Marco Jacopo Lombardi at IDEAS
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Information
about: Marco Jacopo Lombardi
Personal Details | Affiliation | Works
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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: +49-69-1344-8650Affiliation (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
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Working papers
Alessandro Galesi & Marco J. Lombardi, 2009.
"External shocks and international inflation linkages: a Global VAR analysis ,"
Working Paper Series
1062, European Central Bank.
[Downloadable!]
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:
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:
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:
Silvia Sgherri & Marco J. Lombardi, 2006.
"(Un)naturally low? ,"
Computing in Economics and Finance 2006
321, Society for Computational Economics.
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:
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:
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!]
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:
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!]
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
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:
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:
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:
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:
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):
NEP-CBA : Central Banking (3) 2007-08-27 2007-08-27 2009-08-08 Author is listed
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
NEP-ENE : Energy Economics (1) 2009-08-08
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
NEP-IFN : International Finance (1) 2002-06-13
NEP-MAC : Macroeconomics (3) 2007-01-28 2007-08-27 2007-08-27 Author is listed
NEP-MON : Monetary Economics (3) 2007-08-27 2007-08-27 2009-08-08 Author is listed
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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