IDEAS home Printed from https://ideas.repec.org/e/pot5.html
   My authors  Follow this author

Edoardo Otranto

Personal Details

First Name:Edoardo
Middle Name:
Last Name:Otranto
Suffix:
RePEc Short-ID:pot5
[This author has chosen not to make the email address public]
https://sites.google.com/site/edoardootranto/home
Terminal Degree:1997 (from RePEc Genealogy)

Affiliation

(50%) Centro Ricerche Nord Sud (CRENoS)

Cagliari, Italy
http://www.crenos.unica.it/
RePEc:edi:crenoit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. L. Scaffidi Domianello & E. Otranto, 2023. "On the relationship between Markov Switching inference and Fuzzy Clustering: A Monte Carlo evidence," Working Paper CRENoS 202304, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  2. Giampiero M. Gallo & Demetrio Lacava & Edoardo Otranto, 2023. "Volatility jumps and the classification of monetary policy announcements," Papers 2305.12192, arXiv.org.
  3. L. Scaffidi Domianello & G.M. Gallo & E. Otranto, 2022. "Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS," Working Paper CRENoS 202205, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  4. G.M. Gallo & D. Lacava & E. Otranto, 2020. "Measuring the Effects of Unconventional Policies on Stock Market Volatility," Working Paper CRENoS 202006, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  5. Giampiero M. Gallo & Demetrio Lacava & Edoardo Otranto, 2020. "On Classifying the Effects of Policy Announcements on Volatility," Papers 2011.14094, arXiv.org, revised Feb 2021.
  6. Demetrio Lacava & Giampiero M. Gallo & Edoardo Otranto, 2020. "Unconventional Policies Effects on Stock Market Volatility: A MAP Approach," Papers 2010.08259, arXiv.org, revised Mar 2021.
  7. L. Bauwens & E. Otranto, 2020. "Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models," Working Paper CRENoS 202007, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  8. Fabrizio Cipollini & Giampiero M. Gallo & Edoardo Otranto, 2019. "Realized Volatility Forecasting: Robustness to Measurement Errors," Econometrics Working Papers Archive 2019_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  9. BAUWENS Luc, & OTRANTO Edoardo,, 2018. "Nonlinearities and regimes in conditional correlations with different dynamics," LIDAM Discussion Papers CORE 2018009, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  10. A. Di Pino & M.G. Campolo & E. Otranto, 2018. "Reducing Bias in a Matching Estimation of Endogenous Treatment Effect," Working Paper CRENoS 201805, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  11. Giampiero M. Gallo & Edoardo Otranto, 2017. "Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach," Econometrics Working Papers Archive 2017_05, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  12. E. Otranto & M. Mucciardi, 2017. "Clustering Space-Time Series: A Flexible STAR Approach," Working Paper CRENoS 201707, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  13. M. Mucciardi & E. Otranto, 2016. "A Flexible Specification of Space–Time AutoRegressive Models," Working Paper CRENoS 201608, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  14. Luc Bauwens & Edoardo Otranto, 2016. "Modeling the dependence of conditional correlations on market volatility," LIDAM Reprints CORE 2924, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  15. Giampiero M. Gallo & Edoardo Otranto, 2016. "Combining Markov Switching and Smooth Transition in Modeling Volatility: A Fuzzy Regime MEM," Econometrics Working Papers Archive 2016_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  16. Claudio Detotto & Edoardo Otranto & Riccardo Marselli, 2015. "Analisi degli effetti del residuo fiscale," Post-Print hal-03104990, HAL.
