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Publications by members of Dipartimento di Economia Politica Facoltà di Economia "Marco Biagi" Università degli Studi di Modena e Reggio Emilia Modena, Italy (Department of Economics, Faculty of Economics, )
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service . Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members . Register yourself . This page is updated in the first days of each month. | Working papers | Journal articles | Books |Working papers Undated material is listed at the end 2009 Margherita Russo & Paola Mengoli, 2009.
"The Officina Emilia Initiative:Innovative Local Actions to Support Education and Training Systems ,"
Department of Economics
613, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Margherita Russo & Josh Whitford, 2009.
"Industrial districts in a globalizing world: A model to change or a model of change? ,"
Department of Economics
615, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Margherita Russo & Stefania Sardo & Josh Whitford, 2009.
"Innovative interventions in support of innovation networks. A complex system perspective to public innovation policy and private technology brokering Abstract The linear model of innovation has been s ,"
Department of Economics
619, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Margherita Russo & Josh Whitford, 2009.
"Industrial districts in a globalizing world: A model to change or a model of change? ,"
Department of Economics
0615, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Federica Rossi & Margherita Russo & Stefania Sardo & Josh Whitford, 2009.
"Innovative interventions in support of innovation networks. A complex system perspective to public innovation policy and private technology brokering ,"
Department of Economics
0619, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Margherita Russo & Paola Mengoli, 2009.
"The Officina Emilia Initiative:Innovative Local Actions to Support Education and Training Systems ,"
Department of Economics
0613, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Andrea Cipollini & Franco Fiordelisi, 2009.
"The impact of bank concentration on financial distress: the case of the European banking system ,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
09021, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".
[Downloadable!] Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2009.
"Marriage and Other Risky Assets: A Portfolio Approach ,"
IZA Discussion Papers
3975, Institute for the Study of Labor (IZA).
[Downloadable!] Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2009.
"Marriage and Other Risky Assets: A Portfolio Approach ,"
Center for Economic Research (RECent)
030, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!] Bertocchi, Graziella & Brunetti, Marianna & Torricelli, Costanza, 2009.
"Marriage and Other Risky Assets: A Portfolio Approach ,"
CEPR Discussion Papers
7162, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2009.
"Marriage and Other Risky Assets: A Portfolio Approach ,"
CHILD Working Papers
wp03_09, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
[Downloadable!] Costanza Torricelli, 2009.
"Models For Household Portfolios And Life-Cycle Allocations In The Presence Of Labour Income And Longevity Risk ,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
09033, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".
[Downloadable!] Ghiselli Ricci, Roberto & Magni, Carlo Alberto, 2009.
"Axiomatization of residual income and generation of financial securities ,"
MPRA Paper
14438, University Library of Munich, Germany.
[Downloadable!] Magni, Carlo Alberto & Vélez-Pareja, Ignacio, 2009.
"Potential dividends versus actual cash flows in firm valuation ,"
MPRA Paper
14509, University Library of Munich, Germany.
[Downloadable!] Carlo Alberto Magni, 2009.
"Modeling excess profit ,"
Documentos de Trabajo
005522, UNIVERSIDAD TECNOLÓGICA DE BOLÍVAR.
[Downloadable!] Carlo Alberto Magni & Ignacio Velez-Pareja, 2009.
"Potential dividends versus actual cash flows in firm valuation ,"
Documentos de Trabajo
005516, UNIVERSIDAD TECNOLÓGICA DE BOLÍVAR.
[Downloadable!] Carlo Alberto Magni, 2009.
"The use of Npv and CAPM for capital budgeting is not a good idea. A reply to De Reyck (2005) ,"
Documentos de Trabajo
005546, UNIVERSIDAD TECNOLÓGICA DE BOLÍVAR.
[Downloadable!] Carlo Alberto Magni, 2009.
"Ambiguita Nell’Applicazione del CAPM per la valutazione degli investimenti ,"
Documentos de Trabajo
005549, UNIVERSIDAD TECNOLÓGICA DE BOLÍVAR.
[Downloadable!] Carlo Alberto Magni, 2009.
"A Logical Umbrella for Firm Evaluation: The Fundamental Relation [Un Ombrello Logico Per La Valutazione Di Azienda: La Relazione Fondamentale] ,"
Documentos de Trabajo
005730, UNIVERSIDAD TECNOLÓGICA DE BOLÍVAR.
[Downloadable!] Carlo Alberto Magni, 2009.
"A fuzzy expert system for solving real-option decision processes ,"
Documentos de Trabajo
005677, UNIVERSIDAD TECNOLÓGICA DE BOLÍVAR.
[Downloadable!] Carlo Alberto Magni, 2009.
"Decomposition of a Certain Cash Flow Stream: Systemic Value Added and Net Final Value ,"
Documentos de Trabajo
005737, UNIVERSIDAD TECNOLÓGICA DE BOLÍVAR.
[Downloadable!] Roberto Ghiselli Ricci & Carlo Alberto Magni, 2009.
"Economic value added and systemic value added: symmetry, aditive coherence and differences in performance ,"
Documentos de Trabajo
005736, UNIVERSIDAD TECNOLÓGICA DE BOLÍVAR.
[Downloadable!] G. Mastroleo & G. Facchinetti & Carlo Alberto Magni, 2009.
"A proposal for modeling real options through fuzzy expert system ,"
Documentos de Trabajo
005842, UNIVERSIDAD TECNOLÓGICA DE BOLÍVAR.
[Downloadable!] Gisella Facchinetti & Carlo Alberto Magni & Giovanni Mastroleo & Marina Vignola, 2009.
"An application of fuzzy expert systems to strategic investments: the case of Florim S.p.a ,"
Documentos de Trabajo
005850, UNIVERSIDAD TECNOLÓGICA DE BOLÍVAR.
[Downloadable!] Antonio Ribba, 2009.
"On Some Neglected Implications of the Fisher Effect ,"
Center for Economic Research (RECent)
033, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!] Marianna Lyra & Johannes Paha & Sandra Paterlini & Peter Winker, 2009.
"Optimization Heuristics for Determining Internal Rating Grading Scales ,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
09031, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".
[Downloadable!] Thiemo Krink & Stefan Mittnik & Sandra Paterlini, 2009.
"Differential Evolution and Combinatorial Search for Constrained Index Tracking ,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
09032, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".
[Downloadable!] Julian Messina & Chiara Strozzi & Jarkko Turunen, 2009.
"Real Wages over the Business Cycle: OECD Evidence from the Time and Frequency Domains ,"
Working Papers
2009-02, FEDEA.
[Downloadable!] Julián Messina & Chiara Strozzi & Jarkko Turunen, 2009.
"Real wages over the business cycle: OECD evidence from the time and frequency domains ,"
Working Paper Series
1003, European Central Bank.
[Downloadable!] 2008 Giuseppe Marotta, 2008.
"Structural breaks in the lending interest rate pass-through and the euro ,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
08031, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".
[Downloadable!] Giuseppe Marotta, 2008.
"Lending interest rate pass-through in the euro area. A data-driven tale ,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
08101, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".
[Downloadable!] Russo, Margherita & Rossi, Federica, 2008.
"Cooperation networks and innovation: A complex system perspective to the analysis and evaluation of a EU regional innovation policy programme ,"
MPRA Paper
10156, University Library of Munich, Germany.
[Downloadable!] Federica Rossi & Margherita Russo, 2008.
