10
H index
10
i10 index
378
Citations
European Commission | 10 H index 10 i10 index 378 Citations RESEARCH PRODUCTION: 40 Articles 53 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Paolo Paruolo. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Econometric Theory | 8 |
Journal of Econometrics | 7 |
Statistical Methods & Applications | 5 |
Econometrics | 3 |
Econometric Reviews | 3 |
Oxford Bulletin of Economics and Statistics | 3 |
Econometrica | 2 |
Year | Title of citing document |
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2020 | The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092. Full description at Econpapers || Download paper |
2021 | Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781. Full description at Econpapers || Download paper |
2021 | Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem. (2021). Zoia, Maria Grazia ; Faliva, Mario. In: Papers. RePEc:arx:papers:2102.10626. Full description at Econpapers || Download paper |
2021 | Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems. (2021). , Peter ; PEter, ; Kheifets, Igor L. In: Papers. RePEc:arx:papers:2108.03486. Full description at Econpapers || Download paper |
2020 | Beyond the weights: A multicriteria approach to evaluate Inequality in Education. (2020). Resce, Giuliano ; Lagravinese, Raffaele ; Coco, Giuseppe. In: SERIES. RePEc:bai:series:series_wp_06-2020. Full description at Econpapers || Download paper |
2021 | Sustainable Development in Europe: A Multicriteria Decision Analysis. (2021). Resce, Giuliano ; Schiltz, Fritz. In: Review of Income and Wealth. RePEc:bla:revinw:v:67:y:2021:i:2:p:509-529. Full description at Econpapers || Download paper |
2021 | Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco M ; Angelini, Giovanni. In: Working Papers. RePEc:bol:bodewp:wp1160. Full description at Econpapers || Download paper |
2021 | Assessment of accessible, clean and efficient energy systems: A statistical analysis of composite energy performance indices. (2021). Shi, Xunpeng ; Phoumin, Han ; Yang, Muyi ; Sandu, Suwin ; Aghdam, Reza Fathollahzadeh . In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s0306261921010795. Full description at Econpapers || Download paper |
2021 | Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks. (2021). Sorge, Marco ; Angelini, Giovanni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002001. Full description at Econpapers || Download paper |
2020 | Normalising cointegrating relationships subject to long-run exclusion. (2020). Kurita, Takamitsu. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301269. Full description at Econpapers || Download paper |
2021 | Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors. (2021). Lippi, Marco ; Barigozzi, Matteo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:455-482. Full description at Econpapers || Download paper |
2020 | Bootstrap lag selection in DSGE models with expectations correction. (2020). Angelini, Giovanni. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:38-48. Full description at Econpapers || Download paper |
2021 | The ordinal input for cardinal output approach of non-compensatory composite indicators: the PROMETHEE scoring method. (2021). Torrisi, Gianpiero ; Tasiou, Menelaos ; Ishizaka, Alessio ; Greco, Salvatore. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:225-246. Full description at Econpapers || Download paper |
2021 | Benchmarking culture in Europe: A data envelopment analysis approach to identify city-specific strengths. (2021). Saisana, Michaela ; Montalto, Valentina ; van Puyenbroeck, Tom. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:2:p:584-597. Full description at Econpapers || Download paper |
2021 | CISEF: A composite index of social, environmental and financial performance. (2021). Gaganis, Chrysovalantis ; Zopounidis, Constantin ; Tasiou, Menelaos ; Pasiouras, Fotios. In: European Journal of Operational Research. RePEc:eee:ejores:v:291:y:2021:i:1:p:394-409. Full description at Econpapers || Download paper |
2020 | Do structural breaks in volatility cause spurious volatility transmission?. (2020). Caporin, Massimiliano ; Malik, Farooq. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:60-82. Full description at Econpapers || Download paper |
2021 | Dynamic network analysis of North American financial institutions. (2021). Caporin, Massimiliano ; Paterlini, Sandra ; Liu, Shaowen. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000027. Full description at Econpapers || Download paper |
2021 | Stability over time of the “hospital effect” on 30-day unplanned readmissions: Evidence from administrative data. (2021). Paganoni, Anna Maria ; Lettieri, Emanuele ; Mazzali, Cristina ; Roshanghalb, Afsaneh ; Bottle, Alex. In: Health Policy. RePEc:eee:hepoli:v:125:y:2021:i:10:p:1393-1397. Full description at Econpapers || Download paper |
2021 | The evolution of price discovery in an electronic market. (2021). Hjalmarsson, Erik ; Zikes, Filip ; Chaboud, Alain . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621001308. Full description at Econpapers || Download paper |
