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Davide Delle Monache

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Personal Details

First Name:Davide
Middle Name:
Last Name:Delle Monache
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RePEc Short-ID:pde480
Email:
Homepage:https://sites.google.com/site/dellemonachedavide/home
Postal Address:Via Nazionale, 91. 00184. Rome. italy
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Location: Roma, Italy
Homepage: http://www.bancaditalia.it/
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Postal: Via Nazionale, 91 - 00184 Roma
Handle: RePEc:edi:bdigvit (more details at EDIRC)
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  1. Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris, 2015. "Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach," CREATES Research Papers 2015-30, School of Economics and Management, University of Aarhus.
  2. Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Birkbeck Working Papers in Economics and Finance 1409, Birkbeck, Department of Economics, Mathematics & Statistics.
  1. Harvey, Andrew C. & Delle Monache, Davide, 2009. "Computing the mean square error of unobserved components extracted by misspecified time series models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 283-295, February.
  2. Mario Mazzocchi & Davide Delle Monache & Alexandra Lobb, 2006. "A structural time series approach to modelling multiple and resurgent meat scares in Italy," Applied Economics, Taylor & Francis Journals, vol. 38(14), pages 1677-1688.
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2014-07-21. Author is listed
  2. NEP-FOR: Forecasting (2) 2014-07-21 2014-07-28. Author is listed
  3. NEP-MAC: Macroeconomics (2) 2014-07-21 2014-07-28. Author is listed
  4. NEP-ORE: Operations Research (2) 2014-07-21 2014-07-28. Author is listed

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