Marco Tronzano

Università degli Studi di Genova

Via Vivaldi 5

Genova, 16126

Italy

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Bayesian Markov Switching Stochastic Correlation Models

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 11/WP/2013
Number of pages: 53 Posted: 08 Jun 2013
Roberto Casarin, Marco Tronzano and Domenico Sartore
University Ca' Foscari of Venice - Department of Economics, Università degli Studi di Genova and Ca Foscari University of Venice - Dipartimento di Economia
Downloads 145 (245,853)

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Stochastic Correlation, Multivariate Stochastic Volatility, Markov-switching, Bayesian Inference, Monte Carlo Markov Chain

2.

Assessing European Central Bank's Credibility During the First Years of the Eurosystem: A Bayesian Empirical Investigation

The Manchester School, Vol. 78, Issue 5, pp. 437-459, September 2010
Number of pages: 23 Posted: 10 Aug 2010
Gianni Amisano and Marco Tronzano
Board of Governors of the Federal Reserve System and Università degli Studi di Genova
Downloads 2 (766,161)
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