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Matteo Maria Pelagatti

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Personal Details

First Name: Matteo
Middle Name: Maria
Last Name: Pelagatti
Suffix:

RePEc Short-ID: ppe139

Email:
Homepage: http://www.statistica.unimib.it/utenti/p_matteo/
Postal Address: Via Bicocca degli Arcimboldi, 8 20126 Milano Italy
Phone: +390264485834

Affiliation

Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS)
Facoltà di Economia
Università degli Studi di Milano-Bicocca
Location: Milano, Italy
Homepage: http://dipeco.economia.unimib.it/
Email:
Phone: +39 02 6448 3089
Fax: +39 02 6448 3085
Postal: Piazza Ateneo Nuovo, 1 Milano 20126
Handle: RePEc:edi:dpmibit (more details at EDIRC)

Works

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Working papers

  1. Matteo Pelagatti, 2013. "Nonparametric tests for event studies under cross-sectional dependence," Working Papers 244, University of Milano-Bicocca, Department of Economics, revised May 2013.
  2. Matteo Pelagatti, 2012. "Supply Function Prediction in Electricity Auctions," Working Papers 20120301, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  3. Matteo Pelagatti & Emilio Colombo, 2012. "On the empirical failure of purchasing power parity tests," Working Papers 20120501, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  4. Matteo Pelagatti & Emilio Colombo, 2012. "Unpuzzling the Purchasing Power Parity Puzzle," Working Papers 221, University of Milano-Bicocca, Department of Economics, revised Mar 2012.
  5. Matteo Pelagatti, 2012. "Book Review: The Art of R Programming," Working Papers 20120303, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  6. Marco Fattore & Matteo Pelagatti & Giorgio Vittadini, 2012. "A least squares approach to latent variables extraction in formative-reflective models," Working Papers 20120302, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  7. Bruno Bosco & Lucia Parisio & Matteo Pelagatti, 2010. "Estimating Marginal Costs and Market Power in the Italian Electricity Auctions," Working Papers 20100201, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  8. Matteo Pelagatti & Pranab Sen, 2010. "A KPSS better than KPSS. Rank tests for short memory stationarity," Working Papers 20110201, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  9. 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.
  10. 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.
  11. Matteo Pelagatti, 2007. "Modelling good and bad volatility," Working Papers 20071101, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  12. 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.
  13. Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi, 2006. "Deregulated Wholesale Electricity Prices in Europe," Working Papers 20061001, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
  14. Bruno Bosco & Lucia Parisio & Matteo Pelagatti, 2006. "Deregulated Wholesale Electricity Prices in Italy," Working Papers 20060301, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Apr 2006.
  15. Matteo M. Pelagatti & Stefania Rondena, 2005. "Dynamic Conditional Correlation with Elliptical Distributions," Econometrics 0503007, EconWPA.
  16. Matteo M. Pelagatti, 2005. "Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications," Econometrics 0503008, EconWPA.
  17. Matteo M. Pelagatti, 2005. "Business cycle and sector cycles," Econometrics 0503006, EconWPA.
  18. Matteo Pelagatti & Peter Daniele Fuà & Caterina Galliani & Vincenzo Condemi, 2004. "Statistical investigation on the relation between car accidents and warm katabatic winds," Working Papers 20060401, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Feb 2006.
  19. 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.

Articles

  1. Pelagatti, Matteo M. & Sen, Pranab K., 2013. "Rank tests for short memory stationarity," Journal of Econometrics, Elsevier, vol. 172(1), pages 90-105.
  2. Bosco, Bruno & Parisio, Lucia & Pelagatti, Matteo, 2013. "Price-capping in partially monopolistic electricity markets with an application to Italy," Energy Policy, Elsevier, vol. 54(C), pages 257-266.
  3. Bosco, Bruno & Parisio, Lucia & Pelagatti, Matteo, 2012. "Strategic bidding in vertically integrated power markets with an application to the Italian electricity auctions," Energy Economics, Elsevier, vol. 34(6), pages 2046-2057.
  4. Matteo M. Pelagatti & Valeria Negri, 2010. "The Industrial Cycle of Milan as an Accurate Leading Indicator for the Italian Business Cycle," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing,CIRET, vol. 2010(2), pages 1-17.
  5. Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi, 2010. "Long-run relations in european electricity prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(5), pages 805-832.
  6. Pelagatti Matteo M, 2009. "Modelling Good and Bad Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(1), pages 1-20, March.
  7. 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.
  8. Matteo M. Pelagatti, . "State Space Methods in Ox/SsfPack," Journal of Statistical Software, American Statistical Association, vol. 41(i03).

NEP Fields

20 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2005-04-16
  2. NEP-ECM: Econometrics (10) 2005-04-16 2005-04-16 2006-05-27 2006-11-25 2007-11-10 2010-04-17 2011-02-26 2012-05-29 2012-05-29 2013-06-09. Author is listed
  3. NEP-EEC: European Economics (4) 2006-10-21 2007-09-24 2008-03-08 2008-07-05
  4. NEP-ENE: Energy Economics (6) 2006-05-27 2006-10-21 2007-09-24 2008-03-08 2010-03-06 2012-05-29. Author is listed
  5. NEP-ETS: Econometric Time Series (8) 2005-04-16 2005-04-16 2005-04-16 2006-05-27 2006-11-25 2007-11-10 2010-04-17 2011-02-26. Author is listed
  6. NEP-FMK: Financial Markets (1) 2006-05-27
  7. NEP-FOR: Forecasting (1) 2012-05-29
  8. NEP-MAC: Macroeconomics (3) 2005-04-16 2006-11-25 2008-07-05
  9. NEP-OPM: Open Economy Macroeconomics (1) 2012-04-23
  10. NEP-REG: Regulation (1) 2006-05-27
  11. NEP-RMG: Risk Management (1) 2007-11-10

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