5278 documents matched the search for Gustavo Zagaglia in authors.
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Characteristics of fertility transitions in Mediterranean African countries,
Barbara Zagaglia,
in RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies
(2019)
On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands,
Paolo Zagaglia,
in Rivista italiana degli economisti
(2002)
Hedging Italian Equity Mutual Fund Returns during the Recent Financial Turmoil: A Duration-Dependent Markov-Switching Approach,
Paolo Zagaglia,
in Journal of Applied Finance & Banking
(2013)
Money-market segmentation in the euro area: what has changed during the turmoil?,
Paolo Zagaglia,
from Bank of Finland
(2008)
Keywords: money market, high-frequency data, time-series methods
Monetary Asset Substitution in the Euro Area,
Paolo Zagaglia,
from University Library of Munich, Germany
(2009)
Keywords: money demand, asset substitution, nonparametric methods
Informed trading in the Euro money market for term lending,
Paolo Zagaglia,
from University Library of Munich, Germany
(2010)
Keywords: Market microstructure, PIN model, money markets, term structure
International portfolio allocation with European fixed-income funds: What scope for Italian funds?,
Paolo Zagaglia,
from University Library of Munich, Germany
(2014)
Keywords: fractional integration; mutual funds; asset allocation; GARCH
Operational Fiscal and Monetary Policy with Staggered Wage and Price Dynamics,
Paolo Zagaglia,
in Finnish Economic Papers
(2007)
How reliable are Taylor rules? A view from asymmetry in the U.S. Fed funds rate,
Paolo Zagaglia,
in Economics Bulletin
(2006)
Keywords: conditional symmetry
Informed Trading in the Euro Money Market for Term Lending,
Paolo Zagaglia,
from Rimini Centre for Economic Analysis
(2010)
Keywords: Market microstructure, PIN model, money markets, term structure
Forecasting Long-Term Interest Rates with a Dynamic General Equilibrium Model of the Euro Area: The Role of the Feedback,
Paolo Zagaglia,
from Rimini Centre for Economic Analysis
(2011)
Keywords: Yield curve, general equilibrium models, Bayesian estimation, forecasting
Macroeconomic factors and oil futures prices: A data-rich model,
Paolo Zagaglia,
in Energy Economics
(2010)
Keywords: Crude oil Futures markets Factor models
Fractional integration of inflation rates: a note,
Paolo Zagaglia,
in Applied Economics Letters
(2009)
The sources of volatility transmission in the Euro area money market: from longer maturities to the overnight?,
Paolo Zagaglia,
in Applied Economics Letters
(2010)
Did the turmoil affect money-market segmentation in the Euro area?,
Paolo Zagaglia,
in Applied Economics Letters
(2010)
Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds?,
Paolo Zagaglia,
in Asia-Pacific Financial Markets
(2013)
Keywords: Yield curve, General equilibrium models, Bayesian estimation, Forecasting,
Solving Rational-Expectations Models through the Anderson-Moore Algorithm: An Introduction to the Matlab Implementation,
Paolo Zagaglia,
in Computational Economics
(2005)
Keywords: computational methods, rational expectations, software,
Stocks, Gold and Crude Oil: How Valuable are Volatility and Correlation Timing?,
Paolo Zagaglia,
in Journal of Applied Finance & Banking
(2024)
Keywords: Bayesian models, dynamic asset allocation, multivariate correlation models, crude oil, gold.
The Predictive Power of the Yield Spread Under the Veil of Time,
Paolo Zagaglia,
in Journal of Finance and Investment Analysis
(2024)
Keywords: Multiresolution analysis, Term structure, Predictability.
