gianni amisano
Names
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gianni |
| last: |
amisano |
Identifer
Contact
Affiliations
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European Central Bank (weight: 34%)
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Rimini Centre for Economic Analysis (RCEA) (weight: 33%)
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University of Technology Sydney
/ Business School
/ Economics Discipline Group (weight: 33%)
Research profile
author of:
- Prediction with Misspecified Models
American Economic Review, American Economic Association (2012)
by John Geweke & Gianni Amisano
(ReDIF-article, aea:aecrev:v:102:y:2012:i:3:p:482-86) - Bayesian Analysis Of Integration At Different Frequencies In Quarterly Data
Economic Research Papers, University of Warwick - Department of Economics (1994)
by Amisano, Gianni
(ReDIF-paper, ags:uwarer:268623) - Comparing Density Forecasts via Weighted Likelihood Ratio Tests
Journal of Business & Economic Statistics, American Statistical Association (2007)
by Amisano, Gianni & Giacomini, Raffaella
(ReDIF-article, bes:jnlbes:v:25:y:2007:p:177-190) - Assessing European Central Bank'S Credibility During The First Years Of The Eurosystem: A Bayesian Empirical Investigation
Manchester School, University of Manchester (2010)
by Gianni Amisano & Marco Tronzano
(ReDIF-article, bla:manchs:v:78:y:2010:i:5:p:437-459) - What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence
Scottish Journal of Political Economy, Scottish Economic Society (2003)
by Gianni Amisano & Massimiliano Serati
(ReDIF-article, bla:scotjp:v:50:y:2003:i:4:p:440-470) - Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007)
by Tristani, Oreste & Amisano, Giovanni
(ReDIF-paper, cpr:ceprdp:6373) - Enhancing monetary analysis
Research Bulletin, European Central Bank (2010)
by Gianni Amisano & Andreas Beyer & Michele Lenza
(ReDIF-article, ecb:ecbrbu:2010:0011:1) - The euro area sovereign crisis: monitoring spillovers and contagion
Research Bulletin, European Central Bank (2011)
by Giovanni Amisano & Oreste Tristani
(ReDIF-article, ecb:ecbrbu:2011:0014:1) - Euro area inflation persistence in an estimated nonlinear DSGE model
Working Paper Series, European Central Bank (2007)
by Tristani, Oreste & Amisano, Gianni
(ReDIF-paper, ecb:ecbwps:2007754) - Hierarchical Markov normal mixture models with applications to financial asset returns
Working Paper Series, European Central Bank (2007)
by Amisano, Gianni & Geweke, John
(ReDIF-paper, ecb:ecbwps:2007831) - Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk
Working Paper Series, European Central Bank (2008)
by Amisano, Gianni & Savona, Roberto
(ReDIF-paper, ecb:ecbwps:2008881) - Comparing and evaluating Bayesian predictive distributions of assets returns
Working Paper Series, European Central Bank (2008)
by Amisano, Gianni & Geweke, John
(ReDIF-paper, ecb:ecbwps:2008969) - Optimal Prediction Pools
Working Paper Series, European Central Bank (2009)
by Amisano, Gianni & Geweke, John
(ReDIF-paper, ecb:ecbwps:20091017) - EMU and the adjustment to asymmetric shocks: the case of Italy
Working Paper Series, European Central Bank (2009)
by Amisano, Gianni & Giammarioli, Nicola & Stracca, Livio
(ReDIF-paper, ecb:ecbwps:20091128) - Money growth and inflation: a regime switching approach
Working Paper Series, European Central Bank (2010)
by Amisano, Gianni & Fagan, Gabriel
(ReDIF-paper, ecb:ecbwps:20101207) - Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
Working Paper Series, European Central Bank (2011)
by Tristani, Oreste & Amisano, Gianni
(ReDIF-paper, ecb:ecbwps:20111341) - Analysis of variance for bayesian inference
Working Paper Series, European Central Bank (2011)
by Amisano, Gianni & Geweke, John
(ReDIF-paper, ecb:ecbwps:20111409) - Prediction using several macroeconomic models
Working Paper Series, European Central Bank (2013)
by Amisano, Gianni & Geweke, John
(ReDIF-paper, ecb:ecbwps:20131537) - Uncertainty shocks, monetary policy and long-term interest rates
Working Paper Series, European Central Bank (2019)
by Amisano, Gianni & Tristani, Oreste
