Curriculum vitae
Biography
Functions:
- a) Propose and conduct independent and joint research of academic quality in his field of expertise. b) Present and discuss this and other research inside and outside the ECB; contribute to both ECB publications such as the ECB Working Paper Series and outside publications such as academic journals. Co-operate with staff in other business areas and interact with academics by, for example, participating in academic conferences. Act as a referee for the ECB Working Paper Series and academic journals. c) Occasionally write briefing and policy notes on technical and policy-oriented issues in the area of specialisation for senior management, the Executive Board and the Council. d) Deal with limited administrative and organisational tasks.
Fields of interest:
- Bayesian econometrics
- Latent variables models
- Structural VAR models
- Forecasting
- Time varying parameter models
- DSGE model estimation
Education:
- Degree in Economics, University of Pavia
- M.Sc. Economics, Warwick University
- Ph.D. in Economics, University of Pavia
- Ph.D. in Economics, Warwick University
Professional experience:
- Assistant professor University of Brescia, 1994-2000
- Associate professor, University of Brescia, 2000-2005
- Professor, University of Brescia, 2005- (currently on leave)
- Visiting professor, University of Minnesota, 1996, 1997
- Visiting professor, University of Iowa, 2000
- Visiting professor, Rotterdam University, 2001
- Visiting professor, Boston College, 2004
- Visiting fellow, UCLA, 2006
- Consultant in the construction of forecasting models for various institutions (Banca d'Italia, Prometeia, Credito Italiano)
- Consultant of the Ministero dell'Economia (Italian Government)
- Consultant for the European Central Bank for the estimation of nonlinear DSGE models
ECB Working papers:
- No. 1409 Analysis of variance for bayesian inference Geweke, John; Amisano, Gianni download
- No. 1341 Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations Amisano, Gianni; Tristani, Oreste download
- No. 1207 Money growth and inflation: a regime switching approach Amisano, Gianni; Fagan, Gabriel download
- No. 1128 EMU and the adjustment to asymmetric shocks: the case of Italy Amisano, Gianni; Giammarioli, Nicola; Stracca, Livio download
- No. 1017 Optimal Prediction Pools Geweke, John; Amisano, Gianni download
- No. 969 Comparing and evaluating Bayesian predictive distributions of assets returns Geweke, John; Amisano, Gianni download
- No. 881 Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk. Amisano, Gianni; Savona, Roberto download
- No. 831 Hierarchical Markov normal mixture models with applications to financial asset returns Geweke, John; Amisano, Gianni download
- No. 754 Euro area inflation persistence in an estimated nonlinear DSGE model Amisano, Gianni; Tristani, Oreste download
Selected publications
|
Title
|
Authors
|
Where
|
Web
|
Date
|
Files
|
| Topics in SVAR econometrics |
Amisano, Giannini |
Springer Verlag |
|
1997-03-05 |
|
| Forecasting Cointegrated Series with BVAR models |
Amisano, Serati |
Journal of Forecasting |
|
1999-06-05 |
|
| What goes up sometimes stays up: shocks and institutions as determinants of unemployment |
Amisano, Serati |
Scottish Journal of Political Economy |
|
2003-01-02 |
|
| Bayesian Inference in Cointegrated Systems |
Amisano |
Research in Economics |
|
2003-11-05 |
|
| Profit Related Pay in Italy: a microeconometric analysis of the determinants in a sample of manufacturing companies |
Amisano, Del Boca |
International Journal of Manpower |
|
2004-11-24 |
|
| Comparing density forecasts via weighted likelihood ratio tests |
Amisano, Giacomini |
Journal of Business and Economic Statistics |
|
2007-04-03 |
|
| Euro area inflation persistence in an estimated nonlinear DSGE model |
Amisano, Tristani |
Journal of Economic Dynamics and Control, forthcoming |
|
2009-11-05 |
|
| "Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns |
Geweke, Amisano |
Journal of Applied Econometrics, forthcoming |
|
2009-11-05 |
|
| Assessing ECB credibility during the first years of the Eurosystem: a Bayesian investigation |
Amisano, Tronzano |
The Manchester School, forthcoming |
|
2009-11-05 |
|
| Comparing and evaluating Bayesian predictive distributions of asset returns |
Geweke, Amisano |
International Journal of Forecasting, forthcoming |
|
2009-11-05 |
|

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