International portfolio allocation with European fixed-income funds: What scope for Italian funds?,
Paolo Zagaglia,
from Rimini Centre for Economic Analysis
(2014)
On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands,
Paolo Zagaglia,
from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali
(2002)
Matlab Implementation of the AIM Algorithm: A Beginner's Guide,
Paolo Zagaglia,
from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali
(2002)
Keywords: algebraic methods, macroeconomic modelling, software
I comportamenti riproduttivi nelle societa' post-transizionali: un puzzle di teorie. Un tentativo di sistemazione teorica,
Barbara Zagaglia,
from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali
(2006)
On (Sub) Optimal Monetary Policy Rules under Untied Fiscal Hands,
Paolo Zagaglia,
from Stockholm University, Department of Economics
(2002)
Keywords: interest rate smoothing; monetary policy rules; fiscal shocks
The Predictive Power of the Yield Spread under the Veil of Time,
Paolo Zagaglia,
from Stockholm University, Department of Economics
(2006)
Keywords: wavelets; term structure; predictability
Does the Yield Spread Predict the Output Gap in the U.S.?,
Paolo Zagaglia,
from Stockholm University, Department of Economics
(2006)
Keywords: output gap; yield spread; predictability
Distortionary Tax Instruments and Implementable Monetary Policy,
Paolo Zagaglia,
from Stockholm University, Department of Economics
(2007)
Keywords: Nominal rigidities; distortionary taxation; monetary-policy rules
The Sources of Volatility Transmission in the Euro Area Money Market: From Longer Maturities to the Overnight?,
Paolo Zagaglia,
from Stockholm University, Department of Economics
(2008)
Keywords: Money Market; High-Frequency Data; Granger Causality
Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model,
Paolo Zagaglia,
from Stockholm University, Department of Economics
(2009)
Keywords: Crude Oil; Futures Markets; Factor Models
Money-Market Segmentation in the Euro Area: What has Changed During the Turmoil?,
Paolo Zagaglia,
from Stockholm University, Department of Economics
(2009)
Keywords: Money market; high-frequency data; time-series methods
What Drives the Term Structure in the Euro Area? Evidence from a Model with Feedback,
Paolo Zagaglia,
from Stockholm University, Department of Economics
(2009)
Keywords: Monetary policy; yield curve; monetary transmission mechanism
Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback,
Paolo Zagaglia,
from Stockholm University, Department of Economics
(2009)
Keywords: Monetary policy; yield curve; general equilibrium; bayesian estimation
Registered author: Paolo Zagaglia
A Review of the Biology, Ecology, and Management of the South American Locust, Schistocerca cancellata (Serville, 1838), and Future Prospects,
Eduardo Trumper, Arianne Cease, María Cigliano, Fernando Copa Bazán, Carlos Lange, Héctor Medina, Rick Overson, Clara Therville, Martina Pocco, Cyril Piou, Gustavo Zagaglia and David Hunter,
from HAL
(2022)
Keywords: South america,locust plagues,population dynamics,management
Donne e fecondita' nelle Marche nel Secondo Dopoguerra [Employment, education and fertility in Marche region in the second half of XX century],
Barbara Zagaglia and Marcantonio Caltabiano,
in Economia Marche / Journal of Applied Economics
(2011)
Keywords: Education, Fecondit…, Fertility, Istruzione, Labor force participation, Marche, NEC, Partecipazione al mercato del lavoro
EXPLORATORY ANALYSIS OF THE FERTILITY OF FOREIGN WOMEN IN THE MUNICIPALITIES OF THE MARCHE,
Barbara Zagaglia and Gabriele Morettini,
in RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies
(2015)
Fertility dynamics in Europe: reflections on the principal interpretative paradigms in light of some empirical evidence,
Barbara Zagaglia and Eros Moretti,
in RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies
(2014)
The Impact of the 2004 Reform of the Operational Framework of the ECB:Structural GARCH Evidence,
Paolo Zagaglia and Massimilano Marzo,
in Journal of Finance and Investment Analysis
(2013)
The co-movements along the forward curve of natural gas futures: a structural view,
Fabrizio Spargoli and Paolo Zagaglia,
from Bank of Finland
(2008)
Keywords: bond pricing, fiscal policy, mathematical methods
Determinacy of interest rate rules with bond transaction services in a cashless economy,
