Paolo Paesani

University of Rome - Tor Vergata - Department of Economics and Institutions

Assistant Researcher in Monetary Economics

Via Columbia n. 2

00133 Rome

Italy

SCHOLARLY PAPERS

10

DOWNLOADS
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SSRN RANKINGS

Top 36,531

in Total Papers Downloads

890

CITATIONS
Rank 22,939

SSRN RANKINGS

Top 22,939

in Total Papers Citations

12

Scholarly Papers (10)

1.

Public Debt and Long-Term Interest Rates: The Case of Germany, Italy and the USA

ECB Working Paper No. 656
Number of pages: 48 Posted: 01 Aug 2006
Rolf Strauch, Manfred Kremer and Paolo Paesani
European Central Bank (ECB), European Central Bank (ECB) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 222 (103,761)
Citation 3

Abstract:

Public debt, Long-Term Interest Rates, Cointegration, Common Trends

2.
Downloads 121 (184,578)
Citation 3

Inflation and Inflation Uncertainty in the Euro Area

CESifo Working Paper Series No. 2720, ECB Working Paper No. 1229
Number of pages: 27 Posted: 30 Jul 2009
Brunel University London - Department of Economics and Finance, European Central Bank (ECB) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 83 (241,251)
Citation 4

Abstract:

inflation, inflation uncertainty, time-varying parameters, GARCH models, ECB, EMU

Inflation and Inflation Uncertainty in the Euro Area

DIW Berlin Discussion Paper No. 909
Number of pages: 23 Posted: 23 Oct 2009
Brunel University London - Department of Economics and Finance, European Central Bank (ECB) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 38 (356,458)
Citation 4

Abstract:

Inflation, inflation uncertainty, time-varying parameters, GARCH models, ECB, EMU

3.

Net Foreign Assets in the Euro Area: A Cointegration Analysis

Number of pages: 26 Posted: 20 Jul 2004
Alessandro Girardi and Paolo Paesani
National Institute of Statistics (ISTAT) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 92 (222,548)

Abstract:

Cointegrated VAR, Euro area, net foreign assets

4.

Fiscal Shocks, Public Debt, and Long-Term Interest Rate Dynamics

Quaderni DSE Working Paper No. 740
Number of pages: 36 Posted: 26 Mar 2011 Last Revised: 02 Mar 2012
Luigi Marattin, Paolo Paesani and Simone Salotti
University of Bologna - Department of Economics, University of Rome - Tor Vergata - Department of Economics and Institutions and Oxford Brookes University
Downloads 88 (210,509)

Abstract:

Public debt, long-term interest rates, cointegration, common trends

5.

An Assessment of the Theory of Storage: Has the Relationship between Commodity Price Volatility and Market Fundamentals Changed Over Time?

Dipartimento do Scienze Economiche Universita degli Studi de Firenze Working Paper No. 12/2012
Number of pages: 30 Posted: 04 Jun 2012
Giulio Cifarelli and Paolo Paesani
University of Florence - Dipartimento di Scienze Economiche and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 72 (242,657)

Abstract:

commodities, theory of storage, multivariate GARCH

6.

The Transfer Problem in the Euro Area: A Cointegration Analysis

Number of pages: 37 Posted: 04 Nov 2005
Alessandro Girardi and Paolo Paesani
National Institute of Statistics (ISTAT) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 62 (277,350)
Citation 2

Abstract:

tranfser problem, euro area, cointegration

7.

Inflation and Inflation Uncertainty in the Euro Area

ECB Working Paper No. 1229
Number of pages: 27 Posted: 24 Jul 2010
Brunel University - Centre for Empirical Finance, European Central Bank (ECB) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 50 (279,648)
Citation 3

Abstract:

Inflation, Inflation Uncertainty, Time-Varying Parameters, GARCH Models, ECB, EMU

8.

Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market

DIW Berlin Discussion Paper No. 1080
Number of pages: 33 Posted: 09 Jan 2011
Brunel University London - Department of Economics and Finance, National Institute of Statistics (ISTAT) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 46 (315,296)
Citation 1

Abstract:

Liquidity, trading activity, Treasury bond market, Europe, commonality

9.

Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market

CESifo Working Paper Series No. 3281
Number of pages: 31 Posted: 26 Dec 2010
Brunel University - Centre for Empirical Finance, National Institute of Statistics (ISTAT) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 35 (348,977)
Citation 1

Abstract:

liquidity, trading activity, treasury bond market, Europe, commonality

10.

Speculative Cotton Pricing in the 1920s: A Nonlinear Tale of Noise Traders and Fundamentalists

Università degli Studi di Firenze, Dipartimento di Scienze Economiche Working Paper N. 04/2013,
Number of pages: 30 Posted: 14 Mar 2013
Giulio Cifarelli and Paolo Paesani
University of Florence - Dipartimento di Scienze Economiche and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 34 (321,139)

Abstract:

behavioral finance, speculation, historical cotton futures markets