Giuseppe Ragusa

Selected Publications

Anchoring the yield curve using survey expectations

The dynamic behavior of the term structure of interest rates is difficult to replicate with models, […]

Carlo Altavilla, Raffaella Giacomini, Giuseppe Ragusa
15 October 2013 | CWP52/13
Generalized method of moments with latent variables

The contribution of generalized method of moments (Hansen and Singleton, 1982) was to allow frequentist inference […]

Ron Gallant, Raffaella Giacomini, Giuseppe Ragusa
7 October 2013 | CWP50/13