DiSES Working Papers
Immissioni Recenti
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Modelling asymmetric volatility dynamics by multivariate bl-garch models
(2006)The class of Multivariate BiLinear GARCH (MBL-GARCH) models is proposed and its statistical properties are investigated. The model can be regarded as a generalization to a multivariate setting of the univariate BLGARCH model ... -
Inequality and labour-market performance. A survey beyond an elusive trade-off
(2006)In this paper we assess the evolution of employment and wage inequality in Europe and the US labour markets over the past two decades. We find that the salient trends in wage structures are more complicated than implied ... -
A procedure for detecting outliers in frontier estimation
(2005)Si `e pi `u volte osservato in letteratura come gli approcci non parametrici alla stima della frontiera di produzione siano scarsamente robusti rispetto alla presenza di valori eccezionali. Il presente lavoro propone una ... -
On the Minty and Stampacchia scalar variational inequalities
(2005)The paper aims to deepen the analysis of the two different variational inequalities e and to provide a short statement of fundamental results. Subsequently it intends to clarify the role of the scalar Stampacchia ... -
On minty variational inequalities and increasing along rays functions
(2005)In this paper we investigate the link between a Minty variational inequality and the notion of increasing along rays function. In particular we show that vector increasing along rays functions can be characterized ... -
Tourism as determinant of economic growth: the case of south-east Asian countries
(2005)Today tourism represents one of the most dynamic economic sectors in the world. Even if the majority of international tourism still takes place within the developed world, recently tourism to developing countries is ... -
Weak consistent moving block bootstrap estimator of sampling distribution of CLS estimators in a class of bilinear models
(2005)Grahn, (1995) introduced the Conditional Least Squares estimators for the class (I) of bilinear models. Such estimators have a variance which is difficulty to derive analytically. The aim of the present paper is to ... -
The chaotic system and new perspectives for economics methodology. A note
(2005)Historically, economists have, whenever possible, used linear equations to model economic phenomena, because they are easy to manipulate and usually yield unique solutions. However, it now has become impossible to ignore ... -
La ricerca universitaria verso il mercato per il trasferimento tecnologico e rischi per l’”open science”: posizioni teoriche e filoni di indagine empirica
(2005)Da oltre un ventennio la ricerca universitaria è decisamente uscita dalla tradizionale “torre d’avorio” e le collaborazioni di ricerca con l’industria e la tutela della proprietà intellettuale sui risultati della ricerca ... -
Pointwise well-posedness in vector optimization and variational inequalities
(2005)In this note we consider some notions of well-posedness for scalar and vector variational inequalities and we recall their connections with optimization problems. Subsequently, we investigate similar connections between ... -
Attività economiche nel distretto industriale di Nocera Inferiore – Gragnano. Una analisi su dati Tagliacarne
(2005)Il presente lavoro, elaborato su dati della rilevazione statistica dell’Istituto G. Tagliacarne, fornisce indicazioni sulla struttura economico-sociale dell’area del Distretto di Nocera Inferiore- Gragnano, sui rapporti ... -
Il capitale sociale conta per gli outcomes (macro)economici?
(2005)Il lavoro analizza due questioni aperte nella letteratura sul capitale sociale, vale a dire se dalle diverse nozioni di capitale sociale è possibile individuare un concetto robusto dal punto di vista empirico e se gli ... -
Capitale sociale: uno o molti? Pochi
(2005)Il lavoro presenta contributi lungo diverse linee. Primo, distingue tra una definizione strutturale del capitale sociale ristretta alle relazioni interpersonali, alle norme sociali e alla fiducia esistenti in una comunità ... -
Una simulazione neo-keynesiana ad agenti eterogeni
(2005)Questo capitolo muove dalla constatazione che sebbene i sistemi economici siano considerati complessi e vi siano numerose analisi teoriche che evidenziano che i meccanismi alla base della operatività dei sistemi complessi ... -
Moments based inference in small samples
(2005)In this work we propose a nonparametric estimator for parameters which are embodied in given moment conditions. Here we are interested in small samples problems. We analyze conditions under which it is possible to ... -
Subjective expectations in economics: a statistical overview of the main findings
(2005)In this writing we provide a brief overview on how in different fields such as statistics, econometrics and experimental psychology, the issue of measuring subjective expectations about future uncertain outcomes has ... -
Elasticities of complementarity and substitution in some functional forms. A comparative review
(2005)This paper presents and discusses the results of a comparative review of the elasticities of complementarity and substitution which may be obtained from seven functional forms, inflexible and flexible. Every functional ...
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