Title:Early News Is Good News: the Effects of Market Opening on Market Volatility
Author(s):GALLO, Giampiero M.; PACINI, BarbaraDate:1998Type of Publication:ArticleAbstract:In this paper, we examine the characteristics of market opening news and its impact on the estimated coefficients of the conditional volatility models of the GARCH class. We find that the differences between the opening ...
Title:Early Retirement
Author(s):CONDE-RUIZ, Jose Ignacio; GALASSO, VincenzoDate:2000Type of Publication:Working PaperSeries/Report no.:EUI ECO
Title:Econometric Analyses with Backdated Data: Unified Germany and the Euro Area
Author(s):ANGELINI, Elena; MARCELLINO, MassimilianoDate:2011Type of Publication:ArticleAbstract:In this paper we compare alternative approaches for the construction of time series of macroeconomic variables for unified Germany prior to 1991, and then use them for the construction of corresponding time series for the ...
Title:The Econometric Analysis of Economic Policy
Author(s):BANERJEE, Anindya; HENDRY, David F.; MIZON, Grayham E.Date:1996Type of Publication:Working PaperSeries/Report no.:EUI ECO
Title:Econometric Analysis with Vector Autoregressive Models
Author(s):LUETKEPOHL, HelmutDate:2007Type of Publication:Working PaperSeries/Report no.:EUI ECOAbstract:Vector autoregressive (VAR) models for stationary and integrated variables are
reviewed. Model specification and parameter estimation are discussed and various uses of
these models for forecasting and economic analysis ...
Title:Econometric Models for Mixed-Frequency Data
Author(s):FORONI, ClaudiaDate:2012Type of Publication:ThesisSeries/Report no.:EUI PhD thesesAbstract:This thesis addresses different issues related to the use of mixed-frequency data. In the first chapter, I review, discuss and compare the main approaches proposed so far in the literature to deal with mixed-frequency data, ...
Title:An Economic Analysis of the Regulation of Pharmaceutical Markets
Author(s):SAURÍ, LluísDate:2012Type of Publication:ThesisSeries/Report no.:EUI PhD thesesAbstract:Regulation in pharmaceutical markets is pervasive in most countries, especially in Europe. The nature of existing regulations is diverse, as they serve a number of purposes: guaranteeing safety, efficacy and security of ...