Via Nazionale 91
Rome, 00184
Italy
Bank of Italy
SSRN RANKINGS
in Total Papers Citations
asymmetric least squares, globalization, inflation quantiles, Phillips curve, time varying parameters
global financial crisis, counterfactual simulations, business fluctuations
potential output, business cycle, Phillips curve, output gap
E37, C52
macro-econometric models, Italy, forecasting, policy simulation
Demand shock, inflation response, macro model, output growth, Phillips curve
quantile regression, Phillips curve, time-varying distribution
Bayesian methods, potential output, unobserved components
exchange rates, heavy tails, Hill’s estimator, score, robustness, EGB2, Student’s t, tail index
beta distribution, EGARCH, fat tails, score, robustness, winsorizing
natural rate, secular stagnation, spectral analysis
asymmetric least squares, expectiles, density forecasts, GDP growth, risks