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, Frankfurt am Main, Germany
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 (Bocconi University, 2006)

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, Vienna, 2008)

Teaching (in English):ECB training: Bayesian treatment of the univariate linear regression model, ECB Frankfurt, 2009/06/19

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