Ph.D. (Harvard, 1983), B.A. (Toronto, 1977)
Office: Max Gluskin House, 150 St. George Street, 327. Phone: 416-978-6541.
Office: University of Toronto, Mississauga, 3254. Phone: 905-828-3908.
Personal website: http://homes.chass.utoronto.ca/~melino/
Research fields: Econometrics, Macroeconomics, Financial economics
- Angelo Melino, "Measuring the cost of economic fluctuations with preferences that rationalize the equity premium", Canadian Journal of Economics 43 (2010), 405–422.
- Angelo Melino and Stuart M. Turnbull, "Pricing Foreign Currency Options with Stochastic Volatility", in Stochastic Volatility: Selected Readings (edited by Neil Shephard), Oxford University Press, 2005, 239–265.
- Angelo Melino and A. Yang, "State-dependent preferences can explain the equity premium puzzle", Review of Economic Dynamics 6 (4) (2003), 806–830.
- Angelo Melino, "Estimation of a Rational Expectations Model of the Term Structure", Journal of Empirical Finance 8 (5) (2001), 639–668.
- Michael Baker and Angelo Melino, "Duration Dependence and Nonparametric Heterogeneity: A Monte Carlo Study", Journal of Econometrics 96 (2) (2000), 357–393.
Honors and awards
- Listed in "Who's in Who in Economics" (4th edition) based on citation count, 1990-2000.
Courses taught 2020–2021
- ECO2408H1F, section L0201 (St. George) • Econometrics • M11-1,W11-1 • WW 126
- ECO375H5F, section L0102 (UTM) • Applied Econometrics I
- ECO466H1F, section L0101 (St. George) • Empirical Macroeconomics and Policy (Angelo Melino and Martin Burda) • M9-11, F10-12