dr. Paolo Gorgi

PhD, dr.

  • Gustav Mahlerplein 117

    1082 MS Amsterdam

    Netherlands

20152019
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Research Output 2015 2019

  • 7 Article
  • 6 Working paper
  • 1 PhD Thesis - Research VU, graduation VU
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Working paper
2018

DSGE Models with Observation-Driven Time-Varying parameters

Angelini, G. & Gorgi, P., 2018, Amsterdam: Tinbergen Institute, 10 p. (TI Discussion Paper Series; vol. 18, no. 030/III).

Research output: Working paperAcademic

Forecasting economic time series using score-driven dynamic models with mixed-data sampling

Gorgi, P. & Koopman, S. J., 2018, Amsterdam: Tinbergen Institute, 25 p. (TI Discussion Paper Series; vol. 18, no. 026/III).

Research output: Working paperAcademic

Missing Observations in Observation-Driven Time Series Models

Blasques Albergaria Amaral, F., Gorgi, P. & Koopman, S. J., 2018, 013/III ed., Amsterdam: Tinbergen Institute, 39 p. (TI Discussion Paper Series; vol. 2018, no. 013/III).

Research output: Working paperAcademic

The analysis and forecasting of ATP tennis matches using a high-dimensional dynamic model

Gorgi, P., Koopman, S. J. & Lit, R., 2018, Amsterdam: Tinbergen Institute, 18 p. (TI Discussion Paper Series; vol. 18, no. 009/III).

Research output: Working paperAcademic

2016

Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models

Blasques, F., Gorgi, P. G., Koopman, S. J. & Wintenberger, O., 2016, Amsterdam: Tinbergen Institute, 34 p. (TI Discussion Paper; no. 16-082/III).

Research output: Working paperProfessional

2015

A Note on "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model"

Blasques, F., Gorgi, P. G., Koopman, S. J. & Wintenberger, O., 2015, Amsterdam: Tinbergen Institute, 10 p. (TI Discussion Paper; no. 15-131/III).

Research output: Working paperProfessional