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Gianni Amisano

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This is information that was supplied by Gianni Amisano in registering through RePEc. If you are Gianni Amisano , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Gianni
Middle Name:
Last Name: Amisano
Suffix:

RePEc Short-ID: pam27

Email: [This author has chosen not to make the email address public]
Homepage: http://fausto.eco.unibs.it/~amisano/
Postal Address:
Phone:

Affiliation

(34%) European Central Bank
Location: Frankfurt am Main, Germany
Homepage: http://www.ecb.int/
Email:
Phone: +49 69 1344 0
Fax: +49 69 1344 6000
Postal: Kaiserstra├če 29, D-60311 Frankfurt am Main
Handle: RePEc:edi:emieude (more details at EDIRC)
(33%) Rimini Centre for Economic Analysis (RCEA)
Location: Rimini, Italy
Homepage: http://www.rcfea.org/
Email:
Phone: +390541434142
Fax: +39054155431
Postal: Via Patara, 3, 47921 Rimini (RN)
Handle: RePEc:edi:rcfeait (more details at EDIRC)
(33%) Economics Discipline Group
Business School
University of Technology Sydney
Location: Sydney, Australia
Homepage: http://business.uts.edu.au/economics/
Email:
Phone: +61 2 9514 7777
Fax: +61 2 9514 7722
Postal: PO Box 123, Broadway NSW 2007, Sydney
Handle: RePEc:edi:edutsau (more details at EDIRC)

Works

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Working papers

  1. Gianni Amisano & Roberta Colavecchio, 2013. "Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR," Macroeconomics and Finance Series 201304, Hamburg University, Department Wirtschaft und Politik.
  2. Amisano, Gianni & Geweke, John, 2013. "Prediction using several macroeconomic models," Working Paper Series 1537, European Central Bank.
  3. Amisano, Gianni & Tristani, Oreste, 2011. "Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations," Working Paper Series 1341, European Central Bank.
  4. Geweke, John & Amisano, Gianni, 2011. "Analysis of variance for bayesian inference," Working Paper Series 1409, European Central Bank.
  5. Amisano, Gianni & Fagan, Gabriel, 2010. "Money growth and inflation: a regime switching approach," Working Paper Series 1207, European Central Bank.
  6. Oreste Tristani & Gianni Amisano, 2010. "A nonlinear DSGE model of the term structure with regime shifts," 2010 Meeting Papers 234, Society for Economic Dynamics.
  7. Amisano, Gianni & Giammarioli, Nicola & Stracca, Livio, 2009. "EMU and the adjustment to asymmetric shocks: the case of Italy," Working Paper Series 1128, European Central Bank.
  8. 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).
  9. Amisano, Gianni & Savona, Roberto, 2008. "Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk," Working Paper Series 0881, European Central Bank.
  10. Gianni Amisano & Roberto Casarin, 2008. "Particle Filters for Markov-Switching Stochastic-Correlation Models," Working Papers 0814, University of Brescia, Department of Economics.
  11. John Geweke & Gianni Amisano, 2008. "Optimal Prediction Pools," Working Paper Series 22-08, The Rimini Centre for Economic Analysis, revised Jan 2008.
  12. Geweke, John & Amisano, Gianni, 2008. "Comparing and evaluating Bayesian predictive distributions of assets returns," Working Paper Series 0969, European Central Bank.
  13. Geweke, John & Amisano, Gianni, 2007. "Hierarchical Markov normal mixture models with applications to financial asset returns," Working Paper Series 0831, European Central Bank.
  14. Amisano, Gianni & Tristani, Oreste, 2007. "Euro area inflation persistence in an estimated nonlinear DSGE model," Working Paper Series 0754, European Central Bank.
  15. Gianni Amisano & Oreste Tristani, 2006. "Euro area inflation persistence in an estimated nonlinear," Computing in Economics and Finance 2006 347, Society for Computational Economics.
  16. Gianni Amisano & Maria Letizia Giorgetti, 2005. "Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach," Working Papers ubs0511, University of Brescia, Department of Economics.
  17. 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.
  18. Gianni Amisano & Raffaella Giacomini, 2005. "Comparing Density Forecsts via Weighted Likelihood Ratio Tests," Working Papers ubs0504, University of Brescia, Department of Economics.
  19. 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).
  20. Massimiliano Serati & Gianni Amisano, 2003. "Unemployment and labour taxation: an econometric analysis," LIUC Papers in Economics 122, Cattaneo University (LIUC).
  21. 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.
  22. 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.
  23. 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.

