Michele Caivano

Names

Affiliations

• Banca d'Italia
  • website
  • location: Roma, Italy

Research profile

author of:

• Robust time series models with trend and seasonal components
  by Michele Caivano & Andrew Harvey & Alessandra Luati
• Time-series models with an EGB2 conditional distribution
  by Michele Caivano & Andrew Harvey
• The Bank of Italy econometric model: an update of the main equations and model elasticities
  by Guido Bulligan & Fabio Busetti & Michele Caivano & Pietro Cova & Davide Fantino & Alberto Locarno & Lisa Rodano
• Time series models with an EGB2 conditional distribution
  by Michele Caivano & Andrew Harvey
• Time series models with an EGB2 conditional distribution
  by M. Caivano & A. Harvey
• The transmission of the global financial crisis to the Italian economy. A counterfactual analysis, 2008-2010.
  by Michele Caivano & Lisa Rodano & Stefano Siviero
• On the conditional distribution of euro area inflation forecast
  by Fabio Busetti & Michele Caivano & Lisa Rodano
• The trend–cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy and the Euro area
  by Fabio Busetti & Michele Caivano
• Assessing the sensitivity of inflation to economic activity
  by Dieppe, Alistair & Ortega, Eva & D'Agostino, Antonello & Karlsson, Tohmas & Benkovskis, Konstantins & Caivano, Michele & Hurtado, Samuel & Várnai, Tímea
• The Transmission of the Global Financial Crisis to the Italian Economy
  by M. Caivano & L. Rodano & S. Siviero
• Two EGARCH models and one fat tail
  by M. Caivano & A. Harvey
• The trend-cycle decomposition of output and the Phillips curve: Bayesian estimates for Italy
  by Fabio Busetti & Michele Caivano
• Two EGARCH models and one fat tail
  by Michele Caivano & Andrew Harvey
• Modelling italian potential output and the output gap
  by Antonio Bassanetti & Michele Caivano & Alberto Locarno
• Modelling Italian potential output and the output gap
  by Antonio Bassanetti & Michele Caivano & Alberto Locarno
• Low frequency drivers of the real interest rate: a band spectrum regression approach
  by Fabio Busetti & Michele Caivano