statistiche ricercatore

Continente	#
NA - Nord America	854
EU - Europa	836
AS - Asia	600
SA - Sud America	85
AF - Africa	18
OC - Oceania	3
Continente sconosciuto - Info sul continente non disponibili	1
Totale	2.397

Nazione	#
US - Stati Uniti d'America	799
CN - Cina	241
IE - Irlanda	191
SG - Singapore	161
IT - Italia	158
GB - Regno Unito	97
DE - Germania	84
BR - Brasile	70
UA - Ucraina	57
RU - Federazione Russa	54
HK - Hong Kong	49
CA - Canada	37
VN - Vietnam	34
SE - Svezia	29
FI - Finlandia	28
TR - Turchia	26
FR - Francia	24
ES - Italia	19
KR - Corea	19
MX - Messico	13
PL - Polonia	13
BE - Belgio	11
AT - Austria	10
IN - India	10
JP - Giappone	10
NL - Olanda	9
IR - Iran	8
BG - Bulgaria	7
CH - Svizzera	6
CZ - Repubblica Ceca	6
LT - Lituania	6
TW - Taiwan	6
AR - Argentina	5
BD - Bangladesh	5
ID - Indonesia	5
MA - Marocco	5
PE - Perù	5
RO - Romania	5
SI - Slovenia	5
ZA - Sudafrica	5
IL - Israele	4
PT - Portogallo	4
AL - Albania	3
AU - Australia	3
PH - Filippine	3
AE - Emirati Arabi Uniti	2
AZ - Azerbaigian	2
CY - Cipro	2
EG - Egitto	2
HU - Ungheria	2
IQ - Iraq	2
KE - Kenya	2
LI - Liechtenstein	2
LU - Lussemburgo	2
MO - Macao, regione amministrativa speciale della Cina	2
PY - Paraguay	2
SA - Arabia Saudita	2
SN - Senegal	2
AM - Armenia	1
CL - Cile	1
DK - Danimarca	1
DO - Repubblica Dominicana	1
DZ - Algeria	1
EC - Ecuador	1
EU - Europa	1
GR - Grecia	1
GT - Guatemala	1
HN - Honduras	1
JM - Giamaica	1
MT - Malta	1
MY - Malesia	1
NO - Norvegia	1
PA - Panama	1
PK - Pakistan	1
SY - Repubblica araba siriana	1
TH - Thailandia	1
TN - Tunisia	1
UZ - Uzbekistan	1
VE - Venezuela	1
YE - Yemen	1
Totale	2.397

Nome	#
Common drifting volatility in large Bayesian VARs	170
Have standard VARS remained stable since the crisis?	160
Measuring uncertainty and its impact on the economy	159
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors	159
Forecasting Large Datasets with Bayesian Reduced RankMultivariate Models	152
Capturing macroeconomic tail risks with Bayesian vector autoregressions	145
Addressing COVID-19 outliers in BVARs with stochastic volatility	142
Structural analysis with multivariate autoregressive index models	136
No-arbitrage priors, drifting volatilities, and the term structure of interest rates	136
Sectoral Survey-based Confidence Indicators for Europe	135
Forecasting Government Bond Yields with Large Bayesian VARs	131
Forecasting Exchange Rates with a Large Bayesian VAR	126
Nowcasting tail risk to economic activity at a weekly frequency	109
Corrigendum to “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors” [J. Econometrics 212 (1) (2019) 137–154]	100
Using time-varying volatility for identification in Vector Autoregressions: an application to endogenous uncertainty	98
Corrigendum: Measuring uncertainty and its impact on the economy (vol. 100, pg. 799, 2018)	92
Macroeconomic forecasting in a multi-country context	91
The global component of inflation volatility	82
Parameters uncertainty and tests of present value models	79
Macro uncertainty in the long run	54
Totale	2.456

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2020/2021	82	0	0	0	0	0	9	12	1	17	7	12	24
2021/2022	190	4	23	3	5	10	18	7	33	30	17	21	19
2022/2023	448	21	13	7	27	21	49	6	31	235	13	13	12
2023/2024	318	14	15	17	9	40	46	35	18	15	22	55	32
2024/2025	433	21	6	15	47	12	2	39	19	142	41	64	25
2025/2026	625	89	134	37	151	195	19	0	0	0	0	0	0
Totale													2.456