Working Papers

From Department of Economics, University of Venice "Ca' Foscari"
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2013:20: Economic Analysis, Sustainability and Environmental Commons

Ignazio Musu

2013:19: Adaptive Sticky Generalized Metropolis

Fabrizio Leisen, Roberto Casarin, David Luengo and Luca Martino

2013:18: Economic challenges in the Anthropocene

Ignazio Musu

2013:17: Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model

Monica Billio, Roberto Casarin, Francesco Ravazzolo and Herman van Dijk

2013:16: The Market for Paintings in the Netherlands during the Seventeenth Century

Federico Etro and Elena Stepanova

2013:15: The Opportunities of Made in Italy Food in Chinese Market

Antonio De Pin

2013:14: Deciphering the Libor and Euribor Spreads during the subprime crisis

Loriana Pelizzon and Domenico Sartore

2013:13: Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference

Federico Bassetti, Roberto Casarin and Fabrizio Leisen

2013:12: The use of Stated Preferences to forecast alternative fuel vehicles market diffusion: Comparisons with other methods and proposal for a Synthetic Utility Function

Jérôme Massiani

2013:11: Bayesian Markov Switching Stochastic Correlation Models

Roberto Casarin, Marco Tronzano and Domenico Sartore

2013:10: Empirical properties of group preference aggregation methods employed in AHP. Theory and evidence

Michele Bernasconi, Christine Choirat and Raffaello Seri

2013:09: Monopolistic Competition: A Dual Approach with an Application to Trade

Paolo Bertoletti and Federico Etro

2013:08: Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox

Roberto Casarin, Stefano Grassi, Francesco Ravazzolo and Herman van Dijk

2013:07: Integrated Assessment of Natural Hazards and Climate-Change Adaptation: II. The SERRA Methodology

Vahid Mojtahed, Carlo Giupponi, Claudio Biscaro, Animesh Gain and Stefano Balbi

2013:06: Integrated Assessment of Natural Hazards and Climate Change Adaptation: I. The KULTURisk Methodological Framework

Carlo Giupponi, Vahid Mojtahed, Animesh Kumar Gain and Stefano Balbi

2013:05: On the comparison of model-based clustering solutions

Stefano Tonellato and Andrea Pastore

2013:04: A merging algorithm for Gaussian mixture components

Andrea Pastore and Stefano Tonellato

2013:03: �Determining the Number of Regimes in Markov-Switching VAR and VMA Models�

Maddalena Cavicchioli

2013_02: Cost-Benefit Analysis of policies for the development of electric vehicles in Germany: methods and results

Jérôme Massiani and J�rg Radeke

2013_01: SP surveys for electric and alternative fuel vehicles: are we doing the right thing?

Jérôme Massiani

2012:37: Tax Evasion Indices and Profiles

Dino Rizzi

2012:36: Bayesian Graphical Models for Structural Vector Autoregressive Processes

Daniel Felix Ahelegbey, Monica Billio and Roberto Casarin

2012:35: Efficient Gibbs Sampling for Markov Switching GARCH Models

Monica Billio, Roberto Casarin and Ayokunle Osuntuyi

2012:34: Prospect theory: An application to European option pricing

Martina Nardon and Paolo Pianca

2012:33: Reinforcement Learning for automatic financial trading: Introduction and some applications

Francesco Bertoluzzo and Marco Corazza

2012:32: Endogenous Market Structures and International Trade. II: Optimal Trade Policy

Federico Etro

2012:31: Endogenous Market Structures and International Trade. I: Theory

Federico Etro

2012:30: Technology Adoption, Job Matching Frictions and Business Creation

Andrea Colciago and Federico Etro

2012:29: Lifetime income and old age mortality risk in Italy over two decades

Michele Belloni, Rob Alessie, Adriaan Kalwij and Chiara Marinacci

2012:28: A unified frame work for performance and risk attribution

Marco Corazza and Andrea Menegazzo

2012_27: Education vs TFP: Empirical Evidence from The Sub-Saharan Countries

Guido Cazzavillan and Michael Donadelli

2012_26: Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals

Roberto Savona and Marika Vezzoli

2012_25: Extracting information on implied volatilities and discrete dividends from American options prices

Martina Nardon and Paolo Pianca

2012_24: Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure

Paolo Pellizzari and Dino Rizzi

2012_23: Eliciting ambiguity aversion in unknown and in compound lotteries: A KMM experimental approach

Noemi Pace, Giuseppe Attanasi, Christian Gollier and Aldo Montesano

2012_22: Emerging Stock Premia: Do Industries Matter?

Marcella Lucchetta and Michael Donadelli

2012_21: Electric cars as a means to reduce greenhouse gas emissions: methods, results and policy implications in Germany

Jens Weinmann and Jérôme Massiani

2012_20: Constant and variable returns to scale DEA models for socially responsible investment funds

Antonella Basso and Stefania Funari

2012_19: Strategic Information Transmission with Budget Constraint

Arya Kumar Srustidhar Chand

2012_18: Dynamic tracking error with shortfall control using stochastic programming

Diana Barro and Elio Canestrelli

2012_17: Downside risk in multiperiod tracking error models

Diana Barro and Elio Canestrelli

2012_16: Combining predictive densities using Bayesian filtering with applications to US economic data

Monica Billio, Roberto Casarin, Francesco Ravazzolo and Herman van Dijk

2012_15: Combination schemes for turning point predictions

Monica Billio, Roberto Casarin, Francesco Ravazzolo and Herman van Dijk

2012_14: Competition between Multiproduct Firms with Heterogeneous Costs

Roberto Roson

2012_13: Backward/forward optimal combination of performance measures for equity screening

Monica Billio, Massimiliano Caporin and Michele Costola

2012_12: Endogenous Market Structures and Welfare

Federico Etro

2012_11: The Theory of Endogenous Market Structures: A Survey

Federico Etro

2012_10: The Market for Paintings in the Venetian Republic from Renaissance to Rococ�

Federico Etro and Laura Pagani

2012_09: CDS Industrial Sector Indices, credit and liquidity risk

Monica Billio, Massimiliano Caporin, Loriana Pelizzon and Domenico Sartore

2012_08: Market volatility, optimal portfolios and naive asset allocations

Loriana Pelizzon and Massimiliano Caporin