Search Results

Adaptive models and heavy tails,
Davide Delle Monache and Ivan Petrella, from Bank of Italy, Economic Research and International Relations Area (2016)
Keywords: adaptive algorithms, inflation, score driven models, student-t, time-varying parameters.

Adaptive models and heavy tails,
Ivan Petrella and Davide Delle Monache, from Bank of England (2016)
Keywords: Adaptive algorithms; student-t; inflation; score driven models; time-varying parameters;

The time-varying risk of Italian GDP,
Fabio Busetti, Michele Caivano, Davide Delle Monache and Claudia Pacella, in Economic Modelling (2021)
Keywords: Expected shortfall; Financial conditions; Growth-at-Risk; Expectiles;

Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach,
Davide Delle Monache, Stefano Grassi and Paolo Santucci de Magistris, from Department of Economics and Business Economics, Aarhus University (2015)
Keywords: Long Memory, ARFIMA Processes, Level Shifts, State-Space methods, KPSS test

Does the ARFIMA really shift?,
Davide Delle Monache, Stefano Grassi and Paolo Santucci de Magistris, from Department of Economics and Business Economics, Aarhus University (2017)
Keywords: ARFIMA Processes, Level Shifts, State-Space methods, KPSS test

A structural time series approach to modelling multiple and resurgent meat scares in Italy,
Mario Mazzocchi, Davide Delle Monache and Alexandra Lobb, in Applied Economics (2006)

Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity,
Alberto Locarno, Davide Delle Monache, Fabio Busetti and Andrea Gerali, from European Central Bank (2017)
Keywords: DSGE, expectations de-anchoring, inflation, learning

Domestic and Global Determinants of Inflation: Evidence from Expectile Regression*,
Fabio Busetti, Michele Caivano and Davide Delle Monache, in Oxford Bulletin of Economics and Statistics (2021)

Adaptive state space models with applications to the business cycle and financial stress,
Ivan Petrella, Fabrizio Venditti and Davide Delle Monache, from C.E.P.R. Discussion Papers (2016)
Keywords: State space models; Time-varying parameters; Score-driven models; Business cycle; Financial stress

Price dividend ratio and long-run stock returns: a score driven state space model,
Davide Delle Monache, Fabrizio Venditti and Ivan Petrella, from European Central Bank (2020)
Keywords: equity premium, present-value models., score-driven models, state space models, time-varying parameters

Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model,
Davide Delle Monache, Ivan Petrella and Fabrizio Venditti, in Journal of Business & Economic Statistics (2021)

Modeling and Forecasting Macroeconomic Downside Risk,
Davide Delle Monache, Andrea De Polis and Ivan Petrella, in Journal of Business & Economic Statistics (2024)

Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model,
Ivan Petrella, Davide Delle Monache and Fabrizio Venditti, from C.E.P.R. Discussion Papers (2019)
Keywords: State space models; Time-varying parameters; Score-driven models; Equity premium; Present-value models

Modeling and Forecasting Macroeconomic Downside Risk,
Davide Delle Monache, Andrea De Polis and Ivan Petrella, from C.E.P.R. Discussion Papers (2022)
Keywords: Business cycle; Downside risk; Skewness; Score driven models; Financial conditions

Real and financial cycles: estimates using unobserved component models for the Italian economy,
Guido Bulligan, Lorenzo Burlon, Davide Delle Monache and Andrea Silvestrini, in Statistical Methods & Applications (2019)
Keywords: Business cycle, Financial cycle, Unobserved components, Model-based filters

Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation,
Davide Delle Monache, Ivan Petrella and Fabrizio Venditti, from Emerald Group Publishing Limited (2016)
Keywords: inflation, time-varying parameters, score driven models, state space models, dynamic factor models, E31, C22, C51, C53

Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach,
Davide Delle Monache, Stefano Grassi and Paolo Santucci, from School of Economics, University of Kent (2015)
Keywords: Long Memory; ARFIMA Processes; Level Shifts; State-Space methods; KPSS test

Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation,
Davide Delle Monache, Ivan Petrella and Fabrizio Venditti, from Birkbeck, Department of Economics, Mathematics & Statistics (2015)
Keywords: inflation, time-varying parameters, score driven models, state space models, dynamics factor models.