Massimiliano Marzo and Paolo Zagaglia,
from Bank of Finland
(2008)
Keywords: monetary policy, fiscal policy, government bonds, determinacy
Gold and the U.S. Dollar: Tales from the turmoil,
Massimiliano Marzo and Paolo Zagaglia,
from University Library of Munich, Germany
(2010)
Keywords: gold; exchange rates; GARCH; quantile regressions
Equilibrium selection in a cashless economy with transaction frictions in the bond market,
Massimiliano Marzo and Paolo Zagaglia,
from University Library of Munich, Germany
(2011)
Keywords: term structure; determinacy; pricing kernel; fiscal and monetary policy
Gold and the U.S. Dollar: Tales from the Turmoil,
Massimiliano Marzo and Paolo Zagaglia,
from Rimini Centre for Economic Analysis
(2010)
Keywords: gold, exchange rates, GARCH, quantile regressions
Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run,
Massimiliano Marzo and Paolo Zagaglia,
from Rimini Centre for Economic Analysis
(2011)
Keywords: Euro money market, order flow, interest rates
Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market,
Massimiliano Marzo and Paolo Zagaglia,
from Rimini Centre for Economic Analysis
(2011)
Keywords: term structure, determinacy, pricing kernel, fiscal and monetary policy
Gold and the U.S. dollar: tales from the turmoil,
Paolo Zagaglia and Massimiliano Marzo,
in Quantitative Finance
(2013)
Volatility forecasting for crude oil futures,
Massimiliano Marzo and Paolo Zagaglia,
in Applied Economics Letters
(2010)
Trading directions and the pricing of Euro interbank deposits in the long run,
Massimiliano Marzo and Paolo Zagaglia,
in Applied Economics Letters
(2012)
Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil,
Massimiliano Marzo and Paolo Zagaglia,
in The Quarterly Review of Economics and Finance
(2014)
Keywords: Market microstructure; PIN; Money markets; Money supply;
A note on the conditional correlation between energy prices: Evidence from future markets,
Massimiliano Marzo and Paolo Zagaglia,
in Energy Economics
(2008)
Macroeconomic Stability in a Model with Bond Transaction Services,
Massimiliano Marzo and Paolo Zagaglia,
in IJFS
(2018)
Keywords: monetary policy; fiscal policy; government bonds; equilibrium determinacy; interest rates
Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy,
Massimiliano Marzo and Paolo Zagaglia,
from Dipartimento Scienze Economiche, Universita' di Bologna
(2012)
Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market,
Massimiliano Marzo and Paolo Zagaglia,
from Dipartimento Scienze Economiche, Universita' di Bologna
(2011)
Lo 'shock' Lehman Brothers: una tempesta dentro la tempesta? L'esperienza degli ETF LYXOR su Euro MTS,
Massimiliano Marzo and Paolo Zagaglia,
from Dipartimento Scienze Economiche, Universita' di Bologna
(2010)
A further look at the 2004 reform of the operational framework of the ECB,
Massimiliano Marzo and Paolo Zagaglia,
from Dipartimento Scienze Economiche, Universita' di Bologna
(2009)
Domestic political constraints to foreign aid effectiveness,
Massimiliano Marzo and P. Zagaglia,
from Dipartimento Scienze Economiche, Universita' di Bologna
(2007)
Identity and the Dynamics of Preferences,
Massimiliano Marzo and P. Zagaglia,
from Dipartimento Scienze Economiche, Universita' di Bologna
(2007)
Volatility forecasting for crude oil futures,
Massimiliano Marzo and Paolo Zagaglia,
from Stockholm University, Department of Economics
(2007)
Keywords: GARCH models; kurtosis; oil prices; forecasting
Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets,
Massimiliano Marzo and Paolo Zagaglia,
from Stockholm University, Department of Economics
(2007)
Keywords: Multivariate GARCH; Kurtosis; Energy Prices; Futures Markets
The Comovements between Futures Markets for Crude Oil: Evidence from a Structural GARCH Model,
Fabrizio Spargoli and Paolo Zagaglia,
from Stockholm University, Department of Economics
(2007)
Keywords: oil prices; futures markets; GARCH; structural VAR
Along the Forward Curve for Natural Gas: Unobservable Shocks and Dynamic Correlations,
Fabrizio Spargoli and Paolo Zagaglia,
from Stockholm University, Department of Economics
(2007)
Keywords: natural gas prices; forward markets; GARCH; structural VAR
Determinacy of Interest Rate Rules with Bond Transaction Services in a Cashless Economy,
Massimiliano Marzo and Paolo Zagaglia,
