Stefano Grassi

Aarhus University - CREATES

School of Economics and Management

Building 1322, Bartholins Alle 10

DK-8000 Aarhus C

Denmark

SCHOLARLY PAPERS

4

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739

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14

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Scholarly Papers (4)

Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox

Tinbergen Institute Discussion Paper 13-055/III
Number of pages: 28 Posted: 04 May 2015
University Ca' Foscari of Venice - Department of Economics, Aarhus University - CREATES, Free University of Bozen-Bolzano - Faculty of Economics and Management and Tinbergen Institute
Downloads 454 (77,595)
Citation 2

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Density Forecast Combination, Sequential Monte Carlo, Parallel Computing, GPU, Matlab

Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 08/WP/2013
Number of pages: 30 Posted: 27 Apr 2013
University Ca' Foscari of Venice - Department of Economics, Aarhus University - CREATES, Free University of Bozen-Bolzano - Faculty of Economics and Management and Tinbergen Institute
Downloads 27 (598,068)
Citation 2

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Density Forecast Combination, Sequential Monte Carlo, Parallel Computing, GPU, Matlab

2.

When Long Memory Meets the Kalman Filter: A Comparative Study

Number of pages: 42 Posted: 22 Apr 2011 Last Revised: 19 May 2011
Stefano Grassi and Paolo Santucci de Magistris
Aarhus University - CREATES and Aarhus University - CREATES
Downloads 203 (183,978)
Citation 1

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ARFIMA models, Kalman Filter, Missing Observations, Measurement Error, Level Shifts

3.

EuroMInd-C: A Disaggregate Monthly Indicator of Economic Activity for the Euro Area and Member Countries

CEIS Working Paper No. 287
Number of pages: 40 Posted: 03 Oct 2013
Government of the Italian Republic (Italy) - Department of the Treasury, Aarhus University - CREATES, Bocconi University - Department of Economics, Eurostat and University of Rome II - Department of Economics and Finance
Downloads 55 (449,685)
Citation 13

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Index of coincident indicators, Temporal Disaggregation, Multivariate State Space Models, Dynamic factor Models, Quarterly National accounts

4.

Item Response Models to Measure Corporate Social Responsibility

Applied Financial Economics, 2014
Posted: 21 Aug 2014 Last Revised: 29 Aug 2014
Marco Nicolosi, Stefano Grassi and Elena Stanghellini
University of Perugia - Department of Economics, Aarhus University - CREATES and University of Perugia - Department of Economics

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Item Response Theory, Latent Variable Models, Portfolio management, Ranking, Socially Responsible Investment