7
H index
6
i10 index
187
Citations
Stefano Fachin : Citation Profile
"Sapienza" Università di Roma | RESEARCH PRODUCTION: 28 Articles 24 Papers EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1994 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Stefano Fachin. | Is cited by:
| Cites to:
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Main data
Where Stefano Fachin has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Bulletin | 4 |
| Applied Economics | 3 |
| Statistical Methods & Applications | 2 |
| Oxford Bulletin of Economics and Statistics | 2 |
| Economics Letters | 2 |
| Economics - The Open-Access, Open-Assessment E-Journal | 2 |
Recent works citing Stefano Fachin (2019 and 2018)
| Year | Title of citing document |
|---|---|
| 2017 | Improved 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. Full description at Econpapers || Download paper |
| 2017 | Determinants 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. Full description at Econpapers || Download paper |
| 2017 | A 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. Full description at Econpapers || Download paper |
| 2018 | Parameter 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. Full description at Econpapers || Download paper |
| 2018 | Pioneering into the Past: Regional Literacy Developments in Italy Before Italy. (2018). Weisdorf, Jacob ; Ciccarelli, Carlo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12582. Full description at Econpapers || Download paper |
| 2017 | Domestic Saving-Investment Correlation Puzzle Revisited: A Time Series Analysis for South Africa. (2017). Mitra, Rajarshi. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00186. Full description at Econpapers || Download paper |
| 2017 | Improved 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. Full description at Econpapers || Download paper |
| 2018 | Do 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. Full description at Econpapers || Download paper |
| 2018 | A 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. Full description at Econpapers || Download paper |
| 2018 | The 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. Full description at Econpapers || Download paper |
| 2017 | Cointegrated 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. Full description at Econpapers || Download paper |
| 2017 | Improved 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. Full description at Econpapers || Download paper |
| 2019 | Asymptotic 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. Full description at Econpapers || Download paper |
| 2017 | Immigrant 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 ; Fernández-Huertas Moraga, Jesús. In: IZA Discussion Papers. RePEc:iza:izadps:dp11143. Full description at Econpapers || Download paper |
| 2017 | Improved 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. Full description at Econpapers || Download paper |
| 2019 | A 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. Full description at Econpapers || Download paper |
| 2017 | The 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. Full description at Econpapers || Download paper |
| 2017 | The 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. Full description at Econpapers || Download paper |
| 2018 | Some Stylized Facts on Italian Inter-regional Migration. (2018). Tealdi, Cristina ; Fiaschi, Davide. In: Discussion Papers. RePEc:pie:dsedps:2018/231. Full description at Econpapers || Download paper |
| 2017 | The 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. Full description at Econpapers || Download paper |
| 2017 | The 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. Full description at Econpapers || Download paper |
| 2017 | Financial Stability of Conventional and Islamic Banks: A Survey. (2017). Ghassan, Hassan ; Krichene, Noureddine. In: MPRA Paper. RePEc:pra:mprapa:82372. Full description at Econpapers || Download paper |
| 2018 | The 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. Full description at Econpapers || Download paper |
| 2018 | Productivity 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. Full description at Econpapers || Download paper |
| 2019 | The 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. Full description at Econpapers || Download paper |
| 2017 | Governance, 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. Full description at Econpapers || Download paper |
Stefano Fachin is editor of
| Journal | |
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| DSS Empirical Economics and Econometrics Working Papers Series |
Works by Stefano Fachin:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2016 | Regional Growth with Spatial Dependence: a Case Study on Early Italian Industrialization In: Quaderni di storia economica (Economic History Working Papers). [Full Text][Citation analysis] | paper | 2 |
| 2017 | Regional growth with spatial dependence: A case study on early Italian industrialization.(2017) In: Papers in Regional Science. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 1994 | On the Power of Variable Addition Tests for Parameter Stability. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 0 |
| 2000 | Bootstrap and Asymptotic Tests of Long-Run Relationships in Cointegrated Systems. In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 12 |
| 2013 | The long-run relationship between savings and investment in oil-exporting developing countries: a case study of the Gulf Arab states In: OPEC Energy Review. [Full Text][Citation analysis] | article | 16 |
