1. Università degli Studi di Roma Tor Vergata
Indietro

Stefano Grassi

Fonte dei dati: Archivio della Ricerca http://art.torvergata.it
  1. Ferroni, F., Grassi, S., & Leon-Ledesma, M.a. (2019). Selecting structural innovations in DSGE models. JOURNAL OF APPLIED ECONOMETRICS, 34(2), 205-220. Dettagli
  2. 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
  3. Catania, L., Grassi, S., & Ravazzolo, F. (2019). Forecasting cryptocurrencies under model and parameter instability. INTERNATIONAL JOURNAL OF FORECASTING, 35(2), 485-501. Dettagli
  4. 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
  5. 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
  6. 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
  7. 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
  8. 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
  9. 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
  10. Grassi, S., & Proietti, T. (2014). Characterising economic trends by Bayesian stochastic model specification search. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 71, 359-374. Dettagli
  11. Grassi, S. (2010). Topics in unobserved components models. Dettagli
  12. Grassi, S., & Proietti, T. (2010). Has the volatility of U.S. inflation changed and how?. JOURNAL OF TIME SERIES ECONOMETRICS, 2(1). Dettagli