GRASSI, STEFANO
GRASSI, STEFANO
Dipartimento di Economia e Finanza
A data-cleaning augmented Kalman filter for robust estimation of state space models
2018-01-01 Marczak, M; Proietti, T; Grassi, S
Automatic Outlier Detection for the Basic Structural Time Series Model
2018-01-01 Grassi, S; Mazzi, G; and Proietti, T
Bayesian Econometrics
2020-01-01 Bernardi, M; Grassi, S; Ravazzolo, F
Characterising economic trends by Bayesian stochastic model specification search
2014-01-01 Grassi, S; Proietti, T
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance
2023-12-01 Casarin, R; Grassi, S; Ravazzolo, F; van Dijk, Hk
Estimating Risk in Illiquid Markets: A Model of Market Friction with Stochastic Volatility
2023-01-01 Buccheri, G; Grassi, S; Vocalelli, G
EuroMInd-C: a disaggregate monthly indicator of economic activity for the Euro area and member countries
2015-01-01 Grassi, S; Proietti, T; Frale, C; Marcellino, M; Mazzi, G
Forecast density combinations of dynamic models and data driven portfolio strategies
2019-01-01 Basturk, N; Borowska, A; Grassi, S; Hoogerheide, L; van Dijk, Hk
Forecasting cryptocurrencies under model and parameter instability
2019-01-01 Catania, L; Grassi, S; Ravazzolo, F
Forecasting cryptocurrency volatility
2022-09-01 Catania, L; Grassi, S
Forecasting financial markets with semantic network analysis in the COVID-19 crisis
2022-01-01 FRONZETTI COLLADON, A; Grassi, S; Ravazzolo, F; Violante, F
Forecasting With the Standardized Self-Perturbed Kalman Filter
2017-03-01 Grassi, S; Nonejad, N; De Magistris, Ps
Has the volatility of U.S. inflation changed and how?
2010-01-01 Grassi, S; Proietti, T
Parallel sequential monte carlo for efficient density combination: The DeCo MATLAB toolbox
2015-11-24 Casarin, R; Grassi, S; Ravazzolo, F; van Dijk, Hk
Selecting structural innovations in DSGE models
2019-03-01 Ferroni, F; Grassi, S; Leon-Ledesma, Ma
Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings
2023-01-01 Belotti, F; Casini, A; Catania, L; Grassi, S; Perron, P
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
2023-01-01 Belotti, F; Casini, A; Catania, L; Grassi, S; Perron, P
The macroeconomic spillovers from space activity
2023-01-01 Corrado, L; Grassi, S; Paolillo, A; Silgado-Gómez, E
The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference
2017-07-17 Basturk, N; Grassi, S; Hoogerheide, L; Opschoor, A; van Dijk, Hk
The time-varying Multivariate Autoregressive Index model
2024-01-01 Cubadda, G; Grassi, S; Guardabascio, B
| Data di pubblicazione | Titolo | Autore(i) | Tipo | File |
|---|---|---|---|---|
| 1-gen-2018 | A data-cleaning augmented Kalman filter for robust estimation of state space models | Marczak, M; Proietti, T; Grassi, S | Articolo su rivista | |
| 1-gen-2018 | Automatic Outlier Detection for the Basic Structural Time Series Model | Grassi, S; Mazzi, G; and Proietti, T | Contributo in libro | |
| 1-gen-2020 | Bayesian Econometrics | Bernardi, M; Grassi, S; Ravazzolo, F | Curatele | |
| 1-gen-2014 | Characterising economic trends by Bayesian stochastic model specification search | Grassi, S; Proietti, T | Articolo su rivista | |
| 1-dic-2023 | Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance | Casarin, R; Grassi, S; Ravazzolo, F; van Dijk, Hk | Articolo su rivista | |
| 1-gen-2023 | Estimating Risk in Illiquid Markets: A Model of Market Friction with Stochastic Volatility | Buccheri, G; Grassi, S; Vocalelli, G | Articolo su rivista | |
| 1-gen-2015 | EuroMInd-C: a disaggregate monthly indicator of economic activity for the Euro area and member countries | Grassi, S; Proietti, T; Frale, C; Marcellino, M; Mazzi, G | Articolo su rivista | |
| 1-gen-2019 | Forecast density combinations of dynamic models and data driven portfolio strategies | Basturk, N; Borowska, A; Grassi, S; Hoogerheide, L; van Dijk, Hk | Articolo su rivista | |
| 1-gen-2019 | Forecasting cryptocurrencies under model and parameter instability | Catania, L; Grassi, S; Ravazzolo, F | Articolo su rivista | |
| 1-set-2022 | Forecasting cryptocurrency volatility | Catania, L; Grassi, S | Articolo su rivista | |
| 1-gen-2022 | Forecasting financial markets with semantic network analysis in the COVID-19 crisis | FRONZETTI COLLADON, A; Grassi, S; Ravazzolo, F; Violante, F | Articolo su rivista | |
| 1-mar-2017 | Forecasting With the Standardized Self-Perturbed Kalman Filter | Grassi, S; Nonejad, N; De Magistris, Ps | Articolo su rivista | |
| 1-gen-2010 | Has the volatility of U.S. inflation changed and how? | Grassi, S; Proietti, T | Articolo su rivista | |
| 24-nov-2015 | Parallel sequential monte carlo for efficient density combination: The DeCo MATLAB toolbox | Casarin, R; Grassi, S; Ravazzolo, F; van Dijk, Hk | Articolo su rivista | |
| 1-mar-2019 | Selecting structural innovations in DSGE models | Ferroni, F; Grassi, S; Leon-Ledesma, Ma | Articolo su rivista | |
| 1-gen-2023 | Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings | Belotti, F; Casini, A; Catania, L; Grassi, S; Perron, P | Articolo su rivista | |
| 1-gen-2023 | Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings | Belotti, F; Casini, A; Catania, L; Grassi, S; Perron, P | Articolo su rivista | |
| 1-gen-2023 | The macroeconomic spillovers from space activity | Corrado, L; Grassi, S; Paolillo, A; Silgado-Gómez, E | Articolo su rivista | |
| 17-lug-2017 | The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference | Basturk, N; Grassi, S; Hoogerheide, L; Opschoor, A; van Dijk, Hk | Articolo su rivista | |
| 1-gen-2024 | The time-varying Multivariate Autoregressive Index model | Cubadda, G; Grassi, S; Guardabascio, B | Articolo su rivista |