Real and financial cycles: estimates using unobserved component models for the Italian economy,
Guido Bulligan, Lorenzo Burlon, Davide Delle Monache and Andrea Silvestrini, from Bank of Italy, Economic Research and International Relations Area (2017)
Keywords: business cycle, financial cycle, unobserved components, model-based filters

Domestic and global determinants of inflation: evidence from expectile regression,
Fabio Busetti, Michele Caivano and Davide Delle Monache, from Bank of Italy, Economic Research and International Relations Area (2019)
Keywords: asymmetric least squares, globalization, inflation quantiles, Phillips curve, time varying parameters

The time-varying risk of Italian GDP,
Fabio Busetti, Michele Caivano, Davide Delle Monache and Claudia Pacella, from Bank of Italy, Economic Research and International Relations Area (2020)
Keywords: asymmetric least squares, expectiles, density forecasts, GDP growth, risks

Price dividend ratio and long-run stock returns: a score driven state space model,
Davide Delle Monache, Ivan Petrella and Fabrizio Venditti, from Bank of Italy, Economic Research and International Relations Area (2020)
Keywords: state space models, time-varying parameters, score-driven models, equity premium, present-value models

Modeling and forecasting macroeconomic downside risk,
Davide Delle Monache, Andrea De Polis and Ivan Petrella, from Bank of Italy, Economic Research and International Relations Area (2021)
Keywords: business cycle, financial conditions, downside risk, skewness, score driven models.

Energy price shocks and inflation in the euro area,
Stefano Neri, Fabio Busetti, Cristina Conflitti, Francesco Corsello, Davide Delle Monache and Alex Tagliabracci, from Bank of Italy, Economic Research and International Relations Area (2023)
Keywords: inflation, energy prices, structural VAR, time-varying Phillips curve, Dynamic Factor model

Catching What We Can't See: Manual Interception of Occluded Fly-Ball Trajectories,
Gianfranco Bosco, Sergio Delle Monache and Francesco Lacquaniti, in PLOS ONE (2012)

An analog ensemble for short-term probabilistic solar power forecast,
S. Alessandrini, L. Delle Monache, S. Sperati and G. Cervone, in Applied Energy (2015)
Keywords: Analog ensemble; Short-term solar power forecasting; Probabilistic predictions; Uncertainty quantification; Ensemble verification;

Airborne wind energy: Optimal locations and variability,
Cristina L. Archer, Luca Delle Monache and Daran L. Rife, in Renewable Energy (2014)
Keywords: Wind energy; Airborne wind energy; Low-level jets; NCAR/CFDDA reanalysis;

A novel application of an analog ensemble for short-term wind power forecasting,
S. Alessandrini, L. Delle Monache, S. Sperati and J.N. Nissen, in Renewable Energy (2015)
Keywords: Analog ensemble; Short-term wind power forecasting; Probabilistic predictions; Uncertainty quantification; Ensemble verification;

Il ruolo delle competenze dei rappresentanti dei cittadini: evidenze dalle associazioni italiane dedite all?advocacy,
Federica Morandi, Eugenio Di Brino, Teresa Petrangolini, Lina Delle Monache, Alessandra Pernice and Americo Cicchetti, in MECOSAN (2021)
Keywords: advocacy, associazioni di pazienti, competenze, performance, skill, leader.

Discrete-Time System Optimal Dynamic Traffic Assignment (SO-DTA) with Partial Control for Physical Queuing Networks,
Samitha Samaranayake, Walid Krichene, Jack Reilly, Maria Laura Delle Monache, Paola Goatin and Alexandre Bayen, in Transportation Science (2018)
Keywords: transportation: assignment models; network models; vehicle routing; networks/graphs: flow algorithms; multicommodity

Comparison of numerical weather prediction based deterministic and probabilistic wind resource assessment methods,
Jie Zhang, Caroline Draxl, Thomas Hopson, Luca Delle Monache, Emilie Vanvyve and Bri-Mathias Hodge, in Applied Energy (2015)
Keywords: Analog ensemble; Numerical weather prediction; Probabilistic wind resource assessment; Variability; WIND Toolkit; MERRA;

Optimal bidding in a Day-Ahead energy market for Micro Grid under uncertainty in renewable energy production,
Gabriella Ferruzzi, Guido Cervone, Luca Delle Monache, Giorgio Graditi and Francesca Jacobone, in Energy (2016)
Keywords: Micro grid; Day-ahead energy market; Optimization bidding strategy; Analog ensemble; Uncertainty analysis;

Short-term photovoltaic power forecasting using Artificial Neural Networks and an Analog Ensemble,
Guido Cervone, Laura Clemente-Harding, Stefano Alessandrini and Luca Delle Monache, in Renewable Energy (2017)
Keywords: Solar power; numerical weather prediction; Artificial Neural Networks; Uncertainty estimation; Ensemble modeling; Parallel computing;

