Filippo Altissimo

Brevan Howard Asset Management LLP

2nd Floor Almack House

28 King Street

London, SW1Y 6XA

United Kingdom

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SCHOLARLY PAPERS

7

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CITATIONS
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167

Scholarly Papers (7)

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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 309 (95,378)
Citation 33

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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
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 Campus
Downloads 258 (115,554)
Citation 12

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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 183 (160,896)
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 93 (273,895)
Citation 16

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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 90 (279,720)
Citation 16

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Inflation dynamics, aggregation and persistence, euro area

4.

New Eurocoin: Tracking Economic Growth in Real Time

Downloads 100 (259,340)
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 82 (296,667)
Citation 31

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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
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 (539,598)
Citation 31
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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 (345,877)
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 (423,462)
Citation 15

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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
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 (520,710)
Citation 15
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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
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 (443,104)
Citation 49
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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 (471,261)
Citation 11
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