"Innovation policy in a complexity perspective: levels and levers for policy intervention ,"
Department of Economics
586, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Margherita Russo & Federica Rossi, 2008.
"Reti di cooperazione e innovazione. Analisi e valutazione di una politica regionale europea a sostegno dell’innovazione ,"
Department of Economics
589, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Margherita Russo & Anna Natali, 2008.
"Sebastiano Brusco and the Italian School of Local Development ,"
Department of Economics
0605, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Margherita Russo & Federica Rossi, 2008.
"Reti di cooperazione e innovazione. Analisi e valutazione di una politica regionale europea a sostegno dell’innovazione ,"
Department of Economics
0589, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Federica Rossi & Margherita Russo, 2008.
"Innovation policy in a complexity perspective: levels and levers for policy intervention ,"
Department of Economics
0586, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Mario Forni & Filippo Altissimo & Riccardo Cristadoro & Marco Lippi & Giovanni Veronese., 2008.
"New Eurocoin: Tracking Economic Growth in Real Time ,"
Center for Economic Research (RECent)
020, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!] Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2008.
"Opening the Black Box: Structural Factor Models with Large Cross-Sections ,"
ECARES Working Papers
2008_036, Université Libre de Bruxelles, Ecares.
[Downloadable!] Forni, Mario & Gambetti, Luca, 2008.
"The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach ,"
CEPR Discussion Papers
7098, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Mario Forni & Luca Gambetti, 2008.
"The dynamic eects of monetary policy: A structural factor model approach ,"
Center for Economic Research (RECent)
026, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!] Maria Cecilia Guerra & Paolo Silvestri, 2008.
"Novità e tendenze nel quadro normativo della finanza dei comuni: entrate tributarie e patto di stabilità ,"
Department of Economics
603, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Massimo Baldini & Paolo Silvestri, 2008.
"Le principali dinamiche della condizione economica delle famiglie modenesi tra il 2002 e il 2006 ,"
Department of Economics
599, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Massimo Baldini & Paolo Silvestri, 2008.
"Retribuzioni e segmenti deboli nel mercato del lavoro in un’area urbana a elevato sviluppo economico ,"
Department of Economics
598, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Ennio Bilancini & Massimo D'Antoni, 2008.
"Pensions and Intergenerational Risk-Sharing When Relative Consumption Matters ,"
Department of Economics University of Siena
541, Department of Economics, University of Siena.
[Downloadable!] Stefano Bartolini & Ennio Bilancini & Maurizio Pugno, 2008.
"Did the Decline in Social Capital Depress Americans’ Happiness? ,"
Department of Economics University of Siena
540, Department of Economics, University of Siena.
[Downloadable!] Ennio Bilancini & Fabio Petri, 2008.
"The Dynamics of General Equilibrium: A Comment on Professor Gintis ,"
Department of Economics University of Siena
538, Department of Economics, University of Siena.
[Downloadable!] Ennio Bilancini & Leonardo Boncinelli, 2008.
"Redistribution and the Notion of Social Status ,"
Center for Economic Research (RECent)
029, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!] Andrea Cipollini & George Kapetanios, 2008.
"Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis ,"
Center for Economic Research (RECent)
014, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!] Andrea Cipollini & Giuseppe Missaglia, 2008.
"Measuring bank capital requirements through Dynamic Factor analysis ,"
Center for Economic Research (RECent)
010, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!] Simona Castellani & Chiara Pederzoli & Costanza Torricelli, 2008.
"Indebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy ,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
08014, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".
[Downloadable!] Chiara Pederzoli & Costanza Torricelli & Dimitrios P. Tsomocos, 2008.
"Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework ,"
OFRC Working Papers Series
2008fe27, Oxford Financial Research Centre.
[Downloadable!] Graziella Bertocchi & Marianna Brunetti & Costanza Torricelli, 2008.
"Marriage and Other Risky Assets: A Portfolio Approach ,"
Department of Economics
0606, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Vélez-Pareja, Ignacio & Magni, Carlo Alberto, 2008.
"Potential dividends and actual cash flows. Theoretical and empirical reasons for using ‘actual’ and dismissing ‘potential’, Or: How not to pull potential rabbits out of actual hats ,"
MPRA Paper
7266, University Library of Munich, Germany.
[Downloadable!] Ignacio Velez-Pareja & Carlo Alberto Magni, 2008.
"Potential Dividends and Actual Cash Flows. Theoretical and Empirical Reasons for Using 'Actual' and Dismissing 'Potential'. Or: How Not to Pull Pot.. ,"
Documentos de Trabajo
004520, UNIVERSIDAD TECNOLÓGICA DE BOLÍVAR.
[Downloadable!] Carlo Alberto, Magni, 2008.
"Splitting Up Value: A Critical Review of Residual Income Theories ,"
MPRA Paper
10506, University Library of Munich, Germany.
[Downloadable!] Thiemo Krink & Sandra Paterlini, 2008.
"Differential Evolution for Multiobjective Portfolio Optimization ,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
08012, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".
[Downloadable!] Thiemo Krink & Sandra Paterlini, 2008.
"Differential Evolution for Multiobjective Portfolio Optimization ,"
Center for Economic Research (RECent)
021, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!] Marianna Lyra & Johannes Paha & Sandra Paterlini & Peter Winker, 2008.
"Optimization Heuristics for Determining Internal Rating Grading Scales ,"
Center for Economic Research (RECent)
023, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!] Graziella Bertocchi & Chiara Strozzi, 2008.
"International Migration and the Role of Institutions ,"
Center for Economic Research (RECent)
012, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!] Messina, Julián & Strozzi, Chiara & Turunen, Jarkko, 2008.
"Real Wages over the Business Cycle: OECD Evidence from the Time and Frequency Domains ,"
IZA Discussion Papers
3884, Institute for the Study of Labor (IZA).
[Downloadable!] Julián Messina & Chiara Strozzi & Jarkko Turunen, 2008.
"Real Wages over the Business Cycle: OECD Evidence from the Time and Frequency Domains ,"
Center for Economic Research (RECent)
028, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!] 2007 Margherita Russo & Federica Rossi, 2007.
"Politiche per l’innovazione: dalla valutazione alla progettazione ,"
Department of Economics
565, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Margherita Russo & Federica Rossi, 2007.
"Politiche per l’innovazione: dalla valutazione alla progettazione ,"
Department of Economics
0565, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2007.
"Opening the black box - structural factor models with large gross-sections ,"
Working Paper Series
712, European Central Bank.
[Downloadable!] Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2007.
"New Eurocoin: Tracking Economic Growth in Real Time ,"
Temi di discussione (Economic working papers)
631, Bank of Italy, Economic Research Department.
[Downloadable!] Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2007.
"Opening the Black Box: Structural Factor Models with Large Cross-Sections ,"
Center for Economic Research (RECent)
008, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!] Ennio Bilancini & Leonardo Boncinelli, 2007.
"Ordinal vs Cardinal Status: Two Examples ,"
Department of Economics University of Siena
512, Department of Economics, University of Siena.
[Downloadable!] cipollini, andrea & missaglia, giuseppe, 2007.
"Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling ,"
MPRA Paper
3582, University Library of Munich, Germany.
[Downloadable!] Andrea Cipollini & Nektarios Aslanidis, 2007.
"Leading indicator properties of US high-yield credit spreads ,"
Center for Economic Research (RECent)
006, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!] Andrea Cipollini & Giuseppe Missaglia, 2007.
"Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling ,"
Center for Economic Research (RECent)
007, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!] Marianna Brunetti & Costanza Torricelli, 2007.
"The Effect of Population Ageing on Household Portfolio Choices in Italy ,"
Heterogeneity and monetary policy
0702, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
[Downloadable!] Marianna Brunetti & Costanza Torricelli, 2007.
"The role of demographic variables in explaining financial returns in Italy ,"
Heterogeneity and monetary policy
0701, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
[Downloadable!] Michele Bonollo & Davide Morandi & Chiara Pederzoli & Costanza Torricelli, 2007.
"Model risk and techniques for controlling market parameters. The experience in Banco Popolare ,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
07102, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".
[Downloadable!] Marianna Brunetti & Costanza Torricelli, 2007.
"The Effect of Population Ageing on Household Portfolio Choices in Italy ,"
Department of Economics
545, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Magni, Carlo Alberto, 2007.
"CAPM and capital budgeting: present versus future, equilibrium versus disequilibrium, decision versus valuation ,"
MPRA Paper
5468, University Library of Munich, Germany, revised Jun 2009.
[Downloadable!] Magni, Carlo Alberto, 2007.
"In search of the "lost capital". A theory for valuation, investment decisions, performance measurement ,"
MPRA Paper
5719, University Library of Munich, Germany.
[Downloadable!] Magni, Carlo Alberto, 2007.
"Correct or incorrect application of CAPM? Correct or incorrect decisions with CAPM? ,"
MPRA Paper
5471, University Library of Munich, Germany.
[Downloadable!] Magni, Carlo Alberto, 2007.
"Relevance or irrelevance of retention for dividend policy irrelevance ,"
MPRA Paper
5591, University Library of Munich, Germany, revised 2009.
[Downloadable!] Magni, Carlo Alberto, 2007.
"Rating and ranking firms with fuzzy expert systems: the case of Camuzzi ,"
MPRA Paper
5646, University Library of Munich, Germany.
[Downloadable!] Magni, Carlo Alberto, 2007.
"A Sum&Discount method for appraising firms:An illustrative example ,"
MPRA Paper
6114, University Library of Munich, Germany.
[Downloadable!] Magni, Carlo Alberto, 2007.
"Residual income and value creation: An investigation into the lost-capital paradigm ,"
MPRA Paper
7335, University Library of Munich, Germany.
[Downloadable!] Magni, Carlo Alberto, 2007.
"Residual income and value creation: An investigation into the lost-capital paradigm ,"
MPRA Paper
6309, University Library of Munich, Germany.
[Downloadable!] Magni, Carlo Alberto, 2007.
"Project valuation and investment decisions: CAPM versus arbitrage ,"
MPRA Paper
14525, University Library of Munich, Germany.
[Downloadable!] Magni, Carlo Alberto, 2007.
"Project selection and equivalent CAPM-based investment criteria ,"
MPRA Paper
14526, University Library of Munich, Germany.
[Downloadable!] Magni, Carlo Alberto, 2007.
"Investment decisions, net present value and bounded rationality ,"
MPRA Paper
6073, University Library of Munich, Germany.
[Downloadable!] Carlo Alberto Magni, 2007.
"A Sum&Discount Method for Appraising Firms: An Illustrative Example ,"
Department of Economics
0572, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Davide Ferrari & Sandra Paterlini, 2007.
"The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance ,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
07071, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".
[Downloadable!] Davide Ferrari & Sandra Paterlini, 2007.
"The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance ,"
Department of Economics
555, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Davide Ferrari & Sandra Paterlini, 2007.
"The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance ,"
Center for Economic Research (RECent)
001, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!] Bertocchi, Graziella & Strozzi, Chiara, 2007.
"The Evolution of Citizenship: Economic and Institutional Determinants ,"
CEPR Discussion Papers
6066, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Bertocchi, Graziella & Strozzi, Chiara, 2007.
"The Age of Mass Migration: Economic and Institutional Determinants ,"
CEPR Discussion Papers
6050, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Graziella Bertocchi & Chiara Strozzi, 2007.
"The Evolution of Citizenship: Economic and Institutional Determinants ,"
Center for Economic Research (RECent)
009, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!] 2006 Gianluca Di Lorenzo & Giuseppe Marotta, 2006.
"Multiple breaks in lending rate pass-through A cross country study for the euro area ,"
Heterogeneity and monetary policy
0602, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
[Downloadable!] Giuseppe Marotta, 2006.
"Structural breaks in the interest rate pass-through and the euro. A cross-country study in the euro area and the UK ,"
Heterogeneity and monetary policy
0612, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
[Downloadable!] Giuseppe Marotta, 2006.
"Structural breaks in the interest rate pass-through and the euro. A cross-country study in the euro area and the UK ,"
Department of Economics
549, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Gianluca Di Lorenzo & Giuseppe Marotta, 2006.
"Multiple breaks in lending rate pass-through A cross country study for the euro area ,"
Department of Economics
524, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Giuseppe Marotta, 2006.
"Structural breaks in the interest rate pass-through and the euro. A cross-country study in the euro area and the UK ,"
Department of Economics
0549, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Gianluca Di Lorenzo & Giuseppe Marotta, 2006.
"Multiple breaks in lending rate pass-through A cross country study for the euro area ,"
Department of Economics
0524, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Altissimo, Filippo & Cristadoro, Riccardo & Forni, Mario & Lippi, Marco & Veronese, Giovanni, 2006.
"New EuroCOIN: Tracking Economic Growth in Real Time ,"
CEPR Discussion Papers
5633, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Massimo Baldini & Gilberto Turati, 2006.
"Long-run and short-run constraints in the access to private health care services: evidence from selected european countries ,"
Center for the Analysis of Public Policies (CAPP)
0611, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
[Downloadable!] Ennio Bilancini & Leonardo Boncinelli, 2006.
"Cooperation with Defection ,"
Department of Economics University of Siena
482, Department of Economics, University of Siena.
[Downloadable!] E. Bilancini & Simone D’Alessandro, 2006.
"Functional Distribution, Land Ownership and Industrial Takeoff: The Role of Effective Demand ,"
DEGIT Conference Papers
c011_051, DEGIT, Dynamics, Economic Growth, and International Trade.
[Downloadable!] Andrea Cipollini & George Kapetanios, 2006.
"Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis ,"
Computing in Economics and Finance 2006
477, Society for Computational Economics.
[Downloadable!] Chiara Pederzoli & Costanza Torricelli, 2006.
"Optimal banks behaviour and procyclicality ,"
Computing in Economics and Finance 2006
349, Society for Computational Economics.
Costanza Torricelli & Marianna Brunetti, 2006.
"Economic activity and Recession Probabilities: spread predictive power in Italy ,"
Computing in Economics and Finance 2006
350, Society for Computational Economics.
magni, Carlo Alberto, 2006.
"Zelig and the Art of Measuring Excess Profit ,"
MPRA Paper
5663, University Library of Munich, Germany.
[Downloadable!] Magni, Carlo Alberto, 2006.
"CAPM-based capital budgeting and nonadditivity ,"
MPRA Paper
6606, University Library of Munich, Germany.
[Downloadable!] Graziella Bertocchi & Chiara Strozzi, 2006.
"The Evolution of Citizenship: Economic and Institutional Determinants ,"
IZA Discussion Papers
2510, Institute for the Study of Labor (IZA).
