Experiments of stochastic simulation on a macro model of the Italian economy; this paper describes the first results produced by the research team.

Some results os stochastic simulation of a small Italian macroeconometric model are presented.

This paper comments the content and methodology of an article published in 1907 by Rodolfo Benini, an Italian statistician active at the beginning o last century, that is credited by Carl F. Christ (A.E.R., 1985)to have been the first to use multiple regression as an instrument of applied demand...

This paper illustrates how to specify and test a Double Threshold EGARCH Model for some important exchange rates. The analysis is monthly and refers to the period 1990.01-2007.06. The procedure involves testing for Threshold effects the residuals of a linear autoregressive model of the exchange...

Abstract This paper applies a measure of country risk to determine the evolution of credit spreads on secondary market sovereign bonds issued by emerging countries. After the Mexican financial crisis in 1995, this market has been characterised by a sharp decline of spreads which, by mid-1997,...