- 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
- Time varying parameter models
- DSGE model estimation
- Degree in Economics, University of Pavia
- M.Sc. Economics, Warwick University
- Ph.D. in Economics, University of Pavia
- Ph.D. in Economics, Warwick University
- Assistant professor University of Brescia, 1994-2000
- Associate professor, University of Brescia, 2000-2005
- Professor, University of Brescia, 2005- 2011
- 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
- Visiting Professor, University of Technology Sydney, 2012-2013
- 1990-1992: Tutorial fellow at the University of Warwick (Quantitative Methods)
- 1993-2003: Modules of graduate courses of Microeconomics, Macroeconomics, and Econometrics at the Universities of Brescia and Pavia.
- 1996-1997: Microeconomics (economics 1) for first year undergraduates.
- September 1997: Intensive course on BVAR modelling for macroeconomic forecasting organised by the Research Unit of the Bank of Italy (joint with M.Serati).
- 1998-2006:Econometrics to third year undergraduates.
- 1997-1999:Microeconomics to first year undergraduates, Faculty of Law, University of Brescia.
- 1998-2000: Econometrics at the Master in Economics and International Finance of the Catholic University of Milan.
- 2000-2001: Econometrics (Econometrics I) at the CORIPE Master in Finance, Turin
- 2000/2001: Microeconomics (economics 1) for first year undergraduates
- 2001: Advanced econometrics in the Ph.D. in economics programme, University of Milan.
- 2002-2007: Financial econometrics to III year undergraduates, University of Brescia
- 2002-2006: Basic Econometrics and Financial Econometrics at the MMF (Master in Moneta e Finanza), University of Brescia
- March 2004: Structural VARs module in the Economics Ph.D. Program, Boston College.
- January-February 2006: Introduction to Bayesian Econometrics (joint with N. Polson) in the Ph.D. Programme, Bocconi University, Milan.
- April-May 2006: Insurance and pension funds finance, an undergraduate course at the University of Brescia
- November-December 2006: Monetary authority, financial markets and interest rates, an undergraduate course at the University of Brescia
- April 2008: Course in Bayesian estimation of DSGE models, Institute for Advanced Studies, Vienna.
- May 2009: module in applied econometrics, University of Brescia.
- June 2009: Course in Bayesian estimation, European Central Bank.
- December 2009: Module on estimation of term structure models, Ph.D. Programme, Goethe Universität, Frankfurt.
- Spring 2010 and 2011: teaching Bayesian estimation of Markov Switching, State space and DSGE models, European Central Bank, Frankfurt.
- May 2010: module in applied econometrics, University of Brescia.
- September 2011: teaching Bayesian Estimation of DSGE models at the Ministry of Finance, Government of Poland, Warsaw.
- June 2013: invited to give a course on Bayesian macromodels, linear and non-linear, National Bank of Austria
- June 2013: invited to give a course on Bayesian macromodels, linear and non-linear, Federal Central Bank of Brasil
|No. 1537||Prediction using several macroeconomic models||Gianni Amisano, John Geweke||download|
|No. 1409||Analysis of variance for bayesian inference||John Geweke, Gianni Amisano||download|
|No. 1341||Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations||Gianni Amisano, Oreste Tristani||download|
|No. 1207||Money growth and inflation: a regime switching approach||Gianni Amisano, Gabriel Fagan||download|
|No. 1128||EMU and the adjustment to asymmetric shocks: the case of Italy||Gianni Amisano, Nicola Giammarioli, Livio Stracca||download|
|No. 1017||Optimal Prediction Pools||John Geweke, Gianni Amisano||download|
|No. 969||Comparing and evaluating Bayesian predictive distributions of assets returns||John Geweke, Gianni Amisano||download|
|No. 881||Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk.||Gianni Amisano, Roberto Savona||download|
|No. 831||Hierarchical Markov normal mixture models with applications to financial asset returns||John Geweke, Gianni Amisano||download|
|No. 754||Euro area inflation persistence in an estimated nonlinear DSGE model||Gianni Amisano, Oreste Tristani||download|
|Bayesian Analysis of Integration at Different Frequencies in Quarterly Data||Amisano||Giornale degli Economisti e Annali dell'Economia, July-September 1995, pp. 303-341||1995-07-20|
|Topics in SVAR econometrics||Amisano, Giannini||Springer, New York, 1997||1997-02-18|
|The Transmission Mechanism Among Italian Interest rates||Amisano, Cesura, Giannini, Seghelini||Statistica, LVIII,1997.1, pp. 25-50||1997-09-02|
|Forecasting Cointegrated Series with BVAR models||Amisano, Serati||Journal of Forecasting, 1999, 18, 7, 463-476||1999-06-11|
|BVAR models and forecasting: a European quarterly model for the EMU-11||Amisano, Serati||Statistica, 2002, LXII, n.1, 51-70||2002-05-10|
|What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence||Amisano, Serati||Scottish Journal of Political Economy, 2003, 50, 440-470||2003-06-10|
|Bayesian Inference in Cointegrated Systems||Amisano||Research in Economics, 2003, 57, 287-314||2003-08-12|
|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, 5, 463-478||2004-05-22|
|Comparing density forecasts via weighted likelihood ratio tests||Amisano, Giacomini||Journal of Business and Economic Statistics, 2007, 25,2,177-190||2007-02-20|
|Euro area inflation persistence in an estimated nonlinear DSGE model||Amisano, Tristani||Journal of Economic Dynamics and Control, 2010, 34, 1837-1858||2010-11-05|
|Assessing ECB credibility during the first years of the Eurosystem: a Bayesian investigation||Amisano, Tronzano||The Manchester School, 2010, 78, 437-459||2010-11-05|
|Comparing and evaluating Bayesian predictive distributions of asset returns||Geweke, Amisano||International Journal of Forecasting, 2010, 26, 216-230||2010-02-05|
|"Hierarchical Markov Normal Mixture Models with Applications to Financial Asset Returns||Geweke, Amisano||Journal of Applied Econometrics, 2011, 26, 1-29||2011-11-23|
|Optimal prediction pools||Geweke, Amisano||Journal of Econometrics, 2011, 164, 130-141||2011-12-19|
|Exact likelihood computations for nonlinear DSGE models with heteroskedastic innovations||Amisano, Tristani||Journal of Economic Dynamics and Control, 2011, 35, 2167-2185||2011-11-23|
|Prediction with misspecified models||Geweke, Amisano||American Economic Review Papers and Proceedings, 2012, 102, 482-486||2012-02-22|
|Money growth and inflation: a regime switching approach||Amisano, Fagan||Journal of International Money and Finance, 2013, forthcoming||2013-02-19|
|Analysis of variance for Bayesian inference||Geweke, Amisano||Econometric Reviews, 2013, forthcoming||2013-02-19|
|Entry in Pharmaceutical submarkets: the role of submarket concentration||Amisano, Giorgetti||Applied Economics, 2013, forthcoming||2013-02-19|
|Entry in pharmaceutical submarkets: a Bayesian panel probit analysis||Amisano, Giorgetti||Journal of Applied Econometrics, 2013, forthcoming||2013-02-19|