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Information about:
Paolo Zagaglia

Personal Details | Affiliation | Works
This is information that was supplied by Paolo Zagaglia in registering through RePEc. If you are Paolo Zagaglia , 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.

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Personal Details

First Name: Paolo
Middle Name:
Last Name: Zagaglia
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RePEc Short-ID: pza65

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Homepage: http://pz.pcriot.com
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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. Zagaglia, Paolo, 2009. "Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback," Research Papers in Economics 2009:14, Stockholm University, Department of Economics. [Downloadable!]

  2. Marzo, Massimiliano & Zagaglia, Paolo, 2009. "A Further Look at the 2004 Reform of the Operational Framework of the ECB," Research Papers in Economics 2009:8, Stockholm University, Department of Economics. [Downloadable!]
    Other versions:

  3. Zagaglia, Paolo, 2009. "Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model," Research Papers in Economics 2009:7, Stockholm University, Department of Economics. [Downloadable!]

  4. Marzo, Massimiliano & Zagaglia, Paolo, 2009. "The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They?," Research Papers in Economics 2009:1, Stockholm University, Department of Economics. [Downloadable!]

  5. Zagaglia, Paolo, 2009. "What Drives the Term Structure in the Euro Area? Evidence from a Model with Feedback," Research Papers in Economics 2009:12, Stockholm University, Department of Economics. [Downloadable!]

  6. Zagaglia, Paolo, 2009. "Monetary Asset Substitution in the Euro Area," MPRA Paper 17878, University Library of Munich, Germany. [Downloadable!]

  7. L. Marattin & M. Marzo & P. Zagaglia, 2009. "Distortionary tax instruments and implementable monetary policy," Working Papers 684, Dipartimento Scienze Economiche, Universita' di Bologna. [Downloadable!]

  8. Spargoli, Fabrizio & Zagaglia, Paolo, 2008. "The co-movements along the forward curve of natural gas futures: a structural view ," Research Discussion Papers 26/2008, Bank of Finland. [Downloadable!]

  9. Marzo, Massimiliano & Zagaglia, Paolo, 2008. "Determinacy of Interest Rate Rules with Bond Transaction Services in a Cashless Economy," Research Papers in Economics 2008:7, Stockholm University, Department of Economics. [Downloadable!]
    Other versions:

  10. Marzo, Massimiliano & Romagnoli , Silvia & Zagaglia, Paolo, 2008. "A Continuous-Time Model of the Term Structure of Interest Rates with Fiscal-Monetary Policy Interactions," Research Papers in Economics 2008:6, Stockholm University, Department of Economics. [Downloadable!]
    Other versions:

  11. Zagaglia, Paolo, 2008. "Money-market segmentation in the Euro area: what has changed during the turmoil?," Research Discussion Papers 23/2008, Bank of Finland. [Downloadable!]
    Other versions:

  12. Zagaglia, Paolo, 2008. "The Sources of Volatility Transmission in the Euro Area Money Market: From Longer Maturities to the Overnight?," Research Papers in Economics 2008:5, Stockholm University, Department of Economics. [Downloadable!]

  13. Spargoli, Fabrizio & Zagaglia, Paolo, 2007. "Along the Forward Curve for Natural Gas: Unobservable Shocks and Dynamic Correlations," Research Papers in Economics 2007:16, Stockholm University, Department of Economics. [Downloadable!]

  14. Spargoli, Fabrizio & Zagaglia, Paolo, 2007. "The Comovements between Futures Markets for Crude Oil: Evidence from a Structural GARCH Model," Research Papers in Economics 2007:15, Stockholm University, Department of Economics. [Downloadable!]

  15. Marzo, Massimiliano & Zagaglia, Paolo, 2007. "Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets," Research Papers in Economics 2007:11, Stockholm University, Department of Economics. [Downloadable!]
    Other versions:

  16. Zagaglia, Paolo, 2007. "Distortionary Tax Instruments and Implementable Monetary Policy," Research Papers in Economics 2007:5, Stockholm University, Department of Economics. [Downloadable!]

  17. Marzo, Massimiliano & Zagaglia, Paolo, 2007. "Volatility forecasting for crude oil futures," Research Papers in Economics 2007:9, Stockholm University, Department of Economics. [Downloadable!]
    Other versions:

  18. Zagaglia, Paolo, 2006. "Does the Yield Spread Predict the Output Gap in the U.S.?," Research Papers in Economics 2006:5, Stockholm University, Department of Economics. [Downloadable!]

  19. Zagaglia, Paolo, 2006. "The Predictive Power of the Yield Spread under the Veil of Time," Research Papers in Economics 2006:4, Stockholm University, Department of Economics. [Downloadable!]

  20. Paolo Zagaglia & Massimiliano Marzo & Ingvar Strid, 2006. "Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model," Computing in Economics and Finance 2006 392, Society for Computational Economics.

