Giovanni Angelini

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

Research Fellow

40126 Bologna

Italy

SCHOLARLY PAPERS

9

DOWNLOADS

1,153

SSRN CITATIONS
Rank 11,611

SSRN RANKINGS

Top 11,611

in Total Papers Citations

127

CROSSREF CITATIONS

3

Scholarly Papers (9)

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 311 (174,650)
Citation 1

Abstract:

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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 261 (209,163)
Citation 10

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

3.
Downloads 178 (299,098)
Citation 49

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 99 (476,012)
Citation 32

Abstract:

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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 79 (550,495)

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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 40 (769,056)

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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 39 (776,524)

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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 25 (894,342)

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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 22 (923,547)
Citation 2

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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 University of Stirling - School of Management
Downloads 87 (513,353)
Citation 5

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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 74 (564,771)
Citation 1

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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 54 (662,312)

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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 45 (716,198)
Citation 4

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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 17 (943,109)
Citation 1

Abstract:

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DSGE models, Timing restrictions, Vector autoregression, Cholesky identification