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Empirical applications of the interacted panel VAR model
(Universita degli studi di Salerno, 2018-06-15)
The Vector Autoregressive (VAR) Models can be considered as a dynamic
multivariate extension of the univariate autoregressive models. This family of
models has become very popular in macroeconomics analysis after the ...
L'High Frequency Trading: impatto sulla volatilità, efficienza dei mercati ed il meccanismo di scoperta dei prezzi
(Universita degli studi di Salerno, 2021-11-02)
The research work arises from the interest in the dissemination of algorithms in modern financial markets... [edited by Author]
Impacts of social safety nets policies. The power of transfer programs
(Universita degli studi di Salerno, 2019-03-26)
This thesis aims to assess whether social safety net policies used in a very poor country can concretely provide relief from poverty in the short run, while encouraging children education in the long run. The economic ...
Monetary Policy and Economic Expectations
(Universita degli studi di Salerno, 2019-05-24)
Economists have long recognized that adverse shocks to the nancial sector can have
signi cant e ects on the real economy. The chance that nancial instability will lead to
macroeconomic instability is often termed ...
The impact of ECB. Unconventional monetary policies
(Universita degli studi di Salerno, 2021-05-29)
This dissertation work deals with analysing more deeply the nature,
motivations and effects, however measurable, of the unconventional monetary
policies and it is aimed at addressing some questions about their adoption ...
An analysis of technical efficiency for european football teams
(Universita degli studi di Salerno, 2020-02-19)
Football has developed an increasing economic importance over the past years, demonstrated by an increasing capital markets presence and the rapid growth in the sports industry and its market (Bell et al., 2012). Since the ...
An Impact Evaluation of Public Financial Aid on Economic Development at Macroeconomic and Firm-Level: The Case of Transition Economies
(Universita degli studi di Salerno, 2022-01-10)
During the last three decades, transition economies in Eastern Europe and Central Asia
have experienced important structural, institutional, and political reforms under the umbrella
of shifting from state socialism to ...
Copula link-based additive models for bivariate time-to-event Outcomes with general censoring scheme: Computational advances and variable ranking procedures
(Universita degli studi di Salerno, 2023-07-11)
Bivariate survival outcomes frequently arise in applied studies where the occurrence of two
associated events of interest is observed. However, the practical utility of bivariate copula
survival models is often hindered ...
The impact of ECB Unconventional Monetary Policies
(Universita degli studi di Salerno, 2021-05-29)
This dissertation is aimed at addressing two questions about
unconventional monetary policies in the Eurozone. First, what policies are being
tried and their effectiveness. In doing so, this study surveys the literature ...
Essays on Foreign Aid & Government Spending in Sub-Saharan Africa (SSA)
(Universita degli studi di Salerno, 2023-10-16)
Does foreign aid work or not? This question is as old as aid itself. Since the aftermath
of the Marshall Plan of 1948, the world has seen a huge surge in the amount of foreign aid
given to developing countries. Although ...