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Information about:
Marco Jacopo Lombardi

Personal Details | Affiliation | Works
This is information that was supplied by Marco Lombardi in registering through RePEc. If you are Marco Jacopo Lombardi , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Marco
Middle Name: Jacopo
Last Name: Lombardi
Suffix:

RePEc Short-ID: plo54

Email:
Homepage: http://www.webalice.it/marcojl
Postal Address: Postfach 16 03 19 D-60066 Frankfurt am Main Germany
Phone: +49-69-1344-8650

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Alessandro Galesi & Marco J. Lombardi, 2009. "External shocks and international inflation linkages: a Global VAR analysis," Working Paper Series 1062, European Central Bank. [Downloadable!]

  2. LOMBARDI, Marco & VEREDAS, David, 2007. "Indirect estimation of elliptical stable distributions," CORE Discussion Papers 2007018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
    Published as:

  3. Marco J. Lombardi & Silvia Sgherri, 2007. "(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate," Working Paper Series 794, European Central Bank. [Downloadable!]
    Other versions:

  4. Marco Lombardi & Giorgio Calzolari, 2006. "Indirect estimation of alpha-stable stochastic volatility models," Econometrics Working Papers Archive wp2006_07, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
    Published as:

  5. Silvia Sgherri & Marco J. Lombardi, 2006. "(Un)naturally low?," Computing in Economics and Finance 2006 321, Society for Computational Economics.

  6. Antonio Matas-Mir & Denise R. Osborn & Marco Lombardi, 2005. "The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes," Econometrics Working Papers Archive wp2005_15, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
    Published as:

  7. Marco J. Lombardi, 2004. "Bayesian inference for alpha-stable distributions: a random walk MCMC approach," Econometrics Working Papers Archive wp2004_11, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
    Published as:

  8. Marco J. Lombardi & Simon J. Godsill, 2004. "On-line Bayesian estimation of AR signals in symmetric alpha-stable noise," Econometrics Working Papers Archive wp2004_05, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]

  9. Marco J. Lombardi & Giorgio Calzolari, 2004. "Indirect estimation of alpha-stable distributions and processes," Econometrics Working Papers Archive wp2004_07, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
    Published as:

  10. Massimiliano Cecconi & Giampiero M. Gallo & Marco J. Lombardi, 2002. "GARCH-based Volatility Forecasts for Market Volatility Indices," Econometrics Working Papers Archive wp2002_06, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]

  11. Marco J. Lombardi & Giampiero M. Gallo, 2002. "Analytic Hessian Matrices and the Computation of FIGARCH Estimates," Econometrics Working Papers Archive wp2002_03, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]

Articles

  1. Lombardi, Marco J. & Calzolari, Giorgio, 2009. "Indirect estimation of [alpha]-stable stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2298-2308, April. [Downloadable!] (restricted)
    Other versions:

  2. Lombardi, Marco J. & Veredas, David, 2009. "Indirect estimation of elliptical stable distributions," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2309-2324, April. [Downloadable!] (restricted)
    Other versions:

  3. Marco J. Lombardi & Giorgio Calzolari, 2008. "Indirect Estimation of α-Stable Distributions and Processes," Econometrics Journal, Royal Economic Society, vol. 11(1), pages 193-208, 03. [Downloadable!] (restricted)
    Other versions:

  4. Antonio Matas-Mir & Denise R. Osborn & Marco J. Lombardi, 2008. "The effect of seasonal adjustment on the properties of business cycle regimes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 257-278. [Downloadable!]
    Other versions:

  5. Lombardi, Marco J., 2007. "Bayesian inference for [alpha]-stable distributions: A random walk MCMC approach," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2688-2700, February. [Downloadable!] (restricted)
    Other versions:

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2007-08-27 2007-08-27 2009-08-08 Author is listed
  2. NEP-ECM: Econometrics (6) 2002-06-13 2005-05-23 2005-05-23 2005-05-23 2007-01-28 2007-01-28 Author is listed
  3. NEP-ENE: Energy Economics (1) 2009-08-08
  4. NEP-ETS: Econometric Time Series (6) 2002-06-13 2005-05-23 2005-05-23 2005-05-23 2007-01-28 2007-01-28 Author is listed
  5. NEP-IFN: International Finance (1) 2002-06-13
  6. NEP-MAC: Macroeconomics (3) 2007-01-28 2007-08-27 2007-08-27 Author is listed
  7. NEP-MON: Monetary Economics (3) 2007-08-27 2007-08-27 2009-08-08 Author is listed
  8. NEP-OPM: Open MacroEconomics (1) 2009-08-08
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This page was last updated on 2009-11-6.

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