Domenico Mignacca

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This study investigated the effect of equilibration temperature on PM10 concentrations from the tapered element oscillating microbalance (TEOM) method by operating collocated TEOM monitors at different equilibration temperatures in an airshed (the Lower Fraser Valley, British Columbia). This airshed contained an abundance of par-ticulate semivolatile(More)
In many locations in Eastern Canada, ambient levels of fine particulate matter (PM,25) and surface ozone (O3) depend on airflow direction and synoptic scale meteorological conditions. In this study, a cluster analysis was performed on 10 yr (1994-2003) of back-trajectory data for 11 locations in Eastern Canada, resulting in the identification of 10 unique(More)
In this paper, we propose a multivariate market model with returns assumed to follow a multivariate normal tempered stable distribution. This distribution, defined by a mixture of the multivariate normal distribution and the tempered stable subordinator, is consistent with two stylized facts that have been observed for asset distributions: fat-tails and an(More)
The aim of this paper is to verify the hypothesis of money neutrality in the Italian experience. After a critical overview of the traditional techniques employed to verify this hypothesis, cointegration technique is used to verify: long-run neutrality, weak evidence of long-run superneutrality but absence of hyperneutrality. The absence of hyperneutrality(More)
In this paper we use the BDS test developed by Brock-Dechert-Scheinkman(1987) to investigate whether ARIMA models for the US real GNP generate i.i.d. residuals. The second step, after reviewing some results from Brock-Sayers(1988) and Scheinkman-LeBaron(1989), SL, we will use a different kind of specifications for the US real GNP such as a model with(More)
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