Davide Delle Monache

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

3

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68

SSRN CITATIONS
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CROSSREF CITATIONS

34

Scholarly Papers (3)

1.
Downloads 67 (423,121)
Citation 17

Adaptive Models and Heavy Tails

Bank of England Working Paper No. 577
Number of pages: 63 Posted: 09 Jan 2016
Ivan Petrella, Ivan Petrella, Ivan Petrella and Davide Delle Monache
University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group and Bank of Italy
Downloads 35 (569,264)
Citation 10

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Adaptive algorithms, student-t, inflation, score driven models, time-varying parameters

Adaptive Models and Heavy Tails

Bank of Italy Temi di Discussione (Working Paper) No. 1052
Number of pages: 62 Posted: 12 May 2016
Davide Delle Monache, Ivan Petrella, Ivan Petrella and Ivan Petrella
Bank of Italy and University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group
Downloads 32 (586,843)
Citation 7

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adaptive algorithms, inflation, score driven models, student-t, time-varying parameters

2.

Adaptive State Space Models with Applications to the Business Cycle and Financial Stress

Number of pages: 56 Posted: 07 Nov 2016
Bank of Italy, University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group and Bank of Italy
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Business cycle, financial stress., score-driven models, State space models, time-varying parameters

3.

Trust, But Verify. De-Anchoring of Inflation Expectations Under Learning and Heterogeneity

ECB Working Paper No. 1994
Posted: 03 Feb 2017
Fabio Busetti, Davide Delle Monache, Andrea Gerali and Alberto Locarno
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy

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Learning, DSGE, Expectations de-anchoring, Inflation