  17. Maria Giovanna Brandano & Claudio Detotto & Marta Meleddu & Edoardo Otranto & Manuela Pulina, 2015. "Il residuo fiscale nelle regioni italiane," Post-Print hal-03104989, HAL.
  18. E. Otranto, 2015. "Adding Flexibility to Markov Switching Models," Working Paper CRENoS 201509, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  19. Giampiero M. Gallo & Edoardo Otranto, 2014. "Forecasting Realized Volatility with Changes of Regimes," Econometrics Working Papers Archive 2014_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", revised Feb 2014.
  20. P. Bertuccelli & M. Mucciardi & E. Otranto, 2014. "Spatial Effects in Dynamic Conditional Correlations," Working Paper CRENoS 201406, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  21. L. Bauwens & E. Otranto, 2013. "Modeling the Dependence of Conditional Correlations on Volatility," Working Paper CRENoS 201304, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  22. R. Gargano & E. Otranto, 2013. "Financial Clustering in Presence of Dominant Markets," Working Paper CRENoS 201318, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  23. E. Otranto, 2012. "The Markov Switching Asymmetric Multiplicative Error Model," Working Paper CRENoS 201205, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  24. Giampiero M. Gallo & Edoardo Otranto, 2012. "Volatility Swings in the US Financial Markets," Econometrics Working Papers Archive 2012_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", revised Jul 2012.
  25. A. Debòn & S. Haberman & F. Montes & E. Otranto, 2012. "Model effect on projected mortality indicators," Working Paper CRENoS 201215, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  26. A. Khalifa & S. Hammoudeh & E. Otranto, 2012. "Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment," Working Paper CRENoS 201209, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  27. E. Otranto, 2012. "Spillover Effects in the Volatility of Financial Markets," Working Paper CRENoS 201217, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  28. Giampiero M. Gallo & Edoardo Otranto, 2012. "Realized Volatility and Change of Regimes," Econometrics Working Papers Archive 2012_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", revised Jul 2012.
  29. A. Khalifa & S. Hammoudeh & E. Otranto & S. Ramchander, 2012. "Volatility Transmission across Currency, Commodity and Equity Markets under Multi-Chain Regime Switching: Implications for Hedging and Portfolio Allocation," Working Paper CRENoS 201214, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  30. C. Detotto & E. Otranto, 2011. "Cycles in Crime and Economy Revised," Working Paper CRENoS 201107, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  31. E. Otranto, 2011. "Classification of Volatility in Presence of Changes in Model Parameters," Working Paper CRENoS 201113, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  32. C. Detotto & E. Otranto, 2010. "A Time Varying Parameter Approach to Analyze the Macroeconomic Consequences of Crime," Working Paper CRENoS 201002, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  33. Claudio Detotto & Edoardo Otranto, 2010. "Does Crime Affect Economic Growth?," Post-Print hal-01972848, HAL.
  34. C. Detotto & E. Otranto, 2010. "Cycles in Crime and Economy: Leading, Lagging and Coincident Behaviors," Working Paper CRENoS 201023, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  35. E. Otranto, 2009. "Improving the Forecasting of Dynamic Conditional Correlation: a Volatility Dependent Approach," Working Paper CRENoS 200917, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  36. Claudio Detotto & Edoardo Otranto, 2009. "Misura dell’effetto criminalità sull’economia italiana," Post-Print hal-03104973, HAL.
