Filippo Altissimo

Brevan Howard Asset Management LLP

2nd Floor Almack House

28 King Street

London, SW1Y 6XA

United Kingdom

SCHOLARLY PAPERS

7

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SSRN CITATIONS
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Top 1,807

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59

CROSSREF CITATIONS

529

Scholarly Papers (7)

1.

Inflation Persistence and Price-Setting Behaviour in the Euro Area - a Summary of the Ipn Evidence

ECB Occasional Paper No. 46
Number of pages: 58 Posted: 01 Jun 2006
Filippo Altissimo, Michael Ehrmann and Frank Smets
Brevan Howard Asset Management LLP, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 320 (97,104)

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Price setting, inflation persistence, monetary policy, EMU

2.

Wealth and Asset Price Effects on Economic Activity

ECB Occasional Paper No. 29
Number of pages: 66 Posted: 18 Nov 2005
Brevan Howard Asset Management LLP, Bank of Greece, Banco de España, Austrian National Bank, Bank of England, European Central Bank (ECB), Deutsche Bundesbank - Economics Department, Central Bank and Financial Services Authority of Ireland - Economic Analysis and Research Department and University of Kent - Canterbury Campus
Downloads 264 (119,349)

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household wealth, wealth channel, asset price, marginal propensity to consume, cost of capital

Fast Micro and Slow Macro: Can Aggregation Explain the Persistence of Inflation?

FRB of Chicago Working Paper No. 2007-02
Number of pages: 37 Posted: 07 Mar 2007
Filippo Altissimo, Benoit Mojon and Paolo Zaffaroni
Brevan Howard Asset Management LLP, Banque de France and Imperial College Business School
Downloads 97 (281,042)
Citation 34

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Inflation dynamics, aggregation and persistence, euro area

Fast Micro and Slow Macro: Can Aggregation Explain the Persistence of Inflation?

ECB Working Paper No. 729
Number of pages: 39 Posted: 20 Feb 2007
Benoit Mojon, Paolo Zaffaroni and Filippo Altissimo
Banque de France, Imperial College Business School and Brevan Howard Asset Management LLP
Downloads 91 (292,978)

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Inflation dynamics, aggregation and persistence, euro area

4.
Downloads 103 (268,025)
Citation 233

New Eurocoin: Tracking Economic Growth in Real Time

Bank of Italy Temi di Discussione (Working Paper) No. 631
Number of pages: 44 Posted: 13 Aug 2007
Bank of Italy, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Dipartimento di Scienze Economiche (DiSSE), Brevan Howard Asset Management LLP and Bank of Italy
Downloads 85 (306,052)
Citation 23

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coincident indicator, band-pass filter, large-dataset factor models, generalized principal components

New Eurocoin: Tracking Economic Growth in Real Time

CEPR Discussion Paper No. 5633
Number of pages: 37 Posted: 18 Jul 2006
Brevan Howard Asset Management LLP, Bank of Italy, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, Dipartimento di Scienze Economiche (DiSSE) and Bank of Italy
Downloads 18 (570,347)
Citation 11
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Coincident index, band-pass filter, large dataset factor models, generalized principal components

Long-Run Determinants of Inflation Differentials in a Monetary Union

NBER Working Paper No. w11473
Number of pages: 38 Posted: 09 Aug 2005 Last Revised: 23 Jul 2009
Brevan Howard Asset Management LLP, Luiss Guido Carli University and European Central Bank (ECB)
Downloads 44 (430,366)

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Long-Run Determinants of Inflation Differentials in a Monetary Union

CEPR Discussion Paper No. 5149
Number of pages: 40 Posted: 17 Aug 2005
Brevan Howard Asset Management LLP, Luiss Guido Carli University and European Central Bank (ECB)
Downloads 21 (550,205)
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Currency area, real exchange rate, PPP

6.

Eurocoin: A Real Time Coincident Indicator of the Euro Area Business Cycle

CEPR Discussion Paper No. 3108
Number of pages: 49 Posted: 15 Jan 2002
Brevan Howard Asset Management LLP, Bank of Italy, Bank of Italy, Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics, ECARES, Universite Libre de Bruxelles, Dipartimento di Scienze Economiche (DiSSE), London Business School and Bank of Italy
Downloads 33 (467,790)
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Business cycle, dynamic factor model

7.

Bounds for Inference with Nuisance Parameters Present Only Under the Alternative

The Econometrics Journal, Vol. 5, pp. 494-519, 2002
Number of pages: 26 Posted: 05 Feb 2003
Filippo Altissimo and Valentina Corradi
Brevan Howard Asset Management LLP and Queen Mary, University of London
Downloads 27 (497,679)
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