| 2011 | The long-run relationship between savings and investment in oil-exporting developing countries: A case study of the Gulf Arab States.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2001 | Testing economic geography: Italy, 1951-1991 In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2004 | Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2004 | Models of labour demand with fixed costs of adjustment: a generalised tobit approach In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2009 | A residual-based bootstrap test for panel cointegration In: Economics Bulletin. [Full Text][Citation analysis] | article | 6 |
| 2011 | Do foreigners replace native immigrants? A panel cointegration analysis of internal migration in Italy In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
| 2014 | Savings and investments in the OECD, 1970–2007: A test of panel cointegration with regime changes In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2012 | A simple sieve bootstrap range test for poolability in dependent cointegrated panels In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2018 | The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2018 | The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration.(2018) In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Time series analysis of financial stability of banks: Evidence from Saudi Arabia In: Review of Financial Economics. [Full Text][Citation analysis] | article | 3 |
| 2016 | Time Series Analysis of Financial stability of banks: Evidence from Saudi Arabia.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | Trends of labour productivity in Italy: a study with panel co-integration methods In: International Journal of Manpower. [Full Text][Citation analysis] | article | 3 |
| 2000 | Concentrazione e diffusione: la geografia industriale italiana 1981-1991 In: ECONOMIA E POLITICA INDUSTRIALE. [Full Text][Citation analysis] | article | 0 |
| 2002 | Bootstrapping and Bartlett corrections in the cointegrated VAR model In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 19 |
| 2009 | Do Foreigners Replace Native Immigrants? Evidence from a Panel Cointegration Analysis In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| 2007 | Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 50 |
| 2005 | Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units.(2005) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 2008 | A note on the estimation of long-run relationships in dependent cointegrated panels In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2010 | A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2007 | The decline in Italian productivity: a study in estimation of long-Run trends in Total Factor Productivity with panel cointegration methods In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Cointegration testing in dependent panels with breaks In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Testing for breaks in cointegrated panels In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2008 | The long-term decline of internal migration in Canada – Ontario as a case study In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Convergenza e divergenza della produttività settoriale del lavoro nelle regioni italiane, 1980-1995 In: Rivista di Politica Economica. [Full Text][Citation analysis] | article | 0 |
| 2011 | A sieve bootstrap range test for poolability in dependent cointegrated panels In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 7 |
| 2014 | Savings and investments in the OECD: a panel cointegration study with a new bootstrap test.(2014) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2012 | Investigating Long-Run Demand for Broad Money in the Gulf Arab Countries In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Financial Stability of Islamic and Conventional Banks in Saudi Arabia: a Time Series Analysis In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Dealing with unobservable common trends in small samples: a panel cointegration approach In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Common Factors, spatial dependence, and regional growth in the Italian manufacturing industry In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Evaluating Restricted Common Factor models for non-stationary data In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Fiscal reaction functions for the advanced economies revisited In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2008 | The long-term decline of internal migration in Canada: the case of Ontario In: Letters in Spatial and Resource Sciences. [Full Text][Citation analysis] | article | 1 |
| 2006 | Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
| 2006 | Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment.(2006) In: Statistical Methods & Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 1995 | The Finnish demand for money revisited: an application of Box-Tiao cointegration analysis and bootstrap tests In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1997 | Bootstrapping unit root tests In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
| 2002 | Exploring 3D datasets: a factorial matrices analysis of the US industry in the 1980s In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2006 | The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors In: Econometric Reviews. [Full Text][Citation analysis] | article | 11 |
| 2012 | A note on the estimation of long-run relationships in panel equations with cross-section linkages In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2012 | A 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2007 | Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
| 2007 | Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle.(2007) In: Economics - The Open-Access, Open-Assessment E-Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 4 2019. Contact: CitEc Team