(ReDIF-paper, ecb:ecbwps:20192279) - Euro area inflation persistence in an estimated nonlinear DSGE model
Journal of Economic Dynamics and Control, Elsevier (2010)
by Amisano, Gianni & Tristani, Oreste
(ReDIF-article, eee:dyncon:v:34:y:2010:i:10:p:1837-1858) - Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
Journal of Economic Dynamics and Control, Elsevier (2011)
by Amisano, Gianni & Tristani, Oreste
(ReDIF-article, eee:dyncon:v:35:y:2011:i:12:p:2167-2185) - Optimal prediction pools
Journal of Econometrics, Elsevier (2011)
by Geweke, John & Amisano, Gianni
(ReDIF-article, eee:econom:v:164:y:2011:i:1:p:130-141) - Comparing and evaluating Bayesian predictive distributions of asset returns
International Journal of Forecasting, Elsevier (2010)
by Geweke, John & Amisano, Gianni
(ReDIF-article, eee:intfor:v:26:y::i:2:p:216-230) - Money growth and inflation: A regime switching approach
Journal of International Money and Finance, Elsevier (2013)
by Amisano, Gianni & Fagan, Gabriel
(ReDIF-article, eee:jimfin:v:33:y:2013:i:c:p:118-145) - Bayesian inference in cointegrated systems
Research in Economics, Elsevier (2003)
by Amisano, Gianni
(ReDIF-article, eee:reecon:v:57:y:2003:i:4:p:287-314) - Profit related pay in Italy
International Journal of Manpower, Emerald Group Publishing Limited (2004)
by Gianni Amisano & Alessandra Del Boca
(ReDIF-article, eme:ijmpps:01437720410554160) - Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2019)
by Gianni Amisano & Oreste Tristani
(ReDIF-paper, fip:fedgfe:2019-24) - Underlying Inflation: An Ensemble Averaging Approach
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2025)
by Gianni Amisano & Travis J. Berge & Simon C. Smith
(ReDIF-paper, fip:fedgfn:2025-03-25) - Euro area inflation persistence in an estimated nonlinear dsge model
Post-Print, HAL (2010)
by Gianni Amisano & Oreste Tristani
(ReDIF-paper, hal:journl:hal-00732762) - Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR
Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics (2013)
by Gianni Amisano & Roberta Colavecchio
(ReDIF-paper, hep:macppr:201304) - A money-based indicator for deflation risk
Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics (2014)
by Gianni Amisano & Roberta Colavecchio & Gabriel Fagan
(ReDIF-paper, hep:macppr:201403) - What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence
LIUC Papers in Economics, Cattaneo University (LIUC) (2002)
by Gianni Amisano & Massimiliano Serati
(ReDIF-paper, liu:liucec:111) - Unemployment persistence in Italy. An econometric analysis with multivariate time varying parameter models
LIUC Papers in Economics, Cattaneo University (LIUC) (2003)
by Gianni Amisano & Massimiliano Serati
(ReDIF-paper, liu:liucec:121) - Unemployment and labour taxation: an econometric analysis
LIUC Papers in Economics, Cattaneo University (LIUC) (2003)
by Massimiliano Serati & Gianni Amisano
(ReDIF-paper, liu:liucec:122) - Building composite leading indexes in a dynamic factor model framework: a new proposal
LIUC Papers in Economics, Cattaneo University (LIUC) (2008)
by Massimiliano Serati & Gianni Amisano
(ReDIF-paper, liu:liucec:212) - Mutual Funds Dynamics and Economic Predictors
Journal of Financial Econometrics, Oxford University Press (2017)
by Gianni Amisano & Roberto Savona
(ReDIF-article, oup:jfinec:v:15:y:2017:i:2:p:302-330.) - A nonlinear DSGE model of the term structure with regime shifts
2010 Meeting Papers, Society for Economic Dynamics (2010)
by Oreste Tristani & Gianni Amisano
(ReDIF-paper, red:sed010:234) - Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model
Working Paper series, Rimini Centre for Economic Analysis (2007)
by Gianni Amisano & Oreste Tristani
(ReDIF-paper, rim:rimwps:18_07) - Optimal Prediction Pools
Working Paper series, Rimini Centre for Economic Analysis (2008)
by John Geweke & Gianni Amisano
(ReDIF-paper, rim:rimwps:22_08) - Euro area inflation persistence in an estimated nonlinear
Computing in Economics and Finance 2006, Society for Computational Economics (2006)
by Gianni Amisano & Oreste Tristani
(ReDIF-paper, sce:scecfa:347) - Diversification by entry into a new submarket?