Using the analog ensemble method as a proxy measurement for wind power predictability,
M. Shahriari, G. Cervone, L. Clemente-Harding and L. Delle Monache, in Renewable Energy (2020)
Keywords: Wind power forecasting; Probabilistic forecast; Forecast uncertainty; Analog ensemble; Wind output volatility;

Wind resource estimates with an analog ensemble approach,
Emilie Vanvyve, Luca Delle Monache, Andrew J. Monaghan and James O. Pinto, in Renewable Energy (2015)
Keywords: Wind energy; Long-term wind resource assessment; Analog ensemble; Uncertainty quantification;

Two-dimensional macroscopic model for large scale traffic networks,
Stéphane Mollier, Maria Laura Delle Monache, Carlos Canudas-de-Wit and Benjamin Seibold, in Transportation Research Part B: Methodological (2019)
Keywords: Macroscopic traffic flow model; Two-dimensional PDE; Kernel density estimation; Validation & simulation;

Multi-directional continuous traffic model for large-scale urban networks,
Liudmila Tumash, Carlos Canudas-de-Wit and Maria Laura Delle Monache, in Transportation Research Part B: Methodological (2022)
Keywords: Macroscopic model for urban traffic; Partial differential equations; Simulation and validation; Continuation of ODE to PDE; Conservation laws;

Adjoint-Based Optimization on a Network of Discretized Scalar Conservation Laws with Applications to Coordinated Ramp Metering,
Jack Reilly, Samitha Samaranayake, Maria Laura Delle Monache, Walid Krichene, Paola Goatin and Alexandre M. Bayen, in Journal of Optimization Theory and Applications (2015)
Keywords: Control of discretized PDEs, Network of hyperbolic conservation laws, Adjoint-based optimization, Transportation engineering, Ramp metering

A Comprehensive Wind Power Forecasting System Integrating Artificial Intelligence and Numerical Weather Prediction,
Branko Kosovic, Sue Ellen Haupt, Daniel Adriaansen, Stefano Alessandrini, Gerry Wiener, Luca Delle Monache, Yubao Liu, Seth Linden, Tara Jensen, William Cheng, Marcia Politovich and Paul Prestopnik, in Energies (2020)
Keywords: grid integration; machine learning; renewable energy; turbine icing; wind power forecasting; wind energy

Feedback Control Algorithms for the Dissipation of Traffic Waves with Autonomous Vehicles,
Maria Laura Delle Monache, Thibault Liard, Anaïs Rat, Raphael Stern, Rahul Bhadani, Benjamin Seibold, Jonathan Sprinkle, Daniel B. Work and Benedetto Piccoli, from Springer (2019)

A Holistic Approach to the Energy-Efficient Smoothing of Traffic via Autonomous Vehicles,
Amaury Hayat, Xiaoqian Gong, Jonathan Lee, Sydney Truong, Sean McQuade, Nicolas Kardous, Alexander Keimer, Yiling You, Saleh Albeaik, Eugene Vinistky, Paige Arnold, Maria Laura Delle Monache, Alexandre Bayen, Benjamin Seibold, Jonathan Sprinkle, Dan Work and Benedetto Piccoli, from Springer (2022)

Eco-Urbanity: Towards Well-mannered Built Environments,
Dellé Odeleye, in European Planning Studies (2010)

Italian-American Tariff Problems,
Ottavio Delle-Donne, in The ANNALS of the American Academy of Political and Social Science (1929)

Landscape Modifications Ascribed to El Niño Events in Late Pre-Hispanic Coastal Peru,
Marco Delle Rose, in Land (2022)
Keywords: desert landscape; coastal plain; paleoflood record; El Niño proxies; debris flow; slack-water deposit; braided streams; desert pavement; regolith denudation

Pétrole et macroéconomie - Synthèse de l’atelier Banque de France du 14 novembre 2012,
Simona Delle Chiaie, in Bulletin de la Banque de France (2013)
Keywords: fluctuations des cours du pétrole, spéculation,fondamentaux du marché, prévisions.

Monetary policy and potential output uncertainty: a quantitative assessment,
Simona Delle Chiaie, from European Central Bank (2009)
Keywords: indicator variables, monetary policy, potential output uncertainty, real unit labor cost

Oil and the macroeconomy - Summary of the Banque de France workshop on 14 November 2012,
Simona Delle Chiaie, in Quarterly selection of articles - Bulletin de la Banque de France (2013)
Keywords: oil price fluctuations, speculation, market fundamentals, forecasting.

