Browsing All of EconStor by Author Grassi, Stefano

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

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