Publications

by members of

Dipartimento di Statistica
Università degli Studi di Milano-Bicocca
Milano, Italy

(Department of Statistics, )

Working papers

2009

1. Arigoni Ortiz, Ramon & Bastianin, Andrea & Bigano, Andrea & Cattaneo, Cristina & Lanza, Alessandro & Manera, Matteo & Markandya, Anil & Plotegher, Michele & Sferra, Fabio, 2009. "Energy efficiency in Europe: trends, convergence and policy effectiveness," MPRA Paper 15763, University Library of Munich, Germany. [Downloadable!]
2. Matteo Pelagatti & Pranab Sen, 2009. "A robust version of the KPSS test based on ranks," Working Papers 20090701, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica. [Downloadable!]

2008

1. Paola Annoni & Marco Fattore & Rainer Brüggemann, 2008. "A multi-criteria fuzzy approach for analyzing poverty structure," UNIMI - Research Papers in Economics, Business, and Statistics 1072, Universitá degli Studi di Milano. [Downloadable!]
2. Massimiliano Serati & Matteo Manera & Michele Plotegher, 2008. "Modelling electricity prices: from the state of the art to a draft of a new proposal," LIUC Papers in Economics 210, Cattaneo University (LIUC). [Downloadable!]
3. Matteo Manera & Cristina Cattaneo & Elisa Scarpa, 2008. "Industrial Coal Demand in China: A Provincial Analysis," Working Papers 2008.8, Fondazione Eni Enrico Mattei. [Downloadable!]
4. Matteo Manera & Massimiliano Serati & Michele Plotegher, 2008. "Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal," Working Papers 2008.9, Fondazione Eni Enrico Mattei. [Downloadable!]
5. Riccardo Borgoni & Peter W. F. Smith & Ann M. Berrington, 2008. "Simulating interventions in graphical chain models for longitudinal data," Working Papers 20080301, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica. [Downloadable!]
6. Matteo Pelagatti & Valeria Negri, 2008. "Milan’s Cycle as an Accurate Leading Indicator for the Italian Business Cycle," Working Papers 20080601, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica. [Downloadable!]

2007

1. Marco Fattore, 2007. "A characterization of the Sato-Vartia price index," Working Papers 20070601, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Jun 2007. [Downloadable!]
2. Marco Fattore, 2007. "Axiomatic properties of geo-logarithmic price indexes," Working Papers 20071103, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica. [Downloadable!]
3. Marco Fattore, 2007. "Hasse diagrams, poset theory and fuzzy poverty measure," Working Papers 20071104, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Nov 2007.
4. Cerasi, Vittoria & Daltung, Sonja, 2007. "Financial structure, Managerial Compensation and Monitoring," Working Paper Series 207, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
5. Matteo Manera & Chiara Longo & Anil Markandya & Elisa Scarpa, 2007. "Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting," Working Papers 2007.4, Fondazione Eni Enrico Mattei. [Downloadable!]
6. Riccardo Borgoni & Piero Quatto, 2007. "On the Uniformly Most Powerful Invariant Test for the Shoulder Condition in Line Transect Sampling," Working Papers 20070501, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised May 2007. [Downloadable!]
7. Riccardo Borgoni & Piero Quatto & Giorgio Somà & Daniela de Bartolo, 2007. "A Geostatistical Approach to Define Guidelines for Radon Prone Area Identification," Working Papers 20071102, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica. [Downloadable!]
8. Matteo Pelagatti, 2007. "Modelling good and bad volatility," Working Papers 20071101, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica. [Downloadable!]
9. Matteo Pelagatti & Bruno Bosco & Lucia Parisio & Fabio Baldi, 2007. "A Robust Multivariate Long Run Analysis of European Electricity Prices," Working Papers 2007.103, Fondazione Eni Enrico Mattei. [Downloadable!]