  37. E. Otranto, 2008. "Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching," Working Paper CRENoS 200810, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  38. E. Otranto, 2008. "Identifying Financial Time Series with Similar Dynamic Conditional Correlation," Working Paper CRENoS 200817, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  39. JdD Tena & E. Otranto, 2008. "A Realistic Model for Official Interest Rates," Working Paper CRENoS 200802, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  40. F. Lisi & E. Otranto, 2008. "Clustering Mutual Funds by Return and Risk Levels," Working Paper CRENoS 200813, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  41. M. Bigeco & E. Grosso & E. Otranto, 2008. "Recognizing and Forecasting the Sign of Financial Local Trends using Hidden Markov Models," Working Paper CRENoS 200803, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  42. E. Otranto, 2008. "Clustering Heteroskedastic Time Series by Model-Based Procedures," Working Paper CRENoS 200801, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  43. Giampiero Gallo & Edoardo Otranto, 2007. "Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach," Econometrics Working Papers Archive wp2007_11, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  44. Giampiero Gallo & Edoardo Otranto, 2006. "Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model," Econometrics Working Papers Archive wp2006_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  45. Tena Horrillo, Juan de Dios & Otranto, Edoardo, 2006. "Modelling the discrete and infrequent official interest rate change in the UK," DES - Working Papers. Statistics and Econometrics. WS ws062007, Universidad Carlos III de Madrid. Departamento de Estadística.
  46. Edoardo Otranto, 2005. "Extraction of Common Signal from Series with Different Frequency," Econometrics 0502011, University Library of Munich, Germany.
  47. Otranto, Edoardo & Calzolari, Giorgio & Di Iorio, Francesca, 2005. "Indirect estimation of Markov switching models with endogenous switching," MPRA Paper 22983, University Library of Munich, Germany, revised 2005.
  48. Giampiero M. Gallo & Edoardo Otranto, 2005. "Volatility Transmission in Financial Markets: A New Approach," Econometrics Working Papers Archive wp2005_10, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  49. Giancarlo bruno & Edoardo Otranto, 2004. "The Choice of Time Interval in Seasonal Adjustment: A Heuristic Approach," Econometrics 0402008, University Library of Munich, Germany.
  50. Bruno Giancarlo & Edoardo Otranto, 2004. "Dating the Italian BUsiness Cycle: A Comparison of Procedures," ISAE Working Papers 41, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  51. Edoardo Otranto, 2004. "Classifying the Markets Volatility with ARMA Distance Measures," Econometrics 0402009, University Library of Munich, Germany, revised 05 Mar 2004.
  52. Edoardo Otranto, 2003. "the Multi-State Markov Switching Model," Econometrics 0311001, University Library of Munich, Germany.
  53. Roberto Iannaccone & Edoardo Otranto, 2003. "Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter," Econometrics 0311002, University Library of Munich, Germany.
  54. Bruno Giancarlo & Edoardo Otranto, 2001. "The Choice of Time Interval in Seasonal Adjustment: Characterization and Tools," ISAE Working Papers 21, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  55. Edoardo Otranto & Giampiero M. Gallo, 2001. "A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models," Econometrics Working Papers Archive wp2001_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