Applied Economics, Taylor & Francis Journals (2013)
by Gianni Amisano & Maria Letizia Giorgetti
(ReDIF-article, taf:applec:45:y:2013:i:12:p:1507-1518) - Analysis of Variance for Bayesian Inference
Econometric Reviews, Taylor & Francis Journals (2014)
by John Geweke & Gianni Amisano
(ReDIF-article, taf:emetrv:v:33:y:2014:i:1-4:p:270-288) - What goes up sometimes stays up: Shocks and Institutions as Determinants of Unemployment Persistence
Tinbergen Institute Discussion Papers, Tinbergen Institute (2002)
by Gianni Amisano & Massimiliano Serati
(ReDIF-paper, tin:wpaper:20020116) - Prediction Using Several Macroeconomic Models
The Review of Economics and Statistics, MIT Press (2017)
by Gianni Amisano & John Geweke
(ReDIF-article, tpr:restat:v:99:y:2017:i:5:p:912-925) - Euro area inflation persistence in an estimated nonlinear DSGE model
Working Papers, University of Brescia, Department of Economics (2007)
by Gianni Amisano & Oreste Tristani
(ReDIF-paper, ubs:wpaper:0704) - Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns
Working Papers, University of Brescia, Department of Economics (2007)
by John Geweke & Gianni Amisano
(ReDIF-paper, ubs:wpaper:0705) - Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk
Working Papers, University of Brescia, Department of Economics (2007)
by Gianni Amisano & Roberto Savona
(ReDIF-paper, ubs:wpaper:0706) - Particle Filters for Markov-Switching Stochastic-Correlation Models
Working Papers, University of Brescia, Department of Economics (2008)
by Gianni Amisano & Roberto Casarin
(ReDIF-paper, ubs:wpaper:0814) - The Dynamics of Firms' Entry and Diversification: A Bayesian Panel Probit Approach. A Cross-country analysis
Working Papers, University of Brescia, Department of Economics ()
by Gianni Amisano & Maria Letizia Giorgetti
(ReDIF-paper, ubs:wpaper:ubs0408) - Comparing Density Forecsts via Weighted Likelihood Ratio Tests
Working Papers, University of Brescia, Department of Economics (2005)
by Gianni Amisano & Raffaella Giacomini
(ReDIF-paper, ubs:wpaper:ubs0504) - Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach
Working Papers, University of Brescia, Department of Economics (2005)
by Gianni Amisano & Maria Letizia Giorgetti
(ReDIF-paper, ubs:wpaper:ubs0511) - Assessing ECB?s Credibility During the First Years of the Eurosystem: A Bayesian Empirical Investigation
Working Papers, University of Brescia, Department of Economics (2005)
by Gianni Amisano & Marco Tronzano
(ReDIF-paper, ubs:wpaper:ubs0512) - Hierarchical Markov normal mixture models with applications to financial asset returns
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2011)
by John Geweke & Gianni Amisano
(ReDIF-article, wly:japmet:v:26:y:2011:i:1:p:1-29) - Entry Into Pharmaceutical Submarkets: A Bayesian Panel Probit Analysis
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013)
by Gianni Amisano & Maria Letizia Giorgetti
(ReDIF-article, wly:japmet:v:28:y:2013:i:4:p:667-701) - Monetary policy and long‐term interest rates
Quantitative Economics, Econometric Society (2023)
by Gianni Amisano & Oreste Tristani
(ReDIF-article, wly:quante:v:14:y:2023:i:2:p:689-716) - Bayesian Analysis of Integration at Different Frequencies in Quarterly Data
The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1994)
by Amisano, Gianni
(ReDIF-paper, wrk:warwec:426) - A money-based indicator for deflation risk
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association (2014)
by Colavecchio, Roberta & Amisano, Gianni & Fagan, Gabriel
(ReDIF-paper, zbw:vfsc14:100595)