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Il tasso di rendimento degli investimenti in ricerca e sviluppo delle imprese innovatrici italiane

Aiello, Francesco; Pupo, Valeria - In: Rivista di politica economica 94 (2004) 5/6, pp. 81-117

Persistent link: https://www.econbiz.de/10003093926

Bringing money back to the real economy : room for a TARGET3

Bruni, Franco; Papetti, Andrea - In: Rivista di politica economica 104 (2015) 4/6, pp. 203-228

Persistent link: https://www.econbiz.de/10011452572

L'Unione Monetaria Europea la posizione dell'AUME

Maigret, Bertrand de - In: Rivista di politica economica 81 (1991) 7, pp. 127-132

Persistent link: https://www.econbiz.de/10001138941

Labor-Cost Effects on Relative Prices between Regions of a Monetary Union: Implications for the EMU

Arese-Visconti, Giovanni - Dipartimento di Statistica, Informatica, Applicazioni … - 2002

segmented goods and labor markets makes the analysis best suited for a monetary union such as the present European EMU. We find …

Persistent link: https://www.econbiz.de/10005687789

Inflation Differentials before and after the EMU

Arese-Visconti, Giovanni - Dipartimento di Statistica, Informatica, Applicazioni … - 2002

This paper examines regional inflation divergence within the European EMU aiming at characterizing the properties of … inflation differentials. The empirical evidence suggests that a process of price level convergence in the EMU is well on its way. …

Persistent link: https://www.econbiz.de/10005731542

Regime-switching in expectations over the business cycle

Eudey, Gwen; Perli, Roberto - Federal Reserve Bank of Philadelphia - 1999

In this paper the authors argue that a plausible reason why output and other major U.S. macroeconomic time series seem to follow a Markov switching process might be strictly related to expectations. The authors show that a time series of expectations of future output from the Survey of...

Persistent link: https://www.econbiz.de/10005717418

A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets.

Perez-Amaral, Teodosio; Gallo, Giampiero M.; White, … - Dipartimento di Statistica, Informatica, Applicazioni … - 2004

predictors of interest), selective search within the range of possible models, control of collinearity, out-of-sample forecasting …

Persistent link: https://www.econbiz.de/10005812867

Le persone comuni fanno previsioni economiche seguendo logiche econometriche o meccanismi psicologici?

Bovi, Maurizio - Dipartimento del Tesoro, Ministero dell'Economia e …

La psicologia mostra che la probabilità soggettiva associata ad eventi economici futuri viene distorta in modo sistematico, rispetto a quella oggettiva, da elementi psicologici diffusi e persistenti. Lo stesso vale per l'interpretazione retrospettiva dei fatti economici. In particolare, si...

Persistent link: https://www.econbiz.de/10005061461

Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria

Brownlees, Christian T.; Gallo, Giampiero - Dipartimento di Statistica, Informatica, Applicazioni … - 2007

suboptimal for forecasting purposes. The paper proposes the use of a class of shrinkage estimators that includes the Ridge … estimator for forecasting time series, with a special attention to GARCH and ACD models. The local large sample properties of …-daily financial durations forecasting application. The empirical application shows that an appropriate shrinkage forecasting …

Persistent link: https://www.econbiz.de/10005075728

A Model for Multivariate Non-negative Valued Processes in Financial Econometrics

Cipollini, Fabrizio; Engle, Robert F.; Gallo, Giampiero M. - Dipartimento di Statistica, Informatica, Applicazioni … - 2007

The Multiplicative Error Model introduced by Engle (2002) for non-negative valued processes is specified as the product of a (conditionally autoregressive) scale factor and an innovation process with positive support. In this paper we propose a multivariate extension of such a model, by taking...

Persistent link: https://www.econbiz.de/10005731544