Access Statistics for Matteo Maria Pelagatti

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Robust Multivariate Long Run Analysis of European Electricity Prices 0 1 21 64 3 9 66 154
A robust version of the KPSS test based on ranks 4 18 18 18 12 38 45 45
Business cycle and sector cycles 2 13 66 301 15 52 233 901
Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application 5 15 43 161 9 30 103 363
Dynamic Conditional Correlation with Elliptical Distributions 0 6 34 281 1 10 74 535
Milan’s Cycle as an Accurate Leading Indicator for the Italian Business Cycle 2 7 28 48 8 19 93 139
Modelling good and bad volatility 2 8 79 223 11 31 192 407
Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications 7 9 41 281 13 23 91 654
Total Working Papers 22 77 330 1,377 72 212 897 3,198


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Deregulated Wholesale Electricity Prices in Italy: An Empirical Analysis 3 4 13 31 5 10 24 67
Modelling Good and Bad Volatility 1 4 20 20 1 4 33 33
Total Journal Articles 4 8 33 51 6 14 57 100


Statistics updated 2009-11-04