Working Papers Series 2015-2017


#131 (12-16) – Punzo C., Rossi L. “Money-Financed versus Debt Financed Fiscal Stimulus with Borrowing Constraints”

#130 (12-16) – Bertoletti P. “A Note on Consumer Surplus and the Structure of Preferences”

#129 (11-16) – Fujimoto T., Perera U., Giorgi G. “Two Proofs of the Farkas-Minkowski Theorem by Tandem Method and by Use of an Orthogonal Complement”

#128 (10-16) – Rossi L. “Productivity Shocks and Uncertainty Shocks in a Model with Endogenous Firms Exit and Inefficient Banks”

#127 (10-16) – Giorgi G., “Breve Storia della Programmazione Matematica in Italia”

#125 (07-16) – Forlani E., Lodigiani L., Mendolicchio C. “Natives and Migrants in Home Production: The Case of Germany”

#124 (06-16) – Giudici P., Parisi L. “Bail in or Bail out? The Atlante example from a systemic risk perspective”

#123 (05-16) – Rossi L., Zanetti Chini E. “Firms’ Dynamics and Business Cycle: New Disaggregated Data”

#122 (04-16) – Cavaliere A., Crea G. “Vertical Differentiation With Consumers”

#120 (04-16) – Meli S. “Il Settore del Teleriscaldamento in Italia: Struttura e Assetto Regolatorio”

#119 (04-16) – Giorgi G., Zuccotti C. “Equilibrium and Optimality in Gale-von Neumann Models”

#118 (03-16) – Giudici P., Sarlin P., Spelta A. “The multivariate nature of systemic risk: direct and common exposures”

#117 (02-16) – Cerchiello P., Giudici P., Nicola G. “Big data models of bank risk contagion”

#116 (02-16) – Giudici P., Parisi L. “CoRisk: measuring systemic risk through default probability contagion”

#115 (02-16) – Montani G. “L’azione del Movimento Federalista Europeo per la moneta europea”

#114 (01-16) – Zanetti Chini E. “Generalizing smooth transition autoregressions”


#113 (12-15) – Khankov I., Penikas H. “Modelling Probability of Default of Russian Banks and Companies Using Copula Models”

#112 (11-15) – Giudici P., Parisi L. “Dynamic hierarchical models for monetary transmission”

#110 (11-15) – Giudici P., Parisi L. “Modeling Systemic Risk with Correlated Stochastic Processes”

#109 (11-15) – Castagnetti C. “The Analysis of the Gender Wage Gap in the Italian Public Sector: a Quantile Approach for Panel Data”

#107 (10-15) – Vaggi G. “Development and the post-2015 challenges: making the Sustainable Development Goals work”

#106 (09-15) – Giudici P., Parisi L. “Dynamic models for monetary transmission”

#105 (09-15) – Montani G. “The German Question and the European Question. Monetary Union and European Democracy after the Greek crisis”

#104 (06-15) – La Croce C., Rossi L. “Firms Endogenous Entry and Monopolistic Banking in a DSGE model”

#103 (05-15) – Giudici, P. Hashem S. “Systemic risk of Islamic Banks”

#102 (05-15) – Cerchiello P., Giudici P. “A Bayesian h-index: how to measure research impact”

#101 (05-15) – Parisi L., Gianfrancesco G., Gilberto C., Giudici P. “Monetary transmission models for bank interest rates” 

#100 (04-15) – Annicchiarico B., Rossi L. “Taylor Rules, Long-Run Growth and Real Uncertainty”

#99 (03-15) – Rossi L. “Endogenous Firms’ Exit, Inefficient Banks and Business Cycle Dynamics”

#98 (03-15) – Cavaliere A., Maggi M., Stroffolini F. “Investments in Water Networks: A Normative Analysis of Local Public Utilities”

#97 (02-15) – Giorgi G., Zuccotti C. “An Overview on D-stable Matrices”