gianni amisano
Names
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gianni |
| last: |
amisano |
Identifer
Contact
Affiliations
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Rimini Centre for Economic Analysis (RCEA) (weight: 33%)
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European Central Bank (weight: 34%)
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University of Technology Sydney
/ Business School
/ Economics Discipline Group (weight: 33%)
Research profile
author of:
- Prediction with Misspecified Models (RePEc:aea:aecrev:v:102:y:2012:i:3:p:482-86)
by John Geweke & Gianni Amisano - Bayesian Analysis Of Integration At Different Frequencies In Quarterly Data (RePEc:ags:uwarer:268623)
by Amisano, Gianni - Comparing Density Forecasts via Weighted Likelihood Ratio Tests (RePEc:bes:jnlbes:v:25:y:2007:p:177-190)
by Amisano, Gianni & Giacomini, Raffaella - Assessing European Central Bank'S Credibility During The First Years Of The Eurosystem: A Bayesian Empirical Investigation (RePEc:bla:manchs:v:78:y:2010:i:5:p:437-459)
by Gianni Amisano & Marco Tronzano - What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence (RePEc:bla:scotjp:v:50:y:2003:i:4:p:440-470)
by Gianni Amisano & Massimiliano Serati - Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model (RePEc:cpr:ceprdp:6373)
by Tristani, Oreste & Amisano, Giovanni - Enhancing monetary analysis (RePEc:ecb:ecbrbu:2010:0011:1)
by Gianni Amisano & Andreas Beyer & Michele Lenza - The euro area sovereign crisis: monitoring spillovers and contagion (RePEc:ecb:ecbrbu:2011:0014:1)
by Giovanni Amisano & Oreste Tristani - Euro area inflation persistence in an estimated nonlinear DSGE model (RePEc:ecb:ecbwps:2007754)
by Tristani, Oreste & Amisano, Gianni - Hierarchical Markov normal mixture models with applications to financial asset returns (RePEc:ecb:ecbwps:2007831)
by Amisano, Gianni & Geweke, John - Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk (RePEc:ecb:ecbwps:2008881)
by Amisano, Gianni & Savona, Roberto - Comparing and evaluating Bayesian predictive distributions of assets returns (RePEc:ecb:ecbwps:2008969)
by Amisano, Gianni & Geweke, John - Optimal Prediction Pools (RePEc:ecb:ecbwps:20091017)
by Amisano, Gianni & Geweke, John - EMU and the adjustment to asymmetric shocks: the case of Italy (RePEc:ecb:ecbwps:20091128)
by Amisano, Gianni & Giammarioli, Nicola & Stracca, Livio - Money growth and inflation: a regime switching approach (RePEc:ecb:ecbwps:20101207)
by Amisano, Gianni & Fagan, Gabriel - Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations (RePEc:ecb:ecbwps:20111341)
by Tristani, Oreste & Amisano, Gianni - Analysis of variance for bayesian inference (RePEc:ecb:ecbwps:20111409)
by Amisano, Gianni & Geweke, John - Prediction using several macroeconomic models (RePEc:ecb:ecbwps:20131537)
by Amisano, Gianni & Geweke, John - Uncertainty shocks, monetary policy and long-term interest rates (RePEc:ecb:ecbwps:20192279)
by Amisano, Gianni & Tristani, Oreste - Euro area inflation persistence in an estimated nonlinear DSGE model (RePEc:eee:dyncon:v:34:y:2010:i:10:p:1837-1858)
by Amisano, Gianni & Tristani, Oreste - Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations (RePEc:eee:dyncon:v:35:y:2011:i:12:p:2167-2185)
by Amisano, Gianni & Tristani, Oreste - Optimal prediction pools (RePEc:eee:econom:v:164:y:2011:i:1:p:130-141)
by Geweke, John & Amisano, Gianni - Comparing and evaluating Bayesian predictive distributions of asset returns (RePEc:eee:intfor:v:26:y::i:2:p:216-230)
by Geweke, John & Amisano, Gianni - Money growth and inflation: A regime switching approach (RePEc:eee:jimfin:v:33:y:2013:i:c:p:118-145)
by Amisano, Gianni & Fagan, Gabriel - Bayesian inference in cointegrated systems (RePEc:eee:reecon:v:57:y:2003:i:4:p:287-314)
by Amisano, Gianni - Profit related pay in Italy (RePEc:eme:ijmpps:01437720410554160)
by Gianni Amisano & Alessandra Del Boca - Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates (RePEc:fip:fedgfe:2019-24)
by Gianni Amisano & Oreste Tristani - Euro area inflation persistence in an estimated nonlinear dsge model (RePEc:hal:journl:hal-00732762)
by Gianni Amisano & Oreste Tristani - Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR (RePEc:hep:macppr:201304)
by Gianni Amisano & Roberta Colavecchio - A money-based indicator for deflation risk (RePEc:hep:macppr:201403)
by Gianni Amisano & Roberta Colavecchio & Gabriel Fagan - What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence (RePEc:liu:liucec:111)
by Gianni Amisano & Massimiliano Serati - Unemployment persistence in Italy. An econometric analysis with multivariate time varying parameter models (RePEc:liu:liucec:121)
by Gianni Amisano & Massimiliano Serati - Unemployment and labour taxation: an econometric analysis (RePEc:liu:liucec:122)
by Massimiliano Serati & Gianni Amisano - Building composite leading indexes in a dynamic factor model framework: a new proposal (RePEc:liu:liucec:212)
by Massimiliano Serati & Gianni Amisano - Mutual Funds Dynamics and Economic Predictors (RePEc:oup:jfinec:v:15:y:2017:i:2:p:302-330.)
