Sfoglia per Autore
I Modelli Lineari Simultanei in Econometria: Sviluppi di Metodo
1995-01-01 Morana, C
Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis
1998-01-01 Morana, C
Computing value at risk with high frequency data
1999-01-01 Morana, C; Beltratti, A
Measuring Core Inflation in Italy
2000-01-01 Morana, C; Bagliano, F
Stock Market Volatility of Regulated Industries: an Empirical Assessment
2004-01-01 Morana, C
Regional Convergence in Italy
2004-01-01 Morana, C
Structural Change and Long Range Dependence in Volatility of Exchange Rates: Either, Neither or Both?
2004-01-01 Morana, C; Beltratti, A
The Japanese Stagnation: an Assessment of the Productivity
2004-01-01 Morana, C
Some Frequency Domain Properties of Fractionally Cointegrated Processes
2004-01-01 Morana, C
Monetary Policy and the Stock Market in the Euro Area
2004-01-01 Morana, C
Frequency Domain Principal Components Estimation of Fractionally Cointegrated Processes
2004-03-01 Morana, C
Energy Substitution in Italy: introduction
2005-01-01 Morana, C
Frequency Domain Principal Components Estimation of Fractionally Cointegrated Processes: Some New Results and an Application to Stock Market Volatility
2005-01-01 Morana, C
Statistical Benefits of Value at Risk with Long Memory
2005-01-01 Morana, C
The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided?
2005-01-01 Morana, C
A Small Scale Macroeconometric Model for the Euro-12 Area
2006-01-01 Morana, C
The Price Stability Oriented Monetary Policy of the ECB: an Assessment
2006-01-01 Morana, C
Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility
2006-01-01 Morana, C; Beltratti, A
Structural breaks and common factors in the volatility of the Fama-French factor portfolios
2006-01-01 Morana, C; Beltratti, A
Estimating Long Memory in the Mark-Dollar Exchange Rate with High Frequency Data
2006-01-01 Morana, C; Beltratti, A
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