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Sebastiano Manzan
Sebastiano Manzan
Zicklin School of Business, Baruch College (CUNY)
baruch.cuny.edu의 이메일 확인됨 - 홈페이지
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Behavioral heterogeneity in stock prices
HP Boswijk, CH Hommes, S Manzan
Journal of Economic dynamics and control 31 (6), 1938-1970, 2007
6102007
Heterogeneous expectations, exchange rate dynamics and predictability
S Manzan, FH Westerhoff
Journal of economic behavior & Organization 64 (1), 111-128, 2007
1552007
Forecasting with Economic News
L Barbaglia, S Consoli, S Manzan
Available at SSRN, 2020
932020
Representativeness of news and exchange rate dynamics
S Manzan, F Westerhoff
Journal of Economic Dynamics and Control 29 (4), 677-689, 2005
882005
Fine-grained, aspect-based sentiment analysis on economic and financial lexicon
S Consoli, L Barbaglia, S Manzan
Knowledge-Based Systems 247, 108781, 2022
712022
Forecasting the distribution of economic variables in a data-rich environment
S Manzan
Journal of Business & Economic Statistics 33 (1), 144-164, 2015
672015
Are macroeconomic variables useful for forecasting the distribution of US inflation?
S Manzan, D Zerom
International Journal of Forecasting 29 (3), 469-478, 2013
63*2013
Kernel estimation of a partially linear additive model
S Manzan, D Zerom
Statistics & Probability Letters 72 (4), 313-322, 2005
562005
Forecasting loan default in Europe with machine learning
L Barbaglia, S Manzan, E Tosetti
Journal of Financial Econometrics 21 (2), 569-596, 2023
502023
Tests for serial independence and linearity based on correlation integrals
C Diks, S Manzan
Studies in Nonlinear Dynamics & Econometrics 6 (2), 2002
452002
Nonlinear mean reversion in stock prices
S Manzan
Quantitative and Qualitative Analysis in Social Sciences 1 (3), 1-20, 2007
432007
Comments on “Testing for nonlinear structure and chaos in economic time series”
CH Hommes, S Manzan
Journal of Macroeconomics 28 (1), 169-174, 2006
402006
Forecasting the return distribution using high-frequency volatility measures
J Hua, S Manzan
Journal of Banking & Finance 37 (11), 4381-4403, 2013
342013
A semiparametric analysis of gasoline demand in the United States reexamining the impact of price
S Manzan, D Zerom
Econometric Reviews 29 (4), 439-468, 2010
33*2010
Differential interpretation in the Survey of Professional Forecasters
S Manzan
Journal of money, Credit and Banking 43 (5), 993-1017, 2011
322011
Asymmetric quantile persistence and predictability: the case of US inflation
S Manzan, D Zerom
Oxford Bulletin of Economics and Statistics 77 (2), 297-318, 2015
292015
Essays in nonlinear economic dynamics
S Manzan
Thela Thesis, 2003
232003
Forecasting GDP in Europe with textual data
L Barbaglia, S Consoli, S Manzan
Journal of Applied Econometrics 39 (2), 338-355, 2024
202024
A bootstrap-based non-parametric forecast density
S Manzan, D Zerom
International Journal of Forecasting 24 (3), 535-550, 2008
162008
Are Professional Forecasters Bayesian?
S Manzan
Journal of Economic Dynamics and Control, 2020
13*2020
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