2006

1. Marco Fattore, 2006. "Finite groups in Axiomatic Index Number Theory," Working Papers 20070101, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica. [Downloadable!]
2. Vittoria Cerasi & Sonja Daltung, 2006. "Financial Structure, Managerial Compensation and Monitoring," Working Papers 20061102, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica. [Downloadable!]
3. Elena Carletti & Vittoria Cerasi & Sonja Daltung, 2006. "Multiple-bank lending: diversification and free-riding in monitoring," Working Papers 20061103, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Nov 2006. [Downloadable!]
4. Sonja Daltung & Vittoria Cerasi, 2006. "Financial structure, managerial compensation and monitoring," FMG Discussion Papers dp576, Financial Markets Group. [Downloadable!] (restricted)
5. Matteo Manera & Alessandro Cologni, 2006. "The Asymmetric Effects of Oil Shocks on Output Growth: A Markov-Switching Analysis for the G-7 Countries," Working Papers 2006.29, Fondazione Eni Enrico Mattei. [Downloadable!]
6. Marzio Galeotti & Matteo Manera & Alessandro Lanza, 2006. "On the Robustness of Robustness Checks of the Environmental Kuznets Curve," Working Papers 20060501, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised May 2006. [Downloadable!]
7. Marzio Galeotti & Matteo Manera & Alessandro Lanza, 2006. "On the Robustness of Robustness Checks of the Environmental Kuznets Curve," Working Papers 2006.22, Fondazione Eni Enrico Mattei. [Downloadable!]
8. Marzio Galeotti & Matteo Manera & Alessandro Lanza, 2006. "On the Robustness of Robustness Checks of the Environmental Kuznets Curve," UNIMI - Research Papers in Economics, Business, and Statistics 1027, Universitá degli Studi di Milano. [Downloadable!]
9. Matteo Manera & Elisa Scarpa, 2006. "Pricing and Hedging Illiquid Energy Derivatives:an Application to the JCC Index," Working Papers 2006.130, Fondazione Eni Enrico Mattei. [Downloadable!]
10. Piero Quatto & Riccardo Borgoni, 2006. "The Uniformly Most Powerful Invariant Test for the Shoulder Condition in Point Transect Sampling," Working Papers 20060903, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Sep 2006. [Downloadable!]

2005

1. Giorgio Vittadini & Simona Caterina Minotti & Marco Fattore & Pietro Giorgio Lovaglio, 2005. "On the Relationships among Latent Variables and Residuals in PLS Path Modeling: the Formative-Reflective Scheme," Working Papers 20061101, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Oct 2006. [Downloadable!]
2. Matteo Manera & Umberto Cherubini, 2005. "Hunting the Living Dead A “Peso Problem” in Corporate Liabilities Data," Working Papers 2005.76, Fondazione Eni Enrico Mattei. [Downloadable!]
3. Matteo Manera, 2005. "Modeling Factor Demands with SEM and VAR: An Empirical Comparison," Working Papers 2005.47, Fondazione Eni Enrico Mattei. [Downloadable!]
4. Matteo Manera & Giliola Frey, 2005. "Econometric Models of Asymmetric Price Transmission," Working Papers 2005.100, Fondazione Eni Enrico Mattei. [Downloadable!]
5. Matteo Manera & Margherita Grasso, 2005. "Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship," Working Papers 2005.75, Fondazione Eni Enrico Mattei. [Downloadable!]
6. Matteo Manera & Alessandro Cologni, 2005. "Oil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 Countries," Working Papers 2005.101, Fondazione Eni Enrico Mattei. [Downloadable!]
7. Matteo M. Pelagatti, 2005. "Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications," Econometrics 0503008, EconWPA. [Downloadable!]
8. Matteo M. Pelagatti, 2005. "Business cycle and sector cycles," Econometrics 0503006, EconWPA. [Downloadable!]
9. Matteo M. Pelagatti & Stefania Rondena, 2005. "Dynamic Conditional Correlation with Elliptical Distributions," Econometrics 0503007, EconWPA. [Downloadable!]
10. Luca Grassetti & Enrico Gori & Simona Caterina Minotti, 2005. "Multilevel flexible specification of the production function in health economics," Working Papers 20050402, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
11. Giorgio Vittadini & Simona Caterina Minotti, 2005. "A methodology for measuring the relative effectiveness of healthcare services," Working Papers 20050401, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.