from Stockholm University, Department of Economics
(2008)
Keywords: Monetary Policy; Fiscal Policy; Government Bonds; Determinacy
The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They?,
Massimiliano Marzo and Paolo Zagaglia,
from Stockholm University, Department of Economics
(2009)
Keywords: conditional quantiles; oil prices
A Further Look at the 2004 Reform of the Operational Framework of the ECB,
Massimiliano Marzo and Paolo Zagaglia,
from Stockholm University, Department of Economics
(2009)
Keywords: Money Market; Multivariate GARCH; Structural Identification
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method,
Massimiliano Marzo, Daniele Ritelli and Paolo Zagaglia,
from arXiv.org
(2011)
Effective Trade Execution,
Riccardo Cesari, Massimiliano Marzo and Paolo Zagaglia,
from arXiv.org
(2012)
Distortionary Tax Instruments and Implementable Monetary Policy,
Luigi Marattin, Massimiliano Marzo and Paolo Zagaglia,
from EcoMod
(2010)
Measuring and Modelling the Market Liquidity of Stocks: Methods and Issues,
Alexandros Gabrielsen, Massimiliano Marzo and Paolo Zagaglia,
in Journal of Finance and Investment Analysis
(2012)
A continuous-time model of the term structure of interest rates with fiscal-monetary policy interactions,
Massimiliano Marzo, Silvia Romagnoli and Paolo Zagaglia,
from Bank of Finland
(2008)
Keywords: bond pricing, fiscal policy, mathematical methods
Optimal trading execution with nonlinear market impact: an alternative solution method,
Massimiliano Marzo, Ritelli Daniele and Paolo Zagaglia,
from University Library of Munich, Germany
(2011)
Keywords: optimal execution; market impact; ordinary differential equations
Effective Trade Execution,
Riccardo Cesari, Massimiliano Marzo and Paolo Zagaglia,
from University Library of Munich, Germany
(2012)
Keywords: order book; price impact; execution strategy; high frequency trading
Effective Trade Execution,
Riccardo Cesari, Massimiliano Marzo and Paolo Zagaglia,
from Rimini Centre for Economic Analysis
(2012)
Keywords: Order book; price impact; execution strategy; high frequency trading
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method,
Massimiliano Marzo, Daniele Ritelli and Paolo Zagaglia,
from Rimini Centre for Economic Analysis
(2011)
Keywords: optimal execution, market impact, ordinary differential equations
Distortionary tax instruments and implementable monetary policy,
Luigi Marattin, Massimiliano Marzo and Paolo Zagaglia,
in International Review of Economics & Finance
(2013)
Keywords: Nominal rigidities; Distortionary taxation; Monetary-policy rules;
Nonlinearity in monetary policy: A reconsideration of the opportunistic approach to disinflation,
Massimiliano Marzo, Ingvar Strid and Paolo Zagaglia,
in Structural Change and Economic Dynamics
(2009)
Keywords: Disinflation Monetary policy Dynamic models Regime change
A welfare perspective on the fiscal–monetary policy mix: The role of alternative fiscal instruments,
Luigi Marattin, Massimiliano Marzo and Paolo Zagaglia,
in Journal of Policy Modeling
(2011)
Keywords: Welfare analysis; Optimal policy rules; Fiscal and monetary policy; Inflation stabilization;
Measuring Market Liquidity: An Introductory Survey,
Alexandros Gabrielsen, Massimiliano Marzo and Paolo Zagaglia,
from Rimini Centre for Economic Analysis
(2012)
Keywords: market microstructure, liquidity risk, frictions, transaction costs
Measuring market liquidity: an introductory survey,
Alexandros Gabrielsen, Massimiliano Marzo and Paolo Zagaglia,
from University Library of Munich, Germany
(2011)
Keywords: market microstructure; liquidity risk; frictions; transaction costs
Measuring market liquidity: An introductory survey,
Alexandros Gabrielsen, Massimiliano Marzo and Paolo Zagaglia,
from arXiv.org
(2011)
Second Births in Austria,
Alexia Fürnkranz-Prskawetz and Barbara Zagaglia,
in Vienna Yearbook of Population Research
(2005)
The determinants of internal mobility in Italy, 1995-2006,
Giuseppe Ricciardo Lamonica and Barbara Zagaglia,
in Demographic Research
(2013)
Keywords: determinants, internal mobility, gravity model, Italians, resident foreigners
Monetary Policy and the Term Structure: A Fully Structural DSGE approach,
Massimiliano Marzo, Ulf Sodestrom and Paolo Zagaglia,
from Society for Computational Economics
(2006)
Keywords: Term Structure, Bonds, Monetary Policy
Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model,
Paolo Zagaglia, Massimiliano Marzo and Ingvar Strid,
from Society for Computational Economics
(2006)
Keywords: monetary policy, opportunistic approach to disinflation, numerical methods
Effective Trade Execution,
Riccardo Cesari, Massimiliano Marzo and Paolo Zagaglia,
from Dipartimento Scienze Economiche, Universita' di Bologna
(2012)
Measuring market liquidity: An introductory survey,
Alexandros Gabrielsen, Massimiliano Marzo and Paolo Zagaglia,
from Dipartimento Scienze Economiche, Universita' di Bologna
(2011)
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method,
Massimiliano Marzo, D. Ritelli and Paolo Zagaglia,
from Dipartimento Scienze Economiche, Universita' di Bologna
(2011)
The Relationship Between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the Turmoil,
Massimiliano Marzo, L. Zhoushi and Paolo Zagaglia,
from Dipartimento Scienze Economiche, Universita' di Bologna
(2011)
A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instruments,
Luigi Marattin, Massimiliano Marzo and Paolo Zagaglia,
from Dipartimento Scienze Economiche, Universita' di Bologna
(2010)
Distortionary tax instruments and implementable monetary policy,
Luigi Marattin, Massimiliano Marzo and Paolo Zagaglia,
from Dipartimento Scienze Economiche, Universita' di Bologna
(2009)
Optimal Opportunistic Monetary Policy in A New-Keynesian Model,
Massimiliano Marzo, Ingvar Strid and Paolo Zagaglia,
from Dipartimento Scienze Economiche, Universita' di Bologna
(2006)
Optimal Opportunistic Monetary Policy in a New-Keynesian Model,
Massimiliano Marzo, Ingvar Strid and Paolo Zagaglia,
from Stockholm University, Department of Economics
(2006)
Keywords: disinflation; monetary policy rules; nonlinear rules; Taylor rules
A Continuous-Time Model of the Term Structure of Interest Rates with Fiscal-Monetary Policy Interactions,
Massimiliano Marzo, Silvia Romagnoli and Paolo Zagaglia,
from Stockholm University, Department of Economics
(2008)
Keywords: Bond Pricing; Fiscal Policy; Mathematical Methods
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework,
Alexandros Gabrielsen, Paolo Zagaglia, A. Kirchner and Zhuoshi Liu,
from arXiv.org
(2012)
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK,
Alexandros Gabrielsen, Axel Kirchner, Zhuoshi Liu and Paolo Zagaglia,
in Annals of Financial Economics (AFE)
(2015)
Keywords: Exponential weighted moving average, time-varying higher moments, Cornish–Fisher expansion, Gram–Charlier density, risk management, value-at-risk, C51, C52, G53, G15
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework,
Alexandros Gabrielsen, Paolo Zagaglia, A. Kirchner and Zhuoshi Liu,
from University Library of Munich, Germany
(2012)
Keywords: exponential weighted moving average; time-varying higher moments; Cornish-Fisher expansion; Gram-Charlier density; risk management; Value-at-Risk
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework,
Alexandros Gabrielsen, Paolo Zagaglia, Axel Kirchner and Zhuoshi Liu,
from Rimini Centre for Economic Analysis
(2012)
Keywords: exponential weighted moving average, time-varying higher moments, Cornish-Fisher expansion, Gram-Charlier density, risk management, Value-at-Risk
Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil,
Caterina Liberati, Massimiliano Marzo, Paolo Zagaglia and Paola Zappa,
from University Library of Munich, Germany
(2012)
Keywords: market microstructure; network analysis; money markets; asset pricing
Decomposing the change in labour force indicators over time,
Alexia Fürnkranz-Prskawetz, Barbara Zagaglia, Thomas Fent and Vegard Skirbekk,
in Demographic Research
(2005)
Keywords: labor force, population aging, decomposition, labor force indicators
Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil,
Caterina Liberati, Massimiliano Marzo, Paolo Zagaglia and Paola Zappa,
in Financial Markets and Portfolio Management
(2015)
Keywords: Market microstructure, Network analysis, Money markets, Money supply, D85, G01, G10, G21,
Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil,
Caterina Liberati, Massimiliano Marzo, Paolo Zagaglia and Paola Zappa,
from Rimini Centre for Economic Analysis
(2012)
Keywords: Market microstructure, network analysis, money markets, asset pricing
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