Filippo Altissimo

Brevan Howard Asset Management LLP

2nd Floor Almack House

28 King Street

London, SW1Y 6XA

United Kingdom

  • Brevan Howard Asset Management LLP

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 40,775

SSRN RANKINGS

Top 40,775

in Total Papers Downloads

953

CITATIONS
Rank 3,287

SSRN RANKINGS

Top 3,287

in Total Papers Citations

167

Scholarly Papers (7)

Actions:
Email selected abstracts
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 303 (92,960)
Citation 33

Abstract:

Loading...

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
Filippo Altissimo, Evaggelia Georgiou, Teresa Sastre, Maria Teresa Valderrama, Gabriel Sterne, Marc Stocker, Mark Andreas Weth, Karl Whelan and Alpo Willman
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
Downloads 250 (113,611)
Citation 12

Abstract:

Loading...

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

3.

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

Downloads 181 (154,942)
Citation 16

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 91 (265,502)
Citation 16

Abstract:

Loading...

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 90 (267,343)
Citation 16

Abstract:

Loading...

Inflation dynamics, aggregation and persistence, euro area

4.

New Eurocoin: Tracking Economic Growth in Real Time

Downloads 98 (251,083)
Citation 31

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
Giovanni Veronese, Mario Forni, Marco Lippi, Filippo Altissimo and Riccardo Cristadoro
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 80 (287,763)
Citation 31

Abstract:

Loading...

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
Filippo Altissimo, Riccardo Cristadoro, Mario Forni, Marco Lippi and Giovanni Veronese
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 (517,724)
Citation 31
  • Add to Cart

Abstract:

Loading...

Coincident index, band-pass filter, large dataset factor models, generalized principal components

5.

Long-Run Determinants of Inflation Differentials in a Monetary Union

Downloads 61 (330,779)
Citation 15

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
Filippo Altissimo, Pierpaolo Benigno and Diego Rodriguez-Palenzuela
Brevan Howard Asset Management LLP, New York University - Stern School of Business and European Central Bank (ECB)
Downloads 40 (405,238)
Citation 15

Abstract:

Loading...

Long-Run Determinants of Inflation Differentials in a Monetary Union

CEPR Discussion Paper No. 5149
Number of pages: 40 Posted: 17 Aug 2005
Filippo Altissimo, Pierpaolo Benigno and Diego Rodriguez-Palenzuela
Brevan Howard Asset Management LLP, New York University - Stern School of Business and European Central Bank (ECB)
Downloads 21 (499,505)
Citation 15
  • Add to Cart

Abstract:

Loading...

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
Filippo Altissimo, Antonio Bassanetti, Riccardo Cristadoro, Mario Forni, Marc Hallin, Marco Lippi, Lucrezia Reichlin and Giovanni Veronese
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 (424,622)
Citation 49
  • Add to Cart

Abstract:

Loading...

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 (451,706)
Citation 11
  • Add to Cart

Abstract:

Loading...