Similar Search Results - EconBiz

Bayesian Markov switching stochastic correlation models

Casarin, Roberto; Tronzano, Marco; Sartore, Domenico - 2013

Persistent link: https://www.econbiz.de/10011631746

Bayesian Markov Switching Stochastic Correlation Models

Casarin, Roberto - 2015

This paper builds on Asai and McAleer (2009) and develops a new multivariate Dynamic Conditional Correlation (DCC) model where the parameters of the correlation dynamics and those of the log-volatility process are driven by two latent Markov chains. We outline a suitable Bayesian inference...

Persistent link: https://www.econbiz.de/10013035516

Bayesian Markov Switching Stochastic Correlation Models

Casarin, Roberto; Tronzano, Marco; Sartore, Domenico - Dipartimento di Economia, Università Ca' Foscari Venezia - 2013

This paper builds on Asai and McAleer (2009) and develops a new multivariate Dynamic Conditional Correlation (DCC) model where the parameters of the correlation dynamics and those of the log-volatility process are driven by two latent Markov chains. We outline a suitable Bayesian inference...

Persistent link: https://www.econbiz.de/10010662864

Propagazione intersettoriale dell'inflazione ed ipotesi macroeconomiche : contributi recenti e prospettive di ricerca

Tronzano, Marco - In: Rivista di politica economica 75 (1985) 11, pp. 1149-1192

Persistent link: https://www.econbiz.de/10001025675

Assessing the credibility of a target zone : an alternative approach applied to France (1988 - 1993)

Tronzano, Marco - 1994

Persistent link: https://www.econbiz.de/10000930346

Unit roots, real exchange rates and structural breaks : further evidence (1955 - 1992)

Tronzano, Marco - In: Giornale degli economisti e annali di economia 53 (1995) 10, pp. 567-585

Persistent link: https://www.econbiz.de/10001191551

Crescita, convergenza e strategie di sviluppo : alcune riflessioni

Tronzano, Marco - In: Economia internazionale 46 (1994) 4, pp. 403-430

Persistent link: https://www.econbiz.de/10001157855

Time consistency of macroeconomic policy in an open economy : a survey of the theoretical literature

Tronzano, Marco - In: Giornale degli economisti e annali di economia 55 (1996) 1, pp. 3-47

Persistent link: https://www.econbiz.de/10001211469

Imperfect credibility in a target zone : a new approach and some evidence from European countries

Tronzano, Marco - In: Economia internazionale 49 (1996) 3, pp. 447-470

Persistent link: https://www.econbiz.de/10001214211

Long-run purchasing power parity and mean-reversion in real exchange rates : a further assessment

Tronzano, Marco - In: Economia internazionale 45 (1992) 1, pp. 77-100

Persistent link: https://www.econbiz.de/10001128825

A service of the