Istituto di Economia Politica "Ettore Bocconi" Milano, Italy
Università Commerciale Luigi Bocconi
Grafton Building, Via Roentgen, 1, 20136 - Milano
RePEc:edi:iebocit (more details at EDIRC)
Research outputJump to: Working papers Articles
- Sitzia, Bruno & Iovino, Doriana, 2008. "Nonlinearities in Exchange rates: Double EGARCH Threshold Models for Forecasting Volatility," MPRA Paper 8661, University Library of Munich, Germany.
- Galati, Davide & Sitzia, Bruno, 2000. "Sovereign bond ratings and market spreads. a dynamic panel analysis," MPRA Paper 8984, University Library of Munich, Germany.
- Sitzia, Bruno, 1998.
"Rodolfo Benini e gli inizi dell'economia applicata in Italia
[Rodolfo Benini: the beginnings of applied economics in Italy]," MPRA Paper 29418, University Library of Munich, Germany, revised 2002.
- Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Sitzia, Bruno, 1976. "Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects," MPRA Paper 28944, University Library of Munich, Germany.
- Bianchi, Carlo & Calzolari, Giorgio & Ciriani, Tito A. & Corsi, Paolo & Cleur, Eugene M. & Sitzia, Bruno & Romagnoli, Gian C., 1976.
"Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971
[Analysis and stochastic simulation of a macro model of the Italian economy 1952-1971]," MPRA Paper 24423, University Library of Munich, Germany.
- Matteo Manera & Bruno Sitzia, 2005. "Empirical factor demands and flexible functional forms: a bayesian approach," Economic Systems Research, Taylor & Francis Journals, vol. 17(1), pages 57-75.
- Andrea Brasili & Bruno Sitzia, 2003. "Risk Related Non Linearities in Exchange Rates: Evidence from a Panel of Central and Eastern European Countries," Open Economies Review, Springer, vol. 14(2), pages 135-155, April.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Sitzia, Bruno & Iovino, Doriana, 2008.
"Nonlinearities in Exchange rates: Double EGARCH Threshold Models for Forecasting Volatility,"
8661, University Library of Munich, Germany.
- Burns, Kelly & Moosa, Imad A., 2015. "Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?," Economic Modelling, Elsevier, vol. 50(C), pages 27-39.
- Andrea Brasili & Bruno Sitzia, 2003.
"Risk Related Non Linearities in Exchange Rates: Evidence from a Panel of Central and Eastern European Countries,"
Open Economies Review,
Springer, vol. 14(2), pages 135-155, April.
- Juan Carlos Cuestas & Fabio Filipozzi & Karsten Staehr, 2015. "Uncovered Interest Parity in Central and Eastern Europe: Sample, Expectations and Structural Breaks," Working Papers 2015014, The University of Sheffield, Department of Economics.
- Juraj Valachy & Ev??en Ko?enda, 2003.
"Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad,"
William Davidson Institute Working Papers Series
2003-622, William Davidson Institute at the University of Michigan.
- Kocenda, Evzen & Valachy, Juraj, 2006. "Exchange rate volatility and regime change: A Visegrad comparison," Journal of Comparative Economics, Elsevier, vol. 34(4), pages 727-753, December.
- Juan Carlos Cuestas & Fabio Filipozzi & Karsten Staehr, 2017.
"Uncovered interest parity in Central and Eastern Europe: Expectations and structural breaks,"
Review of International Economics,
Wiley Blackwell, vol. 25(4), pages 695-710, September.
- Juan Carlos Cuestas & Karsten Staehr & Fabio Filipozzi, 2015. "Uncovered interest parity in Central and Eastern Europe : expectations and structural breaks," Bank of Estonia Working Papers wp2015-4, Bank of Estonia, revised 30 Dec 2015.
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