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For better sorted lists see Publication List or Selected Works
Pelagatti M. (with Negri V.) (2010) - “The Industrial Cycle of Milan as an Accurate Leading Indicator for the Italian Business Cycle”, Journal of Business Cycle Measurement and Analysis, forthcoming.
Pelagatti M. (with Bosco B., Parisio L.) (2010) - “Estimating Marginal Costs and Market Power in the Italian Electricity Auctions”, Statistics Department Working Paper n.200100201.
Pelagatti M. (2010) - “State Space Methods in Ox/SsfPack”, invited paper for a forthcoming special issue of the Journal of Statistical Software on state space methods.
Pelagatti M. (with Sen P.K.) (2009) - “A robust version of the KPSS test based on ranks”, Statistics Department Working Paper n.20090701.
Pelagatti M. (with Bosco B, Parisio L, Baldi F) (2010) - “Long run relations in European electricity prices”, Journal of Applied Econometrics 25(5), 805-832.
Pelagatti M. (2010) - “Price Indexes across Space and Time and the Stochastic Properties of Prices”, in Biggeri & Ferrari (eds), Price Index Numbers in Time and Space. Methods and Practice, Springer-Verlag.
Pelagatti M. (with Lisi F.) (2009) - “Variance Initialisation in GARCH Estimation”, in Paganoni, Sangalli, Secchi e Vantini (Eds.), Complex data modeling and computationally intensive statistical methods for estimation and prediction, Maggioli Editore.
Pelagatti M. (2009) - “Modelling Good and Bad Volatility”, Studies in Nonlinear Dynamics and Econometrics, 13(1).
Pelagatti M. (with Negri V.) (2008) - “Milan’s Cycle as an Accurate Leading Indicator for the Italian Business Cycle”, Statistics Department Working Paper n.20080601.
Pelagatti M. (2008) - “Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application”, Business Fluctuations and Cycles, T. Nagakawa Ed., pp.43-46, Nova Science Publishers, Hauppauge NY.
Pelagatti M. (2007) - “Modelling Good and Bad Volatility”, Statistics Department Working Paper n.20071101.
Pelagatti M. (with Bosco B., Parisio L., Baldi F., 2007) - “A robust multivariate long run analysis of European electricity prices”, Statistics Department Working Paper n.20070901.
Pelagatti M. (with Favato G., Mariani P., Mills R.W., Capone A., Pieri V., Marcobelli A., Trotta M.G., Zucchi A., Capatano A.L.) (2007) - “ASSET (Age/Sex Standardised Estimates of Treatment): A Research Model to Improve the Governance of Prescribing Funds in Italy”, PLoS ONE, 2(7): e592. doi:10.1371/journal.pone.0000592.
Pelagatti M. (with Bosco B., Parisio L., Baldi F., 2006) - “Deregulated Wholesale Electricity Prices in Europe”, Working Paper.
Pelagatti M., Perricone C., Fattore M. (2006) - “La misura dell’inflazione spaziale in Italia usando dati raccolti per altri fini”, in Metodologie e strumenti per l’analisi dell’evoluzione economica territoriale, a cura di P. Mariani e M. Pelagatti, CUSL, Milano.
Pelagatti M. (con Mariani P., a cura di) (2006) - Metodologie e strumenti per l’analisi dell’evoluzione economica territoriale, CUSL, Milano.
Pelagatti M. (2006) - “Optimal Filtering for a Common Stochastic Cycle Shifted in Continuous Time”, Proceedings of the XLIII Scientific Meeting of the Italian Statistics Society.
Pelagatti M. (with Bosco B. and Parisio L.) (2007) - “Deregulated Wholesale Electricity Prices in Italy”, International Advances in Economic Research, 13(4), 415-432.
Pelagatti M., D. Fuà, G. Galliani, A. Brugnoli, V. Condemi (2006) - “Statistical investigation on the relation between car accidents and warm katabatic winds”, Il Nuovo Cimento C, 29(2), pp. 229-235.
Pelagatti M. (2005) - “L'attività degli alberghi high level in Provincia di Milano e la produzione industriale italiana”, seminario Qualità del servizio e formazione delle risorse umane per il rilancio del turismo di Milano, Assolombarda, 6 giugno 2005.
Pelagatti M. (2004) - "Business Cycle and Sector Cycles", Common features in London, December 16-17, 2004.
Pelagatti M. (2004) - "Ciclo macroeconomico e cicli economici settoriali", in Studi in ricordo di Marco Martini, Giuffré Editore, Milano.
Pelagatti M. [a cura di] (2004) - Studi in ricordo di Marco Martini, Giuffré Editore, Milano.
Pelagatti M. (2004) - "Dynamic Conditional Correlation with Elliptical Distributions". 2nd OxMetrics User Conference, London, August 26-27, 2004.
Pelagatti M. (2003) - "DDMSVAR for Ox: a Software for Time Series Modeling with Duration Dependent Markov-Switching Autoregressions". 1st OxMetrics User Conference, London, September 1-2, 2003.
Pelagatti M. (2002) - Markov Chain Monte Carlo Methods for Dynamic Models with Applications to the Business Cycle Analysis. Ph.D. Dissertation.
Pelagatti M. (2002) - "Duration-Dependent Markov-Switching VAR models with Application to the U.S. Business Cycle Analysis". Proceedings of the XLI Scientific Meeting of the Italian Statistics Society.
Pelagatti M. (2001) - "Gibbs Sampling for a Duration Dependent Markov Switching Model with Application to the U.S. Business Cycle". Working Paper QD 2001/2 - March
Pelagatti M. (2000) - "L'approccio alla statistica robusta basato sulla funzione d'influenza: appunti per un seminario". Working Paper QD 2001/1 - January.
Pelagatti M. (1999) - "Un algoritmo IML per la stima robusta dei modelli ARIMA e per l'individuazione dei valori anomali nelle serie storiche". Proceeding of SUGItalia '99 conference, Rome, SAS Institute.
Pelagatti M. (1997) - Analisi d'intervento. Dispensa per gli studenti di Serie Storiche Economiche tratta dal 2° capitolo della tesi di laurea.
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