2020 | Likelihood-based tests for parameter constancy in I(2) CVAR models with an application to fixed-term deposit data. (2020). Kurita, Takamitsu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:178:y:2020:i:c:s0047259x19300910. Full description at Econpapers || Download paper |
2020 | MRP-WSCI: Multiple reference point based weak and strong composite indicators. (2020). Gomez, Trinidad ; Cabello, Jose M ; el Gibari, Samira ; Ruiz, Francisco. In: Omega. RePEc:eee:jomega:v:95:y:2020:i:c:s0305048318310375. Full description at Econpapers || Download paper |
2020 | The empirical properties of euro area M3, 1980-2017. (2020). Carcel, Hector ; Villanova, Hector Carcel ; Jung, Alexander. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:37-49. Full description at Econpapers || Download paper |
2020 | An empirical analysis of loan supply and demand in the euro area. (2020). Jung, Alexander. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:187-201. Full description at Econpapers || Download paper |
2020 | A Matter of Perspective: Mapping Linear Rational Expectations Models into Finite-Order VAR Form. (2020). MartÃÂnez GarcÃÂa, Enrique ; Martinez-Garcia, Enrique. In: Globalization Institute Working Papers. RePEc:fip:feddgw:88096. Full description at Econpapers || Download paper |
2020 | Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors. (2020). Barigozzi, Matteo ; Luciani, Matteo ; Lippi, Marco. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:3-:d:316273. Full description at Econpapers || Download paper |
2020 | Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size. (2020). Bauer, Dietmar ; Li, Yuanyuan. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:38-:d:415196. Full description at Econpapers || Download paper |
2020 | A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing. (2020). de Matos, Patrick ; Matuschek, Lukas ; Bauer, Dietmar ; Wagner, Martin. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:4:p:42-:d:442543. Full description at Econpapers || Download paper |
2021 | Searching for a Theory That Fits the Data: A Personal Research Odyssey. (2021). juselius, katarina. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:5-:d:490756. Full description at Econpapers || Download paper |
2021 | Assessment of the Europe 2020 Strategy: A Multidimensional Indicator Analysis via Dynamic Relative Taxonomy. (2021). Dehnel, Grayna ; Walesiak, Marek ; Obrbalski, Marek. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:16:p:4990-:d:614345. Full description at Econpapers || Download paper |
2021 | Technical Analysis of Tourism Price Process in the Eurozone. (2021). Griar, Sergej ; Bojnec, Tefan. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:517-:d:666054. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2020 | Reliability of Creative Composite Indicators with Territorial Specification in the EU. (2020). Herrero, Luis César ; Herrero-Prieto, Luis Cesar ; Miguel, Ivan Boal-San. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:8:p:3070-:d:344259. Full description at Econpapers || Download paper |
2021 | The Impacts of Agricultural Trade on Economic Growth and Environmental Pollution: Evidence from Bangladesh Using ARDL in the Presence of Structural Breaks. (2021). Zhuang, Peifen ; Lin, Feiting ; Ghimire, Amogh. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8336-:d:601727. Full description at Econpapers || Download paper |
2022 | Contagion in the Banking Industry: a Robust-to-Endogeneity Analysis. (2022). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Bereau, Sophie. In: Working Papers. RePEc:hal:wpaper:halshs-03513049. Full description at Econpapers || Download paper |
2020 | Invertibility and VAR Representations of Time-Varying Dynamic Stochastic General Equilibrium Models. (2020). Cavicchioli, Maddalena. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9877-7. Full description at Econpapers || Download paper |
2020 | A Residual-based Test For Multicointegration In Models With Structural Breaks And Threshold Adjustment To Steady State. (2020). Cassim, Lucius. In: MPRA Paper. RePEc:pra:mprapa:101453. Full description at Econpapers || Download paper |
2020 | A note on minimality in Dynare. (2020). Saccal, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:103656. Full description at Econpapers || Download paper |
2020 | A note on gensys’ minimality. (2020). Saccal, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:103818. Full description at Econpapers || Download paper |
2020 | The Analysis and the Measurement of Poverty: An Interval Based Composite Indicator Approach. (2020). Drago, Carlo. In: MPRA Paper. RePEc:pra:mprapa:104462. Full description at Econpapers || Download paper |
2021 | A Strategic Impact Model for Latin American Business Schools. (2021). Villena, Mauricio ; Quinteros, Maria Jose ; Olavarrieta, Sergio. In: MPRA Paper. RePEc:pra:mprapa:107813. Full description at Econpapers || Download paper |
2021 | The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator Approach. (2021). Drago, Carlo. In: MPRA Paper. RePEc:pra:mprapa:109307. Full description at Econpapers || Download paper |
