European Central Bank (ECB)
Kaiserstrasse 29
email address
senior fellow
University of Bologna - Rimini Center for Economic Analysis (RCEA)
Via Patara, 3
email address
professor of econometrics
University of Brescia - Department of Economics
Via San Faustino 74B
email address
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Amisano, Gianni's
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total 1,103
Total Citations 53
1.
Geweke, John University of Technology Sydney - Economics Discipline Group
Amisano, Gianni European Central Bank (ECB)
185(80,821)
5
asset returns, Bayesian, forecasting, MCMC, mixture models
2.
Amisano, Gianni European Central Bank (ECB)
Savona, Roberto University of Brescia
Posted:
24 Oct 08
Last Revised:
24 Feb 09
155(95,228)
1
Equity mutual funds, conditional asset pricing models, time-varying beta, Bayesian analysis
3.
Geweke, John University of Technology Sydney - Economics Discipline Group
Amisano, Gianni European Central Bank (ECB)
146(100,415)
14
forecasting, GARCH, log scoring, Markov mixture, model combination, S&P 500 returns, stochastic volatility
4.
Geweke, John University of Technology Sydney - Economics Discipline Group
Amisano, Gianni European Central Bank (ECB)
94(141,159)
13
forecasting, GARCH, inverse probability transform, Markov mixture, predictive likelihood, S&P 500 returns, stochastic volatility
5.
Amisano, Gianni European Central Bank (ECB)
Savona, Roberto University of Brescia
Posted:
12 Mar 08
Last Revised:
07 Apr 08
92(143,195)
1
Equity mutual funds, conditional asset pricing models, time-varying beta, Bayesian analysis
6.
Amisano, Gianni European Central Bank (ECB)
Tristani, Oreste European Central Bank (ECB)
92(143,195)
4
DSGE models, inflation persistence, second order approximations
7.
Geweke, John University of Technology Sydney - Economics Discipline Group
Amisano, Gianni European Central Bank (ECB)
86(149,630)
10
forecasting, GARCH, inverse probability transform, Markov mixture, predictive likelihood, S&P 500 returns, stochastic volatility
8.
Amisano, Gianni European Central Bank (ECB)
Fagan, Gabriel European Central Bank (ECB)
82(154,163)
1
Money Growth, Inflation Regimes, Early Warning, Time Varying Transition Probabilities, Markov Switching Model, Bayesian Inference
9.
Amisano, Gianni European Central Bank (ECB)
Giorgetti, Maria Letizia affiliation not provided to SSRN
62(180,923)
Entry, Diversification, Bayesian Inference, Panel data, Probit model, random effects
10.
Geweke, John University of Technology Sydney - Economics Discipline Group
Amisano, Gianni European Central Bank (ECB)
41(218,019)
1
Analysis of variance, Bayesian inference, predictive distributions
11.
Amisano, Gianni European Central Bank (ECB)
Giammarioli, Nicola European Central Bank (ECB)
Stracca, Livio European Central Bank (ECB)
35(231,110)
1
EMU, relative economic performance, shocks, adjustment, Italy
12.
Amisano, Gianni European Central Bank (ECB)
Tristani, Oreste European Central Bank (ECB)
21(272,010)
1
DSGE models, second-order approximation, regime switching, time-varying volatility
13.
Amisano, Gianni European Central Bank (ECB)
Geweke, John University of Technology Sydney - Economics Discipline Group
10(310,724)
Analysis of variance, Bayesian model averaging, dynamic factor model, dynamic stochastic general equilibrium model, prediction pools, probability integral transform test, vector autoregression model
14.
Amisano, Gianni European Central Bank (ECB)
Tronzano, Marco affiliation not provided to SSRN
2(336,218)
1
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