Melisso Boschi

Senate of the Republic of Italy

Economist Senior Parliamentary Official

Rome

Italy

Centre for Applied Macroeconomic Analysis (CAMA)

Research Associate

ANU College of Business and Economics

Canberra, Australian Capital Territory 0200

Australia

SCHOLARLY PAPERS

12

DOWNLOADS

1,516

SSRN CITATIONS
Rank 41,592

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Top 41,592

in Total Papers Citations

6

CROSSREF CITATIONS

14

Scholarly Papers (12)

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 and Melisso Boschi
Centre for Applied Macroeconomic Analysis (CAMA)Senate of the Republic of Italy
Downloads 307 (170,706)
Citation 2

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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, Melisso Boschi and Alessandro Girardi
Centre for Applied Macroeconomic Analysis (CAMA)Senate of the Republic of Italy and National Institute of Statistics (ISTAT)
Downloads 202 (257,475)

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

3.

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, Melisso Boschi and Luca Pieroni
Centre for Applied Macroeconomic Analysis (CAMA)Senate of the Republic of Italy and University of Perugia - Department of Economics
Downloads 181 (283,887)

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

4.

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, Melisso Boschi and Aditya Goenka
Centre for Applied Macroeconomic Analysis (CAMA)Senate of the Republic of Italy and affiliation not provided to SSRN
Downloads 177 (289,543)
Citation 2

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

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, Melisso Boschi and Stefano d'Addona
Centre for Applied Macroeconomic Analysis (CAMA)Senate of the Republic of Italy and University of Roma Tre
Downloads 80 (524,226)
Citation 2

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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

Number of pages: 44 Posted: 12 May 2017
Melisso Boschi, Melisso Boschi and Stefano d'Addona
Centre for Applied Macroeconomic Analysis (CAMA)Senate of the Republic of Italy and University of Roma Tre
Downloads 58 (626,508)
Citation 1

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

Testing Habits in an Asset Pricing Model

Number of pages: 30 Posted: 15 Mar 2010 Last Revised: 12 May 2017
Melisso Boschi, Melisso Boschi, Stefano d'Addona and Aditya Goenka
Centre for Applied Macroeconomic Analysis (CAMA)Senate of the Republic of Italy, University of Roma Tre and affiliation not provided to SSRN
Downloads 58 (631,935)

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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, Melisso Boschi and Aditya Goenka
University of Roma Tre, Centre for Applied Macroeconomic Analysis (CAMA)Senate of the Republic of Italy and affiliation not provided to SSRN
Downloads 40 (739,495)

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

7.

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, Melisso Boschi and Alessandro Girardi
Centre for Applied Macroeconomic Analysis (CAMA)Senate of the Republic of Italy and National Institute of Statistics (ISTAT)
Downloads 93 (472,925)

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

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

Number of pages: 24 Posted: 21 May 2013
Melisso Boschi, Melisso Boschi, Massimiliano Marzo and Simone Salotti
Centre for Applied Macroeconomic Analysis (CAMA)Senate of the Republic of Italy, Department of Management, University of Bologna and Oxford Brookes University
Downloads 54 (648,840)

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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, Melisso Boschi, Massimiliano Marzo and Simone Salotti
Centre for Applied Macroeconomic Analysis (CAMA)Senate of the Republic of Italy, Department of Management, University of Bologna and Oxford Brookes University
Downloads 32 (801,462)

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

9.

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 and Melisso Boschi
Centre for Applied Macroeconomic Analysis (CAMA)Senate of the Republic of Italy
Downloads 82 (511,061)
Citation 2

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

10.

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, Melisso Boschi and Alessandro Girardi
Centre for Applied Macroeconomic Analysis (CAMA)Senate of the Republic of Italy and National Institute of Statistics (ISTAT)
Downloads 80 (518,562)
Citation 1

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

11.

The effect of property taxes on house prices: Evidence from the 1993 and the 2012 reforms in Italy

CAMA Working Paper No. 82/2021
Number of pages: 25 Posted: 24 Sep 2021
Melisso Boschi, Melisso Boschi, Valeria Bevilacqua and Carla Di Falco
Centre for Applied Macroeconomic Analysis (CAMA)Senate of the Republic of Italy, Senate of the Republic of Italy and Senate of the Republic of Italy
Downloads 37 (742,226)

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Policy effect evaluation, Property tax, House prices, Property tax capitalization, Tax reforms, Interrupted Time Series Analysis

12.

Testing External Habits in an Asset Pricing Model

CAMA Working Papaer No. 20/2012
Number of pages: 33 Posted: 17 May 2012
Melisso Boschi, Melisso Boschi, Stefano d'Addona and Aditya Goenka
Centre for Applied Macroeconomic Analysis (CAMA)Senate of the Republic of Italy, University of Roma Tre and affiliation not provided to SSRN
Downloads 35 (756,645)
Citation 1

Abstract:

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