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Disambiguation of "Corradi, Valentina"

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Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data

, and . Journal of Econometrics, 136 (2): 699--723 (February 2007)

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Valentina David

Valentina Tischer

Valentina Kutzschebauch

Valentina Kolkhorst

Valentina Villa

 

Other publications of authors with the same name

Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives, and . International Journal of Forecasting, 20 (2): 185--199 (00 2004)The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test, and . Journal of Econometrics, 132 (1): 195--229 (May 2006)Bootstrap specification tests for diffusion processes, and . Journal of Econometrics, 124 (1): 117--148 (January 2005)Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries, and . International Journal of Forecasting, 21 (1): 167--183 (00 2005)Handbook of Economic Forecasting, and . Volume 1, chapter Chapter 5 Predictive Density Evaluation, page 197--284. Elsevier, (2006)Strong rules for detecting the number of breaks in a time series, and . Journal of Econometrics, 117 (2): 207--244 (December 2003)Predictive ability with cointegrated variables, , and . Journal of Econometrics, 104 (2): 315--358 (September 2001)Reconsidering the continuous time limit of the GARCH(1, 1) process. Journal of Econometrics, 96 (1): 145--153 (May 2000)NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES*, and . International Economic Review, 48 (1): 67--109 (32 02 2007)doi: 10.1111/j.1468-2354.2007.00418.x.A cointegration analysis of the relatonship between bank reserves, deposits and loans : The case of Italy, 1965-1987, , and . Journal of Banking & Finance, 14 (1): 199--214 (March 1990)