Details about Angelo Melino
Access statistics for papers by Angelo Melino.
Last updated 2022-03-11. Update your information in the RePEc Author Service.
Short-id: pme69
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Working Papers
2010
- Canadian Monetary Policy: Lessons from the Crisis
Professional Reports, Rimini Centre for Economic Analysis
- Greater Transparency Needed
e-briefs, C.D. Howe Institute View citations (10)
2006
- Measuring the Cost of Economic Fluctuations with Preferences that Rationalize the Equity Premium
Working Papers, University of Toronto, Department of Economics 
See also Journal Article in Canadian Journal of Economics/Revue canadienne d'économique (2010)
2003
- State Dependent Preferences Can Explain the Equity Premium Puzzle
Working Papers, University of Toronto, Department of Economics View citations (45)
See also Journal Article in Review of Economic Dynamics (2003)
1999
- Duration Dependence and Nonparametric Heterogeneity: A Monte Carlo Study
Working Papers, University of Toronto, Department of Economics View citations (12)
See also Journal Article in Journal of Econometrics (2000)
1993
- A Revealed Preference Analysis of Asset Pricing Under Recursive Utility
NBER Working Papers, National Bureau of Economic Research, Inc 
See also Journal Article in Review of Economic Studies (1995)
1987
- 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 View citations (6)
See also Journal Article in Journal of Monetary Economics (1987)
1986
- The Term Structure of Interest Rates: Evidence and Theory
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
See also Journal Article in Journal of Economic Surveys (1988)
1985
- Estimating the Continuous Time Consumption Based Asset Pricing Model
NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
See also Journal Article in Journal of Business & Economic Statistics (1987)
1984
- Cyclical Behavior of Prices and Quantities in the Automobile Market
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
Journal Articles
2011
- 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) View citations (11)
2010
- Measuring the cost of economic fluctuations with preferences that rationalize the equity premium
Canadian Journal of Economics/Revue canadienne d'économique, 2010, 43, (2), 405-422 
Also in Canadian Journal of Economics, 2010, 43, (2), 405-422 (2010) View citations (1)
See also Working Paper (2006)
2008
- High Frequency Export and Price Responses in the Ontario Electricity Market
The Energy Journal, 2008, Volume 29, (Number 4), 35-52 View citations (1)
2007
- Export Demand Response in the Ontario Electricity Market
The Electricity Journal, 2007, 20, (9), 55-64
2003
- State Dependent Preferences Can Explain the Equity Premium Puzzle
Review of Economic Dynamics, 2003, 6, (4), 806-830 View citations (39)
See also Working Paper (2003)
2001
- Estimation of a rational expectations model of the term structure
Journal of Empirical Finance, 2001, 8, (5), 639-668 View citations (5)
2000
- Duration dependence and nonparametric heterogeneity: A Monte Carlo study
Journal of Econometrics, 2000, 96, (2), 357-393 View citations (139)
See also Working Paper (1999)
1995
- A Revealed Preference Analysis of Asset Pricing Under Recursive Utility
Review of Economic Studies, 1995, 62, (4), 597-618 View citations (8)
See also Working Paper (1993)
- Misspecification and the pricing and hedging of long-term foreign currency options
Journal of International Money and Finance, 1995, 14, (3), 373-393 View citations (11)
1991
- The Pricing of Foreign Currency Options
Canadian Journal of Economics, 1991, 24, (2), 251-81 View citations (18)
1990
- A simple approach to the identifiability of the proportional hazards model
Economics Letters, 1990, 33, (1), 63-68 View citations (12)
- Editors' introduction
Journal of Econometrics, 1990, 45, (1-2), 1-5
- Pricing foreign currency options with stochastic volatility
Journal of Econometrics, 1990, 45, (1-2), 239-265 View citations (293)
- The Effects of Public Policy on Strike Duration
Journal of Labor Economics, 1990, 8, (3), 295-316 View citations (30)
1988
- The Term Structure of Interest Rates: Evidence and Theory
Journal of Economic Surveys, 1988, 2, (4), 335-66 View citations (32)
See also Working Paper (1986)
1987
- Estimating Strike Effects in a General Model of Prices and Quantities
Journal of Labor Economics, 1987, 5, (1), 1-19 View citations (5)
- Estimating the Continuous-Time Consumption-Based Asset-Pricing Model
Journal of Business & Economic Statistics, 1987, 5, (3), 315-27 View citations (60)
See also Working Paper (1985)
- 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 View citations (6)
See also Working Paper (1987)
1986
- The cyclical behavior of prices and quantities: The case of the automobile market
Journal of Monetary Economics, 1986, 17, (3), 379-407 View citations (18)
1982
- Testing for Sample Selection Bias
Review of Economic Studies, 1982, 49, (1), 151-153 View citations (17)
1978
- A Note on the Interpretation of Regression Coefficients within a Class of Truncated Distributions
Econometrica, 1978, 46, (5), 1207-09 View citations (7)
Edited books
1990
- Econometric Methods and Financial Time Series
NBER Books, National Bureau of Economic Research, Inc
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