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Filippo Altissimo

Personal Details

First Name:Filippo
Middle Name:
Last Name:Altissimo
Suffix:
RePEc Short-ID:pal1105
[This author has chosen not to make the email address public]
Terminal Degree:1997 Department of Economics; University of Pennsylvania (from RePEc Genealogy)

Affiliation

Evince Asset Management LP

http://evince-am.com/
Arlington, Virginia 22209

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2007. "New Eurocoin: Tracking Economic Growth in Real Time," Temi di discussione (Economic working papers) 631, Bank of Italy, Economic Research and International Relations Area.
  2. Filippo Altissimo & Benoit Mojon & Paolo Zaffaroni, 2007. "Fast micro and slow macro: can aggregation explain the persistence of inflation?," Working Paper Series WP-07-02, Federal Reserve Bank of Chicago.
  3. Filippo Altissimo & Michael Ehrmann & Frank Smets, 2006. "Inflation persistence and price-setting behaviour in the euro area : a summary of the Inflation Persistence Network evidence," Working Paper Research 95, National Bank of Belgium.
  4. Ehrmann, Michael & Smets, Frank & Altissimo, Filippo, 2006. "Inflation persistence and price-setting behaviour in the euro area: a summary of the IPN evidence," Occasional Paper Series 46, European Central Bank.
  5. Willman, Alpo & Whelan, Karl & Altissimo, Filippo & Georgiou, Evaggelia & Sastre, Teresa & Valderrama, Maria Teresa & Sterne, Gabriel & Stocker, Marc & Weth, Mark, 2005. "Wealth and asset price effects on economic activity," Occasional Paper Series 29, European Central Bank.
  6. Altissimo, Filippo & Mele, Antonio, 2005. "Simulated nonparametric estimation of dynamic models with applications to finance," LSE Research Online Documents on Economics 24658, London School of Economics and Political Science, LSE Library.
  7. Filippo Altissimo & Pierpaolo Benigno & Diego Rodriguez Palenzuela, 2005. "Long-Run Determinants of Inflation Differentials in a Monetary Union," NBER Working Papers 11473, National Bureau of Economic Research, Inc.
  8. Filippo Altissimo & Eugenio Gaiotti & Alberto Locarno, 2004. "Is money informative? Evidence from a large model used for policy analysis," Macroeconomics 0404018, University Library of Munich, Germany, revised 24 Apr 2004.
  9. Antonio Mele & Filippo Altissimo, 2004. "Simulated Nonparametric Estimation of Continuous Time Models of Asset Prices and Returns," FMG Discussion Papers dp476, Financial Markets Group.
  10. Mario Forno & Marco Lippi & Lucrezia Reichlin & Filippo Altissimo & Antonio Bassanetti, 2003. "Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle," Computing in Economics and Finance 2003 242, Society for Computational Economics.
  11. Filippo Altissimo & Alberto Locarno & Stefano Siviero, 2002. "Dealing with forward-looking expectations and policy rules in quantifying the channels of transmission of monetary policy," Temi di discussione (Economic working papers) 460, Bank of Italy, Economic Research and International Relations Area.
  12. Filippo Altissimo & Antonio Bassanetti & Riccardo Cristadoro & Lucrezia Reichlin & Giovanni Veronese, 2001. "The construction of coincident and leading indicators for the euro area business cycler of the euro area business cycle," Temi di discussione (Economic working papers) 434, Bank of Italy, Economic Research and International Relations Area.
  13. Filippo Altissimo, Fabio Busetti, Alberto Locarno, Libero Monteforte, Stefano Siviero, 2001. "Identifying The Monetary Policy Transmission Channels: The Role Of Simultaneity, Model Nonlinearity, Expectation Formation Mechanisms And Policy Rules," Computing in Economics and Finance 2001 177, Society for Computational Economics.
  14. Filippo Altissimo & Antonio Bassanetti & Riccardo Cristadoro & Mario Forni & Marco Lippi & Lucrezia Reichlin & Giovanni Veronese, 2001. "A real time coincident indicator of the euro area business cycle," Temi di discussione (Economic working papers) 436, Bank of Italy, Economic Research and International Relations Area.
  15. Filippo Altissimo, Paolo Zaffaroni, 2001. "Micro Heterogeneity and Macro Dynamics: an Empirical Analysis," Computing in Economics and Finance 2001 130, Society for Computational Economics.
  16. Altissimo, Filippo & Violante, Giovanni, 2000. "The Nonlinear Dynamics of Output and Unemployment in the US," CEPR Discussion Papers 2475, C.E.P.R. Discussion Papers.
  17. Altissimo, F. & Corradi, V., 2000. "Strong Rules for Detecting the Number of Breaks in a Time Series," Discussion Papers 0011, University of Exeter, Department of Economics.
  18. Filippo Altissimo & Domenico J. Marchetti & Gian Paolo Oneto, 2000. "The Italian Business Cycle; Coincident and Leading Indicators and Some Stylized Facts," Temi di discussione (Economic working papers) 377, Bank of Italy, Economic Research and International Relations Area.
  19. Altissimo, F. & Corradi, V., 2000. "Bounds for Inference with Nuisance Parameters Present only under the Alternative," Discussion Papers 0013, University of Exeter, Department of Economics.
  20. Altissimo, F. & Siviero, S. & Terlizzese, D., 1999. "How Deep Are the Deep Parameters?," Papers 354, Banca Italia - Servizio di Studi.
  21. Filippo Altissimo, 1999. "Change of Measure in Monte Carlo Integration via Gibbs Sampling with an application to Stochastic Volatility Models," Computing in Economics and Finance 1999 821, Society for Computational Economics.
  22. Altissimo, F. & Violante, G.L., 1998. "Nonlinear VAR: Some Theory and an Application to the US GNP and Unemployment," Papers 338, Banca Italia - Servizio di Studi.

