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Substitution possibilities for energy in the Italian economy : a general to specific econometric analysis

Morana, Claudio - 1997

Persistent link: https://www.econbiz.de/10000977767

Estimating long memory in the mark-dollar exchange rate with high frequency data

Morana, Claudio - In: Applied financial economics letters 2 (2006) 6, pp. 361-364

Persistent link: https://www.econbiz.de/10003397266

Energy substitution in Italy : an economic evaluation

Morana, Claudio - 2005

Persistent link: https://www.econbiz.de/10003228143

Insights on the global macro-finance interface : structural sources of risk factor fluctuations and the cross-section of expected stock returns

Morana, Claudio - In: Journal of empirical finance 29 (2014), pp. 64-79

Persistent link: https://www.econbiz.de/10011300504

The US dollar/euro exchange rate : structural modeling and forecasting during the recent financial crises

Morana, Claudio - In: Journal of forecasting 36 (2017) 8, pp. 919-935

Persistent link: https://www.econbiz.de/10011860924

Deterministic and stochastic methods for estimation of intra-day seasonal components with high frequency data

Beltratti, Andrea; Morana, Claudio - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 2, pp. 205-234

Persistent link: https://www.econbiz.de/10001603713

Substitution possibilities for energy in the Italian economy : a general to specific econometric analysis

Morana, Claudio - In: Giornale degli economisti e annali di economia 111 (1998) 3/4, pp. 325-358 = Vol. 57

Persistent link: https://www.econbiz.de/10001579460

A common trends model of UK core inflation

Bagliano, Fabio C.; Morana, Claudio - In: Empirical economics : a journal of the Institute for … 28 (2003) 1, pp. 157-172

Persistent link: https://www.econbiz.de/10001724138

Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks : New Insights on the US OIS Spreads Term Structure

Morana, Claudio - 2014

In the paper a general framework for large scale modeling of macroeconomic and financial time series is introduced. The proposed approach is characterized by simplicity of implementation, performing well independently of persistence and heteroskedasticity properties, accounting for common...

Persistent link: https://www.econbiz.de/10013063442

Does the stock market affect income distribution? : some empirical evidence for the US

Beltratti, Andrea; Morana, Claudio - In: Applied economics letters 14 (2007) 1/3, pp. 99-104

Persistent link: https://www.econbiz.de/10003448424