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Details about Angelo Melino

E-mail:
Homepage:http://www.economics.utoronto.ca/melino/
Phone:416-978-6541
Postal address:Dept of Economics University of Toronto 150 St. George St. Toronto, ON CANADA M5S 3G7
Workplace:Department of Economics, University of Toronto, (more information at EDIRC)
Rimini Centre for Economic Analysis (RCEA), (more information at EDIRC)

Access statistics for papers by Angelo Melino.

Last updated 2016-02-11. Update your information in the RePEc Author Service.

Short-id: pme69


Jump to Journal Articles Edited books

Working Papers

2010

  1. Canadian Monetary Policy: Lessons from the Crisis
    Professional Reports, The Rimini Centre for Economic Analysis Downloads
  2. Greater Transparency Needed
    e-briefs, C.D. Howe Institute Downloads View citations (9)

2006

  1. Measuring the Cost of Economic Fluctuations with Preferences that Rationalize the Equity Premium
    Working Papers, University of Toronto, Department of Economics Downloads
    See also Journal Article in Canadian Journal of Economics (2010)

2003

  1. State Dependent Preferences Can Explain the Equity Premium Puzzle
    Working Papers, University of Toronto, Department of Economics Downloads View citations (35)
    See also Journal Article in Review of Economic Dynamics (2003)

1999

  1. Duration Dependence and Nonparametric Heterogeneity: A Monte Carlo Study
    Working Papers, University of Toronto, Department of Economics Downloads View citations (12)
    See also Journal Article in Journal of Econometrics (2000)

1993

  1. A Revealed Preference Analysis of Asset Pricing Under Recursive Utility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Review of Economic Studies (1995)

1987

  1. The Response of Interest Rates to the Federal Reserve's Weekly Money Announcements: The "Puzzle" of Anticipated Money
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Journal of Monetary Economics (1987)

1986

  1. The Term Structure of Interest Rates: Evidence and Theory
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Economic Surveys (1988)

1985

  1. Estimating the Continuous Time Consumption Based Asset Pricing Model
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    See also Journal Article in Journal of Business & Economic Statistics (1987)

1984

  1. Cyclical Behavior of Prices and Quantities in the Automobile Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)

Journal Articles

2011

  1. Moving Monetary Policy Forward: Why Small Steps - and a Lower Inflation Target - Make Sense for the Bank of Canada
    C.D. Howe Institute Commentary, 2011, (319) Downloads View citations (11)

2010

  1. Measuring the cost of economic fluctuations with preferences that rationalize the equity premium
    Canadian Journal of Economics, 2010, 43, (2), 405-422 Downloads View citations (1)
    See also Working Paper (2006)

2008

  1. High Frequency Export and Price Responses in the Ontario Electricity Market
    The Energy Journal, 2008, Volume 29, (Number 4), 35-52 Downloads View citations (1)

2007

  1. Export Demand Response in the Ontario Electricity Market
    The Electricity Journal, 2007, 20, (9), 55-64 Downloads

2003

  1. State Dependent Preferences Can Explain the Equity Premium Puzzle
    Review of Economic Dynamics, 2003, 6, (4), 806-830 Downloads View citations (26)
    See also Working Paper (2003)

2001

  1. Estimation of a rational expectations model of the term structure
    Journal of Empirical Finance, 2001, 8, (5), 639-668 Downloads View citations (5)

2000

  1. Duration dependence and nonparametric heterogeneity: A Monte Carlo study
    Journal of Econometrics, 2000, 96, (2), 357-393 Downloads View citations (100)
    See also Working Paper (1999)

1995

  1. A Revealed Preference Analysis of Asset Pricing Under Recursive Utility
    Review of Economic Studies, 1995, 62, (4), 597-618 Downloads View citations (6)
    See also Working Paper (1993)
  2. Misspecification and the pricing and hedging of long-term foreign currency options
    Journal of International Money and Finance, 1995, 14, (3), 373-393 Downloads View citations (7)

1991

  1. The Pricing of Foreign Currency Options
    Canadian Journal of Economics, 1991, 24, (2), 251-81 Downloads View citations (15)

1990

  1. A simple approach to the identifiability of the proportional hazards model
    Economics Letters, 1990, 33, (1), 63-68 Downloads View citations (10)
  2. Editors' introduction
    Journal of Econometrics, 1990, 45, (1-2), 1-5 Downloads
  3. Pricing foreign currency options with stochastic volatility
    Journal of Econometrics, 1990, 45, (1-2), 239-265 Downloads View citations (223)
  4. The Effects of Public Policy on Strike Duration
    Journal of Labor Economics, 1990, 8, (3), 295-316 Downloads View citations (25)

1988

  1. The Term Structure of Interest Rates: Evidence and Theory
    Journal of Economic Surveys, 1988, 2, (4), 335-66 View citations (31)
    See also Working Paper (1986)

1987

  1. Estimating Strike Effects in a General Model of Prices and Quantities
    Journal of Labor Economics, 1987, 5, (1), 1-19 Downloads View citations (5)
  2. Estimating the Continuous-Time Consumption-Based Asset-Pricing Model
    Journal of Business & Economic Statistics, 1987, 5, (3), 315-27 View citations (45)
    See also Working Paper (1985)
  3. The response of interest rates to the Federal Reserve's weekly money announcements: The 'puzzle' of anticipated money
    Journal of Monetary Economics, 1987, 19, (3), 393-404 Downloads View citations (5)
    See also Working Paper (1987)

1986

  1. The cyclical behavior of prices and quantities: The case of the automobile market
    Journal of Monetary Economics, 1986, 17, (3), 379-407 Downloads View citations (16)

1982

  1. Testing for Sample Selection Bias
    Review of Economic Studies, 1982, 49, (1), 151-153 Downloads View citations (10)

1978

  1. A Note on the Interpretation of Regression Coefficients within a Class of Truncated Distributions
    Econometrica, 1978, 46, (5), 1207-09 Downloads View citations (6)

Edited books

1990

  1. Econometric Methods and Financial Time Series
    NBER Books, National Bureau of Economic Research, Inc
 
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