Melisso Boschi

Centre for Applied Macroeconomic Analysis (CAMA)

Research Associate

ANU College of Business and Economics

Canberra, Australian Capital Territory 0200

Australia

SCHOLARLY PAPERS

11

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CROSSREF CITATIONS

13

Scholarly Papers (11)

1.

International Financial Contagion: Evidence from the Argentine Crisis of 2001-2002

Applied Financial Economics, Vol. 15, pp. 153-163, 2005
Number of pages: 33 Posted: 05 Dec 2005
Melisso Boschi
Centre for Applied Macroeconomic Analysis (CAMA)
Downloads 278 (109,409)

Abstract:

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International Financial Contagion, Argentine Crisis, VAR models, Correlation.

2.

Euro Area Inflation: Long-Run Determinants and Short-Run Dynamics

ISAE Working Paper No. 60
Number of pages: 41 Posted: 18 Apr 2005
Melisso Boschi and Alessandro Girardi
Centre for Applied Macroeconomic Analysis (CAMA) and National Institute of Statistics (ISTAT)
Downloads 174 (172,298)

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Inflation, markup, Euro Area, long-run structural VARs, subset VECM, impulse response analysis, forecasting

3.

Relative Risk Aversion and the Transmission of Financial Crises

CAMA Working Paper 28/2007
Number of pages: 28 Posted: 27 Dec 2007 Last Revised: 11 Nov 2008
Melisso Boschi and Aditya Goenka
Centre for Applied Macroeconomic Analysis (CAMA) and affiliation not provided to SSRN
Downloads 147 (198,700)
Citation 1

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Financial crises, contagion, wealth effects, international asset pricing, relative risk aversion, capital controls, Tobin tax

4.

Aluminium Market and the Macroeconomy

University of Perugia, Quaderno del Dipartimento di Economia, Finanza e Statistica No. 42
Number of pages: 40 Posted: 23 Jun 2008
Melisso Boschi and Luca Pieroni
Centre for Applied Macroeconomic Analysis (CAMA) and University of Perugia - Department of Economics
Downloads 140 (206,695)

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Metal commodities, Monetary transmission mechanism, Rational Expectations Hypothesis test, SVAR

5.

Does One Monetary Policy Fit All? The Determinants of Inflation in Emu Countries

Number of pages: 32 Posted: 07 Feb 2007 Last Revised: 04 Jan 2008
Melisso Boschi and Alessandro Girardi
Centre for Applied Macroeconomic Analysis (CAMA) and National Institute of Statistics (ISTAT)
Downloads 73 (321,839)

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Inflation, markup, EMU countries, long-run structural VARs, subset VEC models

6.

Foreign Capital in Latin America: A Long-Run Structural Global VAR Perspective

University of Essex Discussion Paper Series No. 647
Number of pages: 65 Posted: 27 Dec 2007
Melisso Boschi
Centre for Applied Macroeconomic Analysis (CAMA)
Downloads 71 (326,754)
Citation 1

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Net foreign assets, capital flows, real exchange rate, Latin America, Emerging markets, VECM, Global VAR

The Stability of Tax Elasticities Over the Business Cycle in European Countries

Number of pages: 44 Posted: 12 May 2017
Melisso Boschi and Stefano d'Addona
Centre for Applied Macroeconomic Analysis (CAMA) and University of Roma Tre
Downloads 40 (433,431)

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Tax elasticity, Tax policy discretionary change, Business cycle, European economy, Markov-switching regimes

The Stability of Tax Elasticities Over the Business Cycle in European Countries

CAMA Working Paper No. 44/2017
Number of pages: 45 Posted: 24 Jul 2017
Melisso Boschi and Stefano d'Addona
Centre for Applied Macroeconomic Analysis (CAMA) and University of Roma Tre
Downloads 27 (496,462)

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Tax Elasticity, Tax Policy Discretionary Change, Business Cycle, European Economy, Markov-Switching Regimes

8.

The Contribution of Domestic, Regional and International Factors to Latin America's Business Cycle

CAMA Working Paper No. 33/2008
Number of pages: 31 Posted: 09 Nov 2008 Last Revised: 19 Dec 2008
Melisso Boschi and Alessandro Girardi
Centre for Applied Macroeconomic Analysis (CAMA) and National Institute of Statistics (ISTAT)
Downloads 60 (356,689)

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International business cycle, Latin America, exchange rate regimes, Global VAR methodology, VECM

Testing Habits in an Asset Pricing Model

Number of pages: 30 Posted: 15 Mar 2010 Last Revised: 12 May 2017
Melisso Boschi, Stefano d'Addona and Aditya Goenka
Centre for Applied Macroeconomic Analysis (CAMA), University of Roma Tre and affiliation not provided to SSRN
Downloads 36 (450,874)

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Habit formation, Equity premium, Business cycles, Markov-switching VAR models

Testing Habits in an Asset Pricing Model

Number of pages: 41 Posted: 16 Mar 2012
Stefano d'Addona, Melisso Boschi and Aditya Goenka
University of Roma Tre, Centre for Applied Macroeconomic Analysis (CAMA) and affiliation not provided to SSRN
Downloads 18 (553,112)

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Habit formation, Equity premium, Business cycles, Markov-switching models, Regime-dependent impulse response functions

Domestic versus International Determinants of European Business Cycles: A GVAR Approach

Number of pages: 24 Posted: 21 May 2013
Melisso Boschi, Massimiliano Marzo and Simone Salotti
Centre for Applied Macroeconomic Analysis (CAMA), Department of Management, University of Bologna and Oxford Brookes University
Downloads 33 (464,727)

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Business cycle, inflation, European Monetary Union, Global VAR (GVAR)

Domestic versus International Determinants of European Business Cycles: A GVAR Approach

CAMA Working Paper Series Paper 28/2013
Number of pages: 24 Posted: 01 Jun 2013
Melisso Boschi, Massimiliano Marzo and Simone Salotti
Centre for Applied Macroeconomic Analysis (CAMA), Department of Management, University of Bologna and Oxford Brookes University
Downloads 14 (579,518)

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Business Cycle, Inflation, European Monetary Union, Global VAR (GVAR)

11.

Testing External Habits in an Asset Pricing Model

CAMA Working Papaer No. 20/2012
Number of pages: 33 Posted: 17 May 2012
Melisso Boschi, Stefano d'Addona and Aditya Goenka
Centre for Applied Macroeconomic Analysis (CAMA), University of Roma Tre and affiliation not provided to SSRN
Downloads 17 (539,783)

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Habit formation, Equity premium, Business cycles, Markov-switching models,Time-varying VAR, Regime-dependent impulse response functions