Articles

  1. Demetrio Lacava & Giampiero M. Gallo & Edoardo Otranto, 2022. "Unconventional policies effects on stock market volatility: The MAP approach," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(5), pages 1245-1265, November.
  2. Ana Debón & Steven Haberman & Francisco Montes & Edoardo Otranto, 2021. "Do Different Models Induce Changes in Mortality Indicators? That Is a Key Question for Extending the Lee-Carter Model," IJERPH, MDPI, vol. 18(4), pages 1-16, February.
  3. Cipollini, Fabrizio & Gallo, Giampiero M. & Otranto, Edoardo, 2021. "Realized volatility forecasting: Robustness to measurement errors," International Journal of Forecasting, Elsevier, vol. 37(1), pages 44-57.
  4. Mariagrazia Fallanca & Antonio Fabio Forgione & Edoardo Otranto, 2021. "Do the Determinants of Non-Performing Loans Have a Different Effect over Time? A Conditional Correlation Approach," JRFM, MDPI, vol. 14(1), pages 1-15, January.
  5. Maria Grazia Fallanca & Antonio Fabio Forgione & Edoardo Otranto, 2020. "Forecasting the macro determinants of bank credit quality: a non-linear perspective," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 21(4), pages 423-443, August.
  6. Bauwens, Luc & Otranto, Edoardo, 2020. "Nonlinearities and regimes in conditional correlations with different dynamics," Journal of Econometrics, Elsevier, vol. 217(2), pages 496-522.
  7. Edoardo Otranto & Massimo Mucciardi, 2019. "Clustering space-time series: FSTAR as a flexible STAR approach," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(1), pages 175-199, March.
  8. Giampiero M. Gallo & Edoardo Otranto, 2018. "Combining sharp and smooth transitions in volatility dynamics: a fuzzy regime approach," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 67(3), pages 549-573, April.
  9. Edoardo Otranto & Massimo Mucciardi & Pietro Bertuccelli, 2016. "Spatial effects in dynamic conditional correlations," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(4), pages 604-626, March.
  10. Khalifa, Ahmed A.A. & Otranto, Edoardo & Hammoudeh, Shawkat & Ramchander, Sanjay, 2016. "Volatility transmission across currencies and commodities with US uncertainty measures," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 63-83.
  11. Luc Bauwens & Edoardo Otranto, 2016. "Modeling the Dependence of Conditional Correlations on Market Volatility," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 254-268, April.
  12. Edoardo Otranto, 2015. "Capturing the Spillover Effect With Multiplicative Error Models," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(15), pages 3173-3191, August.
  13. Gallo, Giampiero M. & Otranto, Edoardo, 2015. "Forecasting realized volatility with changing average levels," International Journal of Forecasting, Elsevier, vol. 31(3), pages 620-634.
  14. Edoardo Otranto & Romana Gargano, 2015. "Financial clustering in presence of dominant markets," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 9(3), pages 315-339, September.
  15. Khalifa, Ahmed A.A. & Hammoudeh, Shawkat & Otranto, Edoardo, 2014. "Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets," Economic Modelling, Elsevier, vol. 41(C), pages 365-374.
  16. Khalifa, Ahmed A.A. & Hammoudeh, Shawkat & Otranto, Edoardo, 2014. "Patterns of volatility transmissions within regime switching across GCC and global markets," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 512-524.
  17. Edoardo Otranto, 2013. "Volatility clustering in the presence of time-varying model parameters," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(4), pages 901-915.
  18. Juan de Dios Tena & Edoardo Otranto, 2011. "A realistic model for official interest rate movements and their consequences," Applied Economics, Taylor & Francis Journals, vol. 43(29), pages 4431-4447.
  19. Claudio Detotto & Edoardo Otranto, 2010. "Does Crime Affect Economic Growth?," Kyklos, Wiley Blackwell, vol. 63(3), pages 330-345, August.
  20. Edoardo Otranto, 2010. "Asset allocation using flexible dynamic correlation models with regime switching," Quantitative Finance, Taylor & Francis Journals, vol. 10(3), pages 325-338.
  21. Otranto, Edoardo, 2010. "Identifying financial time series with similar dynamic conditional correlation," Computational Statistics & Data Analysis, Elsevier, vol. 54(1), pages 1-15, January.
  22. Gallo, Giampiero M. & Otranto, Edoardo, 2008. "Volatility spillovers, interdependence and comovements: A Markov Switching approach," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3011-3026, February.
  23. Bruno, Giancarlo & Otranto, Edoardo, 2008. "Models to date the business cycle: The Italian case," Economic Modelling, Elsevier, vol. 25(5), pages 899-911, September.
  24. Otranto, Edoardo, 2008. "Clustering heteroskedastic time series by model-based procedures," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4685-4698, June.
  25. Giancarlo Bruno & Edoardo Otranto, 2006. "The choice of time interval in seasonal adjustment: A heuristic approach," Statistical Papers, Springer, vol. 47(3), pages 393-417, June.
  26. Edoardo Otranto, 2006. "Extracting a Common Cycle from Series with Different Frequency: An Application to the Italian Economy," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2005(3), pages 407-429.
  27. Anindya Banerjee & Giampiero Gallo & Edoardo Otranto, 2006. "Frontiers in Time Series Analysis: Introduction," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 679-682, December.
  28. Edoardo Otranto, 2005. "The multi-chain Markov switching model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(7), pages 523-537.
  29. Edoardo Otranto & Giampiero Gallo, 2002. "A Nonparametric Bayesian Approach To Detect The Number Of Regimes In Markov Switching Models," Econometric Reviews, Taylor & Francis Journals, vol. 21(4), pages 477-496.

