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Bayesian Markov switching stochastic correlation models
Casarin, Roberto; Tronzano, Marco; Sartore, Domenico - 2013
Persistent link: https://www.econbiz.de/10011631746
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Bayesian Markov Switching Stochastic Correlation Models
Casarin, Roberto - 2015
This paper builds on Asai and McAleer (2009) and develops a new multivariate Dynamic Conditional Correlation (DCC) model where the parameters of the correlation dynamics and those of the log-volatility process are driven by two latent Markov chains. We outline a suitable Bayesian inference...
Persistent link: https://www.econbiz.de/10013035516
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Assessing the credibility of a target zone : an alternative approach applied to France (1988 - 1993)
Tronzano, Marco - 1994
Persistent link: https://www.econbiz.de/10000930346
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Crescita, convergenza e strategie di sviluppo : alcune riflessioni
Tronzano, Marco - In: Economia internazionale 46 (1994) 4, pp. 403-430
Persistent link: https://www.econbiz.de/10001157855
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Time consistency of macroeconomic policy in an open economy : a survey of the theoretical literature
Tronzano, Marco - In: Giornale degli economisti e annali di economia 55 (1996) 1, pp. 3-47
Persistent link: https://www.econbiz.de/10001211469
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Imperfect credibility in a target zone : a new approach and some evidence from European countries
Tronzano, Marco - In: Economia internazionale 49 (1996) 3, pp. 447-470
Persistent link: https://www.econbiz.de/10001214211
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Aspetti teorici dei modelli di determinazione del tasso di cambio
Tronzano, Marco - In: Note economiche : rivista economica del Monte dei … (1986), pp. 91-121
Persistent link: https://www.econbiz.de/10001071577
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Su alcuni problemi di modellizzazione del tasso di cambio
Tronzano, Marco - In: Rivista di politica economica 78 (1988) 1, pp. 39-56
Persistent link: https://www.econbiz.de/10001061263
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Assessing the volatility of the euro on foreign exchange markets : further empirical evidence and policy implications
Tronzano, Marco - In: Economia internazionale 62 (2009) 1, pp. 103-131
Persistent link: https://www.econbiz.de/10003853999
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The expectations hypothesis of the term structure : further empirical evidence for India (1996 - 2013)
Tronzano, Marco - In: Economia internazionale 68 (2015) 3, pp. 401-421
Persistent link: https://www.econbiz.de/10011348834