Carluccio Bianchi

University of Pavia - Department of Economics and Management

Professor

Strada Nuova, 65

Pavia , 27100

Italy

http://economia.unipv.it/pagp/pagine_personali/cbianchi/bianchi.htm

SCHOLARLY PAPERS

5

DOWNLOADS

646

CITATIONS

0

Scholarly Papers (5)

1.

A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting

Applied Economics, Forthcoming
Number of pages: 18 Posted: 08 Apr 2008 Last Revised: 23 Dec 2011
Moscow School of Economics, Moscow State University, University of Pavia - Department of Political Economy and Quantitative Methods, University of Pavia - Department of Economics and Management, University of Pavia - Department of Economics and Management and affiliation not provided to SSRN
Downloads 591 (44,191)

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Forecasting, Industrial Production, Copula, VAR models, Vector Auto Regression

2.

Food Competition in World Markets: Some Evidence from a Panel Data Analysis of Top Exporting Countries

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 262
Number of pages: 30 Posted: 18 Dec 2013
Donatella Baiardi, Carluccio Bianchi and Eleonora Lorenzini
University of Pavia, University of Pavia - Department of Economics and Management and University of Pavia - Department of Economics and Management
Downloads 55 (367,464)

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Food Exports, Price elasticity, Income elasticity, Panel Granger causality

3.

Rules Versus Discretion in Fiscal Policy

The Manchester School, Vol. 80, Issue 5, pp. 603-629, 2012
Number of pages: 27 Posted: 25 Aug 2012
Carluccio Bianchi and Mario Menegatti
University of Pavia - Department of Economics and Management and University of Parma - Dipartimento di Economia
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4.

Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study

Applied Financial Economics, Forthcoming
Posted: 20 Sep 2011 Last Revised: 02 Oct 2017
University of Pavia - Department of Economics and Management, University of Pavia - Department of Political Economy and Quantitative Methods, Moscow School of Economics, Moscow State University and University of Pavia - Department of Economics and Management

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Copulas, Copula-GARCH models, Maximum Likelihood, Simulation, Small Sample Properties

5.

Copula-VAR and Copula-VAR-GARCH Modelling: Dangers for Value at Risk and Impulse Response Functions

THE RISK MODELING EVALUATION HANDBOOK, McGraw-Hill, pp. 321-338, 2010
Posted: 11 May 2010
University of Pavia - Department of Economics and Management, University of Pavia - Department of Political Economy and Quantitative Methods, University of Pavia - Department of Economics and Management and Moscow School of Economics, Moscow State University

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