Gianni Amisano's research page
Ph.D. economics, Warwick, December 1995

Senior economist, DG-Research, 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, amisano@eco.unibs.it

SSRN page: http://ssrn.com/author=337895

Formerly professor of econometrics at Dipartimento di Scienze Economiche, Universitą di Brescia (until Nov. 2011)

Honorary appointments

Visiting professor at Center for the Study of Choice (CenSoC), University of Technology Sydney

Senior fellow, Rimini Center for Economic Analysis (RCEA)

Personal data
CURRICULUM VITAE (April 2013), My family web page (a few pics)

Research interests
Bayesian econometrics; Forecasting; Model combination; Latent variables models; Structural VAR models; Estimation of DSGE models

Current papers (for replication codes and data sets, please contact me via email)

·       A nonlinear DSGE model with regime shifts, joint with O. Tristani

·       Prediction with several macro models, joint with J. Geweke

·       Imperfect predictability and mutual funds dynamics, joint with R. Savona

·       Fundamentals and contagion in the euro area sovereign bond markets, joint with O. Tristani

·       Money and inflation in a switching panel VAR model, joint with R. Colavecchio and G. Fagan

·       Large VARs with drifting coefficients, joint with D. Giannone and M. Lenza

Teaching

·       PhD Course: Structural Vector Autoregressions (Boston College)

·       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 

·       PhD Course: Bayesian Estimation of Structural models (Institute for Advanced Studies, Vienna, 2008)

·       ECB training: Bayesian treatment of the univariate linear regression model, ECB Frankfurt, 2009/06/19

·       Term structure in DSGE models (Goethe Universitaet, December 2009), class 1, class 2

·       ECB Advanced Bayesian training: Bayesian estimation of state space and DSGE models (2010/03/04); slides, codes SSM, codes DSGE

·       ECB Advanced Bayesian training: Bayesian estimation of Markov Switching models (2010/03/26); slides, codes

·       Bayesian estimation of DSGE Models, Ministry of Economics and Finance, Government of Poland, Warsaw September 2011,slides and codes (beware: big zipped file!)