Gianni Amisano's research page
Ph.D. economics, Warwick, dicembre 1995),
professor of econometrics
Address: Dipartimento di Scienze Economiche,
Università di Brescia, via San Faustino 74/B,
25122 Brescia, Italy.
Tel: +39-030-2988839, fax: +39-030-2988837, E-mail:
amisano@eco.unibs.it.
SSRN page: http://ssrn.com/author=337895
Currently on leave senior economist,
DG-Research, European Central Bank
Address:
European Central Bank, 29 Kaiserstrasse, D-60311,
Tel: +49-(0)69-13447934, fax: +49-(0)69-13448553, E-mail: gianni.amisano@ecb.europa.eu
Personal data
CURRICULUM VITAE (May 2009), My family web page
(a few pics)
Research interests
Bayesian
econometrics; Latent variables models; Structural VAR models; Time-Varying
Parameter VARs; Macroeconometric forecasting models;
Estimation of DSGE models
My current research (for replication codes and data sets, please contact me via email)
Research
2007-2010 (with active links to dowloadable papers)
Conferences and Workshops:
SECOND
CARLO GIANNINI INTERNATIONAL CONFERENCE, Bank of Italy, 19/20 January 2010
First CARLO GIANNINI Ph.D. Workshop in Econometrics, Brescia, 11th December 2009 (NEW: PROGRAM, PAPERS AND DISCUSSIONS)
Teaching
Teaching (in
English):PhD Course: Structural
Vector Autoregressions (Boston College)
Teaching (in English):PhD Course: An introduction to
Bayesian econometrics for macroeconomists (
GEMAFI: General Equilibrium in MAcro and FInance seminars (a joint initiative by Amisano-Menoncin-Minelli): schedule and slides
Teaching (in English):PhD Course: Bayesian
Estimation of Structural models (Institute for Advanced Studies,
Teaching (in English):ECB training: Bayesian treatment of the univariate linear regression model, ECB
Teaching (in English): Term
structure in DSGE models (Goethe Universitaet,
December 2009), class
1, class
2
Teaching (in English): ECB
Advanced Bayesian training: Bayesian estimation of state space and DSGE models
(2010/03/04); slides,
codes
SSM, codes
DSGE
Teaching (in English): ECB
Advanced Bayesian training: Bayesian estimation of Markov Switching models
(2010/03/26); slides,
codes