Follow
Gianni Amisano
Gianni Amisano
European Central Bank
Verified email at eco.unibs.it
Title
Cited by
Cited by
Year
Topics in structural VAR econometrics
G Amisano, C Giannini
Springer Science & Business Media, 2012
13102012
Comparing density forecasts via weighted likelihood ratio tests
G Amisano, R Giacomini
Journal of Business & Economic Statistics 25 (2), 177-190, 2007
5682007
Comparing and evaluating Bayesian predictive distributions of asset returns
J Geweke, G Amisano
International Journal of Forecasting 26 (2), 216-230, 2010
4152010
Optimal prediction pools
J Geweke, G Amisano
Journal of Econometrics 164 (1), 130-141, 2011
4132011
Hierarchical Markov normal mixture models with applications to financial asset returns
J Geweke, G Amisano
Journal of Applied Econometrics 26 (1), 1-29, 2011
1592011
Money growth and inflation: A regime switching approach
G Amisano, G Fagan
Journal of International Money and Finance 33, 118-145, 2013
1052013
Prediction with misspecified models
J Geweke, G Amisano
American Economic Review 102 (3), 482-486, 2012
1052012
Prediction using several macroeconomic models
G Amisano, J Geweke
Review of Economics and Statistics 99 (5), 912-925, 2017
932017
Euro area inflation persistence in an estimated nonlinear DSGE model
G Amisano, O Tristani
Journal of Economic Dynamics and Control 34 (10), 1837-1858, 2010
912010
From var models to structural var models
G Amisano, C Giannini, G Amisano, C Giannini
Topics in structural VAR econometrics, 1-28, 1997
441997
A DSGE model of the term structure with regime shifts
G Amisano, O Tristani
Manuscript, European Central Bank, 2009
382009
What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence
G Amisano, M Serati
Scottish Journal of Political Economy 50 (4), 440-470, 2003
372003
Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
G Amisano, O Tristani
Journal of Economic Dynamics and Control 35 (12), 2167-2185, 2011
252011
Profit related pay in Italy: A microeconometric analysis
G Amisano, A Del Boca
International Journal of Manpower 25 (5), 463-478, 2004
242004
The transmission mechanism among Italian interest rates
G Amisano, M Cesura, C Giannini, M Seghelini
Statistica 57 (4), 465-497, 1997
221997
Optimal prediction pools
G Amisano, J Geweke
Working Paper Series 1017, European Central Bank, 2009
202009
Forecasting cointegrated series with BVAR models
G Amisano, M Serati
Journal of forecasting 18 (7), 463-476, 1999
201999
Analysis of variance for Bayesian inference
J Geweke, G Amisano
Econometric Reviews 33 (1-4), 270-288, 2014
192014
Entry into pharmaceutical submarkets: a Bayesian panel probit analysis
G Amisano, ML Giorgetti
Journal of Applied Econometrics 28 (4), 667-701, 2013
182013
EMU and the adjustment to asymmetric shocks: the case of Italy
G Amisano, N Giammarioli, L Stracca
ECB Working Paper, 2009
182009
The system can't perform the operation now. Try again later.
Articles 1–20