Zobrazeno 1 - 10
of 66
pro vyhledávání: '"Marco Gallegati"'
Publikováno v:
Axioms, Vol 2, Iss 2, Pp 182-207 (2013)
This paper adds to the literature on the information content of different spreads for real activity by explicitly taking into account the time scale relationship between a variety of monetary and financial indicators (real interest rate, term and cre
Externí odkaz:
https://doaj.org/article/19e5a2f42a9a43b697905574337fc7d5
Autor:
Marco Gallegati, Willi Semmler
This book deals with the application of wavelet and spectral methods for the analysis of nonlinear and dynamic processes in economics and finance. It reflects some of the latest developments in the area of wavelet methods applied to economics and fin
Autor:
Marco Gallegati, Massimo Tamberi
Publikováno v:
Public Choice. 192:227-248
Adopting an international historical perspective, this study aims to identify the main empirical regularities in the long-run growth pattern of government expenditure. The application of parametric and non-parametric analyses to a sample of developed
Empirical studies of the EKC hypothesis may be very sensitive to datasets, specifications, and functional forms. The aim of this paper is to investigate the long-run relationship among CO2 emissions, real GDP, and energy consumption using a panel of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::00ded1224857ae9c7344850d0a0acb0a
Publikováno v:
Macroeconomic Dynamics. 26:2086-2103
The unorthodox estimation procedure, which Phillips (1958) adopted in his original paper, is examined using the Haar wavelet filter. The application of the Haar wavelet transform to Phillips’ original data shows that Phillips’ six pairs of mean c
International Historical Evidence on Money Growth and Inflation: The Role of High Inflation Episodes
Publikováno v:
The B.E. Journal of Macroeconomics. 21:541-564
How long is the long run in the relationship between money growth and inflation? How important are high inflation episodes for the unit slope finding in the quantity theory of money? To answer these questions, we study the relationship between excess
Autor:
MARCO GALLEGATI
Publikováno v:
Climatic Change. 170
Time–frequency localization of model-data discrepancies may provide useful information for climate models inter-comparison, and especially for the goals of climate model refinement and improvement. CMIP5 models of the long-term historical (1850–2
Publikováno v:
Journal of Economic Behavior & Organization. 171:189-220
In recent years, a growing stream of literature has investigated the credit market from a network perspective, highlighting the systemic effects of sectoral or idiosyncratic shocks. Models within this literature have to contain the number of possible
Publikováno v:
SSRN Electronic Journal.