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DP15109 Modeling and Forecasting Macroeconomic Downside Risk 智库出版物
2022
作者:  Davide Delle Monache;  Andrea De Polis;  Ivan Petrella
收藏  |  浏览/下载：4/0  |  提交时间：2022/09/22
Business cycle  Downside risk  Skewness  Score driven models  Financial conditions  
COVID-19 and the stock market: Long-term valuations 智库出版物
2020
作者:  Davide Delle Monache;  Ivan Petrella;  Fabrizio Venditti
收藏  |  浏览/下载：2/0  |  提交时间：2022/09/22
Financial markets  Covid-19  Financial crisis  Stock markets  Global crisis  
DP15109 Modeling and Forecasting Macroeconomic Downside Risk 智库出版物
2020
作者:  Davide Delle Monache;  Andrea De Polis;  Ivan Petrella
收藏  |  浏览/下载：4/0  |  提交时间：2022/09/22
Business cycle  Financial conditions  Downside risk  Skewness  Score driven models  
DP14107 Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model 智库出版物
2019
作者:  Davide Delle Monache;  Ivan Petrella;  Fabrizio Venditti
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
State space models  Time-varying parameters  Score-driven models  Equity premium  Present-value models  
DP11599 Adaptive state space models with applications to the business cycle and financial stress 智库出版物
2016
作者:  Ivan Petrella;  Fabrizio Venditti;  Davide Delle Monache
收藏  |  浏览/下载：0/0  |  提交时间：2022/09/22
State space models  Time-varying parameters  Score-driven models  Business cycle  Financial stress