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Stefano Grassi

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This is information that was supplied by Stefano Grassi in registering through RePEc. If you are Stefano Grassi , 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: Stefano
Middle Name:
Last Name: Grassi
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RePEc Short-ID: pgr438

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Affiliation

Department of Economics
University of Kent at Canterbury
Location: Canterbury, United Kingdom
Homepage: http://www.ukc.ac.uk/economics/
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Postal: Keynes College, Canterbury, Kent, CT2 7NP
Handle: RePEc:edi:deukcuk (more details at EDIRC)

Works

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Working papers

  1. Stefano Grassi & Paolo Santucci de Magistris, 2013. "It’s all about volatility (of volatility): evidence from a two-factor stochastic volatility model," CREATES Research Papers 2013-03, School of Economics and Management, University of Aarhus.
  2. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers 2013-09, School of Economics and Management, University of Aarhus.
  3. Matt P. Dziubinski & Stefano Grassi, 2012. "Heterogeneous Computing in Economics: A Simplified Approach," CREATES Research Papers 2012-15, School of Economics and Management, University of Aarhus.
  4. Marco Nicolosi & Stefano Grassi & Elena Stanghellini, 2011. "How to measure Corporate Social Responsibility," Quaderni del Dipartimento di Economia, Finanza e Statistica 96/2011, Università di Perugia, Dipartimento Economia, Finanza e Statistica.
  5. Stefano Grassi & Paolo Santucci de Magistris, 2011. "When Long Memory Meets the Kalman Filter: A Comparative Study," CREATES Research Papers 2011-14, School of Economics and Management, University of Aarhus.
  6. Stefano Grassi & Tommaso Proietti, 2011. "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," CREATES Research Papers 2011-30, School of Economics and Management, University of Aarhus.
  7. Stefano Grassi & Tommaso Proietti, 2010. "Characterizing economic trends by Bayesian stochastic model specification search," EERI Research Paper Series EERI_RP_2010_25, Economics and Econometrics Research Institute (EERI), Brussels.
  8. Tommaso, Proietti & Stefano, Grassi, 2010. "Bayesian stochastic model specification search for seasonal and calendar effects," MPRA Paper 27305, University Library of Munich, Germany.
  9. Grassi, Stefano & Proietti, Tommaso, 2008. "Has the Volatility of U.S. Inflation Changed and How?," MPRA Paper 11453, University Library of Munich, Germany.

Articles

  1. Grassi Stefano & Proietti Tommaso, 2010. "Has the Volatility of U.S. Inflation Changed and How?," Journal of Time Series Econometrics, De Gruyter, vol. 2(1), pages 1-22, September.

NEP Fields

14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2012-01-25
  2. NEP-CBA: Central Banking (1) 2008-11-11
  3. NEP-CMP: Computational Economics (4) 2012-05-08 2013-04-13 2013-04-20 2013-04-27. Author is listed
  4. NEP-CWA: Central & Western Asia (2) 2013-03-09 2013-04-20
  5. NEP-DGE: Dynamic General Equilibrium (1) 2012-05-08
  6. NEP-ECM: Econometrics (8) 2008-11-11 2010-05-15 2010-09-03 2010-12-18 2011-05-24 2011-09-16 2013-03-09 2013-04-13. Author is listed
  7. NEP-ETS: Econometric Time Series (6) 2010-05-15 2011-03-05 2011-05-24 2011-05-24 2011-09-16 2013-03-09. Author is listed
  8. NEP-FOR: Forecasting (3) 2013-03-09 2013-04-20 2013-04-27
  9. NEP-MAC: Macroeconomics (4) 2008-11-11 2010-05-15 2010-09-03 2011-09-16. Author is listed
  10. NEP-MKT: Marketing (1) 2012-01-25
  11. NEP-MON: Monetary Economics (1) 2008-11-11
  12. NEP-ORE: Operations Research (10) 2010-05-15 2010-09-03 2010-12-18 2011-03-05 2011-05-24 2011-09-16 2013-03-09 2013-04-13 2013-04-20 2013-04-27. Author is listed

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