Giovanni Angelini

University of Bologna - School of Economics, Management, and Statistics

Research Fellow

40126 Bologna

Italy

SCHOLARLY PAPERS

10

DOWNLOADS

800

SSRN CITATIONS
Rank 11,971

SSRN RANKINGS

Top 11,971

in Total Papers Citations

97

CROSSREF CITATIONS

3

Scholarly Papers (10)

1.

Forecasting Cryptocurrencies: A Comparison of GARCH Models

Number of pages: 8 Posted: 27 Jun 2018
Giovanni Angelini and Silvia Emili
University of Bologna - School of Economics, Management, and Statistics and University of Bologna - CAST - Centre for Advanced Studies in Tourism
Downloads 259 (165,936)

Abstract:

Loading...

Cryptocurrency, GARCH Model, Forecasting

2.

Efficiency of Online Football Betting Markets

Number of pages: 20 Posted: 15 Nov 2017
Giovanni Angelini and Luca De Angelis
University of Bologna - School of Economics, Management, and Statistics and University of Bologna - Department of Economics
Downloads 197 (214,858)
Citation 7

Abstract:

Loading...

Market Efficiency, Sports Forecasting, Probability Forecasting, Favourite-Longshot Bias, Betting Markets

3.
Downloads 81 (413,153)
Citation 39

Uncertainty Across Volatility Regimes

Bank of Finland Research Discussion Paper No. 35/2017
Number of pages: 78 Posted: 05 Dec 2017
University of Bologna - School of Economics, Management, and Statistics, Università degli Studi di Milano, Department of Economics, Monash University and Universita di Bologna
Downloads 50 (534,946)
Citation 32

Abstract:

Loading...

heteroskedasticity, identification, non-recursive SVAR, uncertainty shocks, volatility regime

Uncertainty Across Volatility Regimes

CESifo Working Paper Series No. 6799
Number of pages: 75 Posted: 16 Feb 2018
University of Bologna - School of Economics, Management, and Statistics, Università degli Studi di Milano, Department of Economics, Monash University and Universita di Bologna
Downloads 31 (640,882)

Abstract:

Loading...

heteroscedasticity, identification, non-recursive SVAR, uncertainty shocks, volatility regime

Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?

Bank of Finland Research Discussion Paper No. 13/2020
Number of pages: 45 Posted: 14 Jan 2021
University of Bologna - School of Economics, Management, and Statistics, Department of Economics, Monash University, University of Padua - Department of Economics and Universita di Bologna
Downloads 24 (692,721)

Abstract:

Loading...

Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?

Quaderni - Working Paper DSE N° 1151, 2020
Number of pages: 47 Posted: 12 Aug 2020
University of Bologna - School of Economics, Management, and Statistics, Department of Economics, Monash University, University of Padua - Department of Economics and Universita di Bologna
Downloads 22 (709,267)

Abstract:

Loading...

fiscal multipliers, fiscal policy, identification, instruments, structural vector auto-regressions

Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?

CAMA Working Paper No. 69/2020
Number of pages: 41 Posted: 21 Jul 2020
University of Bologna - School of Economics, Management, and Statistics, Department of Economics, Monash University, University of Padua - Department of Economics and Universita di Bologna
Downloads 12 (801,101)

Abstract:

Loading...

Fiscal multipliers, fiscal policy, identification, instruments, structural vector autoregressions

Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?

CESifo Working Paper No. 8438
Number of pages: 40 Posted: 28 Jul 2020
University of Bologna - School of Economics, Management, and Statistics, Department of Economics, Monash University, University of Padua - Department of Economics and Universita di Bologna
Downloads 11 (811,305)
Citation 2

Abstract:

Loading...

5.

Informational Efficiency and Behaviour Within In-Play Prediction Markets

Number of pages: 42 Posted: 08 Jan 2020 Last Revised: 13 Apr 2021
Giovanni Angelini, Luca De Angelis and Carl Singleton
University of Bologna - School of Economics, Management, and Statistics, University of Bologna - Department of Economics and Department of Economics, University of Reading
Downloads 64 (469,056)
Citation 1

Abstract:

Loading...

Market Efficiency, Favourite-Longshot Bias, Mispricing, Behavioural Bias, Betting Strategy

6.

Bootstrapping DSGE Models

Quaderni di Dipartimento, Serie Ricerche, 2016, n. 3
Number of pages: 68 Posted: 19 Oct 2016
Giovanni Angelini, Giuseppe Cavaliere and Luca Fanelli
University of Bologna - School of Economics, Management, and Statistics, University of Bologna - Department of Economics and Universita di Bologna
Downloads 58 (491,996)
Citation 1

Abstract:

Loading...

Bootstrap, Cross-equation restrictions, DSGE, QLR test, State space model, Weak identification

7.

DSGE Models with Observation-Driven Time-Varying Parameters

Tinbergen Institute Discussion Paper 2018-030/III
Number of pages: 10 Posted: 11 Apr 2018
Giovanni Angelini, Paolo Gorgi and Paolo Gorgi
University of Bologna - School of Economics, Management, and Statistics and VU University Amsterdam - Faculty of Economics and Business AdministrationUniversity of Padua
Downloads 33 (612,468)

Abstract:

Loading...

DSGE models, score-driven models, time-varying parameters

8.

Identification and Estimation Issues in Structural Vector Autoregressions with External Instruments

Quaderni - Working Paper DSE N° 1122
Number of pages: 36 Posted: 05 Jun 2018
Giovanni Angelini and Luca Fanelli
University of Bologna - School of Economics, Management, and Statistics and Universita di Bologna
Downloads 27 (650,727)
Citation 4

Abstract:

Loading...

External Instruments, Identification, Maximum Likelihood, SVARs, Uncertainty

9.

Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks

Quaderni - Working Paper DSE N° 1160
Number of pages: 38 Posted: 19 Apr 2021
Giovanni Angelini and Marco Maria Sorge
University of Bologna - School of Economics, Management, and Statistics and University of Goettingen (Göttingen)
Downloads 10 (791,505)

Abstract:

Loading...

DSGE models, Timing restrictions, Vector autoregression, Cholesky identification

10.

Misspecification and Expectations Correction in New Keynesian DSGE Models

Oxford Bulletin of Economics and Statistics, Vol. 78, Issue 5, pp. 623-649, 2016
Number of pages: 27 Posted: 06 Sep 2016
Giovanni Angelini and Luca Fanelli
University of Bologna - School of Economics, Management, and Statistics and Universita di Bologna
Downloads 2 (878,965)

Abstract:

Loading...