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Stefano Grassi

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Personal Details

First Name:Stefano
Middle Name:
Last Name:Grassi
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RePEc Short-ID:pgr438
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Location: Canterbury, United Kingdom
Homepage: http://www.kent.ac.uk/economics/
Email:
Phone: +44 (0) 1227 827497
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Postal: Keynes College, Canterbury, Kent, CT2 7NP
Handle: RePEc:edi:deukcuk (more details at EDIRC)
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  1. 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.
  2. 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.
  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.
  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. Tommaso, Proietti & Stefano, Grassi, 2010. "Bayesian stochastic model specification search for seasonal and calendar effects," MPRA Paper 27305, University Library of Munich, Germany.
  8. 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.
  9. Grassi, Stefano & Proietti, Tommaso, 2008. "Has the Volatility of U.S. Inflation Changed and How?," MPRA Paper 11453, University Library of Munich, Germany.
  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.
13 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 (3) 2012-05-08 2013-04-20 2013-04-27
  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 (7) 2008-11-11 2010-05-15 2010-09-03 2010-12-18 2011-05-24 2011-09-16 2013-03-09. 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 (9) 2010-05-15 2010-09-03 2010-12-18 2011-03-05 2011-05-24 2011-09-16 2013-03-09 2013-04-20 2013-04-27. Author is listed

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