Foto del docente

Giovanni Angelini

Professore associato

Dipartimento di Scienze Economiche

Settore scientifico disciplinare: ECON-05/A Econometria

Pubblicazioni

Angelini, G; Cavaliere, G; Fanelli, L, An identification and testing strategy for proxy-SVARs with weak proxies, «JOURNAL OF ECONOMETRICS», 2024, 238, pp. 1 - 18 [articolo]Open Access

Angelini, Giovanni; Fanelli, Luca; Sorge, Marco M., Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models, «COMPUTATIONAL ECONOMICS», 2024, online first, pp. 1 - 27 [articolo]Open Access

Giovanni Angelini, Michele Costa, Andrea Guizzardi, Price Competition and Overtourism: A Stochastic Approach Leveraging Complex Data, in: Methodological and Applied Statistics and Demography II, Berlin, Springer Nature, 2024, pp. 1 - 6 (ITALIAN STATISTICAL SOCIETY SERIES ON ADVANCES IN STATISTICS) [capitolo di libro]

Angelini G.; Caggiano G.; Castelnuovo E.; Fanelli L., Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?*, «OXFORD BULLETIN OF ECONOMICS AND STATISTICS», 2023, 85, pp. 95 - 122 [articolo]Open Access

Angelini G.; Cavaliere G.; Fanelli L., Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models, «JOURNAL OF APPLIED ECONOMETRICS», 2022, 37, pp. 3 - 22 [articolo]Open Access

Giovanni Angelini, Luca De Angelis, Carl Singleton, Informational efficiency and behaviour within in-play prediction markets, «INTERNATIONAL JOURNAL OF FORECASTING», 2022, 38, pp. 282 - 299 [articolo]Open Access

Angelini, Giovanni; Candila, Vincenzo; De Angelis, Luca, Weighted Elo rating for tennis match predictions, «EUROPEAN JOURNAL OF OPERATIONAL RESEARCH», 2022, 297, pp. 120 - 132 [articolo]Open Access

guizzardi andrea, pons flavio, giovanni angelini, ercolino ranieri, Big data from dynamic pricing: A smart approach to tourism demand forecasting, «INTERNATIONAL JOURNAL OF FORECASTING», 2021, 37, pp. 1049 - 1060 [articolo]Open Access

Angelini G.; Sorge M.M., Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2021, 133, Article number: 104265, pp. 104265 - 104265 [articolo]Open Access

Angelini, Giovanni, Bootstrap lag selection in DSGE models with expectations correction, «ECONOMETRICS AND STATISTICS», 2020, 14, pp. 38 - 48 [articolo]Open Access

Andrea Guizzardi, Giovanni Angelini, Flavio Maria Emanuele Pons, Does advance booking matter in hedonic pricing? A new multivariate approach, «THE INTERNATIONAL JOURNAL OF TOURISM RESEARCH», 2020, 22, pp. 277 - 288 [articolo]Open Access

Giovanni Angelini; Luca De Angelis, Efficiency of online football betting markets, «INTERNATIONAL JOURNAL OF FORECASTING», 2019, 35, pp. 712 - 721 [articolo]

Angelini, Giovanni; Fanelli, Luca, Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments, «JOURNAL OF APPLIED ECONOMETRICS», 2019, 34, Article number: ND, pp. 951 - 971 [articolo]Open Access

Angelini, Giovanni; Caggiano, Giovanni; Bacchiocchi, Emanuele; Fanelli, Luca, Uncertainty Across Volatility Regimes, «JOURNAL OF APPLIED ECONOMETRICS», 2019, 34, Article number: ND, pp. 437 - 455 [articolo]Open Access

Angelini G.; Gorgi P., DSGE Models with observation-driven time-varying volatility, «ECONOMICS LETTERS», 2018, 171, pp. 169 - 171 [articolo]

Ultimi avvisi

Al momento non sono presenti avvisi.