[Downloadable!] Graziella Bertocchi & Chiara Strozzi, 2006.
"The Age of Mass Migration: Economic and Institutional Determinants ,"
IZA Discussion Papers
2499, Institute for the Study of Labor (IZA).
[Downloadable!] Graziella Bertocchi & Chiara Strozzi, 2006.
"The Evolution of Citizenship: Economic and Institutional Determinants ,"
Development Working Papers
211, Centro Studi Luca d\'Agliano, University of Milano.
[Downloadable!] 2005 Gianluca Di Lorenzo & Giuseppe Marotta, 2005.
"A less effective monetary transmission in the wake of EMU? Evidence from lending rates pass-through ,"
Heterogeneity and monetary policy
0503, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
[Downloadable!] Giuseppe Marotta & Chiara Pederzoli & Costanza Torricelli, 2005.
"Forward-looking estimation of default probabilities with Italian data ,"
Heterogeneity and monetary policy
0504, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
[Downloadable!] Gianluca Di Lorenzo & Giuseppe Marotta, 2005.
"A less effective monetary transmission in the wake of EMU? Evidence from lending rates pass-through ,"
Department of Economics
482, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Gianluca Di Lorenzo & Giuseppe Marotta, 2005.
"A less effective monetary transmission in the wake of EMU? Evidence from lending rates pass-through ,"
Department of Economics
0482, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Massimo Baldini & Luca Beltrametti, 2005.
"Alternative approaches to Long Term Care financing. Distributive implications and sustainability for Italy ,"
Center for the Analysis of Public Policies (CAPP)
0506, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
[Downloadable!] rea cipollini & giuseppe missaglia, 2005.
"Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis ,"
Finance
0502010, EconWPA.
[Downloadable!] Andrea Cipollini & George Kapetanios, 2005.
"Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis ,"
Working Papers
538, Queen Mary, University of London, Department of Economics.
[Downloadable!] Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini & Nicola Spagnolo, 2005.
"Testing For Financial Contagion Between Developed And Emerging Markets During The 1997 East Asian Crisis ,"
Economics and Finance Discussion Papers
05-08, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!] Brunetti M. & Torricelli C., 2005.
"The internal efficiency of Index Option Markets ,"
Computing in Economics and Finance 2005
158, Society for Computational Economics.
[Downloadable!] Vittorio Moriggia & Silvia Muzzioli & Costanza Torricelli, 2005.
"The no arbitrage condition in option implied trees: evidence from the Italian index options market ,"
Department of Economics
491, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Costanza Torricelli & Marianna Brunetti, 2005.
"Economic Growth Rates and Recession Probabilities:the predictive power of the term spread in Italy ,"
Department of Economics
518, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Magni, Carlo Alberto, 2005.
"Theoretical Flaws In The Use Of The Capm For Investment Decisions ,"
MPRA Paper
6330, University Library of Munich, Germany, revised Nov 2007.
[Downloadable!] Magni, Carlo Alberto, 2005.
"Economic profit, NPV, and CAPM: Biases and violations of Modigliani and Miller's Proposition I ,"
MPRA Paper
6359, University Library of Munich, Germany, revised 22 Jun 2008.
[Downloadable!] Magni, Carlo Alberto, 2005.
"Firm Value and the mis-use of the CAPM for valuation and decision making ,"
MPRA Paper
6608, University Library of Munich, Germany.
[Downloadable!] Magni, Carlo Alberto, 2005.
"Firm Value and the mis-use of the CAPM for valuation and decision making ,"
MPRA Paper
7093, University Library of Munich, Germany.
[Downloadable!] Magni, Carlo Alberto, 2005.
"On decomposing net final values: EVA, SVA, and shadow project ,"
MPRA Paper
12357, University Library of Munich, Germany.
[Downloadable!] Malagoli, Stefano & Mastroleo, Giovanni & Magni, Carlo Alberto, 2005.
"The use of fuzzy logic and expert systems for rating and pricing firms: a new perspective on valuation ,"
MPRA Paper
11958, University Library of Munich, Germany.
[Downloadable!] Graziella Bertocchi & Chiara Strozzi, 2005.
"Citizenship Laws and International Migration in Historical Perspective ,"
Working Papers
2005.71, Fondazione Eni Enrico Mattei.
[Downloadable!] 2004 Allegra, Elisabetta & Forni, Mario & Grillo, Michele & Magnani, Lara, 2004.
"Anti-Trust Policy and National Growth: Some Evidence from Italy ,"
CEPR Discussion Papers
4373, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Baldini M & O'donoghue C & Mantovani D, 2004.
"Modelling The Redistributive Impact Of Indirect Taxes In Europe: An Application Of Euromod ,"
EUROMOD Working Papers
EM7/01, EUROMOD at the Institute for Social and Economic Research.
[Downloadable!] Andrea Cipollini & George Kapetanios, 2004.
"A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data ,"
Working Papers
506, Queen Mary, University of London, Department of Economics.
[Downloadable!] Costanza Torricelli & Marianna Brunetti, 2004.
"The internal efficiency of Index Option Markets:Tests on the Italian Market ,"
Department of Economics
472, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Costanza Torricelli & Chiara Pederzoli, 2004.
"A forward-looking model for time-varying capital requirements and the New Basel Capital Accord ,"
Department of Economics
453, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Magni, Carlo Alberto, 2004.
"Rating and ranking firms with fuzzy expert systems: the case of Camuzzi ,"
MPRA Paper
5889, University Library of Munich, Germany.
[Downloadable!] Magni, Carlo Alberto, 2004.
"An alternative approach to firms’ evaluation: expert systems and fuzzy logic ,"
MPRA Paper
7879, University Library of Munich, Germany.
[Downloadable!] Bertocchi, Graziella & Strozzi, Chiara, 2004.
"Citizenship Laws and International Migration in Historical Perspective ,"
CEPR Discussion Papers
4737, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) 2003 Giuseppe Marotta, 2003.
"When do trade credit discounts matter? Evidence from Italian firm-level data ,"
Heterogeneity and monetary policy
0303, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
[Downloadable!] Margherita Russo & Elena Pirani, 2003.
"Competition and cooperation in a metal engineering production system ,"
Department of Economics
438, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Margherita Russo & Elena Pirani, 2003.
"Competition and cooperation in a metal engineering production system ,"
Department of Economics
0438, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Forni, Mario & Lippi, Marco & Reichlin, Lucrezia, 2003.
"Opening the Black Box: Structural Factor Models versus Structural VARs ,"
CEPR Discussion Papers
4133, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2003.
"The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting ,"
LEM Papers Series
2003/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
[Downloadable!] Forni M. & Hallin M., 2003.
"The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting ,"
Computing in Economics and Finance 2003
143, Society for Computational Economics.
Andrea Cipollini & George Kapetanios, 2003.
"A Dynamic Factor Analysis of Financial Contagion in Asia ,"
Working Papers
498, Queen Mary, University of London, Department of Economics.
[Downloadable!] Costanza Torricelli & Marianna Brunetti, 2003.
"The Put-Call Parity in the Index Options Markets: Further results for the Italian Mib30 Options market ,"
Department of Economics
436, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Vittorio Moriggia & Silvia Muzzioli & Costanza Torricelli, 2003.
"Call and put implied volatilities and the derivation of option implied trees ,"
Department of Economics
448, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Magni, Carlo Alberto, 2003.
