Institution: Banca d'Italia
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: https://sites.google.com/site/dellemonachedavide/home
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 2.69 | 0.67 | 0.25 | 3.62 | 73% |
| Last 10 Years | 0.00 | 2.69 | 1.68 | 0.76 | 5.13 | 72% |
| All Time | 0.00 | 2.69 | 2.69 | 1.09 | 6.48 | 84% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2024 | Modeling and Forecasting Macroeconomic Downside Risk | Journal of Business & Economic Statistics | A | 3 |
| 2021 | Domestic and Global Determinants of Inflation: Evidence from Expectile Regression* | Oxford Bulletin of Economics and Statistics | B | 3 |
| 2021 | The time-varying risk of Italian GDP | Economic Modeling | C | 4 |
| 2021 | Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model | Journal of Business & Economic Statistics | A | 3 |
| 2019 | Efficient matrix approach for classical inference in state space models | Economics Letters | C | 2 |
| 2017 | Adaptive models and heavy tails with an application to inflation forecasting | International Journal of Forecasting | B | 2 |
| 2009 | Computing the mean square error of unobserved components extracted by misspecified time series models | Journal of Economic Dynamics and Control | B | 2 |
| 2006 | A structural time series approach to modelling multiple and resurgent meat scares in Italy | Applied Economics | C | 3 |