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Information about:
Matteo Maria Pelagatti

Personal Details | Affiliation | Works
This is information that was supplied by Matteo Pelagatti in registering through RePEc. If you are Matteo Maria Pelagatti , 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: Matteo
Middle Name: Maria
Last Name: Pelagatti
Suffix:

RePEc Short-ID: ppe139

Email:
Homepage: http://www.statistica.unimib.it/utenti/p_matteo/
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Affiliation

(in no particular order)

Works

| Working papers | Articles | 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. 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!]

  2. 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!]

  3. Matteo Pelagatti, 2007. "Modelling good and bad volatility," Working Papers 20071101, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica. [Downloadable!]

  4. 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!]
    Other versions:

  5. Matteo M. Pelagatti, 2005. "Business cycle and sector cycles," Econometrics 0503006, EconWPA. [Downloadable!]

  6. Matteo M. Pelagatti & Stefania Rondena, 2005. "Dynamic Conditional Correlation with Elliptical Distributions," Econometrics 0503007, EconWPA. [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 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!]

Articles

  1. 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)

  2. RePEc:bep:sndecm:13:2009:1:1595-1595 is not listed on IDEAS

NEP Fields

7 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 (4) 2005-04-16 2005-04-16 2006-11-25 2007-11-10 Author is listed
  3. NEP-EEC: European Economics (2) 2008-03-08 2008-07-05 Author is listed
  4. NEP-ENE: Energy Economics (1) 2008-03-08
  5. NEP-ETS: Econometric Time Series (5) 2005-04-16 2005-04-16 2005-04-16 2006-11-25 2007-11-10 Author is listed
  6. NEP-MAC: Macroeconomics (3) 2005-04-16 2006-11-25 2008-07-05 Author is listed
  7. NEP-RMG: Risk Management (1) 2007-11-10
Did you know? Citation analysis on IDEAS includes online papers that are freely accessible and whose text could be automatically analyzed, currently about 210000 papers.

This page was last updated on 2009-11-13.

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.