2004

1. Carletti, Elena & Cerasi, Vittoria & Daltung, Sonja, 2004. "Multiple-Bank Lending: Diversification and Free-Riding in Monitoring," Working Paper Series 165, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
2. Sonja Daltung & Vittoria Cerasi & Elena Carletti, 2004. "Multiple-bank lending: diversification and free-riding in monitoring," FMG Discussion Papers dp490, Financial Markets Group. [Downloadable!] (restricted)
3. Carletti, Elena & Cerasi, Vittoria & Daltung, Sonja, 2004. "Multiple-bank lending: diversification and free-riding in monitoring," Sonderforschungsbereich 504 Publications 04-15, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
4. Elena Carletti & Vittoria Cerasi & Sonja Daltung, 2004. "Multiple-bank lending: diversification and free-riding in monitoring," CFS Working Paper Series 2004/18, Center for Financial Studies. [Downloadable!]
5. Matteo Manera & Alessandro Lanza & Michael McAleer, 2004. "Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns," Working Papers 2004.72, Fondazione Eni Enrico Mattei. [Downloadable!]
6. Matteo Manera & Massimo Giovannini & Margherita Grasso & Alessandro Lanza, 2004. "Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants," Working Papers 2004.71, Fondazione Eni Enrico Mattei. [Downloadable!]

2003

1. Alessandro Lanza & M. Manera & M. Giovannini, 2003. "Oil and price dynamics in international petroleum markets," Working Paper CRENoS 200306, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]
2. Alessandro Lanza & Matteo Manera & Massimo Giovannini, 2003. "Oil and Product Price Dynamics in International Petroleum Markets," Working Papers 2003.81, Fondazione Eni Enrico Mattei. [Downloadable!]
3. Alessandro Lanza & Matteo Manera & Margherita Grasso & Massimo Giovannini, 2003. "Long-run Models of Oil Stock Prices," Working Papers 2003.96, Fondazione Eni Enrico Mattei. [Downloadable!]
4. Matteo Manera & Angelo Marzullo, 2003. "Modelling the Load Curve of Aggregate Electricity Consumption Using Principal Components," Working Papers 2003.95, Fondazione Eni Enrico Mattei. [Downloadable!]
5. Giorgio Busetti & Matteo Manera, 2003. "STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US," Working Papers 2003.43, Fondazione Eni Enrico Mattei. [Downloadable!]
6. Matteo Pelagatti, 2003. "Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application," Working Papers 20051101, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Nov 2005. [Downloadable!]

2002

1. Sonja Daltung & Vittoria Cerasi, 2002. "Diversification and Delegation in Firms," FMG Discussion Papers dp403, Financial Markets Group. [Downloadable!] (restricted)
2. Riccardo Borgoni & Francesco C. Billari, 2002. "Bayesian spatial analysis of demographic survey data: an application to contraceptive use at first sexual intercourse," MPIDR Working Papers WP-2002-048, Max Planck Institute for Demographic Research, Rostock, Germany. [Downloadable!]
3. Riccardo Borgoni & Ulf-Christian Ewert & Alexia Fürnkranz-Prskawetz, 2002. "How important are household demographic characteristics to explain private car use patterns? A multilevel approach to Austrian data," MPIDR Working Papers WP-2002-006, Max Planck Institute for Demographic Research, Rostock, Germany. [Downloadable!]

2001

1. Cerasi, Vittoria & Daltung, Sonja, 2001. "Diversification and Delegation in Firms," Working Paper Series 131, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
2. M. Galeotti & Alessandro Lanza & M. Manera, 2001. "Rockets and feathers revisited: an international comparison on European gasoline markets," Working Paper CRENoS 200112, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]
3. Francesco C. Billari & Riccardo Borgoni, 2001. "Spatial profiles in the analysis of event histories: an application to first sexual intercourse in Italy," MPIDR Working Papers WP-2001-025, Max Planck Institute for Demographic Research, Rostock, Germany. [Downloadable!]

