Gianni Amisano
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/ | |
Terminal Degree: | 1995 Department of Economics; University of Warwick (from RePEc Genealogy) |
Affiliation
(33%) Rimini Centre for Economic Analysis (RCEA)
Rimini, Italyhttp://www.rcea.world/
RePEc:edi:rcfeait (more details at EDIRC)
(34%) European Central Bank
Frankfurt am Main, Germanyhttp://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)
(33%) Economics Discipline Group
Business School
University of Technology Sydney
Sydney, Australiahttp://business.uts.edu.au/economics/
RePEc:edi:edutsau (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Amisano, Gianni & Tristani, Oreste, 2019.
"Uncertainty shocks, monetary policy and long-term interest rates,"
Working Paper Series
2279, European Central Bank.
- Gianni Amisano & Oreste Tristani, 2019. "Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates," Finance and Economics Discussion Series 2019-024, Board of Governors of the Federal Reserve System (U.S.).
- Gianni Amisano & Roberta Colavecchio & Gabriel Fagan, 2014.
"A money-based indicator for deflation risk,"
Macroeconomics and Finance Series
201403, University of Hamburg, Department of Socioeconomics.
- Colavecchio, Roberta & Amisano, Gianni & Fagan, Gabriel, 2014. "A money-based indicator for deflation risk," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100595, Verein für Socialpolitik / German Economic Association.
- Gianni Amisano & Roberta Colavecchio, 2013. "Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR," Macroeconomics and Finance Series 201304, University of Hamburg, Department of Socioeconomics.
- Amisano, Gianni & Geweke, John, 2013.
"Prediction using several macroeconomic models,"
Working Paper Series
1537, European Central Bank.
- Gianni Amisano & John Geweke, 2017. "Prediction Using Several Macroeconomic Models," The Review of Economics and Statistics, MIT Press, vol. 99(5), pages 912-925, December.
- Tristani, Oreste & Amisano, Gianni, 2011.
"Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations,"
Working Paper Series
1341, European Central Bank.
- 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.
- Amisano, Gianni & Geweke, John, 2011.
"Analysis of variance for bayesian inference,"
Working Paper Series
1409, European Central Bank.
- John Geweke & Gianni Amisano, 2014. "Analysis of Variance for Bayesian Inference," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 270-288, June.
- Amisano, Gianni & Fagan, Gabriel, 2010.
"Money growth and inflation: a regime switching approach,"
Working Paper Series
1207, European Central Bank.
- 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.
- Oreste Tristani & Gianni Amisano, 2010. "A nonlinear DSGE model of the term structure with regime shifts," 2010 Meeting Papers 234, Society for Economic Dynamics.
- 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.
- Amisano, Gianni & Geweke, John, 2009.
"Optimal Prediction Pools,"
Working Paper Series
1017, European Central Bank.
- Geweke, John & Amisano, Gianni, 2011. "Optimal prediction pools," Journal of Econometrics, Elsevier, vol. 164(1), pages 130-141, September.
- John Geweke & Gianni Amisano, 2008. "Optimal Prediction Pools," Working Paper series 22_08, Rimini Centre for Economic Analysis.
- Gianni Amisano & Roberto Casarin, 2008. "Particle Filters for Markov-Switching Stochastic-Correlation Models," Working Papers 0814, University of Brescia, Department of Economics.
- Amisano, Gianni & Savona, Roberto, 2008.
"Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk,"
Working Paper Series
881, European Central Bank.
- Gianni Amisano & Roberto Savona, 2007. "Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk," Working Papers 0706, University of Brescia, Department of Economics.
- Amisano, Gianni & Geweke, John, 2008.
"Comparing and evaluating Bayesian predictive distributions of assets returns,"
Working Paper Series
969, European Central Bank.
- 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.
- 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).
- Amisano, Gianni & Geweke, John, 2007.
"Hierarchical Markov normal mixture models with applications to financial asset returns,"
Working Paper Series
831, European Central Bank.
- 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.
- John Geweke & Gianni Amisano, 2007. "Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns," Working Papers 0705, University of Brescia, Department of Economics.
- Tristani, Oreste & Amisano, Giovanni, 2007.
"Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model,"
CEPR Discussion Papers
6373, C.E.P.R. Discussion Papers.
- 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.
- Gianni Amisano & Oreste Tristani, 2010. "Euro area inflation persistence in an estimated nonlinear dsge model," Post-Print hal-00732762, HAL.
- Tristani, Oreste & Amisano, Gianni, 2007. "Euro area inflation persistence in an estimated nonlinear DSGE model," Working Paper Series 754, European Central Bank.
- Gianni Amisano & Oreste Tristani, 2007. "Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model," Working Paper series 18_07, Rimini Centre for Economic Analysis.
- Gianni Amisano & Oreste Tristani, 2007. "Euro area inflation persistence in an estimated nonlinear DSGE model," Working Papers 0704, University of Brescia, Department of Economics.
- Gianni Amisano & Oreste Tristani, 2006. "Euro area inflation persistence in an estimated nonlinear," Computing in Economics and Finance 2006 347, Society for Computational Economics.
- Gianni Amisano & Raffaella Giacomini, 2005.
"Comparing Density Forecsts via Weighted Likelihood Ratio Tests,"
Working Papers
ubs0504, University of Brescia, Department of Economics.
- 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.
- Gianni Amisano & Maria Letizia Giorgetti, 2005. "Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach," Working Papers ubs0511, University of Brescia, Department of Economics.
- 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.
- Massimiliano Serati & Gianni Amisano, 2003. "Unemployment and labour taxation: an econometric analysis," LIUC Papers in Economics 122, Cattaneo University (LIUC).
- 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).
- 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).
- 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, September.
