Browsing All of EconStor by Author Grassi, Stefano


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Year of PublicationTitleAuthor(s)
2010Characterizing economic trends by Bayesian stochastic model specification searchGrassi, Stefano; Proietti, Tommaso
2013Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab ToolboxCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2013It's all about volatility of volatility: evidence from a two-factor stochastic volatility modelGrassi, Stefano; Santucci de Magistris, Paolo
2014Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB ToolboxCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2014EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the EuroGrassi, Stefano; Proietti, Tommaso; Frale, Cecilia; Marcellino, Massimiliano; Mazzi, Gianluigi
2014Forecasting with the Standardized Self-Perturbed Kalman FilterGrassi, Stefano; Nonejad, Nima; Santucci de Magistris, Paolo
2015Dynamic Predictive Density Combinations for Large Data Sets in Economics and FinanceCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2015Fundamental shock selection in DSGE modelsFerroni, Filippo; Grassi, Stefano; León-Ledesma, Miguel A.
2015Dynamic Predictive Density Combinations for Large Data Sets in Economics and FinanceCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2015A data-cleaning augmented Kalman filter for robust estimation of state space modelsMarczak, Martyna; Proietti, Tommaso; Grassi, Stefano
2015The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian InferenceBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; Opschoor, Anne; van Dijk, Herman K.
2015Level shifts and long memory: A state space approachDelle Monache, Davide; Grassi, Stefano; Santucci de Magistris, Paolo
2016Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum StrategiesBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman K.
2016Parallelization Experience with Four Canonical Econometric Models using ParMitISEMBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman K.
2016Parallelization experience with four canonical econometric models using ParMitISEMBaştürk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman K.
2017Selecting primal innovations in DSGE modelsFerroni, Filippo; Grassi, Stefano; León-Ledesma, Miguel A.
2017The R Package Mitisem: Efficient and Robust Simulation Procedures for Bayesian InferenceBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; Opschoor, Anne; van Dijk, Herman K.
2018Forecast Density Combinations of Dynamic Models and Data Driven Portfolio StrategiesBasturk, Nalan; Borowska, Agnieszka; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman
2018Forecast Density Combinations of Dynamic Models and Data Driven Portfolio StrategiesBasturk, Nalan; Borowska, Agnieszka; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman K.
2019Is Bitcoin a relevant predictor of standard & poor's 500?Muglia, Camilla; Santabarbara, Luca; Grassi, Stefano