#### Filter Results:

- Full text PDF available (48)

#### Publication Year

1970

2017

- This year (8)
- Last 5 years (33)
- Last 10 years (55)

#### Publication Type

#### Co-author

#### Journals and Conferences

#### Key Phrases

Learn More

- Giorgio E. Primiceri, Giovanni Favara, +7 authors Paolo Surico
- 2004

Monetary policy and the private sector behavior of the US economy are modeled as a time varying structural vector autoregression, where the sources of time variation are both the coefficients and the variance covariance matrix of the innovations. The paper develops a new, simple modeling strategy for the law of motion of the variance covariance matrix and… (More)

- Paolo Giordani, Paul Söderlind
- 2003

We study the inflation uncertainty reported by individual forecasters in the Survey of Professional Forecasters 1969-2001. Three popular measures of uncertainty built from survey data are analyzed in the context of models for forecasting and asset pricing, and improved estimation methods are suggested. Popular time series models are evaluated for their… (More)

Time series subject to parameter shifts of random magnitude and timing are commonly modeled with a change-point approach using Chib’s (1998) algorithm to draw the break dates. We outline some advantages of an alternative approach in which breaks come through mixture distributions in state innovations, and for which the sampler of Gerlach, Carter and Kohn… (More)

Adaptive Metropolis-Hastings samplers use information obtained from previous draws to tune the proposal distribution. The tuning is carried out automatically, often repeatedly, and continues after the burn-in period. Because the resulting chain is not Markovian, adaptation needs to be done carefully to ensure convergence to the correct ergodic distribution.… (More)

- Pierpaolo D'Urso, Paolo Giordani
- Computational Statistics & Data Analysis
- 2006

In this paper a robust fuzzy k-means clustering model for interval valued data is introduced. The peculiarity of the proposed model is the capability to manage anomalous interval valued data by reducing the effect of such outliers in the clustering model. In the interval case, the concept of anomalous data involves both the center and the width (the radius)… (More)

- Paolo Giordani
- Environmental pollution
- 2007

This work provided additional information for a better interpretation of lichen diversity values in biomonitoring studies of air pollution. The effects of 12 predictive variables were estimated for the Genova province (NW Italy) by means of a non-parametric model. The diversity of epiphytic lichens was strictly correlated with mean annual rainfall and mean… (More)

- Lawrence N Hudson, Tim Newbold, +240 authors Andy Purvis
- Ecology and evolution
- 2014

Biodiversity continues to decline in the face of increasing anthropogenic pressures such as habitat destruction, exploitation, pollution and introduction of alien species. Existing global databases of species' threat status or population time series are dominated by charismatic species. The collation of datasets with broad taxonomic and biogeographic… (More)

- Paolo Giordani, Paul Söderlind, Adrian Pagan, Wouter Den Haan, Noah Williams
- 2002

We summarize some methods useful in formulating and solving Hansen-Sargent robust control problems, and suggest extensions to discretion and simple rules. Matlab, Octave, and Gauss software is provided. We illustrate these extensions with applications to the term structure of interest rates, the time inconsistency of optimal monetary policy, the effects of… (More)

- Paolo Giordani, Henk A. L. Kiers
- Computational Statistics & Data Analysis
- 2006