- 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.
- Amisano, Gianni, 1994.
"Bayesian Analysis Of Integration At Different Frequencies In Quarterly Data,"
Economic Research Papers
268623, University of Warwick - Department of Economics.
- 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.
- Gianni Amisano & Maria Letizia Giorgetti, "undated". "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
- Gianni Amisano & Oreste Tristani, 2023. "Monetary policy and long‐term interest rates," Quantitative Economics, Econometric Society, vol. 14(2), pages 689-716, May.
- Gianni Amisano & John Geweke, 2017.
"Prediction Using Several Macroeconomic Models,"
The Review of Economics and Statistics, MIT Press, vol. 99(5), pages 912-925, December.
- Amisano, Gianni & Geweke, John, 2013. "Prediction using several macroeconomic models," Working Paper Series 1537, European Central Bank.
- Gianni Amisano & Roberto Savona, 2017. "Mutual Funds Dynamics and Economic Predictors," Journal of Financial Econometrics, Oxford University Press, vol. 15(2), pages 302-330.
- John Geweke & Gianni Amisano, 2014.
"Analysis of Variance for Bayesian Inference,"
Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 270-288, June.
- Amisano, Gianni & Geweke, John, 2011. "Analysis of variance for bayesian inference," Working Paper Series 1409, European Central Bank.
- 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.
- Amisano, Gianni & Fagan, Gabriel, 2010. "Money growth and inflation: a regime switching approach," Working Paper Series 1207, European Central Bank.
- 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, June.
- 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.
- John Geweke & Gianni Amisano, 2012. "Prediction with Misspecified Models," American Economic Review, American Economic Association, vol. 102(3), pages 482-486, May.
- 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.
- John Geweke & Gianni Amisano, 2007. "Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns," Working Papers 0705, University of Brescia, Department of Economics.
- Amisano, Gianni & Geweke, John, 2007. "Hierarchical Markov normal mixture models with applications to financial asset returns," Working Paper Series 831, European Central Bank.
- Geweke, John & Amisano, Gianni, 2011.
"Optimal prediction pools,"
Journal of Econometrics, Elsevier, vol. 164(1), pages 130-141, September.
- John Geweke & Gianni Amisano, 2008. "Optimal Prediction Pools," Working Paper series 22_08, Rimini Centre for Economic Analysis.
- Amisano, Gianni & Geweke, John, 2009. "Optimal Prediction Pools," Working Paper Series 1017, European Central Bank.
- Giovanni Amisano & Oreste Tristani, 2011. "The euro area sovereign crisis: monitoring spillovers and contagion," Research Bulletin, European Central Bank, vol. 14, pages 2-4.
- 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.
- Tristani, Oreste & Amisano, Gianni, 2011. "Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations," Working Paper Series 1341, European Central Bank.
- 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, September.
- 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.
- Gianni Amisano & Oreste Tristani, 2010. "Euro area inflation persistence in an estimated nonlinear dsge model," Post-Print hal-00732762, HAL.
- Tristani, Oreste & Amisano, Gianni, 2007. "Euro area inflation persistence in an estimated nonlinear DSGE model," Working Paper Series 754, European Central Bank.
- Tristani, Oreste & Amisano, Giovanni, 2007. "Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model," CEPR Discussion Papers 6373, C.E.P.R. Discussion Papers.
- Gianni Amisano & Oreste Tristani, 2007. "Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model," Working Paper series 18_07, Rimini Centre for Economic Analysis.
- Gianni Amisano & Oreste Tristani, 2007. "Euro area inflation persistence in an estimated nonlinear DSGE model," Working Papers 0704, University of Brescia, Department of Economics.
- 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.
- Amisano, Gianni & Geweke, John, 2008. "Comparing and evaluating Bayesian predictive distributions of assets returns," Working Paper Series 969, European Central Bank.
- Gianni Amisano & Andreas Beyer & Michele Lenza, 2010. "Enhancing monetary analysis," Research Bulletin, European Central Bank, vol. 11, pages 2-6.
- 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.
- Gianni Amisano & Raffaella Giacomini, 2005. "Comparing Density Forecsts via Weighted Likelihood Ratio Tests," Working Papers ubs0504, University of Brescia, Department of Economics.
- Gianni Amisano & Alessandra Del Boca, 2004. "Profit related pay in Italy," International Journal of Manpower, Emerald Group Publishing Limited, vol. 25(5), pages 463-478, July.
- Amisano, Gianni, 2003. "Bayesian inference in cointegrated systems," Research in Economics, Elsevier, vol. 57(4), pages 287-314, December.
- 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, September.
- 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.
- 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).
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- Euclidian citation score
- Wu-Index
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 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.- NEP-CBA: Central Banking (9) 2006-02-12 2006-07-15 2007-07-07 2009-03-28 2010-06-18 2011-06-04 2015-02-22 2019-04-22 2019-05-13. Author is listed
- NEP-ECM: Econometrics (8) 2006-02-12 2008-07-14 2008-10-13 2009-08-08 2010-06-18 2011-06-04 2012-01-03 2013-08-23. Author is listed
- NEP-EEC: European Economics (6) 2006-02-12 2006-07-15 2007-07-07 2010-06-18 2014-04-18 2015-02-22. Author is listed
- NEP-ETS: Econometric Time Series (5) 2006-02-12 2008-07-14 2008-10-13 2009-08-08 2011-06-04. Author is listed
- NEP-COM: Industrial Competition (2) 2006-02-12 2006-03-05
- NEP-DGE: Dynamic General Equilibrium (2) 2007-07-07 2011-06-04
- NEP-BEC: Business Economics (1) 2006-03-05
- NEP-ENT: Entrepreneurship (1) 2006-03-05
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