Uncertainty across volatility regimes G Angelini, E Bacchiocchi, G Caggiano, L Fanelli Journal of Applied Econometrics 34 (3), 437-455, 2019 | 107 | 2019 |
DEA-like model and common weights approach for the construction of a subjective community well-being indicator C Bernini, A Guizzardi, G Angelini Social indicators research 114, 405-424, 2013 | 103 | 2013 |
Efficiency of online football betting markets G Angelini, L De Angelis International Journal of Forecasting 35 (2), 712-721, 2019 | 96 | 2019 |
PARX model for football match predictions G Angelini, L De Angelis Journal of Forecasting 36 (7), 795-807, 2017 | 60 | 2017 |
Big data from dynamic pricing: A smart approach to tourism demand forecasting A Guizzardi, FME Pons, G Angelini, E Ranieri International Journal of Forecasting 37 (3), 1049-1060, 2021 | 56 | 2021 |
Exogenous uncertainty and the identification of structural vector autoregressions with external instruments G Angelini, L Fanelli Journal of Applied Econometrics 34 (6), 951-971, 2019 | 50 | 2019 |
Weighted Elo rating for tennis match predictions G Angelini, V Candila, L De Angelis European Journal of Operational Research 297 (1), 120-132, 2022 | 33 | 2022 |
Informational efficiency and behaviour within in-play prediction markets G Angelini, L De Angelis, C Singleton International Journal of Forecasting 38 (1), 282-299, 2022 | 25 | 2022 |
Are fiscal multipliers estimated with proxy‐SVARs robust? G Angelini, G Caggiano, E Castelnuovo, L Fanelli Oxford Bulletin of Economics and Statistics 85 (1), 95-122, 2023 | 14 | 2023 |
Does advance booking matter in hedonic pricing? A new multivariate approach A Guizzardi, G Angelini, FME Pons International Journal of Tourism Research 22 (3), 277-288, 2020 | 8 | 2020 |
DSGE models with observation-driven time-varying volatility G Angelini, P Gorgi Economics Letters 171, 169-171, 2018 | 8 | 2018 |
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models G Angelini, G Cavaliere, L Fanelli Journal of Applied Econometrics 37 (1), 3-22, 2022 | 7 | 2022 |
An identification and testing strategy for proxy-SVARs with weak proxies G Angelini, G Cavaliere, L Fanelli Journal of Econometrics 238 (2), 105604, 2024 | 4 | 2024 |
Informational efficiency and price reaction within in-play prediction markets G Angelini, L De Angelis, C Singleton Economics & Management Discussion Papers, Henley Business School, Reading …, 2019 | 4 | 2019 |
Uncertainty and spillover effects across the Euro area G Angelini, M Costantini, JZ Easaw Cardiff Economics Working Papers, 2018 | 4 | 2018 |
Misspecification and Expectations Correction in New Keynesian DSGE Models G Angelini, L Fanelli Oxford bulletin of economics and statistics 78 (5), 623-649, 2016 | 4 | 2016 |
Under the same (Chole) sky: DNK models, timing restrictions and recursive identification of monetary policy shocks G Angelini, MM Sorge Journal of Economic Dynamics and Control 133, 104265, 2021 | 3 | 2021 |
Forecasting Cryptocurrencies: A Comparison of GARCH Models G Angelini, S Emili Available at SSRN 3195704, 2018 | 3 | 2018 |
Comparing weighting systems in the measurement of subjective well-being G Angelini, C Bernini, A Guizzardi Statistica 73 (2), 143-163, 2013 | 3 | 2013 |
Invalid proxies and volatility changes G Angelini, L Fanelli, L Neri arXiv preprint arXiv:2403.08753, 2024 | 2 | 2024 |