Fonte dei dati: Archivio della Ricerca
http://art.torvergata.it
- Ferroni, F., Grassi, S., & Leon-Ledesma, M.a. (2019). Selecting structural innovations in DSGE models. JOURNAL OF APPLIED ECONOMETRICS, 34(2), 205-220. Dettagli
- Basturk, N., Borowska, A., Grassi, S., Hoogerheide, L., & van Dijk, H.k. (2019). Forecast density combinations of dynamic models and data driven portfolio strategies. JOURNAL OF ECONOMETRICS, 210(1), 170-186. Dettagli
- Catania, L., Grassi, S., & Ravazzolo, F. (2019). Forecasting cryptocurrencies under model and parameter instability. INTERNATIONAL JOURNAL OF FORECASTING, 35(2), 485-501. Dettagli
- Marczak, M., Proietti, T., & Grassi, S. (2018). A data-cleaning augmented Kalman filter for robust estimation of state space models. ECONOMETRICS AND STATISTICS, 5, 107-123. Dettagli
- Grassi, S., Mazzi, G., & and Proietti, T. (2018). Automatic Outlier Detection for the Basic Structural Time Series Model. In Handbook on Seasonal Adjustment. European Union and the United Nations Statistical Division. Dettagli
- Basturk, N., Grassi, S., Hoogerheide, L., Opschoor, A., & van Dijk, H.k. (2017). The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference. JOURNAL OF STATISTICAL SOFTWARE, 79(1). Dettagli
- Grassi, S., Nonejad, N., & De Magistris, P.s. (2017). Forecasting With the Standardized Self-Perturbed Kalman Filter. JOURNAL OF APPLIED ECONOMETRICS, 32(2), 318-341. Dettagli
- Casarin, R., Grassi, S., Ravazzolo, F., & van Dijk, H.k. (2015). Parallel sequential monte carlo for efficient density combination: The DeCo MATLAB toolbox. JOURNAL OF STATISTICAL SOFTWARE, 68. Dettagli
- Grassi, S., Proietti, T., Frale, C., Marcellino, M., & Mazzi, G. (2015). EuroMInd-C: a disaggregate monthly indicator of economic activity for the Euro area and member countries. INTERNATIONAL JOURNAL OF FORECASTING, 31(3), 712-738. Dettagli
- Grassi, S., & Proietti, T. (2014). Characterising economic trends by Bayesian stochastic model specification search. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 71, 359-374. Dettagli
- Grassi, S. (2010). Topics in unobserved components models. Dettagli
- Grassi, S., & Proietti, T. (2010). Has the volatility of U.S. inflation changed and how?. JOURNAL OF TIME SERIES ECONOMETRICS, 2(1). Dettagli