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Publications

by members of

Euro-area Economy Modelling Centre
Joint Research Centre
European Commission
Ispra, Italy

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

2010

  1. Francesca D'Auria & Cécile Denis & Karel Havik & Kieran Mc Morrow & Christophe Planas & Rafal Raciborski & Werner Roger & Alessandro Rossi, 2010. "The production function methodology for calculating potential growth rates and output gaps," European Economy - Economic Papers 420, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.
  2. Christophe Planas & Werner Roeger & Alessandro Rossi, 2010. "Does capacity utilisation help estimating the TFP cycle?," European Economy - Economic Papers 410, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.

2008

  1. Christophe Planas & Alessandro Rossi & Gabriele Fiorentini, 2008. "The marginal likelihood of Structural Time Series Models, with application to the euroareaa nd US NAIRU," Working Paper Series 21-08, The Rimini Centre for Economic Analysis, revised Jan 2008.

2007

  1. Ivano Azzini & Riccardo Girardi & Marco Ratto, 2007. "Parallelization of Matlab codes under Windows platform for Bayesian estimation: A Dynare application," Working Papers 1, Euro-area Economy Modelling Centre.

2006

  1. M. Ratto & R. Girardi & R. Liska & W. Roeger & J. In't Veld, 2006. "Impact of oil prices in an estimated EU12 open economy model," Computing in Economics and Finance 2006 386, Society for Computational Economics.

2005

  1. Ratto M. & Roeger W. & in’t Veld J. & Girardi R., 2005. "An estimated new Keynesian dynamic stochastic general equilibrium model of the Euro area," Macroeconomics 0503002, EconWPA.

2004

  1. Christophe Planas & Werner Roeger & Alessandro Rossi, 2004. "How much has labour taxation contributed to European structural unemployment?," Econometrics 0408005, EconWPA.
  2. Marco Ratto & Riccardo Girardi, 2004. "Bayesian Estimation of Total Investment Expenditures For Romanian Economy using DYNARE," Computing in Economics and Finance 2004 151, Society for Computational Economics.

2002

  1. Christophe Planas & Alessandro Rossi & Werner Roeger, 2002. "An Unobserved Components Model for NAIRU Estimation," Computing in Economics and Finance 2002 356, Society for Computational Economics.
  2. Alessandro Rossi & Giampiero M. Gallo, 2002. "Volatility Estimation via Hidden Markov Models," Econometrics Working Papers Archive wp2002_14, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  3. Rossi, Alessandro & Canpolongo, Francesca & Bichisao, Guido, 2002. "Hedge Accounting Within Ias 39," Economic and Financial Reports 2002/2, European Investment Bank, Economics Department.

1998

  1. Gabriele Fiorentini & Christophe Planas, 1998. "- Non-Admissibility And The Specification Of Unobserved Components Models," Working Papers. Serie AD 1998-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

1996

  1. Fiorentini, G & Planas, C, 1996. "Non-Admissible Decompositions in Unobserved Components Models," Papers 9613, Centro de Estudios Monetarios Y Financieros-.

Journal articles

2013

  1. Planas, C. & Roeger, W. & Rossi, A., 2013. "The information content of capacity utilization for detrending total factor productivity," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 577-590.
  2. Girardi, Riccardo & Paruolo, Paolo, 2013. "Wages and prices in Europe before and after the onset of the Monetary Union," Economic Modelling, Elsevier, vol. 35(C), pages 643-653.

2012

  1. Fiorentini, G. & Planas, C. & Rossi, A., 2012. "The marginal likelihood of dynamic mixture models," Computational Statistics & Data Analysis, Elsevier, vol. 56(9), pages 2650-2662.

2008

  1. Planas, Christophe & Rossi, Alessandro & Fiorentini, Gabriele, 2008. "Bayesian Analysis of the Output Gap," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 18-32, January.

2007

  1. Planas, Christophe & Roeger, Werner & Rossi, Alessandro, 2007. "How much has labour taxation contributed to European structural unemployment?," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1359-1375, April.

2006

  1. Rossi, Alessandro & Gallo, Giampiero M., 2006. "Volatility estimation via hidden Markov models," Journal of Empirical Finance, Elsevier, vol. 13(2), pages 203-230, March.

2004

  1. Christophe Planas & Alessandro Rossi, 2004. "Can inflation data improve the real-time reliability of output gap estimates?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 121-133.

2002

  1. Planas, Christophe, 2002. "Seasonal Adjustment with the X-11 Method: Dominique Ladiray and Benoit Quenneville, Lecture Notes in Statistics, 2001, New York: Springer-Verlag, pp.260. [UK pound]48, $59.95, ISBN 0-387-95171-7," International Journal of Forecasting, Elsevier, vol. 18(3), pages 467-468.

2001

  1. Fiorentini, Gabriele & Planas, Christophe, 2001. "Overcoming Nonadmissibility in ARIMA-Model-Based Signal Extraction," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(4), pages 455-64, October.

1999

  1. Maravall, Agustin & Planas, Christophe, 1999. "Estimation error and the specification of unobserved component models," Journal of Econometrics, Elsevier, vol. 92(2), pages 325-353, October.

1994

  1. Bramanti, Alberto & Girardi, Riccardo, 1994. " New Firm Location: An Equilibrium Model and Its Disequilibrium Dynamics," Small Business Economics, Springer, vol. 6(2), pages 151-63, April.