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Information about:
Angelo Melino

Personal Details | Affiliation | Works
This is information that was supplied by Angelo Melino in registering through RePEc. If you are Angelo Melino , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Angelo
Middle Name:
Last Name: Melino
Suffix:

RePEc Short-ID: pme69

Email:
Homepage: http://www.economics.utoronto.ca/melino/
Postal Address: Dept of Economics University of Toronto 150 St. George St. Toronto, ON CANADA M5S 3G7
Phone: 416-978-6541

Affiliation

(in no particular order)

Works

| Working papers | Articles | Books | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Angelo Melino, 2006. "Measuring the Cost of Economic Fluctuations with Preferences that Rationalize the Equity Premium," Working Papers tecipa-256, University of Toronto, Department of Economics. [Downloadable!]

  2. Angelo Melino & Alan X. Yang, 2003. "State Dependent Preferences Can Explain the Equity Premium Puzzle," Working Papers melino-03-01, University of Toronto, Department of Economics. [Downloadable!]
    Published as:

  3. Michael Baker & Angelo Melino, 1999. "Duration Dependence and Nonparametric Heterogeneity: A Monte Carlo Study," Working Papers melino-99-01, University of Toronto, Department of Economics. [Downloadable!]
    Published as:

  4. Larry G. Epstein & Angelo Melino, 1993. "A Revealed Preference Analysis of Asset Pricing Under Recursive Utility," NBER Working Papers 4524, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  5. Richard Deaves & Angelo Melino & James E. Pesando, 1987. "The Response of Interest Rates to the Federal Reserve's Weekly Money Announcements: The "Puzzle" of Anticipated Money," NBER Working Papers 2125, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  6. Olivier J. Blanchard & Angelo Melino, 1986. "Cyclical Behavior of Prices and Quantities in the Automobile Market," NBER Working Papers 1325, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  7. Angelo Melino, 1986. "The Term Structure of Interest Rates: Evidence and Theory," NBER Working Papers 1828, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  8. Sanford J. Grossman & Angelo Melino & Robert J. Shiller, 1985. "Estimating the Continuous Time Consumption Based Asset Pricing Model," NBER Working Papers 1643, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

Articles

  1. Angelo Melino & Nash Peerbocus, 2008. "High Frequency Export and Price Responses in the Ontario Electricity Market," The Energy Journal, International Association for Energy Economics, vol. 29(4), pages 35-52.

  2. Peerbocus, Nash & Melino, Angelo, 2007. "Export Demand Response in the Ontario Electricity Market," The Electricity Journal, Elsevier, vol. 20(9), pages 55-64, November. [Downloadable!] (restricted)

  3. Angelo Melino & Alan X. Yang, 2003. "State Dependent Preferences Can Explain the Equity Premium Puzzle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 806-830, October. [Downloadable!] (restricted)
    Other versions:

  4. Melino, Angelo, 2001. "Estimation of a rational expectations model of the term structure," Journal of Empirical Finance, Elsevier, vol. 8(5), pages 639-668, December. [Downloadable!] (restricted)

  5. Baker, Michael & Melino, Angelo, 2000. "Duration dependence and nonparametric heterogeneity: A Monte Carlo study," Journal of Econometrics, Elsevier, vol. 96(2), pages 357-393, June. [Downloadable!] (restricted)
    Other versions:

  6. Melino, Angelo & Turnbull, Stuart M., 1995. "Misspecification and the pricing and hedging of long-term foreign currency options," Journal of International Money and Finance, Elsevier, vol. 14(3), pages 373-393, June. [Downloadable!] (restricted)

  7. Epstein, Larry G & Melino, Angelo, 1995. "A Revealed Preference Analysis of Asset Pricing under Recursive Utility," Review of Economic Studies, Blackwell Publishing, vol. 62(4), pages 597-618, October. [Downloadable!] (restricted)
    Other versions:

  8. Angelo Melino & Stuart M. Turnbull, 1991. "The Pricing of Foreign Currency Options," Canadian Journal of Economics, Canadian Economics Association, vol. 24(2), pages 251-81, May. [Downloadable!] (restricted)

  9. Melino, Angelo & Turnbull, Stuart M., 1990. "Pricing foreign currency options with stochastic volatility," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 239-265. [Downloadable!] (restricted)

  10. Campbell, John Y. & Melino, Angelo, 1990. "Editors' introduction," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 1-5. [Downloadable!] (restricted)

  11. Gunderson, Morley & Melino, Angelo, 1990. "The Effects of Public Policy on Strike Duration," Journal of Labor Economics, University of Chicago Press, vol. 8(3), pages 295-316, July. [Downloadable!] (restricted)

  12. Melino, Angelo & Sueyoshi, Glenn T., 1990. "A simple approach to the identifiability of the proportional hazards model," Economics Letters, Elsevier, vol. 33(1), pages 63-68, May. [Downloadable!] (restricted)

  13. Melino, Angelo, 1988. " The Term Structure of Interest Rates: Evidence and Theory," Journal of Economic Surveys, Blackwell Publishing, vol. 2(4), pages 335-66.
    Other versions:

  14. Grossman, S J & Melino, Angelo & Shiller, Robert J, 1987. "Estimating the Continuous-Time Consumption-Based Asset-Pricing Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(3), pages 315-27, July.
    Other versions:

  15. Deaves, Richard & Melino, Angelo & Pesando, James E., 1987. "The response of interest rates to the Federal Reserve's weekly money announcements : The 'puzzle' of anticipated money," Journal of Monetary Economics, Elsevier, vol. 19(3), pages 393-404, May. [Downloadable!] (restricted)
    Other versions:

  16. Gunderson, Morley & Melino, Angelo, 1987. "Estimating Strike Effects in a General Model of Prices and Quantities," Journal of Labor Economics, University of Chicago Press, vol. 5(1), pages 1-19, January. [Downloadable!] (restricted)

  17. Blanchard, Olivier J. & Melino, Angelo, 1986. "The cyclical behavior of prices and quantities: The case of the automobile market," Journal of Monetary Economics, Elsevier, vol. 17(3), pages 379-407, May. [Downloadable!] (restricted)

  18. Angelo Melino, 1984. "Comment," Econometric Reviews, Taylor and Francis Journals, vol. 3(1), pages 119-123. [Downloadable!] (restricted)

  19. Melino, Angelo, 1982. "Testing for Sample Selection Bias," Review of Economic Studies, Blackwell Publishing, vol. 49(1), pages 151-53, January. [Downloadable!] (restricted)

  20. Poirier, Dale J & Melino, Angelo, 1978. "A Note on the Interpretation of Regression Coefficients within a Class of Truncated Distributions," Econometrica, Econometric Society, vol. 46(5), pages 1207-09, September. [Downloadable!] (restricted)

Books

  1. John Y. Campbell & Angelo Melino, 1990. "Econometric Methods and Financial Time Series," NBER Books, National Bureau of Economic Research, Inc, number camp90-1, September.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2004-07-11 Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (1) 2006-10-21 Author is listed
  3. NEP-ECM: Econometrics (1) 1999-07-28 Author is listed
  4. NEP-MAC: Macroeconomics (1) 2006-10-21 Author is listed
  5. NEP-UPT: Utility Models & Prospect Theory (1) 2006-10-21 Author is listed
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This page was last updated on 2009-11-18.

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.