Stefano Fachin : Citation Profile


Are you Stefano Fachin?

"Sapienza" Università di Roma

7

H index

6

i10 index

187

Citations

RESEARCH PRODUCTION:

28

Articles

24

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   24 years (1994 - 2018). See details.
   Cites by year: 7
   Journals where Stefano Fachin has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 25 (11.79 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfa11
   Updated: 2019-06-16    RAS profile: 2018-06-20    
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Relations with other researchers


Works with:

Di Iorio, Francesca (8)

Ghassan, Hassan (3)

Ciccarelli, Carlo (3)

Lucchetti, Riccardo (Jack) (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stefano Fachin.

Is cited by:

Candelon, Bertrand (8)

Urbain, Jean-Pierre (7)

Smeekes, Stephan (6)

Bruneau, Gabriel (6)

Moran, Kevin (6)

Mitze, Timo (5)

Carpantier, Jean-François (5)

Bodart, Vincent (5)

Boswijk, H. Peter (5)

Ghassan, Hassan (4)

Coulibaly, Dramane (4)

Cites to:

Pedroni, Peter (31)

Pesaran, M (22)

Chang, Yoosoon (19)

Westerlund, Joakim (19)

Rogoff, Kenneth (13)

Banerjee, Anindya (13)

Di Iorio, Francesca (12)

Granger, Clive (11)

Obstfeld, Maurice (11)

MacKinnon, James (11)

Carrion-i-Silvestre, Josep (10)

Main data


Where Stefano Fachin has published?


Journals with more than one article published# docs
Economics Bulletin4
Applied Economics3
Statistical Methods & Applications2
Oxford Bulletin of Economics and Statistics2
Economics Letters2
Economics - The Open-Access, Open-Assessment E-Journal2

Working Papers Series with more than one paper published# docs
DSS Empirical Economics and Econometrics Working Papers Series / Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome9
MPRA Paper / University Library of Munich, Germany8
Economics Discussion Papers / Kiel Institute for the World Economy (IfW)2

Recent works citing Stefano Fachin (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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2017Determinants of Relative Sectoral Prices: The Role of Demographic Change. (2017). Kaufmann, Christoph ; Groneck, Max. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:3:p:319-347.

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2017A long-run analysis of push and pull factors of internal migration in Italy. Estimation of a gravity model with human capital using homogeneous and heterogeneous approaches. (2017). Piras, Romano. In: Papers in Regional Science. RePEc:bla:presci:v:96:y:2017:i:3:p:571-602.

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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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2018Pioneering into the Past: Regional Literacy Developments in Italy Before Italy. (2018). Weisdorf, Jacob ; Ciccarelli, Carlo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12582.

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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 two-component tests in Beta-Skew-t-EGARCH models. (2017). Mller, Fernanda Maria ; Bayer, Fbio M. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00319.

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2018Do immigrants displace native workers? Evidence from matched panel data. (2018). Varejao, Jose ; Piracha, Matloob ; Martins, Pedro ; Varejo, Jose. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:216-222.

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2018A contemporary survey of islamic banking literature. (2018). Hassan, Kabir M ; Aliyu, Sirajo. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:12-43.

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2018The impact of oil-market shocks on stock returns in major oil-exporting countries. (2018). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:264-280.

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2017Cointegrated market-neutral strategy for basket trading. (2017). , Philip ; Lu, Renjie . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:112-124.

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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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2019Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient. (2019). Bernstein, David H ; Nielsen, Bent. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:6-:d:198742.

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2017Immigrant Locations and Native Residential Preferences: Emerging Ghettos or New Communities?. (2017). Fernández-Huertas Moraga, Jesús ; Fernández-Huertas Moraga, Jesús ; Saiz, Albert ; Ferrer, Ada ; Fernandez-HuertasMoraga, Jesus ; Fernndez-Huertas Moraga, Jess. In: IZA Discussion Papers. RePEc:iza:izadps:dp11143.

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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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2019A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS. (2019). Cavaliere, Giuseppe ; Rahbek, Anders. In: Discussion Papers. RePEc:kud:kuiedp:1903.

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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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2017The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach. (2017). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry. In: Working Papers. RePEc:otg:wpaper:1710.

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2018Some Stylized Facts on Italian Inter-regional Migration. (2018). Tealdi, Cristina ; Fiaschi, Davide. In: Discussion Papers. RePEc:pie:dsedps:2018/231.

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2017The Feldstein-Horioka puzzle and the global recession period: Evidence from South Africa using asymmetric cointegration analysis. (2017). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:79096.

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2017The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach. (2017). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry. In: MPRA Paper. RePEc:pra:mprapa:81638.

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2017Financial Stability of Conventional and Islamic Banks: A Survey. (2017). Ghassan, Hassan ; Krichene, Noureddine. In: MPRA Paper. RePEc:pra:mprapa:82372.

