Raffaella Calabrese

University of Essex

Wivenhoe Park

Colchester, CO4 3SQ

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

117

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Inflated Mixture Models: Applications to Multimodality in Loss Given Default

Number of pages: 16 Posted: 27 Jul 2015
Caixa Econômica Federal, University of São Paulo (USP), Universidade Federal de São Carlos, Credit Research Centre, University of Edinburgh Business School and University of Essex
Downloads 104 (281,667)

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Basel II, inflated model, MLE, mixture model, multimodality, retail exposures

2.

Interaction Effects of Region-Level GDP Per Capita and Age on Labour Market Transition Rates in Italy

IZA Journal of Labor Economics, Forthcoming
Number of pages: 29 Posted: 14 Feb 2017 Last Revised: 09 Apr 2017
Luca Zanin and Raffaella Calabrese
Prometeia and University of Essex
Downloads 13 (613,764)
Citation 2

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Transition probabilities; Flexible hierarchical logit model; Tensor interaction product; Markov chain framework; Labour market policies

3.

Measuring Bank Contagion in Europe Using Binary Spatial Regression Models

Journal of the Operational Research Society, Vol. 68, Issue 12, 2017
Number of pages: 9 Posted: 24 Apr 2018
Raffaella Calabrese, Johan Elkink and Paolo Giudici
University of Essex, University College Dublin (UCD) and University of Pavia
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contagion risk, spatial autoregressive models, European banks

4.

Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study

Journal of Regional Science, Vol. 54, Issue 4, pp. 664-687, 2014
Number of pages: 24 Posted: 02 Sep 2014
Raffaella Calabrese and Johan A. Elkink
University of Essex and University College Dublin (UCD)
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