Working papers

Adaptive Importance Sampling for DSGE Models with Lorusso, M. and Ravazzolo, F. Bozen Economics & Management Paper Series N. 84/2021.

Modelling and Estimating Large Macroeconomic Shocks During the Pandemic with Corrado, L., and Paolillo, A. NIESR Discussion Paper N. 530.

Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance with Casarin R., Ravazzolo F. and van Dijk H. K. Under review.

Testing Asset Pricing Models Using Block-CHAR and Time Varying Betas, with Violante F. Under review.

Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings. with Belotti, F., Casini,A., Catania L. and Perron, P. Under review

Forecasting Financial Time Series with Semantic Brand Score, in the COVID-19 Crisis. with Ravazzolo F., Violante F. and Fronzetti-Colladon, A. arXiv:2009.04975.

The Macroeconomic Effects of Aerospace Shocks with Corrado L. and Silgado-Gomez, E. CEIS Working Paper No. 503.

Muddling Through the Covid-19 Pandemic: A Worldwide Study on Family and Nonfamily Firms with Miroshnychenko I., De Massis A., Ravazzolo F, and Vocalelli, G. Under review .

A Structural Model of Market Friction with Time-Varying Volatility with Buccheri, G. and Vocalelli, G.CEIS Working Paper No. 506. Under review.