Modeling and forecasting macroeconomic downside risk D Delle Monache, A De Polis, I Petrella Journal of Business & Economic Statistics, 1-27, 2023 | 89 | 2023 |
Gutenberg–Richter B-value time series forecasting: A weighted likelihood approach M Taroni, G Vocalelli, A De Polis Forecasting 3 (3), 561-569, 2021 | 21* | 2021 |
Taming momentum crashes D Bianchi, A De Polis, I Petrella | 7 | 2022 |
Exchange Rate Dynamics and Unconventional Monetary Policies: It's All in the Shadows A De Polis, M Pietrunti Banca d'Italia, 2019 | 4 | 2019 |
The taming of the skew: asymmetric inflation risk and monetary policy I Petrella, A De Polis, L Melosi European Central Bank Working Paper Series, 2025 | 2* | 2025 |
The ever-changing challenges to price stability A De Polis, L Melosi, I Petrella 12th European Central Bank Conference on Forecasting Techniques, 2023 | 1 | 2023 |
Conditional asymmetries and downside risks in macroeconomic and financial time series A De Polis University of Warwick, 2023 | 1 | 2023 |
Mixed frequency functional VARs for nowcasting and structural analysis A De Polis, G Koop, S McIntyre, J Mitchell, P Wu ESCoE Conference on Economic Measurement 2024, 2024 | | 2024 |
Modeling and Forecasting Macroeconomic Downside Risk I Petrella, D Delle Monache, A De Polis CEPR Discussion Papers, 2022 | | 2022 |
The dynamics of macroeconomic downside risk D Delle Monache, A De Polis, I Petrella | | 2021 |
Testing for Conditional Skewness with Epsilon-Skew-t Distributions A De Polis | | |
Skewness and Momentum Crashes D Bianchi, A De Polis, I Petrella | | |
Modeling and Forecasting Macroeconomic Downside Risk: Supplementary Material D Delle Monache, A De Polis, I Petrella | | |