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Stochastic trends and seasonality in economic time series : new evidence from Bayesian stochastic model specification search

Proietti, Tommaso; Grassi, Stefano - In: Empirical economics : a journal of the Institute for … 48 (2015) 3, pp. 983-1011

Persistent link: https://www.econbiz.de/10011303554

Dynamic predictive density combinations for large data sets in economics and finance

Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2015

Persistent link: https://www.econbiz.de/10011333448

The R-package MitISEM : efficient and robust simulation procedures for Bayesian inference

Basturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; … - 2015

Persistent link: https://www.econbiz.de/10011326076

Parallel sequential Monte Carlo for efficient density combination : the Deco Matlab Toolbox

Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013

Persistent link: https://www.econbiz.de/10009730084

Has the volatility of US inflation changed and how?

Grassi, Stefano; Proietti, Tommaso - In: Journal of time series econometrics 2 (2010) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10009623320

It’s all about volatility (of volatility) : evidence from a two-factor stochastic volatility model

Grassi, Stefano; Santucci de Magistris, Paolo - 2013

Persistent link: https://www.econbiz.de/10009712566

Parallel sequential Monto Carlo for efficient density combination : the deco matlab toolbox

Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013

Persistent link: https://www.econbiz.de/10009756320

Forecasting with the standardized self-perturbed kalman filter

Grassi, Stefano; Nonejad, Nima; Santucci de Magistris, Paolo - 2014

Persistent link: https://www.econbiz.de/10010339076

Parallelization experience with four canonical econometric models using ParMitISEM

Basturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; … - 2016

This paper presents the parallel computing implementation of the MitISEM algorithm, labeled Parallel MitISEM. The basic MitISEM algorithm, introduced by Hoogerheide, Opschoor and Van Dijk (2012), provides an automatic and flexible method to approximate a non-elliptical target density using...

Persistent link: https://www.econbiz.de/10011441581

Heterogeneous computing in economics : a simplified approach

Dziubinski, Matt P.; Grassi, Stefano - In: Computational economics 43 (2014) 4, pp. 485-495

Persistent link: https://www.econbiz.de/10010396242