delle Monache & Andrea Silvestrini - Financial markets effects of ECB unconventional monetary policy announcements (RePEc:bdi:opques:qef_424_18)
by Guido Bulligan & Davide Delle Monache - Energy price shocks and inflation in the euro area (RePEc:bdi:opques:qef_792_23)
by Stefano Neri & Fabio Busetti & Cristina Conflitti & Francesco Corsello & Davide Delle Monache & Alex Tagliabracci - Adaptive models and heavy tails (RePEc:bdi:wptemi:td_1052_16)
by Davide Delle Monache & Ivan Petrella - Domestic and global determinants of inflation: evidence from expectile regression (RePEc:bdi:wptemi:td_1225_19)
by Fabio Busetti & Michele Caivano & Davide Delle Monache - The time-varying risk of Italian GDP (RePEc:bdi:wptemi:td_1288_20)
by Fabio Busetti & Michele Caivano & Davide Delle Monache & Claudia Pacella - Price dividend ratio and long-run stock returns: a score driven state space model (RePEc:bdi:wptemi:td_1296_20)
by Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio - Modeling and forecasting macroeconomic downside risk (RePEc:bdi:wptemi:td_1324_21)
by Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan - Domestic and Global Determinants of Inflation: Evidence from Expectile Regression (RePEc:bla:obuest:v:83:y:2021:i:4:p:982-1001)
by Fabio Busetti & Michele Caivano & Davide Delle Monache - Adaptive models and heavy tails (RePEc:boe:boeewp:0577)
by Petrella, Ivan & Delle Monache, Davide - Adaptive state space models with applications to the business cycle and financial stress (RePEc:cpr:ceprdp:11599)
by Petrella, Ivan & Venditti, Fabrizio & Delle Monache, Davide - Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model (RePEc:cpr:ceprdp:14107)
by Petrella, Ivan & Delle Monache, Davide & Venditti, Fabrizio - Modeling and Forecasting Macroeconomic Downside Risk (RePEc:cpr:ceprdp:15109)
by Petrella, Ivan & Delle Monache, Davide & De Polis, Andrea - Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity (RePEc:ecb:ecbwps:20171994)
by Locarno, Alberto & Delle Monache, Davide & Busetti, Fabio & Gerali, Andrea - Price dividend ratio and long-run stock returns: a score driven state space model (RePEc:ecb:ecbwps:20202369)
by Delle Monache, Davide & Venditti, Fabrizio & Petrella, Ivan - Computing the mean square error of unobserved components extracted by misspecified time series models (RePEc:eee:dyncon:v:33:y:2009:i:2:p:283-295)
by Harvey, Andrew C. & Delle Monache, Davide - The time-varying risk of Italian GDP (RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001115)
by Busetti, Fabio & Caivano, Michele & Delle Monache, Davide & Pacella, Claudia - Efficient matrix approach for classical inference in state space models (RePEc:eee:ecolet:v:181:y:2019:i:c:p:22-27)
by Delle Monache, Davide & Petrella, Ivan - Adaptive models and heavy tails with an application to inflation forecasting (RePEc:eee:intfor:v:33:y:2017:i:2:p:482-501)
by Delle Monache, Davide & Petrella, Ivan - Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation (RePEc:eme:aecozz:s0731-905320150000035013)
by Davide Delle Monache & Ivan Petrella & Fabrizio Venditti - Adaptive models and heavy tails with an application to inflation forecasting (RePEc:pra:mprapa:75424)
by Delle Monache, Davide & Petrella, Ivan - Adaptive Models and Heavy Tails (RePEc:qmw:qmwecw:720)
by Davide Delle Monache & Ivan Petrella - Unknown item RePEc:qmw:qmwecw:wp720 (paper)
- Real and financial cycles: estimates using unobserved component models for the Italian economy (RePEc:spr:stmapp:v:28:y:2019:i:3:d:10.1007_s10260-019-00453-1)
by Guido Bulligan & Lorenzo Burlon & Davide Delle Monache & Andrea Silvestrini - A structural time series approach to modelling multiple and resurgent meat scares in Italy (RePEc:taf:applec:v:38:y:2006:i:14:p:1677-1688)
by Mario Mazzocchi & Davide Delle Monache & Alexandra Lobb - Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model (RePEc:taf:jnlbes:v:39:y:2021:i:4:p:1054-1065)
by Davide Delle Monache & Ivan Petrella & Fabrizio Venditti - Modeling and Forecasting Macroeconomic Downside Risk (RePEc:taf:jnlbes:v:42:y:2024:i:3:p:1010-1025)
by Davide Delle Monache & Andrea De Polis & Ivan Petrella - Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach (RePEc:ukc:ukcedp:1511)
by Davide Delle Monache & Stefano Grassi & Paolo Santucci - Adaptive Models and Heavy Tails with an Application to Inflation Forecasting (RePEc:wrk:wrkemf:13)
by Delle Monache, Davide & Petrella, Ivan - Efficient Matrix Approach for Classical Inference in State Space Models (RePEc:wrk:wrkemf:19)
by Delle Monache, Davide & Petrella, Ivan - Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model (RePEc:wrk:wrkemf:29)
by Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio - Modelling and Forecasting Macroeconomic Downside Risk (RePEc:wrk:wrkemf:34)
by Delle-Monache, Davide & De-Polis, Andrea & Petrella, Ivan