Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Emilio Zanetti Chini"'
Autor:
Gideon Meyerowitz-Katz, Hermann Fuchs, Antoine Flahault, Lonni Besançon, Emilio Zanetti Chini
Publikováno v:
European Journal of Clinical Investigation
The most restrictive nonpharmaceutical interventions (NPIs) for controlling the spread of COVID-19 are mandatory stay-at-home and business closures. Given the consequences of these policies, it is important to assess their effects. We evaluate the ef
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e8750b79a0ae31194883f42bf7904b07
https://doi.org/10.1111/eci.13599
https://doi.org/10.1111/eci.13599
© The Author(s) 2020. In this paper we investigate the dynamic features of house prices in London. Using a generalized smooth transition model (GSTAR) we show that dynamic symmetry in price cycles in the London housing market is strongly rejected. W
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f2effd81c4837effe45695e3059625cf
https://hdl.handle.net/2318/1767031
https://hdl.handle.net/2318/1767031
Publikováno v:
SSRN Electronic Journal.
In this study, we examine the influence of the COVID-19 pandemic on stock market contagion. Empirical analysis is conducted on six major stock markets using a wavelet-copula GARCH approach to account for both the time and the frequency aspects of sto
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6437e1d64d556c3633232f7f560b7a9f
https://doi.org/10.2139/ssrn.3631067
https://doi.org/10.2139/ssrn.3631067
Autor:
Lorenza Rossi, Emilio Zanetti Chini
Publikováno v:
Journal of Macroeconomics. 69:103337
We provide new disaggregated data and stylized facts on firm dy- namics of the U.S economy at establishment level by using a state- space method to transform Census yearly data of entry and exit from 1977 to 2013 into quarterly frequency. We select t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1017c254efe389b8f687905494cf4a6f
https://doi.org/10.1016/j.jmacro.2021.103337
https://doi.org/10.1016/j.jmacro.2021.103337
In this paper, we consider the dynamic features of house price in metropolises that are characterised by a high degree of internationalisation. Using a generalised smooth transition (GSTAR) model we show that the dynamic symmetry in house price cycle
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4ab6197eeb8818bbe8cd2e9069f0980d
http://hdl.handle.net/11573/1384197
http://hdl.handle.net/11573/1384197
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::48650be1e07177f0a10fb7c2d70b433c
https://doi.org/10.2139/ssrn.3521128
https://doi.org/10.2139/ssrn.3521128
Autor:
Emilio Zanetti Chini
The generalized smooth transition autoregression (GSTAR) parametrizes the joint asymmetry in the duration and length of cycles in macroeconomic time series by using particular generalizations of the logistic function. The symmetric smooth transition
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d8bb545a6b446539a4fe04277cd49e8b
http://hdl.handle.net/10446/190883
http://hdl.handle.net/10446/190883
Publikováno v:
SSRN Electronic Journal.
This paper examines the relationship between economic growth and carbon dioxide emissions in Italy considering the developments in a 150-year time span. Using several statistical techniques, we find that GDP growth and carbon dioxide emissions are st
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5606e362fea399f85f4a4b3fb92aab3d
https://doi.org/10.2139/ssrn.2475808
https://doi.org/10.2139/ssrn.2475808