This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Publications by members of Centre for Econometric Analysis (CEA) Cass Business School City University LondonLondon, United Kingdom
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service . Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members . Register yourself . This page is updated in the first days of each month. | Working papers | Journal articles |Working papers Undated material is listed at the end 2008 John Geweke & Gianni Amisano, 2008.
"Comparing and evaluating Bayesian predictive distributions of asset returns ,"
Working Paper Series
969, European Central Bank.
[Downloadable!] Massimiliano Serati & Gianni Amisano, 2008.
"Building composite leading indexes in a dynamic factor model framework: a new proposal ,"
LIUC Papers in Economics
212, Cattaneo University (LIUC).
[Downloadable!] John Geweke & Gianni Amisano, 2008.
"Optimal Prediction Pools ,"
Working Paper Series
22-08, Rimini Centre for Economic Analysis, revised Jan 2008.
[Downloadable!] Gianni Amisano & Roberto Savona, 2008.
"Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk ,"
Working Paper Series
881, European Central Bank.
[Downloadable!] Gianni Amisano & Roberto Casarin, 2008.
"Particle Filters for Markov-Switching Stochastic-Correlation Models ,"
Working Papers
0814, University of Brescia, Department of Economics.
[Downloadable!] 2007 Gianni Amisano & Oreste Tristani, 2007.
"Euro area inflation persistence in an estimated nonlinear DSGE model ,"
Working Paper Series
754, European Central Bank.
[Downloadable!] Amisano, Giovanni & Tristani, Oreste, 2007.
"Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model ,"
CEPR Discussion Papers
6373, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) John Geweke & Gianni Amisano, 2007.
"Hierarchical Markov normal mixture models with applications to financial asset returns ,"
Working Paper Series
831, European Central Bank.
[Downloadable!] Gianni Amisano & Oreste Tristani, 2007.
"Euro area in‡ation persistence in an estimated nonlinear DSGE model ,"
Working Paper Series
18-07, Rimini Centre for Economic Analysis, revised Jul 2007.
[Downloadable!] Gianni Amisano & Roberto Savona, 2007.
"Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk ,"
Working Papers
0706, University of Brescia, Department of Economics.
[Downloadable!] Gianni Amisano & Oreste Tristani, 2007.
"Euro area inflation persistence in an estimated nonlinear DSGE model ,"
Working Papers
0704, University of Brescia, Department of Economics.
[Downloadable!] John Geweke & Gianni Amisano, 2007.
"Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns ,"
Working Papers
0705, University of Brescia, Department of Economics.
[Downloadable!] 2006 Gianni Amisano & Oreste Tristani, 2006.
"Euro area inflation persistence in an estimated nonlinear ,"
Computing in Economics and Finance 2006
347, Society for Computational Economics.
[Downloadable!] 2005 Gianni Amisano & Raffaella Giacomini, 2005.
"Comparing Density Forecsts via Weighted Likelihood Ratio Tests ,"
Working Papers
ubs0504, University of Brescia, Department of Economics.
[Downloadable!] Gianni Amisano & Marco Tronzano, 2005.
"Assessing ECB?s Credibility During the First Years of the Eurosystem: A Bayesian Empirical Investigation ,"
Working Papers
ubs0512, University of Brescia, Department of Economics.
[Downloadable!] Gianni Amisano & Maria Letizia Giorgetti, 2005.
"Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach ,"
Working Papers
ubs0511, University of Brescia, Department of Economics.
[Downloadable!] 2003 Massimiliano Serati & Gianni Amisano, 2003.
"Unemployment and labour taxation: an econometric analysis ,"
LIUC Papers in Economics
122, Cattaneo University (LIUC).
[Downloadable!] Gianni Amisano & Massimiliano Serati, 2003.
"Unemployment persistence in Italy. An econometric analysis with multivariate time varying parameter models ,"
LIUC Papers in Economics
121, Cattaneo University (LIUC).
[Downloadable!] 2002 Gianni Amisano & Massimiliano Serati, 2002.
"What goes up sometimes stays up: Shocks and Institutions as Determinants of Unemployment Persistence ,"
Tinbergen Institute Discussion Papers
02-116/4, Tinbergen Institute.
[Downloadable!] Gianni Amisano & Massimiliano Serati, 2002.
"What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence ,"
LIUC Papers in Economics
111, Cattaneo University (LIUC).
[Downloadable!] 1994 Amisano, Gianni, 1994.
"Bayesian Analysis of Integration at Different Frequencies in Quarterly Data ,"
The Warwick Economics Research Paper Series (TWERPS)
426, University of Warwick, Department of Economics.
Undated Gianni Amisano & Maria Letizia Giorgetti, .
"The Dynamics of Firms' Entry and Diversification: A Bayesian Panel Probit Approach. A Cross-country analysis ,"
Working Papers
ubs0408, University of Brescia, Department of Economics.
[Downloadable!] Journal articles 2007 Amisano, Gianni & Giacomini, Raffaella, 2007.
"Comparing Density Forecasts via Weighted Likelihood Ratio Tests ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 25, pages 177-190, April.
[Downloadable!] (restricted) 2003 Gianni Amisano & Massimiliano Serati, 2003.
"What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence ,"
Scottish Journal of Political Economy ,
Scottish Economic Society, vol. 50(4), pages 440-470, 09.
[Downloadable!] (restricted) Amisano, Gianni, 2003.
"Bayesian inference in cointegrated systems ,"
Research in Economics ,
Elsevier, vol. 57(4), pages 287-314, December.
[Downloadable!] (restricted) Did you know? You too can volunteer with RePEc.
This page was last updated on 2009-11-1.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .