Browsing All of EconStor by Author Grassi, Stefano

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Showing results 1 to 14 of 14
Year of PublicationTitleAuthor(s)
2010 Characterizing economic trends by Bayesian stochastic model specification searchGrassi, Stefano; Proietti, Tommaso
2013 Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab ToolboxCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2013 It's all about volatility of volatility: evidence from a two-factor stochastic volatility modelGrassi, Stefano; Santucci de Magistris, Paolo
2014 Forecasting with the Standardized Self-Perturbed Kalman FilterGrassi, Stefano; Nonejad, Nima; Santucci de Magistris, Paolo
2014 EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the EuroGrassi, Stefano; Proietti, Tommaso; Frale, Cecilia; Marcellino, Massimiliano; Mazzi, Gianluigi
2015 Fundamental shock selection in DSGE modelsFerroni, Filippo; Grassi, Stefano; León-Ledesma, Miguel A.
2015 Level shifts and long memory: A state space approachDelle Monache, Davide; Grassi, Stefano; Santucci de Magistris, Paolo
2015 The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian InferenceBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; Opschoor, Anne; van Dijk, Herman K.
2015 Dynamic Predictive Density Combinations for Large Data Sets in Economics and FinanceCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2015 A data-cleaning augmented Kalman filter for robust estimation of state space modelsMarczak, Martyna; Proietti, Tommaso; Grassi, Stefano
2016 Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum StrategiesBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman K.
2016 Parallelization experience with four canonical econometric models using ParMitISEMBaştürk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman K.
2016 Parallelization Experience with Four Canonical Econometric Models using ParMitISEMBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman K.
2018 Forecast Density Combinations of Dynamic Models and Data Driven Portfolio StrategiesBasturk, Nalan; Borowska, Agnieszka; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman