Francesca Di Iorio : Citation Profile


Are you Francesca Di Iorio?

5

H index

1

i10 index

67

Citations

RESEARCH PRODUCTION:

16

Articles

19

Papers

RESEARCH ACTIVITY:

   22 years (1996 - 2018). See details.
   Cites by year: 3
   Journals where Francesca Di Iorio has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 14 (17.28 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdi74
   Updated: 2019-10-15    RAS profile: 2019-01-18    
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Relations with other researchers


Works with:

Fachin, Stefano (8)

Lucchetti, Riccardo (Jack) (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Francesca Di Iorio.

Is cited by:

Calzolari, Giorgio (8)

Fachin, Stefano (5)

Herzer, Dierk (4)

Smeekes, Stephan (4)

Basher, Syed (4)

Moran, Kevin (3)

Rao, B. (3)

Urbain, Jean-Pierre (3)

Mealli, Fabrizia (3)

Fiorentini, Gabriele (3)

Bruneau, Gabriel (3)

Cites to:

Pedroni, Peter (21)

Westerlund, Joakim (15)

Fachin, Stefano (15)

Chang, Yoosoon (14)

Calzolari, Giorgio (12)

Banerjee, Anindya (11)

Fiorentini, Gabriele (9)

Rogoff, Kenneth (8)

Carrion-i-Silvestre, Josep (8)

Granger, Clive (8)

Phillips, Peter (8)

Main data


Where Francesca Di Iorio has published?


Journals with more than one article published# docs
Statistical Methods & Applications2
Economics Bulletin2
Economics Letters2
Economics - The Open-Access, Open-Assessment E-Journal2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany7
DSS Empirical Economics and Econometrics Working Papers Series / Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome6
Economics Discussion Papers / Kiel Institute for the World Economy (IfW)2

Recent works citing Francesca Di Iorio (2019 and 2018)


YearTitle of citing document
2017Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles. (2017). Johansen, Soren ; Franchi, Massimo. In: CREATES Research Papers. RePEc:aah:create:2017-17.

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2019Indirect Inference with a Non-Smooth Criterion Function. (2018). Oka, Tatsushi ; Zhu, Dan ; Frazier, David T. In: Papers. RePEc:arx:papers:1708.02365.

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2018Parameter heterogeneity, persistence and cross-sectional dependence: new insights on fiscal policy reaction functions for the Euro area. (2018). Mammi, Irene ; Golinelli, Roberto ; Musolesi, A. In: Working Papers. RePEc:bol:bodewp:wp1120.

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2017Domestic Saving-Investment Correlation Puzzle Revisited: A Time Series Analysis for South Africa. (2017). Mitra, Rajarshi. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00186.

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2017Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles. (2017). Johansen, Soren ; Franchi, Massimo. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:25-:d:101429.

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2019Public and Private Infrastructure Investment and Economic Growth in Pakistan: An Aggregate and Disaggregate Analysis. (2019). Javid, Muhammad . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:12:p:3359-:d:240656.

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2017Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles. (2017). Johansen, Soren ; Franchi, Massimo. In: Discussion Papers. RePEc:kud:kuiedp:1709.

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2017The Feldstein-Horioka puzzle and the global financial crisis: Evidence from South Africa using asymmetric cointegation analysis. (2017). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1701.

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2018The long-run effect of foreign direct investment on total factor productivity in developing countries: a panel cointegration analysis. (2018). Herzer, Dierk ; Donaubauer, Julian. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1206-1.

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2018Job Satisfaction in the “Big Four” of Europe: Reasoning Between Feeling and Uncertainty Through CUB Models. (2018). Punzo, Gennaro ; Buonocore, Mirko ; Castellano, Rosalia. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:139:y:2018:i:1:d:10.1007_s11205-017-1715-0.

Full description at Econpapers || Download paper

2017Governance, vulnerability to climate change, and green growth: International evidence. (2017). PARK, DONGHYUN ; Chang, Youngho ; Le, Thai-Ha. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201716.

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Works by Francesca Di Iorio:


YearTitleTypeCited
2013Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs In: Working Papers.
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paper3
2016Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs.(2016) In: Applied Economics.
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This paper has another version. Agregated cites: 3
article
2012Residual diagnostics for interpreting CUB models In: Statistica.
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article2
2004Models of labour demand with fixed costs of adjustment: a generalised tobit approach In: Economics Bulletin.
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article0
2009A residual-based bootstrap test for panel cointegration In: Economics Bulletin.
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article6
1998Control variates for variance reduction in indirect inference: Interest rate models in continuous time In: Econometrics Journal.
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article9
1998- CONTROL VARIATES FOR VARIANCE REDUCTION IN INDIRECT INFERENCE: INTEREST RATE MODELS IN CONTINUOUS TIME.(1998) In: Working Papers. Serie AD.
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This paper has another version. Agregated cites: 9
paper
1996Control variates for variance reduction in indirect inference: interest rate models in continuous time.(1996) In: MPRA Paper.
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This paper has another version. Agregated cites: 9
paper
2006Discontinuities in indirect estimation: An application to EAR models In: Computational Statistics & Data Analysis.
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article2
2013Testing for Granger non-causality using the autoregressive metric In: Economic Modelling.
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article4
2012A simple sieve bootstrap range test for poolability in dependent cointegrated panels In: Economics Letters.
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article2
2018The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration In: Economics Letters.
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article0
2018The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration.(2018) In: DSS Empirical Economics and Econometrics Working Papers Series.
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This paper has another version. Agregated cites: 0
paper
1999Indirect Estimation of Just-Identified Models with Control Variates In: Econometrics Working Papers Archive.
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paper4
2014Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test In: Econometrics.
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article0
2001Indirect inference and variance reduction using control variates In: Metron - International Journal of Statistics.
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article0
2018The impact of submarket concentration in the US pharmaceutical industry in 1987-1998 In: DEM Working Papers Series.
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paper0
2008A note on the estimation of long-run relationships in dependent cointegrated panels In: MPRA Paper.
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paper1
2005Indirect estimation of Markov switching models with endogenous switching In: MPRA Paper.
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paper0
2010A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 In: MPRA Paper.
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paper2
2011Testing for non-causality by using the Autoregressive Metric In: MPRA Paper.
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paper0
2007Cointegration testing in dependent panels with breaks In: MPRA Paper.
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paper2
2006Testing for breaks in cointegrated panels In: MPRA Paper.
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paper2
2011A sieve bootstrap range test for poolability in dependent cointegrated panels In: DSS Empirical Economics and Econometrics Working Papers Series.
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paper2
2012Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test In: DSS Empirical Economics and Econometrics Working Papers Series.
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paper7
2014Savings and investments in the OECD: a panel cointegration study with a new bootstrap test.(2014) In: Empirical Economics.
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This paper has another version. Agregated cites: 7
article
2014Dealing with unobservable common trends in small samples: a panel cointegration approach In: DSS Empirical Economics and Econometrics Working Papers Series.
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paper0
2017Evaluating Restricted Common Factor models for non-stationary data In: DSS Empirical Economics and Econometrics Working Papers Series.
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2019Fiscal reaction functions for the advanced economies revisited In: DSS Empirical Economics and Econometrics Working Papers Series.
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2006Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment In: Statistical Methods & Applications.
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article0
2006Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment.(2006) In: Statistical Methods & Applications.
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This paper has another version. Agregated cites: 0
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2012A note on the estimation of long-run relationships in panel equations with cross-section linkages In: Economics Discussion Papers.
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paper7
2012A note on the estimation of long-run relationships in panel equations with cross-section linkages.(2012) In: Economics - The Open-Access, Open-Assessment E-Journal.
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This paper has another version. Agregated cites: 7
article
2007Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle In: Economics Discussion Papers.
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paper12
2007Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle.(2007) In: Economics - The Open-Access, Open-Assessment E-Journal.
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This paper has another version. Agregated cites: 12
article

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