Time series modelling with unobserved components

von Pelagatti, Matteo M.
Veröffentlicht 2016

Price indexes across space and time and the stochastic properties of prices

von Pelagatti, Matteo M.
Veröffentlicht in Price indexes in time and space (2010)

Duration dependent Markov-switching vector autoregression properties, Baynesian inference and application to the analysis of the US business cycle

von Pelagatti, Matteo M.
Veröffentlicht in Business fluctuations and cycles (2008)

The industrial cycle of Milan as an accurate leading indicator for the Italian business cycle

von Pelagatti, Matteo M.
Veröffentlicht in Journal of business cycle measurement and analysis (2010)

Nonparametric tests for event studies under cross-sectional depedence

von Pelagatti, Matteo M.
Veröffentlicht in Quarterly journal of finance & accounting (2021)

˜Theœ Industrial Cycle of Milan as an Accurate Leading Indicator for the Italian Business Cycle

von Pelagatti, Matteo M...
Veröffentlicht 2010

Component estimation for electricity market data : deterministic or stochastic?

von Lisi, Francesco
Veröffentlicht in Energy economics (2018)

Rank tests for short memory stationarity

von Pelagatti, Matteo M.
Veröffentlicht in Journal of econometrics (2013)

Deregulated wholesale electricity prices in Italy : an empirical analysis

von Bosco, Bruno Paolo
Veröffentlicht in International advances in economic research (2007)