"Opportunity cost, excess profit and counterfactual conditionals ,"
MPRA Paper
5695, University Library of Munich, Germany.
[Downloadable!] 2002 Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2002.
"Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? ,"
CEPR Discussion Papers
3146, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Forni, Mario, 2002.
"Using Stationarity Tests in Antitrust Market Definition ,"
CEPR Discussion Papers
3236, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2002.
"The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting ,"
CEPR Discussion Papers
3432, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Paolo Bosi & Maria Cecilia Guerra, 2002.
"The Role of Tax Incentives in Voluntary Pensions Schemes in Italy: what can other Countries learn from this? ,"
Center for the Analysis of Public Policies (CAPP)
0012, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
[Downloadable!] O'donoghue C & Albuquerque J & Baldini M & Bargain O & Bosi P & Levy H & Mantovani D & Matsaganis M & Mercader-prats M & Farinha rodrigues C & Toso S & Terraz I & Tsakloglou P, 2002.
"The Impact Of Means Tested Assistance In Southern Europe ,"
EUROMOD Working Papers
EM6/01, EUROMOD at the Institute for Social and Economic Research.
[Downloadable!] M. Baldini & L. Lambertini, 2002.
"Profit Taxation and Capital Accumulation in Dynamic Oligopoly Models ,"
Working Papers
435, Dipartimento Scienze Economiche, Universita' di Bologna.
[Downloadable!] Nicola GIAMMARIOLI & Julian MESSINA & Thomas STEINBERGER & Chiara STROZZI, 2002.
"European Labor Share Dynamics: An Institutional Perspective ,"
Economics Working Papers
ECO2002/13, European University Institute.
[Downloadable!] 2001 Giuseppe Marotta, 2001.
"Is trade credit more expensive than bank loans? Evidence from Italian firm-level data ,"
Heterogeneity and monetary policy
0103, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
[Downloadable!] Cristadoro, Riccardo & Forni, Mario & Reichlin, Lucrezia & Veronese, Giovanni, 2001.
"A Core Inflation Index for the Euro Area ,"
CEPR Discussion Papers
3097, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Riccardo Cristadoro & Mario Forni & Lucrezia Reichlin & Giovanni Veronese, 2001.
"A core inflation index for the euro area ,"
Temi di discussione (Economic working papers)
435, Bank of Italy, Economic Research Department.
[Downloadable!] Filippo Altissimo & Antonio Bassanetti & Riccardo Cristadoro & Mario Forni & Marco Lippi & Lucrezia Reichlin & Giovanni Veronese, 2001.
"A real time coincident indicator of the euro area business cycle ,"
Temi di discussione (Economic working papers)
436, Bank of Italy, Economic Research Department.
[Downloadable!] Altissimo, Filippo & Bassanetti, Antonio & Cristadoro, Riccardo & Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia & Veronese, Giovanni, 2001.
"EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle ,"
CEPR Discussion Papers
3108, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Forni, Mario & Paba, Sergio, 2001.
"Knowledge Spillovers and the Growth of Local Industries ,"
CEPR Discussion Papers
2934, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Magni, Carlo Alberto, 2001.
"Valore Aggiunto Sistemico: un'alternativa all'EVA quale indice di sovraprofitto periodale ,"
MPRA Paper
7525, University Library of Munich, Germany.
[Downloadable!] Pistoresi, Barbara & Strozzi, Chiara, 2001.
"Rent Sharing in Wage Determination: Evidence from Italy ,"
CEPR Discussion Papers
2939, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) 2000 Giuseppe Marotta, 2000.
"Trade credit in Italy: Evidence from individual firm data ,"
Finance
0004004, EconWPA.
[Downloadable!] Margherita Russo & Giorgio Allari & Silvano Bertini & Paolo Bonaretti & Elio De Leo & Giuseppe Fiorani & Gianni Rinaldini, 2000.
"The Challenges For The Next Decade: Notes On The Debate On The Development Of The Emilia-Romagna Region ,"
ESRC Centre for Business Research - Working Papers
wp176, ESRC Centre for Business Research.
[Downloadable!] Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2000.
"Reference Cycles: The NBER Methodology Revisited ,"
CEPR Discussion Papers
2400, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Forni, Mario & Lippi, Marco, 2000.
"The Generalized Dynamic Factor Model: Representation Theory ,"
CEPR Discussion Papers
2509, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Massimo Baldini & Paolo Bosi & Stefano Toso, 2000.
"Targeting Welfare in Italy: Old Problems and Perspectives of Reform ,"
Center for the Analysis of Public Policies (CAPP)
0009, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
[Downloadable!] M. Baldini & C. Mazzaferro, 2000.
"Transizione demografica e formazione del risparmio delle famiglie italiane ,"
Working Papers
366, Dipartimento Scienze Economiche, Universita' di Bologna.
[Downloadable!] Guglielmo Maria Caporale & Andrea Cipollini & Panicos Demetriades, 2000.
"Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity ,"
Discussion Papers in Economics
00/11, Department of Economics, University of Leicester, revised Feb 2002.
[Downloadable!] Magni, Carlo Alberto, 2000.
"Systemic Value Added, Residual Income and Decomposition of a Cash Flow Stream ,"
MPRA Paper
5900, University Library of Munich, Germany.
[Downloadable!] Magni, Carlo Alberto, 2000.
"Decomposition of a Certain Cash Flow Stream: Differential Systemic Value and Net Final Value ,"
MPRA Paper
7308, University Library of Munich, Germany.
[Downloadable!] Magni, Carlo Alberto, 2000.
"Irr, Roe and Npv: Formal and Conceptual Convergences in a Systemic Approach ,"
MPRA Paper
7600, University Library of Munich, Germany.
[Downloadable!] Magni, Carlo Alberto, 2000.
"Scomposizione di sovraprofitti: Economic Value Added e Valore Aggiunto Sistemico [Excess-profit decomposition: Economic Value Added and Systemic Value Added] ,"
MPRA Paper
8935, University Library of Munich, Germany.
[Downloadable!] 1999 Croux, Christophe & Forni, Mario & Reichlin, Lucrezia, 1999.
"A Measure of Comovement for Economic Variables: Theory and Empirics ,"
CEPR Discussion Papers
2339, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 1999.
"The Generalized Dynamic Factor Model: Identification and Estimation ,"
CEPR Discussion Papers
2338, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) S. Toso & M. Baldini & P. Bosi, 1999.
"New Criteria of Targeting Welfare in Italy: an Appraisal of the Distributive Effects ,"
Working Papers
348, Dipartimento Scienze Economiche, Universita' di Bologna.
[Downloadable!] Gianna Boero & C. Torricelli, 1999.
"The Information in the Term of Structure: further Results for Germany ,"
Working Paper CRENoS
199912, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
[Downloadable!] 1998 Margherita Russo & Paola Mengoli, 1998.
"Technical and Vocational Education and Training in Italy: Structure and Changes at National and Regional Level ,"
Department of Economics
0255, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
[Downloadable!] Boero, G. & Torricelli, C., 1998.
"Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: Some Comparative Evidence ,"
The Warwick Economics Research Paper Series (TWERPS)
512, University of Warwick, Department of Economics.
[Downloadable!] 1997 Forni, Mario & Reichlin, Lucrezia, 1997.
"National Policies and Local Economies: Europe and the United States ,"
CEPR Discussion Papers
1632, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Gianna Boero & C. Torricelli, 1997.
