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Gianni Amisano

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Personal Details

First Name:Gianni
Middle Name:
Last Name:Amisano
Suffix:
RePEc Short-ID:pam27
[This author has chosen not to make the email address public]
http://fausto.eco.unibs.it/~amisano/
Frankfurt am Main, Germany
http://www.ecb.europa.eu/

: +49 69 1344 0
+49 69 1344 6000
D-60640 Frankfurt am Main
RePEc:edi:emieude (more details at EDIRC)
Rimini, Italy
http://www.rcfea.org/

: +390541434142
+39054155431
Via Patara, 3, 47921 Rimini (RN)
RePEc:edi:rcfeait (more details at EDIRC)
Sydney, Australia
http://business.uts.edu.au/economics/

: +61 2 9514 7777
+61 2 9514 7722
PO Box 123, Broadway NSW 2007, Sydney
RePEc:edi:edutsau (more details at EDIRC)
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  1. Colavecchio, Roberta & Amisano, Gianni & Fagan, Gabriel, 2014. "A money-based indicator for deflation risk," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100595, Verein für Socialpolitik / German Economic Association.
  2. 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.
  3. Amisano, Gianni & Geweke, John, 2013. "Prediction using several macroeconomic models," Working Paper Series 1537, European Central Bank.
  4. Amisano, Gianni & Tristani, Oreste, 2011. "Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations," Working Paper Series 1341, European Central Bank.
  5. Geweke, John & Amisano, Gianni, 2011. "Analysis of variance for bayesian inference," Working Paper Series 1409, European Central Bank.
  6. Amisano, Gianni & Fagan, Gabriel, 2010. "Money growth and inflation: a regime switching approach," Working Paper Series 1207, European Central Bank.
  7. Oreste Tristani & Gianni Amisano, 2010. "A nonlinear DSGE model of the term structure with regime shifts," 2010 Meeting Papers 234, Society for Economic Dynamics.
  8. Geweke, John & Amisano, Gianni, 2009. "Optimal Prediction Pools," Working Paper Series 1017, European Central Bank.
  9. 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.
  10. 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).
  11. Gianni Amisano & Roberto Casarin, 2008. "Particle Filters for Markov-Switching Stochastic-Correlation Models," Working Papers 0814, University of Brescia, Department of Economics.
  12. 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.
  13. Geweke, John & Amisano, Gianni, 2008. "Comparing and evaluating Bayesian predictive distributions of assets returns," Working Paper Series 0969, European Central Bank.
  14. Geweke, John & Amisano, Gianni, 2007. "Hierarchical Markov normal mixture models with applications to financial asset returns," Working Paper Series 0831, European Central Bank.
  15. Amisano, Gianni & Tristani, Oreste, 2007. "Euro area inflation persistence in an estimated nonlinear DSGE model," Working Paper Series 0754, European Central Bank.
  16. Gianni Amisano & Oreste Tristani, 2006. "Euro area inflation persistence in an estimated nonlinear," Computing in Economics and Finance 2006 347, Society for Computational 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 & Maria Letizia Giorgetti, 2005. "Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach," Working Papers ubs0511, University of Brescia, Department of Economics.
  19. Gianni Amisano & Raffaella Giacomini, 2005. "Comparing Density Forecsts via Weighted Likelihood Ratio Tests," Working Papers ubs0504, University of Brescia, Department of Economics.
  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, 2003. "Unemployment persistence in Italy. An econometric analysis with multivariate time varying parameter models," LIUC Papers in Economics 121, Cattaneo University (LIUC).
  22. Gianni Amisano & Massimiliano Serati, 2002. "What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence," LIUC Papers in Economics 111, Cattaneo University (LIUC).
  23. 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.
  24. 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.
  1. John Geweke & Gianni Amisano, 2014. "Analysis of Variance for Bayesian Inference," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 270-288, June.
  2. 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.
  3. 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.
  4. Amisano, Gianni & Fagan, Gabriel, 2013. "Money growth and inflation: A regime switching approach," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 118-145.
  5. John Geweke & Gianni Amisano, 2012. "Prediction with Misspecified Models," American Economic Review, American Economic Association, vol. 102(3), pages 482-86, May.
  6. 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.
  7. Geweke, John & Amisano, Gianni, 2011. "Optimal prediction pools," Journal of Econometrics, Elsevier, vol. 164(1), pages 130-141, September.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. Amisano, Gianni, 2003. "Bayesian inference in cointegrated systems," Research in Economics, Elsevier, vol. 57(4), pages 287-314, December.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (10) 2006-02-12 2007-12-08 2008-07-14 2008-10-13 2008-12-07 2009-08-08 2010-06-18 2011-06-04 2012-01-03 2013-08-23. Author is listed
  2. NEP-MAC: Macroeconomics (10) 2002-07-31 2002-07-31 2006-02-12 2006-07-15 2007-06-11 2007-07-07 2010-06-18 2013-06-16 2014-04-18 2015-02-22. Author is listed
  3. NEP-CBA: Central Banking (7) 2006-02-12 2006-07-15 2007-06-11 2007-07-07 2010-06-18 2011-06-04 2015-02-22. Author is listed
  4. NEP-EEC: European Economics (7) 2006-02-12 2006-07-15 2007-06-11 2007-07-07 2010-06-18 2014-04-18 2015-02-22. Author is listed
  5. NEP-MON: Monetary Economics (7) 2006-02-12 2006-07-15 2007-06-11 2010-06-18 2013-06-16 2014-04-18 2015-02-22. Author is listed
  6. NEP-ETS: Econometric Time Series (6) 2006-02-12 2007-12-08 2008-07-14 2008-10-13 2009-08-08 2011-06-04. Author is listed
  7. NEP-FOR: Forecasting (6) 2006-02-12 2008-07-14 2008-12-07 2009-08-08 2012-01-03 2013-08-23. Author is listed
  8. NEP-ORE: Operations Research (4) 2008-10-13 2008-12-07 2009-08-08 2011-06-04
  9. NEP-DGE: Dynamic General Equilibrium (3) 2007-06-11 2007-07-07 2011-06-04
  10. NEP-LAB: Labour Economics (3) 2003-07-10 2003-07-10 2008-05-05
  11. NEP-BEC: Business Economics (2) 2006-03-05 2008-05-05
  12. NEP-COM: Industrial Competition (2) 2006-02-12 2006-03-05
  13. NEP-FMK: Financial Markets (2) 2006-02-12 2007-12-08
  14. NEP-TID: Technology & Industrial Dynamics (2) 2006-02-12 2006-03-05
  15. NEP-ENT: Entrepreneurship (1) 2006-03-05
  16. NEP-HEA: Health Economics (1) 2006-02-12
  17. NEP-MIC: Microeconomics (1) 2009-08-08
  18. NEP-RMG: Risk Management (1) 2008-05-05
  19. NEP-UPT: Utility Models & Prospect Theory (1) 2011-06-04
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