by Gianni Amisano & Roberto Savona - A nonlinear DSGE model of the term structure with regime shifts (RePEc:red:sed010:234)
by Oreste Tristani & Gianni Amisano - Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model (RePEc:rim:rimwps:18_07)
by Gianni Amisano & Oreste Tristani - Optimal Prediction Pools (RePEc:rim:rimwps:22_08)
by John Geweke & Gianni Amisano - Euro area inflation persistence in an estimated nonlinear (RePEc:sce:scecfa:347)
by Gianni Amisano & Oreste Tristani - Diversification by entry into a new submarket? (RePEc:taf:applec:45:y:2013:i:12:p:1507-1518)
by Gianni Amisano & Maria Letizia Giorgetti - Analysis of Variance for Bayesian Inference (RePEc:taf:emetrv:v:33:y:2014:i:1-4:p:270-288)
by John Geweke & Gianni Amisano - What goes up sometimes stays up: Shocks and Institutions as Determinants of Unemployment Persistence (RePEc:tin:wpaper:20020116)
by Gianni Amisano & Massimiliano Serati - Prediction Using Several Macroeconomic Models (RePEc:tpr:restat:v:99:y:2017:i:5:p:912-925)
by Gianni Amisano & John Geweke - Euro area inflation persistence in an estimated nonlinear DSGE model (RePEc:ubs:wpaper:0704)
by Gianni Amisano & Oreste Tristani - Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns (RePEc:ubs:wpaper:0705)
by John Geweke & Gianni Amisano - Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk (RePEc:ubs:wpaper:0706)
by Gianni Amisano & Roberto Savona - Particle Filters for Markov-Switching Stochastic-Correlation Models (RePEc:ubs:wpaper:0814)
by Gianni Amisano & Roberto Casarin - The Dynamics of Firms' Entry and Diversification: A Bayesian Panel Probit Approach. A Cross-country analysis (RePEc:ubs:wpaper:ubs0408)
by Gianni Amisano & Maria Letizia Giorgetti - Comparing Density Forecsts via Weighted Likelihood Ratio Tests (RePEc:ubs:wpaper:ubs0504)
by Gianni Amisano & Raffaella Giacomini - Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach (RePEc:ubs:wpaper:ubs0511)
by Gianni Amisano & Maria Letizia Giorgetti - Assessing ECB?s Credibility During the First Years of the Eurosystem: A Bayesian Empirical Investigation (RePEc:ubs:wpaper:ubs0512)
by Gianni Amisano & Marco Tronzano - Hierarchical Markov normal mixture models with applications to financial asset returns (RePEc:wly:japmet:v:26:y:2011:i:1:p:1-29)
by John Geweke & Gianni Amisano - Entry Into Pharmaceutical Submarkets: A Bayesian Panel Probit Analysis (RePEc:wly:japmet:v:28:y:2013:i:4:p:667-701)
by Gianni Amisano & Maria Letizia Giorgetti - Monetary policy and long‐term interest rates (RePEc:wly:quante:v:14:y:2023:i:2:p:689-716)
by Gianni Amisano & Oreste Tristani - Bayesian Analysis of Integration at Different Frequencies in Quarterly Data (RePEc:wrk:warwec:426)
by Amisano, Gianni - A money-based indicator for deflation risk (RePEc:zbw:vfsc14:100595)
by Colavecchio, Roberta & Amisano, Gianni & Fagan, Gabriel