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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 ...
Asymmetry in the permanent price impact of block purchases and sales: theory and empirical evidence
(2012)
This paper extends previous research which has examined the market impact of
large transactions in bull and bear markets by examining the information effects of trades.
Previous research has demonstrated that the information ...
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 ...
Optimal compensation contracts for optimistic managers
(2012)
We study an employment contract between an (endogenously) optimistic manager
and realistic investors. The manager faces a trade-off between ensuring that effort reflects
accurate news and savoring emotionally beneficial ...
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 ...
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 ...
Third party punishment and criminal: an experiment with Italian camorra prison inmates
(2012)
In Third Party punishment experiments (Fehr et al.; 2004), an agent may be
punished for violating a social norm by an uninvolved observer - or third party - whose
payoff is unaffected by the behavior of the same agent. ...
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 ...
The effects of fiscal shocks in svar models: a graphical modelling approach
(2010)
We apply graphical modelling theory to identify scal policy shocks
in SVAR models of the US economy. Unlike other econometric ap-
proaches which achieve identi cation by relying on potentially con-
tentious a priori ...