2020 | Structural Change in the Deterministic and Stochastic Part of VECM. I(1) and I(2) Case. (2020). Gosiska, Emilia ; Majsterek, Micha. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:12:y:2020:i:4:p:317-345. Full description at Econpapers || Download paper |
2021 | Spectral decomposition of the information about latent variables in dynamic macroeconomic models. (2021). Iskrev, Nikolay. In: Working Papers. RePEc:ptu:wpaper:w202105. Full description at Econpapers || Download paper |
2021 | Reduced Rank Regression Models in Economics and Finance. (2021). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:525. Full description at Econpapers || Download paper |
2021 | The Data Envelopment Analysis and Equal Weights/Minimax Methods of Composite Social Indicator Construction: a Methodological Study of Data Sensitivity and Robustness. (2021). Land, Kenneth C ; Shi, Chao. In: Applied Research in Quality of Life. RePEc:spr:ariqol:v:16:y:2021:i:4:d:10.1007_s11482-020-09841-2. Full description at Econpapers || Download paper |
2020 | Adapting Thurstone’s Law of Comparative Judgment to fuse preference orderings in manufacturing applications. (2020). Maisano, D ; Franceschini, F. In: Journal of Intelligent Manufacturing. RePEc:spr:joinma:v:31:y:2020:i:2:d:10.1007_s10845-018-1452-5. Full description at Econpapers || Download paper |
2020 | Quantitative Storytelling in the Making of a Composite Indicator. (2020). Kuc-Czarnecka, Marta ; Saltelli, Andrea ; lo Piano, Samuele. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:149:y:2020:i:3:d:10.1007_s11205-020-02276-0. Full description at Econpapers || Download paper |
2021 | The effect of an objective weighting of the global food security index’s natural resources and resilience component on country scores and ranking. (2021). Mutsvangwa-Sammie, Eness P ; Hendriks, Sheryl L ; Odhiambo, Valiant O. In: Food Security: The Science, Sociology and Economics of Food Production and Access to Food. RePEc:spr:ssefpa:v:13:y:2021:i:6:d:10.1007_s12571-021-01176-6. Full description at Econpapers || Download paper |
2020 | Networks in risk spillovers: A multivariate GARCH perspective. (2020). Pelizzon, Loriana ; Billio, Monica ; Frattarolo, Lorenzo ; Caporin, Massimiliano. In: Working Papers. RePEc:ven:wpaper:2020:16. Full description at Econpapers || Download paper |
2022 | PARAMETRIC CONDITIONAL MEAN INFERENCE WITH FUNCTIONAL DATA APPLIED TO LIFETIME INCOME CURVES. (2022). Phillips, Peter ; Cho, Jin Seo. In: International Economic Review. RePEc:wly:iecrev:v:63:y:2022:i:1:p:391-456. Full description at Econpapers || Download paper |
2020 | Subset Selection Using Frequency Decomposition with Applications. (2020). Wong, H ; K. F. C. Yiu, ; Tang, W M. In: International Journal of Information Technology & Decision Making (IJITDM). RePEc:wsi:ijitdm:v:19:y:2020:i:01:n:s0219622019500500. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Cointegration in functional autoregressive processes In: Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES.(2020) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2017 | Cointegration in functional autoregressive processes.(2017) In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2013 | Ratings and rankings: voodoo or science? In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 60 |
1997 | A Reduced Rank Regression Approach to Tests of Asset Pricing. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 4 |
1992 | A reduced rank regression approach to tests of asset pricing..(1992) In: Quaderni di Dipartimento. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2001 | The Power of Lambda Max In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 8 |
2000 | The power of lambda max.(2000) In: Economics and Quantitative Methods. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2006 | The Likelihood Ratio Test for the Rank of a Cointegration Submatrix* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 8 |
2004 | The likelihood ratio test for the rank of a cointegration submatrix.(2004) In: Economics and Quantitative Methods. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
1991 | Alla ricerca di fatti stilizzati delleconomia italiana: un sistema Var strutturale In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1992 | Sulle fonti delle fluttuazioni delleconomia italiana: una analisi con sistemi VAR strutturali In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
1993 | Analisi di multicointegrazione in sistemi VAR: alcune prospettive. In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 0 |
1997 | Nota sulla distribuzione di una base di norma unitaria del complemento ortogonale di un vettore gaussiano: il caso bidimensionale In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 0 |
2020 | Too Much Stick for the Carrot? Job Search Requirements and Search Behaviour of Unemployment Benefit Claimants In: The B.E. Journal of Economic Analysis & Policy. [Full Text][Citation analysis] | article | 0 |
2021 | Variable Selection in Regression Models Using Global Sensitivity Analysis In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
