Modeling and Forecasting Macroeconomic Downside Risk
Delle Monache, Davide, De Polis, Andrea, Petrella, Ivan
Published in Journal of business & economic statistics (02.07.2024)
Published in Journal of business & economic statistics (02.07.2024)
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Journal Article
Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model
Monache, Davide Delle, Petrella, Ivan, Venditti, Fabrizio
Published in Journal of business & economic statistics (02.10.2021)
Published in Journal of business & economic statistics (02.10.2021)
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Journal Article
Domestic and Global Determinants of Inflation: Evidence from Expectile Regression
Busetti, Fabio, Caivano, Michele, Delle Monache, Davide
Published in Oxford bulletin of economics and statistics (01.08.2021)
Published in Oxford bulletin of economics and statistics (01.08.2021)
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Journal Article
Adaptive models and heavy tails with an application to inflation forecasting
Delle Monache, Davide, Petrella, Ivan
Published in International journal of forecasting (01.04.2017)
Published in International journal of forecasting (01.04.2017)
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Journal Article
A structural time series approach to modelling multiple and resurgent meat scares in Italy
Mazzocchi, Mario, Monache, Davide Delle, Lobb, Alexandra E.
Published in Applied economics (10.08.2006)
Published in Applied economics (10.08.2006)
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Journal Article
The time-varying risk of Italian GDP
Busetti, Fabio, Caivano, Michele, Delle Monache, Davide, Pacella, Claudia
Published in Economic modelling (01.08.2021)
Published in Economic modelling (01.08.2021)
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Journal Article
A structural time series approach to modelling multiple and resurgent meat scares in Italy
Mazzocchi, Mario, Davide Delle Monache, Lobb, Alexandra E
Published in Applied economics (10.08.2006)
Get full text
Published in Applied economics (10.08.2006)
Journal Article
The time-varying risk of Italian GDP
Busetti, Fabio, Caivano, Michele, Davide Delle Monache, Pacella, Claudia
Published in IDEAS Working Paper Series from RePEc (01.01.2020)
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Published in IDEAS Working Paper Series from RePEc (01.01.2020)
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