Search Results for author: Giovanni Angelini

Found 5 papers, 0 papers with code

Invalid proxies and volatility changes

no code implementations13 Mar 2024 Giovanni Angelini, Luca Fanelli, Luca Neri

When in proxy-SVARs the covariance matrix of VAR disturbances is subject to exogenous, permanent, nonrecurring breaks that generate target impulse response functions (IRFs) that change across volatility regimes, even strong, exogenous external instruments can result in inconsistent estimates of the dynamic causal effects of interest if the breaks are not properly accounted for.

Italian Crossword Generator: Enhancing Education through Interactive Word Puzzles

no code implementations27 Nov 2023 Kamyar Zeinalipour, Tommaso laquinta, Asya Zanollo, Giovanni Angelini, Leonardo Rigutini, Marco Maggini, Marco Gori

On the other hand, for generating crossword clues from a given text, Zero/Few-shot learning techniques were used to extract clues from the input text, adding variety and creativity to the puzzles.

Few-Shot Learning Zero-Shot Learning

The WebCrow French Crossword Solver

no code implementations27 Nov 2023 Giovanni Angelini, Marco Ernandes, Tommaso laquinta, Caroline Stehlé, Fanny Simões, Kamyar Zeinalipour, Andrea Zugarini, Marco Gori

Crossword puzzles are one of the most popular word games, played in different languages all across the world, where riddle style can vary significantly from one country to another.

Knowledge Graphs

An identification and testing strategy for proxy-SVARs with weak proxies

no code implementations10 Oct 2022 Giovanni Angelini, Giuseppe Cavaliere, Luca Fanelli

We show that frequentist asymptotic inference in these situations can be conducted through Minimum Distance estimation and standard asymptotic methods if the proxy-SVAR can be identified by using `strong' instruments for the non-target shocks; i. e. the shocks which are not of primary interest in the analysis.

valid

Time-Varying Poisson Autoregression

no code implementations22 Jul 2022 Giovanni Angelini, Giuseppe Cavaliere, Enzo D'Innocenzo, Luca De Angelis

In this paper we propose a new time-varying econometric model, called Time-Varying Poisson AutoRegressive with eXogenous covariates (TV-PARX), suited to model and forecast time series of counts.

Time Series Time Series Analysis

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