MORANA, CLAUDIO
MORANA, CLAUDIO
DIPARTIMENTO DI ECONOMIA, METODI QUANTITATIVI E STRATEGIE DI IMPRESA
I Modelli Lineari Simultanei in Econometria: Sviluppi di Metodo
1995 Morana, C
Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis
1998 Morana, C
Computing value at risk with high frequency data
1999 Morana, C; Beltratti, A
Measuring Core Inflation in Italy
2000 Morana, C; Bagliano, F
Stock Market Volatility of Regulated Industries: an Empirical Assessment
2004 Morana, C
Regional Convergence in Italy
2004 Morana, C
Frequency Domain Principal Components Estimation of Fractionally Cointegrated Processes
2004 Morana, C
Monetary policy and the stock market in the euro area
2004 Morana, C
Structural Change and Long Range Dependence in Volatility of Exchange Rates: Either, Neither or Both?
2004 Morana, C; Beltratti, A
The Japanese stagnation: An assessment of the productivity slowdown hypothesis
2004 Morana, C
Some frequency domain properties of fractionally cointegrated processes
2004 Morana, C
Energy Substitution in Italy: introduction
2005 Morana, C
Statistical Benefits of Value at Risk with Long Memory
2005 Morana, C
The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided?
2005 Morana, C
Frequency Domain Principal Components Estimation of Fractionally Cointegrated Processes: Some New Results and an Application to Stock Market Volatility
2005 Morana, C
Structural breaks and common factors in the volatility of the Fama-French factor portfolios
2006 Morana, C; Beltratti, A
Estimating long memory in the mark-dollar exchange rate with high frequency data
2006 Morana, C; Beltratti, A
Volatility of interest rates in the euro area: Evidence from high frequency data
2006 Morana, C; Cassola, N
A Small Scale Macroeconometric Model for the Euro-12 Area
2006 Morana, C
Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility
2006 Morana, C; Beltratti, A