2017 | Do voters support locala commitments for climate change mitigation in Italy? In: LIDAM Reprints CORE. [Citation analysis] | paper | 0 |
2018 | Do Voters Support Local Commitments for Climate Change Mitigation in Italy?.(2018) In: Ecological Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
1995 | Errata In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
1997 | Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems In: Econometric Theory. [Full Text][Citation analysis] | article | 37 |
2002 | ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS.(2002) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | article | |
2000 | ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS In: Econometric Theory. [Full Text][Citation analysis] | article | 18 |
2004 | 04.3.1 An I(2) Model for VAR(1) Processes In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2005 | AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
2004 | Automated Inference and the Future of Econometrics: A comment.(2004) In: Economics and Quantitative Methods. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2005 | Solution to Problem Posed in Volume 20(3): 04.3.1. An I(2) Model for VAR(1) Processes—Solution In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
1997 | Two Mixed Normal Densities from Cointegration Analysis In: Econometrica. [Citation analysis] | article | 5 |
2002 | Simple Robust Testing of Regression Hypotheses: A Comment In: Econometrica. [Citation analysis] | article | 1 |
2002 | On Monte Carlo estimation of relative power In: Econometrics Journal. [Full Text][Citation analysis] | article | 1 |
2001 | On Monte Carlo Estimation of Relative Power.(2001) In: Economics and Quantitative Methods. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2013 | Wages and prices in Europe before and after the onset of the Monetary Union In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
2010 | Wages and prices in Europe before and after the onset of the Monetary Union.(2010) In: Economics and Quantitative Methods. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2005 | Impact factors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
2002 | Impact factors.(2002) In: Economics and Quantitative Methods. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2006 | Common trends and cycles in I(2) VAR systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
2003 | Common trends and cycles in I(2) VAR systems.(2003) In: Economics and Quantitative Methods. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2004 | Common trends and cycles in I(2) VAR systems.(2004) In: Economics and Quantitative Methods. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2010 | Speed of adjustment in cointegrated systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
2007 | Speed of Adjustment in Cointegrated Systems.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2011 | A characterization of vector autoregressive processes with common cyclical features In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
2017 | Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
1996 | On the determination of integration indices in I(2) systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 75 |
1999 | Weak exogeneity in I(2) VAR systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 25 |
2009 | Do fiscal variables affect fiscal expectations? Experiments with real world and lab data In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 7 |
2009 | Do fiscal variables affect fiscal expectations? Experiments with real world and lab data.(2009) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2004 | Do fiscal variables affect fiscal expectations? : Experiments with real world and lab data.(2004) In: Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2004 | Do fiscal variables affect fiscal expectations? Experiments with real world and lab data.(2004) In: Sonderforschungsbereich 504 Publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
1994 | The Marginal Density of Bivariate Cointegration Estimators. In: Discussion Papers. [Citation analysis] | paper | 1 |
2017 | Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems In: Econometrics. [Full Text][Citation analysis] | article | 1 |
2017 | Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models In: Econometrics. [Full Text][Citation analysis] | article | 0 |
2021 | Cointegration, Root Functions and Minimal Bases In: Econometrics. [Full Text][Citation analysis] | article | 1 |
2019 | Cointegration, root functions and minimal bases.(2019) In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2000 | Asymptotic standard errors for common trends linear combinations in I(2) VAR systems In: Economics and Quantitative Methods. [Citation analysis] | paper | 0 |
2001 | LR cointegration tests when some cointegrating relations are known In: Economics and Quantitative Methods. [Citation analysis] | paper | 2 |
2001 | LR cointegration tests when some cointegrating relations are known.(2001) In: Statistical Methods & Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2001 | Determining the number of cointegrating relations under rank constraints In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 1 |
