This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Citations of
Domenico Sartore

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Working papers | Articles | Access and download statistics

Working papers

  1. Monica Billio & Roberto Casarin & Domenico Sartore, 2007. "Bayesian Inference on Dynamic Models with Latent Factors," Working Papers 2007_34, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]

    Cited by:

    1. Monica Billio & Roberto Casarin, 2008. "Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods," Working Papers 0815, University of Brescia, Department of Economics. [Downloadable!]


Articles

  1. Domenico Sartore & Lucia Trevisan & Michele Trova & Francesca Volo, 2002. "US dollar/Euro exchange rate: a monthly econometric model for forecasting," European Journal of Finance, Taylor and Francis Journals, vol. 8(4), pages 480-501, December. [Downloadable!] (restricted)

    Cited by:

    1. Costas Karfakis, 2008. "What Determines the Forward Exchange Rate of the Euro?," Discussion Paper Series 2008_02, Department of Economics, University of Macedonia, revised Feb 2008. [Downloadable!]
    2. Costas Karfakis, 2006. "Is there an empirical link between the dollar price of the euro and the monetary fundamentals?," Applied Financial Economics, Taylor and Francis Journals, vol. 16(13), pages 973-980, September. [Downloadable!] (restricted)

  2. Monica Billio, Domenico Sartore, Carlo Toffano, 2000. "Combining forecasts: some results on exchange and interest rates," European Journal of Finance, Taylor and Francis Journals, vol. 6(2), pages 126-145, June. [Downloadable!] (restricted)

    Cited by:

    1. Piotr Wdowinski & Aneta Zglinska-Pietrzak, 2005. "The Warsaw Stock Exchange Index WIG: Modelling and Forecasting," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    2. Mark Greer, 2005. "Combination forecasting for directional accuracy: An application to survey interest rate forecasts," Journal of Applied Statistics, Taylor and Francis Journals, vol. 32(6), pages 607-615, August. [Downloadable!] (restricted)

  3. Carlo Carraro & Domenico Sartore, 1987. "Square Root Iterative Filter: Theory and Applications to Econometric Models," Annales d'Economie et de Statistique, ADRES, issue 6-7, pages 19, Avril-Sep. [Downloadable!]

    Cited by:

    1. Moïse Sidiropoulos & Jamel Trabelsi & Costas Karfakis, 2005. "Has the 'franc fort’ exchange rate policy affected the inflationary dynamics? Theory and new evidence," International Economic Journal, Korean International Economic Association, vol. 19(3), pages 379-395, September. [Downloadable!] (restricted)


Did you know? Use the JEL tree to browse through the database by subfields.

This page was last updated on 2009-11-8.


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.