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Analytic Hessian Matrices and the Computation of FIGARCH Estimates

Lombardi, Marco J.; Gallo, Giampiero M. - Dipartimento di Statistica, Informatica, Applicazioni … - 2002

Long memory in conditional variance is one of the empirical features of most financial time series. One class of models that was suggested to capture this behavior refers to the so-called Fractionally Integrated GARCH processes (Baillie, Bollerslev and Mikkelsen 1996) in which the ideas of...

Persistent link: https://www.econbiz.de/10005731538

Produttività, progresso tecnico ed efficienza nei paesi OCSE

Manello, Alessandro - Istituto di Ricerca sulla Crescita Economica … - 2008

framework is used in the convergence analysis to investigate the role of every single component in the process. The results in … term of ß-convergence are compared to other studies, to the evidence of s-convergence analysis and to the results obtained …

Persistent link: https://www.econbiz.de/10005087028

Analisi della crescita economica regionale e convergenza: un nuovo approccio teorico ed evidenza sull’Italia

Coccia, Mario - Istituto di Ricerca sulla Crescita Economica … - 2006

This paper proposes a new method to measure and analyse the typology of regional economic growth and convergence The … disequilibrating characteristic of the economic growth within the space. In particular the inner dynamics of convergence property are …

Persistent link: https://www.econbiz.de/10005087036

Il modello di specializzazione internazionale dell'Italia e dei principali paesi europei: omogeneitï¿½ e convergenza

Bugamelli, Matteo - Banca d'Italia - 2001

differences and convergence among European countries, which have become important issues since the birth of the European monetary … of the nineties, we find weak signs of convergence within the euro area; again Italy differs and shows a slower and more …

Persistent link: https://www.econbiz.de/10005770785