Sebastiano Manzan
Sebastiano Manzan
Department of Economics & Finance, Baruch College
Verified email at baruch.cuny.edu - Homepage
Title
Cited by
Cited by
Year
Behavioral heterogeneity in stock prices
HP Boswijk, CH Hommes, S Manzan
Journal of Economic dynamics and control 31 (6), 1938-1970, 2007
5042007
Heterogeneous expectations, exchange rate dynamics and predictability
S Manzan, FH Westerhoff
Journal of economic behavior & Organization 64 (1), 111-128, 2007
1322007
Representativeness of news and exchange rate dynamics
S Manzan, F Westerhoff
Journal of Economic Dynamics and Control 29 (4), 677-689, 2005
762005
Comments on “Testing for nonlinear structure and chaos in economic time series”
CH Hommes, S Manzan
Journal of Macroeconomics 28 (1), 169-174, 2006
452006
Tests for serial independence and linearity based on correlation integrals
C Diks, S Manzan
Studies in Nonlinear Dynamics & Econometrics 6 (2), 2002
442002
Kernel estimation of a partially linear additive model
S Manzan, D Zerom
Statistics & probability letters 72 (4), 313-322, 2005
412005
Nonlinear mean reversion in stock prices
S Manzan
Quantitative and Qualitative Analysis in Social Sciences 1 (3), 1-20, 2007
382007
Forecasting the distribution of economic variables in a data-rich environment
S Manzan
Journal of Business & Economic Statistics 33 (1), 144-164, 2015
252015
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
222010
Essays in nonlinear economic dynamics
S Manzan
integration 3 (3), 119-140, 2003
222003
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
202015
Forecasting the return distribution using high-frequency volatility measures
J Hua, S Manzan
Journal of Banking & Finance 37 (11), 4381-4403, 2013
202013
Differential interpretation in the Survey of Professional Forecasters
S Manzan
Journal of money, Credit and Banking 43 (5), 993-1017, 2011
202011
Are macroeconomic variables useful for forecasting the distribution of US inflation?
S Manzan, D Zerom
International Journal of Forecasting 29 (3), 469-478, 2013
192013
A bootstrap-based non-parametric forecast density
S Manzan, D Zerom
International Journal of Forecasting 24 (3), 535-550, 2008
132008
Are Professional Forecasters Bayesian?
S Manzan
Available at SSRN 2439444, 2014
62014
Are Macroeconomic Variables Useful for Forecasting the Distribution of US Inflation?
S Manzan, D Zerom
Available at SSRN 1337046, 2009
62009
A Semiparametric Analysis of Gasoline Demand in the US: Re-examining the Impact of Price
S Manzan, D Zerom
Available at SSRN 1260050, 2007
62007
Agent based modeling in finance
S Manzan
Encyclopedia of Complexity and Systems Science. Springer New York, 3374-3388, 2009
52009
Model selection for nonlinear time series
S Manzan
Empirical Economics 29 (4), 901-920, 2004
52004
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Articles 1–20