CAVICCHIOLI, MADDALENA

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Pubblicazioni (Tutti)

Risultati 1 - 20 di 34 (tempo di esecuzione: 0.0 secondi).

	Titolo	Data di pubblicazione	Autore(i)
1	Weak VARMA Representations of Regime-Switching State-Space Models	2016	Cavicchioli, Maddalena
2	Validating Markov Switching VAR Through Spectral Representations	2016	Billio, Monica; Cavicchioli, Maddalena
3	Third and fourth moments of vector autoregressions with regime switching	2017	Cavicchioli, Maddalena
4	Testing threshold cointegration in Wagner’s Law: The role of military spending	2016	Cavicchioli, Maddalena; Pistoresi, Barbara
5	Testing threshold cointegration in Wagner's Law: the role of military spending	2016	Cavicchioli, Maddalena; Pistoresi, Barbara
6	Structural Macroeconomic Analysis for Dynamic Factor Models	2010	M. Cavicchioli
7	Statistical Analysis of Mixture Vector Autoregressive Models	2016	Cavicchioli, Maddalena
8	Statistical Analysis of Markov Switching DSGE Models	2018	Cavicchioli, Maddalena
9	Spectral Representation and Autocovariance Structure of Markov Switching DSGE Models	2019	Cavicchioli, Maddalena
10	Spectral Density of Markov Switching VARMA Models	2013	M. Cavicchioli
11	Some Convergence Results on Dynamic Factor Models	2011	Cavicchioli, Maddalena
12	A Random Forests Approach to Assess Determinants of Central Bank Independence	2018	Cavicchioli, Maddalena; Papana, Angeliki; Papana Dagiasis, Ariadni; Pistoresi, Barbara
13	Quasi Maximum Likelihood Inference for Stochastic Volatility Models	2014	M. Cavicchioli
14	On Spectral Representation of VARMA Models with Change in Regime	2014	Cavicchioli, Maddalena
15	On mixture autoregressive conditional heteroskedasticity	2018	Cavicchioli, Maddalena
16	On Asymptotic Properties of the QML Estimator for GARCH Models	2013	Cavicchioli, Maddalena
17	Matrix Algebra and Invertibility Conditions for Linear Dynamic Stochastic General Equilibrium Models	2017	Cavicchioli, Maddalena
18	Markov Switching GARCH Models: Filtering, Approximations and Duality	2017	Billio, Monica; Cavicchioli, Maddalena
19	Likelihood Ratio Test and Information Criteria for Markov Switching Var Models: An Application to the Italian Macroeconomy	2015	Cavicchioli, Maddalena
20	Invertibility and VAR Representations of Time-Varying Dynamic Stochastic General Equilibrium Models	2019	Cavicchioli, Maddalena

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CAVICCHIOLI, MADDALENA