1998

1. Sonja Daltung & Vittoria Cerasi, 1998. "Close-Relationships Between Banks and Firms: Is It Good or Bad?," FMG Discussion Papers dp293, Financial Markets Group. [Downloadable!] (restricted)
2. V. Cerasi - S. Daltung, 1998. "Close-Relationships between Banks and Firms: Is it Good or Bad?," Departemental Working Papers 1998-01, Department of Economics University of Milan Italy.
3. V. Cerasi & B. CHIZZOLINI & M. IVALDI, 1998. "Branching and Competitiveness across Regions in the Italian Banking Industry," Departemental Working Papers 1998-03, Department of Economics University of Milan Italy. [Downloadable!]

1997

1. Cerasi, V. & Chizzolini, B. & Ivaldi, M., 1997. "Sunk Costs and Competitiveness of European Banks After Deregulation," Papers 97.473, Toulouse - GREMAQ.
2. Cerasi, V. & Chizzolini, B. & Ivaldi, M., 1997. "Sunk Costs and Competitiveness of European Banks after Deregulation," Papers 97.478, Toulouse - GREMAQ.
3. V. Cerasi & B. Chizzolini & M. Ivaldi, 1997. "The Impact of Deregulation on Branching and Entry Costs in the Banking Industry," Departemental Working Papers 1997-04, Department of Economics University of Milan Italy.

1996

1. V. Cerasi, 1996. "An Empirical Analysis of Banking Concentration," Departemental Working Papers 1996-04, Department of Economics University of Milan Italy.

1995

1. V. Cerasi - S. Daltung, 1995. "The Optimal Size of a Bank: Costs and Benefits of Diversification," Departemental Working Papers 1995-05, Department of Economics University of Milan Italy.

Journal articles

2009

1. Marzio Galeotti & Matteo Manera & Alessandro Lanza, 2009. "On the Robustness of Robustness Checks of the Environmental Kuznets Curve Hypothesis," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 42(4), pages 551-574, April. [Downloadable!] (restricted)
2. Giliola Frey & Matteo Manera & Anil Markandya & Elisa Scarpa, 2009. "Econometric Models for Oil Price Forecasting: A Critical Survey," CESifo Forum, Ifo Institute for Economic Research at the University of Munich, vol. 10(1), pages 29-44, 04. [Downloadable!]
3. Riccardo Borgoni & Peter Smith & Ann Berrington, 2009. "Handling the effect of non-response in graphical models for longitudinal data," Statistical Methods and Applications, Springer, vol. 18(1), pages 109-123, March. [Downloadable!] (restricted)
4. Matteo Pelagatti, 2009. "Modelling Good and Bad Volatility," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 13(1), pages 1595-1595. [Downloadable!] (restricted)

2008

1. Cologni, Alessandro & Manera, Matteo, 2008. "Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries," Energy Economics, Elsevier, vol. 30(3), pages 856-888, May. [Downloadable!] (restricted)
2. Gianluca Cassese, 2008. "Asset Pricing With No Exogenous Probability Measure," Mathematical Finance, Blackwell Publishing, vol. 18(1), pages 23-54. [Downloadable!] (restricted)

2007

1. Vittadini, Giorgio & Minotti, Simona C. & Fattore, Marco & Lovaglio, Pietro G., 2007. "On the relationships among latent variables and residuals in PLS path modeling: The formative-reflective scheme," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5828-5846, August. [Downloadable!] (restricted)
2. Carletti, Elena & Cerasi, Vittoria & Daltung, Sonja, 2007. "Multiple-bank lending: Diversification and free-riding in monitoring," Journal of Financial Intermediation, Elsevier, vol. 16(3), pages 425-451, July. [Downloadable!] (restricted)
3. Giliola Frey & Matteo Manera, 2007. "Econometric Models Of Asymmetric Price Transmission," Journal of Economic Surveys, Blackwell Publishing, vol. 21(2), pages 349-415, 04. [Downloadable!] (restricted)
4. Grasso, Margherita & Manera, Matteo, 2007. "Asymmetric error correction models for the oil-gasoline price relationship," Energy Policy, Elsevier, vol. 35(1), pages 156-177, January. [Downloadable!] (restricted)
5. Bruno Bosco & Lucia Parisio & Matteo Pelagatti, 2007. "Deregulated Wholesale Electricity Prices in Italy: An Empirical Analysis," International Advances in Economic Research, Springer, vol. 13(4), pages 415-432, November. [Downloadable!] (restricted)
6. Cassese, Gianluca, 2007. "Decomposition of supermartingales indexed by a linearly ordered set," Statistics & Probability Letters, Elsevier, vol. 77(8), pages 795-802, April. [Downloadable!] (restricted)

