Search results for "Autore"
showing 10 items of 352 documents
Tra uomo e donna. "Varianti sul tema" e invarianti nella scrittura
2018
Vengono individuate diverse riscritture grassiane che appaiono lungo il corso di 15 anni, ma che non si pongono lungo un continuum evolutivo. Non se ne coglie infatti un mutare evidente di usi linguistici o di istanze etico-estetiche che giustifichino i successivi e nuovi testi. Non ci sono, in quindici anni di riscrittura e nonostante i cambiamenti profondi delle sensibilità sociali sul tema del gender, attualizzazioni o integrazioni di segmenti narrativi: la Grasso reitera sempre gli stessi fotogrammi, quasi con le stesse parole e facendo riemergere sempre le stesse sensazioni. La protagonista, Enrichetta/Ninetta, non ha vita autonoma fuori dall’effetto suscitato nell’autrice bambina. Anc…
Simulating Term Structure of Interest Rates with Arbitrary Marginals
2007
Decision models under uncertainty need to be feeded with scenarios of the interest rate curve. Such scenarios have to comply, as close as possible, with the empirical distribution of each rate. Simulation models of the term structure usually assume that the conjugate distribution of the interest rates is lognormal. Dynamic models, like vector auto-regression, implicitly postulate that the logarithm of the interest rates is normally distributed. Statistical analyses have, however, shown that stationary transformations (yield changes) of the interest rates are substantially leptokurtic, thus posing serious doubts on the reliability of the available models. We propose in this paper a vector au…
Simulating term structure of interest rates with arbitrary marginals
2011
Decision models under uncertainty rely their analysis on scenarios of the economic factors. A key economic factor is the term structure of interest rates (yields). Simulation models of the yield curve usually assume that the conjugate distribution of the interest rates is lognormal. Dynamic models, like vector auto-regression, implicitly postulate that the logarithm of the interest rates is normally distributed. Statistical analyses have, however, shown that stationary transformations (yield changes) of the interest rates are substantially leptokurtic, thus posing serious doubts on the reliability of the available models. We propose in this paper a VARTA model (Biller and Nelson, 2003) to s…
Searching for Threshold Effects in the Evolution of Budget Deficits: An Application to the Spanish Case
2004
Abstract In this paper, we use recent developments on threshold autoregressive (TAR) models that allow us to derive endogenously threshold effects in the evolution of the Spanish budget deficit. Specifically, a mean-reverting dynamic behaviour of the budget deficit should be expected once such threshold is reached.
FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME-SERIES ANALYSIS
2009
We analyze the fiscal adjustment process in the United States using a multivariate threshold vector error regression model. The shift from single-equation to multivariate setting adds value both in terms of our economic understanding of the fiscal adjustment process and the forecasting performance of nonlinear models. We find evidence that fiscal authorities intervene to reduce real per capita deficit only when it reaches a certain threshold and that fiscal adjustment takes place primarily by cutting government expenditure. The results of out-of-sample density forecast and probability forecasts suggest that a shift from a univariate autoregressive model to a multivariate model improves fore…
Unemployment dynamics and NAIRU estimates for accession countries: A univariate approach
2005
Abstract In this paper we test for hysteresis effects versus the natural rate hypothesis on unemployment rates of new members in the European Union (EU) using unit root tests that account for the presence of level shifts. In addition, we estimate the non-accelerating inflation rate of unemployment (NAIRU) from a univariate perspective. The precision of these NAIRU are investigated by studying two sources of inaccuracy that derive from the estimation of the break points, and the estimation of the autoregressive parameters. The results indicate up to four structural breaks in the NAIRU of transition countries that can be associated with institutional changes from implementing market-oriented …
Has 1997 Asian crisis increased information flows between international markets
2003
Abstract The Asian crisis started on July 2, 1997 and caused turmoil in developed as well as emerging international stock markets. The objective of this paper is to analyse the effects of the crisis on the relationships of the Southeast Asian stock markets with the stock markets of three geographical areas (Europe, North America, and Latin America). We use the Morgan Stanley national and international indexes (MSCI) for two homogeneous and nonoverlapping time intervals. The econometric techniques used in this paper include the cointegration test, vector autoregression analysis, forecast error variance decomposition (FEVD), and impulse–response relationships. Our results show that: (i) there…
Characterization of the muscarinic receptor subtype(s) mediating contraction of the guinea-pig lung strip and inhibition of acetylcholine release in …
1997
1 The muscarinic receptor subtypes mediating contraction of the guinea-pig lung strip and inhibition of the release of acetylcholine from cholinergic vagus nerve endings in the guinea-pig trachea in vitro have previously been characterized as M-2-like, i.e. having antagonist affinity profiles that are qualitatively similar but quantitatively dissimilar compared to cardiac M-2 receptors. The present study sought to establish definitely the identity of these receptor subtypes by using the selective muscarinic receptor antagonist, tripitramine. Guinea-pig atria and guinea-pig trachea (postjunctional contractile response) were included for reference.2 It was found that tripitramine antagonized …
Interactive effects of internalizing and externalizing problem behaviors on recurrent pain in children
2002
Objective: To examine, in children, relationships between self-reported recurrent pain and emotion regulation indicated by rated internalizing and externalizing problem behaviors and adjustment. Method: Finnish 11-12-year-old schoolchildren (N = 414) completed a questionnaire measuring recurrent pain. Emotion regulation was assessed by a Multidimensional Peer Nomination Inventory, Teacher Rating Form. Relationships between recurrent pain and emotion regulation were examined in logistic regression analyses, after controlling for past injuries and chronic illnesses. Results: Independent of injuries and chronic illnesses, externalizing and internalizing problem behaviors related to recurrent p…
Examining bi-directionality between Fear of Missing Out and problematic smartphone use. A two-wave panel study among adolescents.
2020
Abstract Background In recent years, the Fear of Missing Out (FoMO) construct has been the object of growing attention in digital technology research with previous studies finding support for the relationship between FoMO and problematic smartphone use (PSU) among adolescents and young adults. However, no previous studies clarified the causal link between FoMO and PSU using a longitudinal design. Methods An auto-regressive, cross-lagged panel design was tested by using a longitudinal dataset with two waves of data collection (T0 and T1, one year apart). Participants included two hundred and forty-two adolescents (109 males and 133 females), with a mean age of 14.16 years, who filled out the…