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Publications of Angelo Melino
2012
Angelo Melino, "Inflation Targeting: A Canadian Perspective", International Journal of Central Banking 8 (2012), 105–131.
2010
Angelo Melino, "Measuring the cost of economic fluctuations with preferences that rationalize the equity premium", Canadian Journal of Economics 43 (2010), 405–422.
2008
Angelo Melino and Nash Peerbocus, "High Frequency Export and Price Responses in the Ontario Electricity Market", Energy Journal 29 (2008), 35–51.
2005
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.
2003
Angelo Melino and A. Yang, "State-dependent preferences can explain the equity premium puzzle", Review of Economic Dynamics 6 (4) (2003), 806–830.
2002
Olivier Blanchard, David Johnson, Angelo Melino, Macroeconomics, Second Canadian Edition, Pearson Education Canada, Toronto, 2002.
2001
Angelo Melino, "Estimation of a Rational Expectations Model of the Term Structure", Journal of Empirical Finance 8 (5) (2001), 639–668.
2000
Michael Baker and Angelo Melino, "Duration Dependence and Nonparametric Heterogeneity: A Monte Carlo Study", Journal of Econometrics 96 (2) (2000), 357–393.
1998
Olivier Blanchard and Angelo Melino, Macroeconomics: First Canadian Edition, Prentice-Hall Canada, Toronto, 1998.
1995
Larry Epstein and Angelo Melino, "A Revealed Preference Analysis of Asset Pricing under Recursive Utility", Review of Economic Studies 62 (4) (1995), 597–618.
Angelo Melino and Stuart M. Turnbull, "Misspecification and the Pricing and Hedging of Long-Term Foreign Currency Options", Journal of International Money and Finance 14 (3) (1995), 373–393.
1994
Angelo Melino, "Estimation of Continuous-Time Stochastic Processes in Finance", in Advances in Econometrics, Sixth World Congress, Vol. II (edited by C. Sims), Cambridge University Press, 1994.
1991
Angelo Melino and Stuart M. Turnbull, "The Pricing of Foreign Currency Options", Canadian Journal of Economics 24 (2) (1991), 251–281.
1990
Morley K. Gunderson, Angelo Melino, Frank J. Reid, "The Effects of Canadian Labour Relations Legislation on Strike Incidence and Duration", Labor Law Journal 41 (8) (1990), 512–518.
Morley K. Gunderson and Angelo Melino, "The Effects of Public Policy on Strike Duration", Journal of Labor Economics 8 (3) (1990), 295–316.
Angelo Melino and Glenn Sueyoshi, "A Simple Approach to the Identifiability of the Proportional Hazards Model", Economic Letters 33 (1) (1990), 63–68.
Angelo Melino and Stuart M. Turnbull, "Pricing Foreign Currency Options with Stochastic Volatility", Journal of Econometrics 45 (1990), 239–265.
1988
Angelo Melino, "The Term Structure of Interest Rates: Evidence and Theory", Journal of Economic Surveys 2 (4) (1988), 335–366.
1987
Richard Deaves, Angelo Melino, James E. Pesando, "The Response of Interest Rates to the Federal Reserve's Weekly Money Announcements: The 'Puzzle' of Anticipated Money", Journal of Monetary Economics 19 (3) (1987), 393–404.
Sanford J. Grossman, Angelo Melino, Robert J. Shiller, "Estimating the Continuous-Time Consumption-Based Asset Pricing Model", Journal of Business and Economic Statistics 5 (3) (1987), 315–327.
Morley K. Gunderson and Angelo Melino, "Estimating Strike Effects in a General Model of Prices and Quantities", Journal of Labor Economics 5 (1) (1987), 1–19.
1986
Olivier Blanchard and Angelo Melino, "Cyclical Behavior of Prices and Quantities in the Automobile Market", Journal of Monetary Economics 17 (3) (1986), 379–407.
1984
T. Doan, R. Litterman, Angelo Melino, C. Sims, "Comment on 'Forecasting and Conditional Projection Using Realistic Prior Distributions", Econometric Reviews 3 (1) (1984), 119–123.
1982
Angelo Melino, "Testing for Sample Selection Bias", Review of Economic Studies 49 (1) (1982), 151–153.
1978
Angelo Melino and Dale J. Poirier, "A Note on the Interpretation of Regression Coefficients within a Class of Truncated Distributions", Econometrica 46 (5) (1978), 1207–1209.