2006

1. Lanza, Alessandro & Manera, Matteo & McAleer, Michael, 2006. "Modeling dynamic conditional correlations in WTI oil forward and futures returns," Finance Research Letters, Elsevier, vol. 3(2), pages 114-132, June. [Downloadable!] (restricted)
2. Matteo Manera & Michael McAleer & Margherita Grasso, 2006. "Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns," Applied Financial Economics, Taylor and Francis Journals, vol. 16(7), pages 525-533, April. [Downloadable!] (restricted)
3. Matteo Manera, 2006. "Modelling factor demands with SEM and VAR: an empirical comparison," Journal of Productivity Analysis, Springer, vol. 26(2), pages 121-146, October. [Downloadable!] (restricted)
4. Massimo Giovannini & Margherita Grasso & Alessandro Lanza & Matteo Manera, 2006. "Conditional correlations in the returns on oil companies stock prices and their determinants," Empirica, Springer, vol. 33(4), pages 193-207, September. [Downloadable!] (restricted)
5. Cassese, Gianluca & Guidolin, Massimo, 2006. "Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options," International Review of Financial Analysis, Elsevier, vol. 15(2), pages 145-178. [Downloadable!] (restricted)

2005

1. Lanza, Alessandro & Manera, Matteo & Giovannini, Massimo, 2005. "Modeling and forecasting cointegrated relationships among heavy oil and product prices," Energy Economics, Elsevier, vol. 27(6), pages 831-848, November. [Downloadable!] (restricted)
2. Matteo Manera & Bruno Sitzia, 2005. "Empirical factor demands and flexible functional forms: a bayesian approach," Economic Systems Research, Taylor and Francis Journals, vol. 17(1), pages 57-75, March. [Downloadable!] (restricted)
3. Gianluca Cassese, 2005. "A Note On Asset Bubbles In Continuous-Time," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 523-536. [Downloadable!] (restricted)

2004

1. Gianluca Cassese & Massimo Guidolin, 2004. "Pricing and Informational Efficiency of the MIB30 Index Options Market. An Analysis with High-frequency Data," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 33(2), pages 275-321, 07. [Downloadable!] (restricted)

2003

1. Galeotti, Marzio & Lanza, Alessandro & Manera, Matteo, 2003. "Rockets and feathers revisited: an international comparison on European gasoline markets," Energy Economics, Elsevier, vol. 25(2), pages 175-190, March. [Downloadable!] (restricted)
2. Riccardo Borgoni & Francesco C. Billari, 2003. "Bayesian spatial analysis of demographic survey data," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 8(3), pages 61-92, February. [Downloadable!]

2002

1. Cerasi, Vittoria & Chizzolini, Barbara & Ivaldi, Marc, 2002. "Branching and Competition in the European Banking Industry," Applied Economics, Taylor and Francis Journals, vol. 34(17), pages 2213-25, November. [Downloadable!] (restricted)
2. Matteo Manera, 2002. "Testing misspecified non-nested factor demand systems: Some Monte Carlo results," Empirical Economics, Springer, vol. 27(4), pages 657-686. [Downloadable!] (restricted)

2000

1. Cerasi, Vittoria & Daltung, Sonja, 2000. "The optimal size of a bank: Costs and benefits of diversification," European Economic Review, Elsevier, vol. 44(9), pages 1701-1726, October. [Downloadable!] (restricted)

1998

1. Cerasi, Vittoria & Daltung, Sonja, 1998. "Close relationships between banks and firms: is it good or bad?," Research in Economics, Elsevier, vol. 52(3), pages 233-253, September. [Downloadable!] (restricted)

1994

1. Manera, Matteo, 1994. "Factor demands and substitution in the Italian manufacturing sector: a dynamic duality model," Ricerche Economiche, Elsevier, vol. 48(2), pages 141-163, June. [Downloadable!] (restricted)

This page was last updated on 2009-11-1.