The fall in oil prices in 2014: the role of supply and demand components,
Simona Delle Chiaie, in Rue de la Banque (2015)

Registered author: Paolo Delle Site

Buenos Aires: una ciudad mirando más allá del 2000,
Eduardo Delle Ville, from Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL) (1999)

On the geometry of the consumer's surplus line integral,
Paolo Delle Site, in Economics Bulletin (2008)

On the expenditure function and welfare in random utility models,
Paolo Delle Site, in Economics Bulletin (2014)
Keywords: discrete choice, random utility, random expenditure, random compensating variation

A note on the large sample properties of the welfare change estimator in linear-in-income logit,
Paolo Delle Site, in Journal of choice modelling (2021)
Keywords: Compensating variation; Hypothesis test; Logit; Maximum likelihood estimators; Welfare change;

Integration of choice probabilities in logit,
Paolo Delle Site, in Economics Letters (2013)
Keywords: Logit; Income effects; Social utility; Roy’s identity;

La regola della met? per la misura dei benefici degli utenti ed il suo fondamento microeconomico,
Paolo Delle Site, in ECONOMIA PUBBLICA (2023)
Keywords: regola della met?, scelta discreta, utilit? aleatoria, variazione com- pensativa, variazione equivalente

Equation of state of compressed matter: a simple statistical model,
L. Delle Site, in Physica A: Statistical Mechanics and its Applications (2001)
Keywords: Thomas–Fermi; Compressed atoms; Statistical ionization; Equation of state;

Bohm's particle on an interatomic surface: a brief note,
L Delle Site, in Physica A: Statistical Mechanics and its Applications (2002)
Keywords: Interatomic surface; Thomas–Fermi models; Bohm's particle;

A Survey on Monetary Policy and Potential Output Uncertainty,
Simona Delle Chiaie, in Monetary Policy & the Economy (2009)
Keywords: monetary policy, potential output uncertainty, indicator variables, real unit labor costs

Buenos Aires: una ciudad mirando más allá del 2000,
Eduardo Delle Ville, from Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL) (2000)

On the Equivalence Between SUE and Fixed-Point States of Day-to-Day Assignment Processes with Serially-Correlated Route Choice,
Paolo Delle Site, in Networks and Spatial Economics (2017)
Keywords: Traffic assignment, Deterministic process, Stochastic user equilibrium, Extremal process, Gaussian process, Logit, Probit

A Pioneer in Mixed-Method Studies of Well-Being Across Cultures,
Antonella Delle Fave, in Applied Research in Quality of Life (2018)

Well-Being in Times of Crisis: Interdisciplinary Evidence and Policy Implications,
Antonella Delle Fave, in Journal of Happiness Studies (2014)

Assessment of innovative city logistics solutions,
Paolo Delle Site, from Edward Elgar Publishing (2023)
Keywords: Business and Management, Economics and Finance, Environment, Geography, Urban and Regional Studies,

Subjective indicators of well-being: conceptual background and applications in social sciences,
Antonella Delle Fave, from Edward Elgar Publishing (2016)
Keywords: Economics and Finance, Research Methods,

The sensitivity of DSGE models’ results to data detrending,
Simona Delle Chiaie, from Oesterreichische Nationalbank (Austrian Central Bank) (2009)
Keywords: DSGE models; Filters; Trends; Bayesian estimates

El camino hacia una gestión de la integridad,
Adriana Delle Donne, from Universidad del CEMA (2018)
Keywords: integridad, corrupción, gestión pública, ética pública, valores

Monetary Policy and Potential Output Uncertainty: A Quantitative Assessment,
Simona Delle Chiaie, from Tor Vergata University, CEIS (2007)

Registered author: Simona Delle Chiaie

Posizione delle Regioni in materia di spettacolo,
Conferenza dei Presidenti delle Regioni e delle Province Autonome, in Economia della Cultura (2003)

Datasets of Groundwater Level and Surface Water Budget in a Central Mediterranean Site (21 June 2017–1 October 2022),
Marco Delle Rose and Paolo Martano, in Data (2023)
Keywords: hydrology; precipitation; net infiltration; evapotranspiration flux; soil water balance; shallow aquifer; well hydrograph; Apulia; Italy

Transition choice probabilities in logit,
Paolo Delle Site and Marco Valerio Salucci, in Economics Letters (2015)
Keywords: Discrete choice; Random utility; Multinomial logit; Transition probability; Bi-extremal distribution;

