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Angelo Melino

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

Personal Details

First Name:Angelo
Middle Name:
Last Name:Melino
Suffix:
RePEc Short-ID:pme69
http://www.economics.utoronto.ca/melino/
Dept of Economics University of Toronto 150 St. George St. Toronto, ON CANADA M5S 3G7
416-978-6541
Toronto, Canada
http://www.economics.utoronto.ca/

: (416) 978-4724

150 St. George Street, Toronto, Ontario
RePEc:edi:deutoca (more details at EDIRC)
Rimini, Italy
http://www.rcfea.org/

: +390541434142
+39054155431
Via Patara, 3, 47921 Rimini (RN)
RePEc:edi:rcfeait (more details at EDIRC)
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  1. Angelo Melino, 2010. "Canadian Monetary Policy: Lessons from the Crisis," Professional Reports 04_10, The Rimini Centre for Economic Analysis.
  2. Angelo Melino & Michael Parkin, 2010. "Greater Transparency Needed," e-briefs 102, C.D. Howe Institute.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. Angelo Melino, 1986. "The Term Structure of Interest Rates: Evidence and Theory," NBER Working Papers 1828, National Bureau of Economic Research, Inc.
  9. 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.
  10. Olivier J. Blanchard & Angelo Melino, 1984. "Cyclical Behavior of Prices and Quantities in the Automobile Market," NBER Working Papers 1325, National Bureau of Economic Research, Inc.
  1. Angelo Melino, 2011. "Moving Monetary Policy Forward: Why Small Steps - and a Lower Inflation Target - Make Sense for the Bank of Canada," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 319, January.
  2. Angelo Melino, 2010. "Measuring the cost of economic fluctuations with preferences that rationalize the equity premium," Canadian Journal of Economics, Canadian Economics Association, vol. 43(2), pages 405-422, May.
  3. 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. 0(Number 4), pages 35-52.
  4. Peerbocus, Nash & Melino, Angelo, 2007. "Export Demand Response in the Ontario Electricity Market," The Electricity Journal, Elsevier, vol. 20(9), pages 55-64, November.
  5. 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.
  6. 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.
  7. 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.
  8. Larry G. Epstein & Angelo Melino, 1995. "A Revealed Preference Analysis of Asset Pricing Under Recursive Utility," Review of Economic Studies, Oxford University Press, vol. 62(4), pages 597-618.
  9. 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.
  10. 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.
  11. Melino, Angelo & Turnbull, Stuart M., 1990. "Pricing foreign currency options with stochastic volatility," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 239-265.
  12. 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.
  13. 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.
  14. Campbell, John Y. & Melino, Angelo, 1990. "Editors' introduction," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 1-5.
  15. Melino, Angelo, 1988. " The Term Structure of Interest Rates: Evidence and Theory," Journal of Economic Surveys, Wiley Blackwell, vol. 2(4), pages 335-66.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. Angelo Melino, 1982. "Testing for Sample Selection Bias," Review of Economic Studies, Oxford University Press, vol. 49(1), pages 151-153.
  21. 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.
  1. John Y. Campbell & Angelo Melino, 1990. "Econometric Methods and Financial Time Series," NBER Books, National Bureau of Economic Research, Inc, number camp90-1, May.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (3) 2006-10-21 2010-08-06 2010-12-11. Author is listed
  2. NEP-CBA: Central Banking (2) 2010-08-06 2010-12-11. Author is listed
  3. NEP-MON: Monetary Economics (2) 2010-08-06 2010-12-11. Author is listed
  4. NEP-CMP: Computational Economics (1) 2004-07-11
  5. NEP-DGE: Dynamic General Equilibrium (1) 2006-10-21
  6. NEP-ECM: Econometrics (1) 1999-07-28
  7. NEP-FOR: Forecasting (1) 2010-08-06
  8. NEP-HPE: History & Philosophy of Economics (1) 2010-12-11
  9. NEP-UPT: Utility Models & Prospect Theory (1) 2006-10-21
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