Access Statistics for Fabio Spagnolo

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Test for Volatility Spillovers	0	2	11	36	0	2	19	99
A Test for Volatility Spillovers	0	3	20	45	0	4	27	116
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting	0	2	17	25	3	7	44	67
Contemporaneous threshold autoregressive models: estimation, testing and forecasting	0	6	41	417	1	16	110	1,094
Multivariate contemporaneous threshold autoregressive models	0	2	13	42	2	4	30	84
On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts	6	10	48	286	8	21	96	563
The Feldstein-Horioka puzzle is not as bad as you think	5	10	33	348	11	23	76	834
Total Working Papers	11	35	183	1,199	25	77	402	2,857

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A simple procedure for detecting periodically collapsing rational bubbles	1	2	6	39	2	5	14	78
A test for volatility spillovers	0	0	10	23	0	0	16	71
Contemporaneous threshold autoregressive models: Estimation, testing and forecasting	1	3	16	19	2	8	46	62
Forecast performance of nonlinear error-correction models with multiple regimes	1	1	4	59	1	1	11	141
Inflation Targeting, Exchange Rate Volatility and International Policy Coordination	6	8	33	160	10	15	96	483
Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates	1	3	18	88	6	18	61	224
Is the Feldstein-Horioka Puzzle History?	2	4	20	123	4	8	58	324
On Markov error-correction models, with an application to stock prices and dividends	4	13	34	223	7	19	58	562
Predicting Markov volatility switches using monetary policy variables	0	0	7	23	1	2	15	47
Red signals: current account deficits and sustainability	0	1	4	38	0	3	11	92
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables	1	2	17	105	2	9	39	307
Total Journal Articles	17	37	169	900	35	88	425	2,391

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Statistics updated 2009-11-04