Davide Delle Monache
Economics and Econometrics · 2017
A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 25 citations into it
- Finance — 11 citations into it
- Management Science and Operations Research — 8 citations into it
- Statistics and Probability — 5 citations into it
Whom Davide Delle Monache trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jeremy Berkowitz
- R. Giacomini
- Timothy Cogley
- M. Pesaran
- Frédéric Pivetta
- Robert F. Engle
- Andrew S. Harvey
- Gary Koop
- Tilmann Gneiting
- Andreas Pick
Papers from Davide Delle Monache's perspective
Ordered by how strongly the researchers Davide Delle Monache trusts endorse each paper. Same corpus, a different order for every researcher.
- Testing Density Forecasts, With Applications to Risk Management
- Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Strictly Proper Scoring Rules, Prediction, and Estimation
- Forecast Combination Across Estimation Windows
- A Simple Adaptive Measure of Core Inflation
- Time varying VARs with inequality restrictions
- The persistence of inflation in the United States
- Selection of estimation window in the presence of breaks
- Dynamic Models for Volatility and Heavy Tails: Location/Scale Models for Non-negative Variables
Their papers
- Adaptive models and heavy tails with an application to inflation forecasting (2017) — 57 citations