Articles

  1. Filippo Altissimo & Pierpaolo Benigno & Diego Palenzuela, 2011. "Inflation Differentials in a Currency Area: Facts, Explanations and Policy," Open Economies Review, Springer, vol. 22(2), pages 189-233, April.
  2. Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2010. "New Eurocoin: Tracking Economic Growth in Real Time," The Review of Economics and Statistics, MIT Press, vol. 92(4), pages 1024-1034, November.
  3. Filippo Altissimo & Antonio Mele, 2009. "Simulated Non-Parametric Estimation of Dynamic Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(2), pages 413-450.
  4. Altissimo, Filippo & Mojon, Benoit & Zaffaroni, Paolo, 2009. "Can aggregation explain the persistence of inflation?," Journal of Monetary Economics, Elsevier, vol. 56(2), pages 231-241, March.
  5. Filippo Altissimo & Laurent Bilke & Andrew Levin & Thomas Mathä & Benoit Mojon, 2006. "Sectoral and Aggregate Inflation Dynamics in the Euro Area," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 585-593, 04-05.
  6. Altissimo, Filippo & Gaiotti, Eugenio & Locarno, Alberto, 2005. "Is money informative? Evidence from a large model used for policy analysis," Economic Modelling, Elsevier, vol. 22(2), pages 285-304, March.
  7. Altissimo, Filippo & Corradi, Valentina, 2003. "Strong rules for detecting the number of breaks in a time series," Journal of Econometrics, Elsevier, vol. 117(2), pages 207-244, December.
  8. Filippo Altissimo & Valentina Corradi, 2002. "Bounds for inference with nuisance parameters present only under the alternative," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 494-519, June.
  9. Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 2002. "How Deep are the Deep Parameters?," Annals of Economics and Statistics, GENES, issue 67-68, pages 207-226.
  10. Filippo Altissimo & Giovanni L. Violante, 2001. "The non-linear dynamics of output and unemployment in the U.S," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 461-486.
  11. Filippo Altissimo & Domenico J. Marchetti & Gian Paolo Oneto, 2000. "The Italian Business Cycle: Coincident and Leading Indicators and Some Stylized Facts," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 59(2), pages 147-220, September.

Chapters

  1. Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 2006. "On Robust Monetary Policy," Chapters, in: Lawrence R. Klein (ed.), Long-run Growth and Short-run Stabilization, chapter 6, Edward Elgar Publishing.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Simple Impact Factor
  2. Number of Citations, Weighted by Recursive Impact Factor
  3. h-index
  4. Number of Registered Citing Authors
  5. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  6. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (7) 2005-07-18 2005-08-13 2006-05-06 2006-10-21 2007-03-31 2007-10-20 2008-10-07. Author is listed
  2. NEP-CBA: Central Banking (4) 2005-07-18 2005-08-13 2006-05-06 2006-10-21
  3. NEP-EEC: European Economics (4) 2005-07-18 2006-05-06 2006-10-21 2007-10-20
  4. NEP-MON: Monetary Economics (4) 2004-04-25 2005-07-18 2005-08-13 2006-10-21
  5. NEP-ECM: Econometrics (3) 2006-05-06 2007-10-20 2008-10-07
  6. NEP-ETS: Econometric Time Series (1) 1999-07-12
  7. NEP-FIN: Finance (1) 1999-07-12
  8. NEP-FMK: Financial Markets (1) 2005-08-13
  9. NEP-FOR: Forecasting (1) 2006-05-06
  10. NEP-IFN: International Finance (1) 2005-07-18
  11. NEP-SEA: South East Asia (1) 2005-08-13

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