Details about Emilio Zanetti Chini

Access statistics for papers by Emilio Zanetti Chini.

Last updated 2022-11-09. Update your information in the RePEc Author Service.

Short-id: pza160

Working Papers

2022

1. Forecasting Ination: A GARCH-in-Mean-Level Model with Time Varying Predictability
   Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin

2021

2. Financial Contagion During the Covid-19 Pandemic: A Wavelet-Copula-GARCH Approach
   Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin View citations (1)

2020

3. COVID-19 Pandemic and Stock Market Contagion: A Wavelet-Copula GARCH Approach
   Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin
4. Dynamic Asymmetry and Fiscal Policy
   MPRA Paper, University Library of Munich, Germany
5. Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market
   Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin View citations (1)
   See also Journal Article in The Journal of Real Estate Finance and Economics (2022)

2019

6. Modelling Housing Market Cycles in Global Cities
   Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin
7. Strategic judgment: its game-theoretic foundations,its econometric elicitation
   Working Papers in Public Economics, University of Rome La Sapienza, Department of Economics and Law
8. Temporal Disaggregation of Business Dynamics: New Evidence for U.S. Economy
   Working Papers in Public Economics, University of Rome La Sapienza, Department of Economics and Law
   See also Journal Article in Journal of Macroeconomics (2021)

2018

9. Firms Dynamics and Business Cycle: New Disaggregated Data
   DEM Working Papers Series, University of Pavia, Department of Economics and Management
   Also in DEM Working Papers Series, University of Pavia, Department of Economics and Management (2017)
   DEM Working Papers Series, University of Pavia, Department of Economics and Management (2016) View citations (5)
10. Forecasters’ utility and forecast coherence
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
    Also in DEM Working Papers Series, University of Pavia, Department of Economics and Management (2018)
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2018)
11. Forecasting dynamically asymmetric fluctuations of the U.S. business cycle
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (6)
    Also in DEM Working Papers Series, University of Pavia, Department of Economics and Management (2018) View citations (6)
    See also Journal Article in International Journal of Forecasting (2018)

2017

12. Generalizing Smooth Transition Autoregressions
    DEM Working Papers Series, University of Pavia, Department of Economics and Management View citations (1)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2013)
    DEM Working Papers Series, University of Pavia, Department of Economics and Management (2016) View citations (1)
    CEIS Research Paper, Tor Vergata University, CEIS (2014) View citations (1)

2014

13. 150 Years of Italian CO2 Emissions and Economic Growth
    CEIS Research Paper, Tor Vergata University, CEIS View citations (3)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2014) View citations (3)

2010

14. Does the purchasing power parity hypothesis hold after 1998?
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2022

1. Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market
   The Journal of Real Estate Finance and Economics, 2022, 64, (1), 1-29
   See also Working Paper (2020)

2021

2. Temporal disaggregation of business dynamics: New evidence for U.S. economy
   Journal of Macroeconomics, 2021, 69, (C)
   See also Working Paper (2019)

2020

3. Global Cities and Local Housing Market Cycles
   The Journal of Real Estate Finance and Economics, 2020, 61, (4), 671-697 View citations (5)

2018

4. Forecasting dynamically asymmetric fluctuations of the U.S. business cycle
   International Journal of Forecasting, 2018, 34, (4), 711-732 View citations (6)
   See also Working Paper (2018)

2016

5. Dynamic asymmetries in house price cycles: A generalized smooth transition model
   Journal of Empirical Finance, 2016, 37, (C), 91-103 View citations (11)