Sebastiano Manzan
Assistant Professor of Economics
646-312-3408
sebastiano.manzan@baruch.cuny.edu
http://aux.zicklin.baruch.cuny.edu/manzan/
Education:
BA University of Venice Economics 1997 PhD University of Amsterdam Economics 2003
Areas of Expertise:
applied econometrics
Selected Publications:
Manzan, S., Zerom, D. (2010). A Semiparametric Analysis of Gasoline Demand in the US: Re-examining the Impact of Price, Econometric Reviews, forthcoming
Manzan, S., Zerom, D. (2008). A Bootstrap-based Nonparametric Forecast Density, International Journal of Forecasting, 24, 535-550
Manzan, S., Westerhoff, F. (2007). Heterogeneous Expectations, Exchange Rate Dynamics and Predictability, Journal of Economic Behavior and Organization, 64, 111-128
Boswijk, H.P., Hommes, C.H., Manzan, S. (2007). Behavioral Heterogeneity in Stock Prices, Journal of Economic Dynamics and Control, 31( 6), 1938-1970
Manzan, S., Zerom, D., 2005. Kernel Estimation of a Partially Linear Additive Model, Statistics and Probability Letters, 72, 313-322.
Manzan, S., Westerhoff, F., 2005. Representativeness of News and Exchange Rate Dynamics, Journal of Economic Dynamics and Control, 29(4), 677-689.
Diks, C., Manzan, S., 2002. Tests for Serial Independence and Linearity Based on Correlation Integrals”, volume 6(2)