    RePEc:taf:apfiec:v:17:y:2007:i:8:p:659-670 is not listed on IDEAS

Chapters

  1. Edoardo Otranto & Alessandro Trudda, 2008. "Classifying Italian Pension Funds via GARCH Distance," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 189-197, Springer.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Abstract Views in RePEc Services over the past 12 months
  2. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  3. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  4. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 47 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-ECM: Econometrics (28) 2003-11-09 2003-11-09 2004-02-23 2004-02-23 2005-04-16 2007-01-28 2007-01-28 2008-02-16 2008-03-08 2009-01-10 2010-01-23 2011-08-02 2012-04-10 2012-07-23 2013-03-16 2014-03-08 2014-08-09 2015-09-18 2015-09-26 2016-04-23 2017-01-22 2017-09-03 2017-09-17 2018-05-14 2019-07-15 2020-12-07 2020-12-14 2023-05-15. Author is listed
  2. NEP-ETS: Econometric Time Series (28) 2003-11-09 2003-11-09 2004-02-23 2004-02-23 2005-04-16 2007-01-28 2007-01-28 2008-02-16 2008-03-08 2008-05-17 2010-01-23 2011-08-02 2012-04-10 2012-07-23 2013-03-16 2013-06-04 2014-03-08 2014-08-09 2015-09-18 2015-09-26 2016-04-23 2017-01-22 2017-09-03 2017-09-17 2019-07-15 2020-12-07 2023-01-09 2023-05-15. Author is listed
  3. NEP-ORE: Operations Research (14) 2008-02-16 2008-03-08 2008-05-17 2008-07-30 2009-01-10 2010-01-23 2014-03-08 2015-09-18 2015-09-26 2016-04-23 2017-09-03 2019-07-15 2020-12-07 2021-01-11. Author is listed
  4. NEP-RMG: Risk Management (7) 2008-08-06 2014-03-08 2017-09-03 2019-07-15 2020-12-07 2021-01-11 2023-01-09. Author is listed
  5. NEP-FMK: Financial Markets (6) 2008-07-30 2008-08-06 2012-07-14 2012-07-23 2012-08-23 2020-11-02. Author is listed
  6. NEP-FOR: Forecasting (6) 2008-03-08 2010-01-23 2012-07-23 2014-03-08 2020-11-02 2021-01-11. Author is listed
  7. NEP-MON: Monetary Economics (5) 2006-11-18 2008-02-23 2020-11-02 2023-06-19 2023-07-10. Author is listed
  8. NEP-CBA: Central Banking (4) 2006-11-18 2008-02-23 2020-11-02 2023-06-19
  9. NEP-MAC: Macroeconomics (4) 2006-11-18 2008-02-23 2010-11-27 2011-05-14
  10. NEP-EEC: European Economics (3) 2020-11-02 2020-12-14 2021-01-11
  11. NEP-URE: Urban and Real Estate Economics (3) 2014-08-09 2017-01-22 2017-09-17
  12. NEP-BAN: Banking (2) 2023-06-19 2023-07-10
  13. NEP-LAW: Law and Economics (2) 2010-11-27 2011-05-14
  14. NEP-SEA: South East Asia (2) 2007-01-28 2008-05-17
  15. NEP-AGE: Economics of Ageing (1) 2012-07-23
  16. NEP-DEM: Demographic Economics (1) 2012-07-23
  17. NEP-DGE: Dynamic General Equilibrium (1) 2003-11-09
  18. NEP-ENE: Energy Economics (1) 2012-05-08
  19. NEP-FIN: Finance (1) 2004-02-23
  20. NEP-GEO: Economic Geography (1) 2017-09-17
  21. NEP-MFD: Microfinance (1) 2023-07-10

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Edoardo Otranto should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.