Gianni Amisano - Central Bank Research Hub

Papers by year: All | 2011 | 2010 | 2009 | 2008 | 2007

Title Other author(s)

Analysis of variance for bayesian inference,

European Central Bank Working papers [View] (Paper: 1409, 21.12.2011)

Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations,

European Central Bank Working papers [View] (Paper: 1341, 27.05.2011)

Money growth and inflation: a regime switching approach,

European Central Bank Working papers [View] (Paper: 1207, 25.06.2010)

JEL: C11, C53, E31

EMU and the adjustment to asymmetric shocks: the case of Italy,

European Central Bank Working papers [View] (Paper: 1128, 18.12.2009)

Optimal Prediction Pools

European Central Bank Working papers [View] (Paper: 1017, 03.03.2009)

JEL: C11, C53

Comparing and evaluating Bayesian predictive distributions of assets returns

European Central Bank Working papers [View] (Paper: 0969, 27.11.2008)

JEL: C11, C53

Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk.

European Central Bank Working papers [View] (Paper: 0881, 20.03.2008)

JEL: C11, C13, G12, G13

Hierarchical Markov normal mixture models with applications to financial asset returns

European Central Bank Working papers [View] (Paper: 0831, 01.12.2007)

JEL: C11, C14, C53, G12

Euro area inflation persistence in an estimated nonlinear DSGE model

European Central Bank Working papers [View] (Paper: 0754, 23.05.2007)

JEL: C11, C15, E31, E32, E52

Papers by year: All | 2011 | 2010 | 2009 | 2008 | 2007