"The expectations hypothesis of the term structure: Evidence for Germany ,"
Working Paper CRENoS
199704, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
[Downloadable!] 1996 Russo, Margherita, 1996.
"Units of investigation for local economic development policies ,"
MPRA Paper
2016, University Library of Munich, Germany.
[Downloadable!] 1995 Forni, Mario & Reichlin, Lucrezia, 1995.
"Let's Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle ,"
CEPR Discussion Papers
1244, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Forni, Mario & Reichlin, Lucrezia, 1995.
"Dynamic Common Factors in Large Cross-Sections ,"
CEPR Discussion Papers
1285, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Undated D. Mercurio & C. Torricelli, .
"Estimation and Arbitrage Opportunities for Exchange Rate Baskets ,"
Sonderforschungsbereich 373
2001-37, Humboldt Universitaet Berlin.
Journal articles 2009 Marotta, Giuseppe, 2009.
"Structural breaks in the lending interest rate pass-through and the euro ,"
Economic Modelling ,
Elsevier, vol. 26(1), pages 191-205, January.
[Downloadable!] (restricted) Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2009.
"Opening The Black Box: Structural Factor Models With Large Cross Sections ,"
Econometric Theory ,
Cambridge University Press, vol. 25(05), pages 1319-1347, October.
[Downloadable!] Bilancini, Ennio & Boncinelli, Leonardo, 2009.
"The co-evolution of cooperation and defection under local interaction and endogenous network formation ,"
Journal of Economic Behavior & Organization ,
Elsevier, vol. 70(1-2), pages 186-195, May.
[Downloadable!] (restricted) Cipollini, A. & Kapetanios, G., 2009.
"Forecasting financial crises and contagion in Asia using dynamic factor analysis ,"
Journal of Empirical Finance ,
Elsevier, vol. 16(2), pages 188-200, March.
[Downloadable!] (restricted) Andrea Cipollini & Bassam Fattouh & Kostas Mouratidis, 2009.
"Fiscal Readjustments In The United States: A Nonlinear Time-Series Analysis ,"
Economic Inquiry ,
Western Economic Association International, vol. 47(1), pages 34-54, 01.
[Downloadable!] (restricted) Moriggia, V. & Muzzioli, S. & Torricelli, C., 2009.
"On the no-arbitrage condition in option implied trees ,"
European Journal of Operational Research ,
Elsevier, vol. 193(1), pages 212-221, February.
[Downloadable!] (restricted) Marianna Brunetti & Costanza Torricelli, 2009.
"Economic activity and recession probabilities: information content and predictive power of the term spread in Italy ,"
Applied Economics ,
Taylor and Francis Journals, vol. 41(18), pages 2309-2322.
[Downloadable!] (restricted) Magni, Carlo Alberto, 2009.
"Correct or incorrect application of CAPM? Correct or incorrect decisions with CAPM? ,"
European Journal of Operational Research ,
Elsevier, vol. 192(2), pages 549-560, January.
[Downloadable!] (restricted) Magni, Carlo Alberto, 2009.
"Splitting up value: A critical review of residual income theories ,"
European Journal of Operational Research ,
Elsevier, vol. 198(1), pages 1-22, October.
[Downloadable!] (restricted) Carlo Alberto Magni, 2009.
"Opportunity Cost, Excess Profit, and Counterfactual Conditionals ,"
Frontiers in Finance and Economics ,
Lille Graduate School of Management, vol. 6(1), pages 118-154, April.
[Downloadable!] Messina, Julian & Strozzi, Chiara & Turunen, Jarkko, 2009.
"Real wages over the business cycle: OECD evidence from the time and frequency domains ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 33(6), pages 1183-1200, June.
[Downloadable!] (restricted) 2008 Ennio Bilancini & Simone D'Alessandro, 2008.
"Functional Distribution, Land Ownership and Industrial Takeoff: The Role of Effective Demand ,"
Contributions to Economic Analysis & Policy ,
Berkeley Electronic Press, vol. 8(1), pages 1912-1912.
[Downloadable!] (restricted) Ennio Bilancini & Fabio Petri, 2008.
"A Comment On Gintis's "The Dynamics of General Equilibrium" ,"
Economics Bulletin ,
Economics Bulletin, vol. 2(3), pages 1-7.
[Downloadable!] Bilancini, Ennio & Boncinelli, Leonardo, 2008.
"Ordinal vs cardinal status: Two examples ,"
Economics Letters ,
Elsevier, vol. 101(1), pages 17-19, October.
[Downloadable!] (restricted) Ennio Bilancini, 2008.
"Imprimitivity in Decomposable Economies ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(69), pages 1-10.
[Downloadable!] Cipollini, A. & Kapetanios, G., 2008.
"A stochastic variance factor model for large datasets and an application to S&P data ,"
Economics Letters ,
Elsevier, vol. 100(1), pages 130-134, July.
[Downloadable!] (restricted) Krink, Thiemo & Paterlini, Sandra & Resti, Andrea, 2008.
"The optimal structure of PD buckets ,"
Journal of Banking & Finance ,
Elsevier, vol. 32(10), pages 2275-2286, October.
[Downloadable!] (restricted) Graziella Bertocchi & Chiara Strozzi, 2008.
"International migration and the role of institutions ,"
Public Choice ,
Springer, vol. 137(1), pages 81-102, October.
[Downloadable!] (restricted) 2007 Baldini, Massimo & Beltrametti, Luca, 2007.
"Distributive Implications of Long Term Care Policies: An International Comparison ,"
Economia Internazionale / International Economics ,
Camera di Commercio di Genova, vol. 60(1), pages 1-31.
M. Brunetti & C. Torricelli, 2007.
"The internal and cross market efficiency in index option markets: an investigation of the Italian market ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 17(1), pages 25-33, January.
[Downloadable!] (restricted) V. Moriggia, S. Muzzioli, C. Torricelli, 2007.
"Call an Put Implied Volatilities and the Derivation of Option Implied Trees ,"
Frontiers in Finance and Economics ,
Lille Graduate School of Management, vol. 4(1), pages 35-64, June.
[Downloadable!] Carlo Alberto Magni, 2007.
"Project valuation and investment decisions: CAPM versus arbitrage ,"
Applied Financial Economics Letters ,
Taylor and Francis Journals, vol. 3(2), pages 137-140.
[Downloadable!] (restricted) Carlo Alberto Magni, 2007.
"Project selection and equivalent CAPM-based investment criteria ,"
Applied Financial Economics Letters ,
Taylor and Francis Journals, vol. 3(3), pages 165-168.
[Downloadable!] (restricted) Ribba, Antonio, 2007.
"Permanent disinflationary effects on unemployment in a small open economy: Italy 1979-1995 ,"
Economic Modelling ,
Elsevier, vol. 24(1), pages 66-81, January.
[Downloadable!] (restricted) Krink, Thiemo & Paterlini, Sandra & Resti, Andrea, 2007.
"Using differential evolution to improve the accuracy of bank rating systems ,"
Computational Statistics & Data Analysis ,
Elsevier, vol. 52(1), pages 68-87, September.
[Downloadable!] (restricted) Chiara Strozzi, 2007.
"Product Market Integration and Union Collusion ,"
Review of International Economics ,
Blackwell Publishing, vol. 15(1), pages 17-36, 02.
[Downloadable!] (restricted) 2006 Gianluca Di Lorenzo & Giuseppe Marotta, 2006.
