The present project is related in the measurement of the risk and the improvement of the processes of monetary species. The main objective is to offer a methodology in the tickets administration because understanding of history is a situation that becomes in an advantage on the opportunities at...

This article describes the R package DEoptim which implements the differential evolution algorithm for the global optimization of a real-valued function of a real-valued parameter vector. The implementation of differential evolution in DEoptim interfaces with C code for efficiency. The utility...

The estimation of a jump-diffusion model via Differential Evolution is presented. Finding the maximum likelihood estimator for such processes is a tedious task due to the multimodality of the likelihood function. The performance of the Differential Evolution algorithm is compared to standard...

The estimation of a jump-diffusion model via Differential Evolution is presented. Finding the maximum likelihood estimator for such processes is a tedious task due to the multimodality of the likelihood function. The performance of the Differential Evolution algorithm is compared to standard...

This article describes the R package DEoptim which implements the differential evolution algorithm for the global optimization of a real-valued function of a real-valued parameter vector. The implementation of differential evolution in DEoptim interfaces with C code for efficiency. The utility...

In this paper we discuss the most recent developments of temporal disaggregation techniques carried out at ISTAT. They concern the extension from static to dynamic autoregressive distributed lag ADL regressions and the change to a state-space framework for the statistical treatment of temporal...

In this paper we discuss the most recent developments of temporal disaggregation techniques carried out at ISTAT. They concern the extension from static to dynamic autoregressive distributed lag ADL regressions and the change to a state-space framework for the statistical treatment of temporal...

We analyze determinacy in the baseline open-economy New Keynesian model developed by Gali and Monacelli (2005). We find that the open economy structure causes multifaceted behaviors in the system creating extra challenges for policy making. The degree of openness significantly affects...

This paper outlines the practical steps which need to be undertaken to use autoregressive integrated moving average (ARIMA) time series models for forecasting Irish inflation. A framework for ARIMA forecasting is drawn up. It considers two alternative approaches to the issue of identifying ARIMA...