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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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2018Productivity and employment dynamics: new evidence from Italian regions. (2018). Biagi, Bianca ; Ladu, Maria Gabriela. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:35:y:2018:i:2:d:10.1007_s40888-018-0103-9.

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2019The Stability of Islamic and Conventional Banks in the MENA Region Countries During the 2007–2012 Financial Crisis. (2019). Hamdi, Besma ; Hammami, Sami ; Aloui, Mouna ; Ferhi, Afifa ; Abdouli, Mohamed. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:10:y:2019:i:1:d:10.1007_s13132-017-0456-2.

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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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Stefano Fachin is editor of


Journal
DSS Empirical Economics and Econometrics Working Papers Series

Works by Stefano Fachin:


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
2016Regional Growth with Spatial Dependence: a Case Study on Early Italian Industrialization In: Quaderni di storia economica (Economic History Working Papers).
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paper2
2017Regional growth with spatial dependence: A case study on early Italian industrialization.(2017) In: Papers in Regional Science.
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This paper has another version. Agregated cites: 2
article
1994On the Power of Variable Addition Tests for Parameter Stability. In: Oxford Bulletin of Economics and Statistics.
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article0
2000 Bootstrap and Asymptotic Tests of Long-Run Relationships in Cointegrated Systems. In: Oxford Bulletin of Economics and Statistics.
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article12
2013The long-run relationship between savings and investment in oil-exporting developing countries: a case study of the Gulf Arab states In: OPEC Energy Review.
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article16
2011The long-run relationship between savings and investment in oil-exporting developing countries: A case study of the Gulf Arab States.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 16
paper
2001Testing economic geography: Italy, 1951-1991 In: Economics Bulletin.
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article2
2004 Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment In: Economics Bulletin.
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article0
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
2011Do foreigners replace native immigrants? A panel cointegration analysis of internal migration in Italy In: Economic Modelling.
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article6
2014Savings and investments in the OECD, 1970–2007: A test of panel cointegration with regime changes In: The North American Journal of Economics and Finance.
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article3
2012A simple sieve bootstrap range test for poolability in dependent cointegrated panels In: Economics Letters.
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article1
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
2016Time series analysis of financial stability of banks: Evidence from Saudi Arabia In: Review of Financial Economics.
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article3
2016Time Series Analysis of Financial stability of banks: Evidence from Saudi Arabia.(2016) In: MPRA Paper.
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This paper has another version. Agregated cites: 3
paper
2010Trends of labour productivity in Italy: a study with panel co-integration methods In: International Journal of Manpower.
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article3
2000Concentrazione e diffusione: la geografia industriale italiana 1981-1991 In: ECONOMIA E POLITICA INDUSTRIALE.
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article0
2002Bootstrapping and Bartlett corrections in the cointegrated VAR model In: Economics and Quantitative Methods.
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paper19
2009Do Foreigners Replace Native Immigrants? Evidence from a Panel Cointegration Analysis In: IZA Discussion Papers.
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paper8
2007Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units In: Journal of Applied Econometrics.
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article50
2005Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units.(2005) In: Econometrics.
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This paper has another version. Agregated cites: 50
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2008A note on the estimation of long-run relationships in dependent cointegrated panels 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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paper1
2007The decline in Italian productivity: a study in estimation of long-Run trends in Total Factor Productivity with panel cointegration methods 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
2008The long-term decline of internal migration in Canada – Ontario as a case study In: MPRA Paper.
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2004Convergenza e divergenza della produttività settoriale del lavoro nelle regioni italiane, 1980-1995 In: Rivista di Politica Economica.
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article0
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
2012Investigating Long-Run Demand for Broad Money in the Gulf Arab Countries In: DSS Empirical Economics and Econometrics Working Papers Series.
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paper3
2013Financial Stability of Islamic and Conventional Banks in Saudi Arabia: a Time Series Analysis In: DSS Empirical Economics and Econometrics Working Papers Series.
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paper2
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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2017Common Factors, spatial dependence, and regional growth in the Italian manufacturing industry In: DSS Empirical Economics and Econometrics Working Papers Series.
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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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2008The long-term decline of internal migration in Canada: the case of Ontario In: Letters in Spatial and Resource Sciences.
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article1
2006Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment In: Statistical Methods & Applications.
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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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1995The Finnish demand for money revisited: an application of Box-Tiao cointegration analysis and bootstrap tests In: Applied Economics Letters.
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1997Bootstrapping unit root tests In: Applied Economics.
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article4
2002Exploring 3D datasets: a factorial matrices analysis of the US industry in the 1980s In: Applied Economics.
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2006The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors In: Econometric Reviews.
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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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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: 5
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2007Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle In: Economics Discussion Papers.
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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
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