GIANNI AMISANO

Born in Alessandria (Italy), 1963, is Assistant Professor (Lecturer) at the Department of Economics, University of Brescia. He is the author of papers on Structural VAR analysis and  Bayesian VAR analysis.

Affiliation and Address

Dipartimento di Scienze Economiche

Reserch Interests

Bayesian inferential techniques and their econometric applications. Analysis of economic non-stationary time series. Econometric analysis of financial time series. Structural VAR analysis. Econometric analysis of the labour market. Panel data. Structural change. Econometric forecasting.

Selected Papers and Pubblications

• Bayesian Analysis of Integration at Different Frequencies in Quarterly Data, Warwick Economic Research Papers no.426, 1994, appeared on Giornale degli Economisti e Annali dell'Economia, July-September 1995, pp. 303-.
• Bayesian Inference on Cointegrating Systems, paper presented at the Winter Symposium of the Econometric Society, Gerzensee (Switzerland), January 1995.
• Bayesian Inference on non-stationary data, Ph. D. Thesis, Department of economics, University of Warwick, November 1995.
• Topics in Structural VAR Econometrics (with Carlo Giannini, 2nd Edition, February 1997, Springer, New York.
• Tecniche BVAR per la costruzione di modelli previsivi mensili e trimestrali, ("BVAR techniques for the construction of quarterly and monthly forecasting models", with M. Serati and C. Giannini), Temi di Discussione n. 302, April 1997, Banca d'Italia.
• The Transmission Mechanism Among Italian Interest rates (with M. Cesura, C. Giannini and M. Seghelini), Statistica, LVIII, 1997.1, pp. 25-50.
• Hidden Markov Multivariate Normal Models for Multiple Time Series (joint with J.Geweke and M. Hora), paper presented at the Duke University NBER/NSF Time Series Seminar, October 1997.
• Forecasting Cointegrated Series with BVAR models, (with M. Serati), September 1998, forthcoming on Journal of Forecasting.