Items where Author, Editor or other role is "Grassi, Stefano"

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Number of items: 14.

B

Bastürk, Nalan, Grassi, Stefano, Hoogerheide, Lennart, Van Dijk, Herman K. (2016) Parallelization Experience with Four Canonical Econometric Models using ParMitISEM. Econometrics, 4 (11). pp. 1-20. ISSN 2225-1146. E-ISSN 2225-1146. (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:54594)

C

Casarin, Roberto, Grassi, Stefano, Ravazzolo, Francesco, Van Dijk, Herman K. (2015) Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox. Journal of Statistical Software, . ISSN 1548-7660. (doi:10.18637/jss.v068.i03) (KAR id:49293)

G

Grassi, Stefano, Bastürk, Nalan, Hoogerheide, Lennart, Opschoor, Anne, Van Dijk, Herman K. (2017) The R package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference. Journal of Statistical Software, 79 (1). ISSN 1548-7660. (doi:10.18637/jss.v079.i01) (KAR id:51624)

Grassi, Stefano, Nonejad, Nima, Santucci de Magistris, Paolo (2016) Forecasting with the Standardized Self-Perturbed Kalman Filter. Journal of Applied Econometrics, 32 (2). pp. 318-341. ISSN 0883-7252. E-ISSN 1099-1255. (doi:10.1002/jae.2522) (KAR id:53658)

Grassi, Stefano, Proietti, Tommaso, Frale, Cecilia, Marcellino, Massimiliano, Mazzi, Gianluca (2015) EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries. International Journal of Forecasting, 31 (3). pp. 712-738. ISSN 0169-2070. (doi:10.1016/j.ijforecast.2014.08.015) (KAR id:49291)

Grassi, Stefano, Santucci de Magistris, Paolo (2015) It’s all about volatility of volatility: evidence from a two-factor stochastic volatility model. Journal of Empirical Finance, 30 . pp. 62-78. ISSN 0927-5398. (doi:10.1016/j.jempfin.2014.11.007) (KAR id:49295)

Grassi, Stefano, de Magistris, Paolo Santucci (2014) When Long Memory Meets the Kalman Filter: A Comparative Study. Computational Statistics and Data Analysis, 76 . pp. 301-319. ISSN 0167-9473. (doi:10.1016/j.csda.2012.10.018) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:40244)

Grassi, Stefano, Nicolosi, Marco, Stanghellini, Elena (2014) Item Response Models to measure Corporate Social Responsibility. Applied Financial Economics, 24 (22). pp. 1449-1464. ISSN 0960-3107. (doi:10.1080/09603107.2014.925070) (KAR id:49294)

Grassi, Stefano, Proietti, T. (2014) Characterising Economic Trends by Bayesian Stochastic Model Specification Search. Computational Statistics and Data Analysis, 71 . pp. 359-374. ISSN 0167-9473. (doi:10.1016/j.csda.2013.02.024) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:40245)

Grassi, Stefano, Hillebrand, Eric, Ventosa-Santaularia, Daniel (2013) The statistical relation of sea-level and temperature revisited. Dynamics of Atmospheres and Oceans, 64 . pp. 1-9. ISSN 0377-0265. (doi:10.1016/j.dynatmoce.2013.07.001) (KAR id:50760)

Grassi, Stefano, Dziubinski, Matt P. (2013) Heterogeneous Computing In Economics: A Simpli?ed Approach. Heterogeneous Computing In Economics: A Simpli?ed Approach, 43 (4). pp. 485-495. ISSN 0927-7099. (doi:10.1007/s10614-013-9362-2) (KAR id:50699)

Grassi, Stefano and Proietti, Tommaso (2012) Bayesian stochastic model specification search for seasonal and calendar effects. In: Economic Time Series: Modeling and Seasonality. Chapman and Hall/CRC Press. (doi:10.1201/b11823-25) (KAR id:52503)

Grassi, Stefano, Proietti, Tommaso (2010) Has the Volatility of U.S. Inflation Changed and How? Journal of Time Series Econometrics, 2 (1). pp. 1941-1928. ISSN 1941-1928. (doi:10.2202/1941-1928.1050) (KAR id:50759)

P

Proietti, Tommaso, Grassi, Stefano (2015) Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search. Empirical Economics, 48 (3). pp. 983-1011. ISSN 0377-7332. (doi:10.1007/s00181-014-0821-y) (KAR id:50758)

This list was generated on Tue Dec 24 19:59:57 2024 GMT.