Articles

  1. Gianni Amisano & Maria Letizia Giorgetti, 2013. "Diversification by entry into a new submarket?," Applied Economics, Taylor & Francis Journals, vol. 45(12), pages 1507-1518, April.
  2. Gianni Amisano & Maria Letizia Giorgetti, 2013. "Entry Into Pharmaceutical Submarkets: A Bayesian Panel Probit Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(4), pages 667-701, 06.
  3. John Geweke & Gianni Amisano, 2012. "Prediction with Misspecified Models," American Economic Review, American Economic Association, vol. 102(3), pages 482-86, May.
  4. John Geweke & Gianni Amisano, 2011. "Hierarchical Markov normal mixture models with applications to financial asset returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(1), pages 1-29, January/F.
  5. Amisano, Gianni & Tristani, Oreste, 2011. "Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2167-2185.
  6. Geweke, John & Amisano, Gianni, 2011. "Optimal prediction pools," Journal of Econometrics, Elsevier, vol. 164(1), pages 130-141, September.
  7. Geweke, John & Amisano, Gianni, 2010. "Comparing and evaluating Bayesian predictive distributions of asset returns," International Journal of Forecasting, Elsevier, vol. 26(2), pages 216-230, April.
  8. Gianni Amisano & Marco Tronzano, 2010. "Assessing European Central Bank'S Credibility During The First Years Of The Eurosystem: A Bayesian Empirical Investigation," Manchester School, University of Manchester, vol. 78(5), pages 437-459, 09.
  9. Amisano, Gianni & Tristani, Oreste, 2010. "Euro area inflation persistence in an estimated nonlinear DSGE model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1837-1858, October.
  10. 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.
  11. 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.
  12. Amisano, Gianni, 2003. "Bayesian inference in cointegrated systems," Research in Economics, Elsevier, vol. 57(4), pages 287-314, December.

NEP Fields

22 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2006-03-06 2008-05-05
  2. NEP-CBA: Central Banking (7) 2006-02-21 2006-07-21 2007-06-11 2007-07-07 2007-11-03 2010-06-18 2011-06-04. Author is listed
  3. NEP-COM: Industrial Competition (2) 2006-02-13 2006-03-07
  4. NEP-DGE: Dynamic General Equilibrium (4) 2007-06-11 2007-07-07 2007-11-03 2011-06-04
  5. NEP-ECM: Econometrics (11) 2006-02-21 2007-12-08 2008-07-14 2008-09-13 2008-10-13 2008-12-07 2009-08-08 2010-06-18 2011-06-04 2012-01-03 2013-08-23. Author is listed
  6. NEP-EEC: European Economics (6) 2006-02-21 2006-07-15 2007-06-11 2007-07-07 2007-11-03 2010-06-18. Author is listed
  7. NEP-ENT: Entrepreneurship (1) 2006-03-06
  8. NEP-ETS: Econometric Time Series (7) 2006-02-27 2007-12-08 2008-07-14 2008-09-13 2008-10-13 2009-08-08 2011-06-04. Author is listed
  9. NEP-FMK: Financial Markets (2) 2006-03-18 2007-12-08
  10. NEP-FOR: Forecasting (7) 2006-02-21 2008-07-14 2008-09-13 2008-12-07 2009-08-08 2012-01-03 2013-08-23. Author is listed
  11. NEP-HEA: Health Economics (1) 2006-02-27
  12. NEP-LAB: Labour Economics (3) 2003-07-10 2003-07-10 2008-05-05
  13. NEP-MAC: Macroeconomics (9) 2002-07-31 2002-07-31 2006-02-14 2006-07-18 2007-06-11 2007-07-07 2007-11-03 2010-06-18 2013-06-16. Author is listed
  14. NEP-MIC: Microeconomics (1) 2009-08-08
  15. NEP-MON: Monetary Economics (6) 2006-02-21 2006-07-15 2007-06-11 2007-11-03 2010-06-18 2013-06-16. Author is listed
  16. NEP-ORE: Operations Research (5) 2008-09-13 2008-10-13 2008-12-07 2009-08-08 2011-06-04. Author is listed
  17. NEP-RMG: Risk Management (1) 2008-05-05
  18. NEP-TID: Technology & Industrial Dynamics (2) 2006-02-14 2006-03-07
  19. NEP-UPT: Utility Models & Prospect Theory (1) 2011-06-04

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