Background
Giannini, Carlo was born on July 10, 1948 in Brescia, Italy. Son of Enzo and Rina (Pezzolini) Giannini.
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book
Topics in Structural Var Econometrics (Lecture Notes in Economics and Mathematical Systems)
(This monograph deals with the so-called Structural Vector...)
This monograph deals with the so-called Structural Vector Autoregressive (SVAR) approach, the most recent development of vector autoregressive econometric modeling. Three different types of models, which encompass all the models used so far in the SVAR applied literature, are analysed using a full-information likelihood-based set up and linear constraints of the more general form. Identification analysis andestimation of these models are carried out using compact formulae coming from an application of some new tools in matrix differential analysis. Using approximation theorems of mathematical statistics, the asymptotic distributions of impulse response and forecast error variance decomposition functions are analytically derived, avoiding the use of bootstrapping and Monte Carlo integration techniques. The monograph also contains a qualitative discussion of the results of an exercise on Italian data and two rats procedures implementing identification, estimation and simulation phases according to the proposed approach.
http://www.amazon.com/gp/product/0387552626/?tag=2022091-20
Topics in Structural VAR Econometrics
(In recent years a growing interest in the structural V AR...)
In recent years a growing interest in the structural V AR approach (SV AR) has followed the path-breaking works by Blanchard and Watson (1986), Bernanke (1986) and Sims (1986), especially in the U.S. applied macroeconometric literature. The approach can be used in two different, partially overlapping, directions: the interpretation of business cycle fluctuations of a small number of significant macroeconomic variables and the identification of the effects of different policies. SV AR literature shows a common feature: the attempt to "organise", in a "structural" theoretical sense, instantaneous correlations among the relevant variables. In non-structural V AR modelling, instead, correlations are normally hidden in the variance covariance matrix of the V AR model innovations. of independent V AR analysis tries to isolate ("identify") a set shocks by means of a number of meaningful theoretical restrictions. The shocks can be regarded as the ultimate source of stochastic variation of the vector of variables which can all be seen as potentially endogenous. Looking at the development of SV AR literature we felt that it still lacked a formal general framework which could embrace the several types of models so far proposed for identification and estimation. This is the second edition of the book, which originally appeared as number 381 of the Springer series "Lecture notes in Economics of the first edition was Carlo and Mathematical Systems". The author Giannini.
http://www.amazon.com/gp/product/3642644813/?tag=2022091-20
Carlo Giannini
Edit ProfileEducation
Degree, Bocconi University, 1971.
Career
Research assistant, U. Milan, Italy, 1972-1973; research assistant, U. Pavia, Italy, 1974-1975; associate professor, U. Pavia, Italy, 1983-1986; professor, U. Pavia, Italy, since 1992; lecturer, U. Cosenza, Italy, 1975-1979; lecturer, U. Bergamo, Italy, 1979-1982; professor, U. Ancona, Italy, 1984-1992.
Achievements
Works
book
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Topics in Structural VAR Econometrics
(In recent years a growing interest in the structural V AR...)
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Topics in Structural Var Econometrics (Lecture Notes in Economics and Mathematical Systems)
(This monograph deals with the so-called Structural Vector...)
- Topics in Structural VAR Econometrics by Gianni Amisano (1997-01-01)
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Topics in Structural VAR Econometrics
Membership
Lieutenant Italian Army, 1971-1972. Fellow Societa Italiana Degli Economisti, Societa Italiana di Statistica.
Interests
Connections
Married Vittoria Rizzo, July 26, 1980. 1 child, Andrea.
Education
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1971
Career
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1972 - 1973
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1974 - 1975