  21. Massimiliano Marzo & Ulf Sodestrom & Paolo Zagaglia, 2006. "Monetary Policy and the Term Structure: A Fully Structural DSGE approach," Computing in Economics and Finance 2006 352, Society for Computational Economics.

  22. Marzo, Massimiliano & Strid, Ingvar & Zagaglia, Paolo, 2006. "Optimal Opportunistic Monetary Policy in a New-Keynesian Model," Research Papers in Economics 2006:8, Stockholm University, Department of Economics. [Downloadable!]
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  23. Paolo ZAGAGLIA, 2002. "Matlab Implementation of the AIM Algorithm: A Beginner's Guide," Working Papers 169, Universita' Politecnica delle Marche (I), Dipartimento di Economia.

  24. Paolo ZAGAGLIA, 2002. "On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands," Working Papers 162, Universita' Politecnica delle Marche (I), Dipartimento di Economia.
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    Published as:

Articles

  1. Paolo Zagaglia, 2009. "Fractional integration of inflation rates: a note," Applied Economics Letters, Taylor and Francis Journals, vol. 16(11), pages 1103-1105. [Downloadable!] (restricted)

  2. Marzo, Massimiliano & Zagaglia, Paolo, 2008. "A note on the conditional correlation between energy prices: Evidence from future markets," Energy Economics, Elsevier, vol. 30(5), pages 2454-2458, September. [Downloadable!] (restricted)

  3. Paolo Zagaglia, 2007. "Operational Fiscal and Monetary Policy with Staggered Wage and Price Dynamics," Finnish Economic Papers, Finnish Economic Association, vol. 20(2), pages 121-138, Autumn. [Downloadable!]

  4. Paolo Zagaglia, 2006. "How reliable are Taylor rules? A view from asymmetry in the U.S. Fed funds rate," Economics Bulletin, Economics Bulletin, vol. 5(14), pages 1-11. [Downloadable!]

  5. Paolo Zagaglia, 2005. "Solving Rational-Expectations Models through the Anderson-Moore Algorithm: An Introduction to the Matlab Implementation," Computational Economics, Springer, vol. 26(1), pages 91-106, August. [Downloadable!] (restricted)

  6. Paolo ZAGAGLIA, 2002. "On (Sub) Optimal Monetary Policy Rules under Untied Fiscal Hands," Rivista Italiana degli Economisti, SIE - Societa' Italiana degli Economisti (I), vol. 2(3), pages 219-248, August. [Downloadable!] (restricted)
    Other versions:

NEP Fields

27 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (15) 2006-06-24 2006-10-07 2007-03-03 2007-05-26 2008-08-14 2008-08-14 2008-11-11 2008-11-18 2008-11-18 2009-02-28 2009-05-09 2009-05-16 2009-05-23 2009-06-10 2009-10-24 Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (5) 2008-08-14 2008-08-14 2008-11-18 2009-05-23 2009-06-10 Author is listed
  3. NEP-EEC: European Economics (5) 2008-05-31 2008-11-11 2009-05-09 2009-05-16 2009-05-23 Author is listed
  4. NEP-ENE: Energy Economics (8) 2007-06-30 2007-06-30 2007-08-14 2007-08-14 2007-08-18 2007-09-02 2009-01-24 2009-02-22 Author is listed
  5. NEP-ETS: Econometric Time Series (2) 2007-06-30 2007-06-30
  6. NEP-FMK: Financial Markets (5) 2007-08-14 2008-05-31 2008-11-18 2009-01-24 2009-05-09 Author is listed
  7. NEP-FOR: Forecasting (6) 2006-06-24 2006-06-24 2007-06-30 2007-08-14 2009-02-22 2009-06-10 Author is listed
  8. NEP-IFN: International Finance (1) 2009-02-28
  9. NEP-MAC: Macroeconomics (14) 2006-06-24 2006-06-24 2006-10-07 2007-03-03 2007-05-26 2008-05-31 2008-08-14 2008-11-11 2008-11-18 2008-11-18 2009-02-22 2009-02-28 2009-05-23 2009-06-10 Author is listed
  10. NEP-MON: Monetary Economics (15) 2006-10-07 2007-03-03 2007-05-26 2008-05-31 2008-08-14 2008-08-14 2008-11-11 2008-11-18 2008-11-18 2009-02-28 2009-05-09 2009-05-16 2009-05-23 2009-06-10 2009-10-24 Author is listed
  11. NEP-MST: Market Microstructure (3) 2008-05-31 2008-11-11 2009-05-09
  12. NEP-ORE: Operations Research (1) 2009-06-10
  13. NEP-PBE: Public Economics (1) 2007-05-26
  14. NEP-RMG: Risk Management (4) 2007-06-30 2007-06-30 2007-08-18 2007-09-02
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This page was last updated on 2009-12-12.

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