2002 | Testing for common trends in conditional I(2) VAR models In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 0 |
2002 | Common features and common I(2) trends in VAR systems In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 2 |
2002 | On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 1 |
2003 | Expectations and perceived causality in fiscal policy: an experimental analysis using real world data In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 1 |
2003 | Expectations and Perceived Causality in Fiscal Policy : An Experimental Analysis Using Real World Data.(2003) In: Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2003 | Expectations and perceived causality in fiscal policy: an experimental analysis using real world data.(2003) In: Sonderforschungsbereich 504 Publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2003 | Common dynamics in I(1) VAR systems In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 13 |
2005 | Spatial effects in multivariate ARCH In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 2 |
2005 | Design of vector autoregressive processes for invariant statistics In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 0 |
2005 | Multivariate ARCH with spatial effects for stock sector and size In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 0 |
2006 | Finite sample comparison of alternative tests on the rank of a cointegration submatrix In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 1 |
2006 | Exchange rates, prices and their speed of adjustment In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 0 |
2007 | Location of value added activities in hi-tech industries. The case of pharma-biotech firms in Italy. In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 1 |
2008 | On efficient simulation in dynamic models In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 1 |
2010 | Identification of cointegrating relations in I(2) vector autoregressive models In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 0 |
2011 | Do emissions and income have a common trend? A country-specific, time-series, global analysis, 1970-2008 In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 0 |
2012 | Do Emissions and Income Have a Common Trend? A Country-Specific, Time-Series, Global Analysis, 1970-2008.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Real Time Forecasting of Covid-19 Intensive Care Units demand In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Real Time Forecasting of Covid-19 Intensive Care Units demand.(2020) In: Health, Econometrics and Data Group (HEDG) Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2015 | Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation In: Computational Economics. [Full Text][Citation analysis] | article | 18 |
2009 | Structured Multivariate Volatility Models In: Marco Fanno Working Papers. [Full Text][Citation analysis] | paper | 16 |
2020 | A bivariate prediction approach for adapting the health care system response to the spread of COVID-19 In: PLOS ONE. [Full Text][Citation analysis] | article | 0 |
2014 | Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2012 | On ABCs (and Ds) of VAR representations of DSGE models In: Working Paper series. [Full Text][Citation analysis] | paper | 2 |
2012 | On ABCs (and Ds) of VAR representations of DSGE models.(2012) In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
In: . [Full Text][Citation analysis] | paper | 0 | |
2011 | Normal forms of regular matrix polynomials via local rank factorization In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2014 | Inverting a matrix function around a singularity via local rank factorization In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2017 | A general inversion theorem for cointegration In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] | paper | 6 |
2019 | A general inversion theorem for cointegration.(2019) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2009 | Tests for cointegration rank and choice of the alternative In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
1994 | The role of the drift in I(2) systems In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 2 |
1997 | Erratum to: The role of the drift in I(2) systems In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
1998 | Tests of integration in circular autoregressive models In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
2015 | Proximity-Structured Multivariate Volatility Models In: Econometric Reviews. [Full Text][Citation analysis] | article | 15 |
2017 | Correction of Caporin and Paruolo (2015) In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
2022 | The Role of Employment Protection Legislation Regimes in Shaping the Impact of Job Disruption on Older Workers’ Mental Health in Times of COVID-19 In: Health, Econometrics and Data Group (HEDG) Working Papers. [Full Text][Citation analysis] | paper | 0 |
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