"A Less Effective Monetary Transmission In The Wake Of European Monetary Union (Emu)? Evidence From Lending Rates Pass-Through ,"
Icfai University Journal of Monetary Economics ,
Icfai Press, vol. 0(2), pages 6-31, May.
Massimo Baldini & Luca Beltrametti, 2006.
"Alternative Approaches to Long-term Care Financing. Distributive Implications and Sustainability for Italy ,"
Swiss Journal of Economics and Statistics (SJES), Special Issues ,
Swiss Society of Economics and Statistics (SSES), vol. 142(S (specia), pages 117-121.
[Downloadable!] Roberto Ghiselli Ricci & Carlo Alberto Magni, 2006.
"Economic value added and systemic value added: symmetry, additive coherence and differences in performance ,"
Applied Financial Economics Letters ,
Taylor and Francis Journals, vol. 2(3), pages 151-154, May.
[Downloadable!] (restricted) Carlo Alberto Magni & Stefano Malagoli & Giovanni Mastroleo, 2006.
"An Alternative Approach To Firms' Evaluation: Expert Systems And Fuzzy Logic ,"
International Journal of Information Technology & Decision Making (IJITDM) ,
World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 195-225.
[Downloadable!] (restricted) Carlo Alberto Magni, 2006.
"Zelig and the Art of Measuring Excess Profit ,"
Frontiers in Finance and Economics ,
Lille Graduate School of Management, vol. 3(1), pages 103-129, June.
[Downloadable!] Antonio Ribba, 2006.
"The joint dynamics of inflation, unemployment and interest rate in the United States since 1980 ,"
Empirical Economics ,
Springer, vol. 31(2), pages 497-511, June.
[Downloadable!] (restricted) Paterlini, Sandra & Krink, Thiemo, 2006.
"Differential evolution and particle swarm optimisation in partitional clustering ,"
Computational Statistics & Data Analysis ,
Elsevier, vol. 50(5), pages 1220-1247, March.
[Downloadable!] (restricted) 2005 Giuseppe Marotta, 2005.
"When do trade credit discounts matter? Evidence from Italian firm-level data ,"
Applied Economics ,
Taylor and Francis Journals, vol. 37(4), pages 403-416, March.
[Downloadable!] (restricted) Cristadoro, Riccardo & Forni, Mario & Reichlin, Lucrezia & Veronese, Giovanni, 2005.
"A Core Inflation Indicator for the Euro Area ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 37(3), pages 539-60, June.
Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005.
"The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting ,"
Journal of the American Statistical Association ,
American Statistical Association, vol. 100, pages 830-840, September.
[Downloadable!] (restricted) Caporale, Guglielmo Maria & Cipollini, Andrea & Demetriades, Panicos O., 2005.
"Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity ,"
Journal of International Money and Finance ,
Elsevier, vol. 24(1), pages 39-53, February.
[Downloadable!] (restricted) Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini & Nicola Spagnolo, 2005.
"Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 10(4), pages 359-367.
[Downloadable!] Caporale, Guglielmo Maria & Cipollini, Andrea & Spagnolo, Nicola, 2005.
"Testing for contagion: a conditional correlation analysis ,"
Journal of Empirical Finance ,
Elsevier, vol. 12(3), pages 476-489, June.
[Downloadable!] (restricted) Pederzoli, Chiara & Torricelli, Costanza, 2005.
"Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities ,"
Journal of Banking & Finance ,
Elsevier, vol. 29(12), pages 3121-3140, December.
[Downloadable!] (restricted) Brunetti, Marianna & Torricelli, Costanza, 2005.
"Put-call parity and cross-markets efficiency in the index options markets: evidence from the Italian market ,"
International Review of Financial Analysis ,
Elsevier, vol. 14(5), pages 508-532.
[Downloadable!] (restricted) Muzzioli, S. & Torricelli, C., 2005.
"The pricing of options on an interval binomial tree. An application to the DAX-index option market ,"
European Journal of Operational Research ,
Elsevier, vol. 163(1), pages 192-200, May.
[Downloadable!] (restricted) Carlo Magni, 2005.
"On Decomposing Net Final Values: Eva, Sva and Shadow Project ,"
Theory and Decision ,
Springer, vol. 59(1), pages 51-95, 08.
[Downloadable!] (restricted) 2004 Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2004.
"The generalized dynamic factor model consistency and rates ,"
Journal of Econometrics ,
Elsevier, vol. 119(2), pages 231-255, April.
[Downloadable!] (restricted) Mario Forni, 2004.
"Using Stationarity Tests in Antitrust Market Definition ,"
American Law and Economics Review ,
Oxford University Press, vol. 6(2), pages 441-464.
Elisabetta Allegra & Mario Forni & Michele Grillo & Lara Magnani, 2004.
"Antitrust Policy and National Growth: Some Evidence from Italy ,"
Giornale degli Economisti ,
GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 63(1), pages 69-86, April.
[Downloadable!] Philip Arestis & Andrea Cipollini & Bassam Fattouh, 2004.
"Threshold Effects in the U.S. Budget Deficit ,"
Economic Inquiry ,
Oxford University Press, vol. 42(2), pages 214-222, April.
[Downloadable!] (restricted) Muzzioli, Silvia & Torricelli, Costanza, 2004.
"A multiperiod binomial model for pricing options in a vague world ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 28(5), pages 861-887, February.
[Downloadable!] (restricted) Magni, Carlo Alberto, 2004.
"Modelling excess profit ,"
Economic Modelling ,
Elsevier, vol. 21(3), pages 595-617, May.
[Downloadable!] (restricted) Pattarin, Francesco & Paterlini, Sandra & Minerva, Tommaso, 2004.
"Clustering financial time series: an application to mutual funds style analysis ,"
Computational Statistics & Data Analysis ,
Elsevier, vol. 47(2), pages 353-372, September.
[Downloadable!] (restricted) Roverato, Alberto & Paterlini, Sandra, 2004.
"Technological modelling for graphical models: an approach based on genetic algorithms ,"
Computational Statistics & Data Analysis ,
Elsevier, vol. 47(2), pages 323-337, September.
[Downloadable!] (restricted) 2003 Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2003.
"Do financial variables help forecasting inflation and real activity in the euro area? ,"
Journal of Monetary Economics ,
Elsevier, vol. 50(6), pages 1243-1255, September.
[Downloadable!] (restricted) Danilo Mercurio & Costanza Torricelli, 2003.
"Estimation and arbitrage opportunities for exchange rate baskets ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(15), pages 1689-1698, October.
[Downloadable!] (restricted) Carlo Alberto Magni, 2003.
"Decomposition of Net Final Values: Systemic Value Added and Residual Income ,"
Bulletin of Economic Research ,
Blackwell Publishing, vol. 55(2), pages 149-176, 04.
[Downloadable!] (restricted) Antonio Ribba, 2003.
"Short-run and long-run interaction between inflation and unemployment in the USA ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 10(6), pages 373-376, April.
[Downloadable!] (restricted) Ribba, Antonio, 2003.
"Permanent-transitory decompositions and traditional measures of core inflation ,"
Economics Letters ,
Elsevier, vol. 81(1), pages 109-116, October.
[Downloadable!] (restricted) Barbara Pistoresi & Chiara Strozzi, 2003.
"Rent Sharing and Bargaining Levels: Evidence from Italy ,"
Giornale degli Economisti ,
GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 62(2), pages 145-170, October.