Workplace spirituality and entrepreneurial behavior among employees in organizations: the role of psychological ownership,
Meba Tadesse Delle and Ethiopia Legesse Segaro, in Journal of Enterprising Communities: People and Places in the Global Economy (2023)
Keywords: Workplace spirituality, Psychological ownership, Employees’ entrepreneurial behavior

Bus service optimisation with fuel saving objective and various financial constraints,
Paolo Delle Site and Francesco Filippi, in Transportation Research Part A: Policy and Practice (2001)

Service optimization for bus corridors with short-turn strategies and variable vehicle size,
Paolo Delle Site and Francesco Filippi, in Transportation Research Part A: Policy and Practice (1998)

Bus service optimization and car pricing policies to save fuel in urban areas,
Paolo Delle Site and Francesco Filippi, in Transportation Research Part A: Policy and Practice (1995)

Transition choice probabilities and welfare analysis in random utility models with imperfect before–after correlation,
Paolo Delle Site and Marco Valerio Salucci, in Transportation Research Part B: Methodological (2013)
Keywords: Random utility models; Transition probabilities; Compensating variation; Before–after correlation;

Generalized Thomas–Fermi approach for systems under pressure,
E. Cappelluti and L. Delle Site, in Physica A: Statistical Mechanics and its Applications (2002)

Make the Best from Comparing Conventional and Islamic Asset Classes: A Design of an All-Seasons Combined Portfolio,
Andrea Delle Foglie and Gianni Pola, in JRFM (2021)
Keywords: asset allocation; portfolio management; risk parity; Islamic equities; macroeconomic conditions

Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review,
Andrea Delle Foglie and Ida Panetta, in Pacific-Basin Finance Journal (2020)
Keywords: Islamic; Stock; Conventional; Performance; Financial System; Equity Market; Asset Allocation;

On the Linear Probability Model as binary choice random utility model,
Paolo Delle Site and Janak Parmar, in Journal of choice modelling (2024)
Keywords: Constrained maximum likelihood estimators; Linear probability model; Prediction validity; Random utility; Welfare change;

Blockchain and Smart Cities for Inclusive and Sustainable Communities: A Bibliometric and Systematic Literature Review,
Massimo Biasin and Andrea Delle Foglie, in Sustainability (2024)
Keywords: smart cities; sustainable development; urban agenda; blockchain; distributed ledger technologies (DLTs)

Challenges and opportunities of SRI sukuk toward financial system sustainability: a bibliometric and systematic literature review,
Andrea Delle Foglie and J.S. Keshminder, in International Journal of Emerging Markets (2022)
Keywords: Islamic finance, Socially responsible investment, ESG, Sukuk, Islamic bonds, Sustainable finance, Financial inclusion, G11, G15, G01, G12

Adolescence and the Changing Context of Optimal Experience in Time: Italy 1986–2000,
Marta Bassi and Antonella Delle Fave, in Journal of Happiness Studies (2004)
Keywords: adolescence, new technology, optimal experience, time budget,

Welfare measurement with income-dependent discrete choice,
P. Delle Site and K. Kilani, in Economics Letters (2024)
Keywords: Compensating variation; Discrete choice; Equivalent variation; Random utility; Welfare;

Estimating and forecasting urban freight origin–destination flows,
Antonio Comi and Paolo Delle Site, from Edward Elgar Publishing (2023)
Keywords: Business and Management, Economics and Finance, Environment, Geography, Urban and Regional Studies,

Cognitive and mnemonic abilities in a trust game,
Luca Delle Foglie and Stefano Papa, in Economics Letters (2024)
Keywords: Ambiguity attitude; Cumulative information flow; Mnemonic abilities; Cognitive Bias;

Welfare measurement with income-dependent discrete choice,
P. Delle Site and Karim Kilani, from HAL (2024)

Italian Government debt liquidity, is it of value?,
Simona Delle Chiaie and Bernardo Maggi, from Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome (2014)
Keywords: Treasury bonds market, liquidity, on/off-the-run cycle, liquidity shock probability, resilience.

Blockchain and Smart Cities for Inclusive and Sustainable Communities: a Bibliometric and Systematic Literature Review,
Andrea Delle Foglie and Massimo Biasin, from European Real Estate Society (ERES) (2024)
Keywords: Distributed Ledger Technologies; real estate; Smart Cities; Sustainable urban environment

Leadership Behaviour: Does Sex and Level of Education matter?,
Anthony Sumnaya Kumasey, Eric Delle and Albert Puni Puni, in International Journal of Business and Social Research (2014)
Keywords: Leadership Behaviour; Sex; Level of Education and Ghana.