Melisso Boschi

Centre for Applied Macroeconomic Analysis (CAMA)

Research Associate

ANU College of Business and Economics

Canberra, Australian Capital Territory 0200

Australia

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 46,039

SSRN RANKINGS

Top 46,039

in Total Papers Downloads

1,202

SSRN CITATIONS
Rank 44,186

SSRN RANKINGS

Top 44,186

in Total Papers Citations

3

CROSSREF CITATIONS

13

Scholarly Papers (11)

1.

International Financial Contagion: Evidence from the Argentine Crisis of 2001-2002

Applied Financial Economics, Vol. 15, pp. 153-163, 2005
Number of pages: 33 Posted: 05 Dec 2005
Melisso Boschi
Centre for Applied Macroeconomic Analysis (CAMA)
Downloads 292 (128,584)
Citation 2

Abstract:

Loading...

International Financial Contagion, Argentine Crisis, VAR models, Correlation.

2.

Euro Area Inflation: Long-Run Determinants and Short-Run Dynamics

ISAE Working Paper No. 60
Number of pages: 41 Posted: 18 Apr 2005
Melisso Boschi and Alessandro Girardi
Centre for Applied Macroeconomic Analysis (CAMA) and National Institute of Statistics (ISTAT)
Downloads 181 (203,763)

Abstract:

Loading...

Inflation, markup, Euro Area, long-run structural VARs, subset VECM, impulse response analysis, forecasting

3.

Relative Risk Aversion and the Transmission of Financial Crises

CAMA Working Paper 28/2007
Number of pages: 28 Posted: 27 Dec 2007 Last Revised: 11 Nov 2008
Melisso Boschi and Aditya Goenka
Centre for Applied Macroeconomic Analysis (CAMA) and affiliation not provided to SSRN
Downloads 152 (236,297)
Citation 2

Abstract:

Loading...

Financial crises, contagion, wealth effects, international asset pricing, relative risk aversion, capital controls, Tobin tax

4.

Aluminium Market and the Macroeconomy

University of Perugia, Quaderno del Dipartimento di Economia, Finanza e Statistica No. 42
Number of pages: 40 Posted: 23 Jun 2008
Melisso Boschi and Luca Pieroni
Centre for Applied Macroeconomic Analysis (CAMA) and University of Perugia - Department of Economics
Downloads 145 (245,619)

Abstract:

Loading...

Metal commodities, Monetary transmission mechanism, Rational Expectations Hypothesis test, SVAR

The Stability of Tax Elasticities Over the Business Cycle in European Countries

CAMA Working Paper No. 44/2017
Number of pages: 45 Posted: 24 Jul 2017
Melisso Boschi and Stefano d'Addona
Centre for Applied Macroeconomic Analysis (CAMA) and University of Roma Tre
Downloads 48 (485,070)
Citation 1

Abstract:

Loading...

Tax Elasticity, Tax Policy Discretionary Change, Business Cycle, European Economy, Markov-Switching Regimes

The Stability of Tax Elasticities Over the Business Cycle in European Countries

Number of pages: 44 Posted: 12 May 2017
Melisso Boschi and Stefano d'Addona
Centre for Applied Macroeconomic Analysis (CAMA) and University of Roma Tre
Downloads 44 (503,282)
Citation 1

Abstract:

Loading...

Tax elasticity, Tax policy discretionary change, Business cycle, European economy, Markov-switching regimes

6.

Foreign Capital in Latin America: A Long-Run Structural Global VAR Perspective

University of Essex Discussion Paper Series No. 647
Number of pages: 65 Posted: 27 Dec 2007
Melisso Boschi
Centre for Applied Macroeconomic Analysis (CAMA)
Downloads 73 (389,176)
Citation 2

Abstract:

Loading...

Net foreign assets, capital flows, real exchange rate, Latin America, Emerging markets, VECM, Global VAR

7.

Does One Monetary Policy Fit All? The Determinants of Inflation in Emu Countries

Number of pages: 32 Posted: 07 Feb 2007 Last Revised: 04 Jan 2008
Melisso Boschi and Alessandro Girardi
Centre for Applied Macroeconomic Analysis (CAMA) and National Institute of Statistics (ISTAT)
Downloads 73 (389,176)

Abstract:

Loading...

Inflation, markup, EMU countries, long-run structural VARs, subset VEC models

Testing Habits in an Asset Pricing Model

Number of pages: 30 Posted: 15 Mar 2010 Last Revised: 12 May 2017
Melisso Boschi, Stefano d'Addona and Aditya Goenka
Centre for Applied Macroeconomic Analysis (CAMA), University of Roma Tre and affiliation not provided to SSRN
Downloads 41 (517,607)

Abstract:

Loading...

Habit formation, Equity premium, Business cycles, Markov-switching VAR models

Testing Habits in an Asset Pricing Model

Number of pages: 41 Posted: 16 Mar 2012
Stefano d'Addona, Melisso Boschi and Aditya Goenka
University of Roma Tre, Centre for Applied Macroeconomic Analysis (CAMA) and affiliation not provided to SSRN
Downloads 23 (626,037)

Abstract:

Loading...

Habit formation, Equity premium, Business cycles, Markov-switching models, Regime-dependent impulse response functions

9.

The Contribution of Domestic, Regional and International Factors to Latin America's Business Cycle

CAMA Working Paper No. 33/2008
Number of pages: 31 Posted: 09 Nov 2008 Last Revised: 19 Dec 2008
Melisso Boschi and Alessandro Girardi
Centre for Applied Macroeconomic Analysis (CAMA) and National Institute of Statistics (ISTAT)
Downloads 62 (424,140)
Citation 1

Abstract:

Loading...

International business cycle, Latin America, exchange rate regimes, Global VAR methodology, VECM

Domestic versus International Determinants of European Business Cycles: A GVAR Approach

Number of pages: 24 Posted: 21 May 2013
Melisso Boschi, Massimiliano Marzo and Simone Salotti
Centre for Applied Macroeconomic Analysis (CAMA), Department of Management, University of Bologna and Oxford Brookes University
Downloads 35 (548,865)

Abstract:

Loading...

Business cycle, inflation, European Monetary Union, Global VAR (GVAR)

Domestic versus International Determinants of European Business Cycles: A GVAR Approach

CAMA Working Paper Series Paper 28/2013
Number of pages: 24 Posted: 01 Jun 2013
Melisso Boschi, Massimiliano Marzo and Simone Salotti
Centre for Applied Macroeconomic Analysis (CAMA), Department of Management, University of Bologna and Oxford Brookes University
Downloads 16 (679,491)

Abstract:

Loading...

Business Cycle, Inflation, European Monetary Union, Global VAR (GVAR)

11.

Testing External Habits in an Asset Pricing Model

CAMA Working Papaer No. 20/2012
Number of pages: 33 Posted: 17 May 2012
Melisso Boschi, Stefano d'Addona and Aditya Goenka
Centre for Applied Macroeconomic Analysis (CAMA), University of Roma Tre and affiliation not provided to SSRN
Downloads 17 (648,678)

Abstract:

Loading...

Habit formation, Equity premium, Business cycles, Markov-switching models,Time-varying VAR, Regime-dependent impulse response functions