[Downloadable!] 2002 Forni, Mario & Paba, Sergio, 2002.
"Spillovers and the Growth of Local Industries ,"
Journal of Industrial Economics ,
Blackwell Publishing, vol. 50(2), pages 151-71, June.
[Downloadable!] (restricted) Massimo Baldini & Stefano Toso & Paolo Bosi, 2002.
"Targeting welfare in Italy: old problems and perspectives on reform ,"
Fiscal Studies ,
Institute for Fiscal Studies, vol. 23(1), pages 51-75, March.
Arestis, Philip & Caporale, Guglielmo Maria & Cipollini, Andrea, 2002.
"Does Inflation Targeting Affect the Trade-Off between Output Gap and Inflation Variability? ,"
Manchester School ,
University of Manchester, vol. 70(4), pages 528-45, Special I.
[Downloadable!] (restricted) Guglielmo Maria Caporale & Andrea Cipollini, 2002.
"The Euro and Monetary Policy Transparency ,"
Eastern Economic Journal ,
Eastern Economic Association, vol. 28(1), pages 59-70, Winter.
[Downloadable!] Gianna Boero & Costanza Torricelli, 2002.
"The information in the term structure of German interest rates ,"
European Journal of Finance ,
Taylor and Francis Journals, vol. 8(1), pages 21-45, March.
[Downloadable!] (restricted) Magni, Carlo Alberto, 2002.
"Investment decisions in the theory of finance: Some antinomies and inconsistencies ,"
European Journal of Operational Research ,
Elsevier, vol. 137(1), pages 206-217, February.
[Downloadable!] (restricted) 2001 Forni, Mario, et al, 2001.
"Coincident and Leading Indicators for the Euro Area ,"
Economic Journal ,
Royal Economic Society, vol. 111(471), pages C62-85, May.
[Downloadable!] (restricted) Christophe Croux & Mario Forni & Lucrezia Reichlin, 2001.
"A Measure Of Comovement For Economic Variables: Theory And Empirics ,"
The Review of Economics and Statistics ,
MIT Press, vol. 83(2), pages 232-241, May.
[Downloadable!] (restricted) Forni, Mario & Reichlin, Lucrezia, 2001.
"Federal policies and local economies: Europe and the US ,"
European Economic Review ,
Elsevier, vol. 45(1), pages 109-134, January.
[Downloadable!] (restricted) Forni, Mario & Lippi, Marco, 2001.
"The Generalized Dynamic Factor Model: Representation Theory ,"
Econometric Theory ,
Cambridge University Press, vol. 17(06), pages 1113-1141, December.
[Downloadable!] Massimo Baldini, 2001.
"Inequality and Redistribution over the Life-Cycle in Italy: an Analysis with a Dynamic Cohort Microsimulation Model ,"
Brazilian Electronic Journal of Economics ,
Department of Economics, Universidade Federal de Pernambuco, vol. 4(2), December.
[Downloadable!] Cipollini, Andrea, 2001.
"Testing for Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach ,"
Manchester School ,
University of Manchester, vol. 69(6), pages 643-55, December.
[Downloadable!] (restricted) Muzzioli, Silvia & Torricelli, Costanza, 2001.
"A Model For Pricing An Option With A Fuzzy Payoff ,"
Fuzzy Economic Review ,
International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(1), pages 49-87, May.
Magni, C. A. & Mastroleo G. & Facchinetti, G., 2001.
"A Fuzzy expert system for solving ReaL-Option decision processes ,"
Fuzzy Economic Review ,
International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 51-73, November.
2000 Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2000.
"The Generalized Dynamic-Factor Model: Identification And Estimation ,"
The Review of Economics and Statistics ,
MIT Press, vol. 82(4), pages 540-554, November.
[Downloadable!] (restricted) Mario Forni & Sergio Paba, 2000.
"The Sources of Local Growth: Evidence from Italy ,"
Giornale degli Economisti ,
GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 59(1), pages 1-49, April.
1999 Forni, Mario & Reichlin, Lucrezia, 1999.
"Risk and potential insurance in Europe ,"
European Economic Review ,
Elsevier, vol. 43(7), pages 1237-1256, June.
[Downloadable!] (restricted) Forni, Mario & Lippi, Marco, 1999.
"Aggregation of linear dynamic microeconomic models ,"
Journal of Mathematical Economics ,
Elsevier, vol. 31(1), pages 131-158, February.
[Downloadable!] (restricted) 1998 Forni, Mario & Reichlin, Lucrezia, 1998.
"Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 65(3), pages 453-73, July.
[Downloadable!] (restricted) 1997 Marotta, Giuseppe, 1997.
"Does Trade Credit Redistribution Thwart Monetary Policy? Evidence from Italy ,"
Applied Economics ,
Taylor and Francis Journals, vol. 29(12), pages 1619-29, December.
[Downloadable!] (restricted) Giuseppe Marotta, 1997.
"Does trade credit redistribution thwart monetary policy? Evidence from Italy ,"
Applied Economics ,
Taylor and Francis Journals, vol. 29(12), pages 1619-1629, December.
[Downloadable!] (restricted) Ribba, Antonio, 1997.
"A note on the equivalence of long-run and short-run identifying restrictions in cointegrated systems ,"
Economics Letters ,
Elsevier, vol. 56(3), pages 273-276, November.
[Downloadable!] (restricted) 1996 Forni, Mario, 1996.
"Consumption volatility and income persistence in the permanent income model ,"
Ricerche Economiche ,
Elsevier, vol. 50(3), pages 223-234, September.
[Downloadable!] (restricted) Forni, Mario & Reichlin, Lucrezia, 1996.
"Dynamic Common Factors in Large Cross-Sections ,"
Empirical Economics ,
Springer, vol. 21(1), pages 27-42.
Boero, G. & Torricelli, C., 1996.
"A comparative evaluation of alternative models of the term structure of interest rates ,"
European Journal of Operational Research ,
Elsevier, vol. 93(1), pages 205-223, August.
[Downloadable!] (restricted) 1994 Torricelli, Costanza, 1994.
"Futures market and spot price volatility: A model for a storable commodity ,"
European Journal of Political Economy ,
Elsevier, vol. 10(2), pages 339-355, July.
[Downloadable!] (restricted) 1991 C. Magni & G. Ricci, 1991.
"Reputazione e credibilità di una minaccia in un gioco di contrattazione ,"
Decisions in Economics and Finance ,
Springer, vol. 14(2), pages 31-57, September.
[Downloadable!] (restricted) 1985 Russo, Margherita, 1985.
"Technical change and the industrial district: The role of interfirm relations in the growth and transformation of ceramic tile production in Italy ,"
Research Policy ,
Elsevier, vol. 14(6), pages 329-343, December.
[Downloadable!] (restricted) Books 2007 Ignazio Visco & Barry Eichengreen & Gilles Mourre & Declan Costello & Giuseppe Carone & Nuria Diez Guardia & Bartosz Przywara & Aino Salomäki & Vincenzo Galasso & Mark Weth & Sebastian Schich & Etien, 2007.
"Money, Finance and Demography: The Consequences of Ageing ,"
SUERF Colloquium Volumes ,
SUERF - The European Money and Finance Forum, number 1 edited by Morten Balling & Ernest Gnan & Frank Lierman, November.
Did you know? RePEc stands for Research Papers in Economics.
This page was last updated on 2009-11-1.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .