Paolo Paruolo : Citation Profile

Are you Paolo Paruolo?

European Commission

9

H index

9

i10 index

295

Citations

RESEARCH PRODUCTION:

40

Articles

47

Papers

RESEARCH ACTIVITY:

   27 years (1991 - 2018). See details.
   Cites by year: 10
   Journals where Paolo Paruolo has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 34 (10.33 %)

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   Permalink: http://citec.repec.org/ppa332
   Updated: 2019-10-21    RAS profile: 2017-12-21    
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Relations with other researchers

Works with:

Franchi, Massimo (5)

Mosconi, Rocco (3)

Caporin, Massimiliano (2)

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

Is cited by:

Caporin, Massimiliano (20)

Kouretas, Georgios (15)

Fanelli, Luca (14)

Johansen, Soren (14)

juselius, katarina (14)

McAleer, Michael (14)

Trenkler, Carsten (10)

Weber, Enzo (9)

Cubadda, Gianluca (9)

Masten, Igor (8)

coricelli, fabrizio (8)

Cites to:

Johansen, Soren (63)

Engle, Robert (24)

Watson, Mark (17)

Boswijk, H. Peter (17)

Rahbek, Anders (16)

Doornik, Jurgen (15)

Phillips, Peter (15)

Stock, James (13)

Granger, Clive (12)

Hecq, Alain (10)

Franchi, Massimo (9)

Main data

Where Paolo Paruolo has published?

Journals with more than one article published# docs
Econometric Theory13
Journal of Econometrics7
Statistical Methods & Applications5
Oxford Bulletin of Economics and Statistics3
Econometrics2
Econometric Reviews2
Econometrica2

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 Rome5
Quaderni di Dipartimento / Department of Statistics, University of Bologna3
MPRA Paper / University Library of Munich, Germany2
Working Papers / Dipartimento Scienze Economiche, Universita' di Bologna2
Working Paper series / Rimini Centre for Economic Analysis2
Papers / Sonderforschungsbreich 5042

Recent works citing Paolo Paruolo (2018 and 2017)

YearTitle of citing document
2018Stock and Flows in the Countegration Context. (2018). Majsterek, Micha . In: Lodz Economics Working Papers. RePEc:ann:wpaper:3/2018.

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2018Gender disparities in European labour markets: A comparison of conditions for men and women in paid employment. (2018). Rocca, Antonella ; Castellano, Rosalia. In: International Labour Review. RePEc:bla:intlab:v:157:y:2018:i:4:p:589-608.

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2018On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy. (2018). Conti, Antonio ; Barigozzi, Matteo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:4:p:755-787.

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2017Uncertainty across volatility regimes. (2017). Fanelli, Luca ; Caggiano, Giovanni ; Bacchiocchi, Emanuele ; Angelini, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_035.

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2017Uncertainty Across Volatility Regimes. (2017). Fanelli, Luca ; Caggiano, Giovanni ; Bacchiocchi, Emanuele ; Angelini, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6799.

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2018Are asset price data informative about news shocks? A DSGE perspective. (2018). Iskrev, Nikolay. In: Working Paper Series. RePEc:ecb:ecbwps:20182161.

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2018A note on potential one-way policy instruments in cointegrated VAR systems. (2018). Kurita, Takamitsu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:58:y:2018:i:c:p:55-59.

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2017Optimal adjustment paths in a monetary union. (2017). Belke, Ansgar ; Gros, Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:338-345.

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2018Testing for cointegration in I(1) state space systems via a finite order approximation. (2018). Franchi, Massimo. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:73-76.

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2019Sigma-Mu efficiency analysis: A methodology for evaluating units through composite indicators. (2019). Ishizaka, Alessio ; Greco, Salvatore ; Torrisi, Gianpiero ; Tasiou, Menelaos. In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:3:p:942-960.

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2018MGARCH models: Trade-off between feasibility and flexibility. (2018). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:45-63.

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2018Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market. (2018). Stillwagon, Josh ; juselius, katarina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:93-105.

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2017Indeterminate forecast accuracy under indeterminacy. (2017). Sorge, Marco ; Fanelli, Luca. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:57-70.

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2018Finite-Order VAR Representation of Linear Rational Expectations Models: With Some Lessons for Monetary Policy. (2018). Martínez García, Enrique ; Martinez-Garcia, Enrique. In: Globalization Institute Working Papers. RePEc:fip:feddgw:285.

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2017Non-Stationary Dynamic Factor Models for Large Datasets. (2017). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2016-24.

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2017Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions. (2017). Doornik, Jurgen. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:19-:d:98597.

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2017Short-Term Expectation Formation Versus Long-Term Equilibrium Conditions: The Danish Housing Market. (2017). Hetland, Andreas. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:40-:d:110779.

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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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2019Covariance Prediction in Large Portfolio Allocation. (2019). , Andre ; Hotta, Luiz K ; Zevallos, Mauricio ; Trucios, Carlos . In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:2:p:19-:d:229754.

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2019What Do Global Metrics Tell Us about the World?. (2019). Dubots, Leah ; Velez-Hagan, Justin ; Short, John Rennie. In: Social Sciences. RePEc:gam:jscscx:v:8:y:2019:i:5:p:136-:d:227491.

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2017The Macroeconomic Determinants of the Pass-Through from the Market Interest Rate to the Bank Lending Rate in Mozambique. (2017). Machava, Agostinho . In: Umeå Economic Studies. RePEc:hhs:umnees:0954.

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2018Are asset price data informative about news shocks? A DSGE perspective. (2018). Iskrev, Nikolay. In: Working Papers REM. RePEc:ise:remwps:wp0332018.

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2018Searching for a theory that fits the data: A personal research odyssey. (2018). juselius, katarina. In: Discussion Papers. RePEc:kud:kuiedp:1807.

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2018On the financial connectedness of the commodity market: a replication of the Diebold and Yilmaz (2012) study. (2018). Caloia, Francesco ; Muzzioli, Silvia ; Cipollini, Andrea. In: Department of Economics. RePEc:mod:depeco:0131.

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2018σ-µ efficiency analysis: A new methodology for evaluating units through composite indices. (2018). Torrisi, Gianpiero ; Tasiou, Menelaos ; Ishizaka, Alessio ; Greco, Salvatore. In: MPRA Paper. RePEc:pra:mprapa:83569.

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2017The Purchasing Power Parity Puzzle and Imperfect Knowledge: The Case of the Polish Zloty. (2017). Kelm, Robert. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:1:p:1-27.

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2017Foreign Direct and Portfolio Investment in the Contemporary Globalized World: Should They Be Still Treated Separately?. (2017). Olszewski, Krzysztof ; Kelm, Robert ; Humanicki, Marcin. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:2:p:115-135.

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2018Are asset price data informative about news shocks? A DSGE perspective. (2018). Iskrev, Nikolay. In: Working Papers. RePEc:ptu:wpaper:w201802.

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2017On the structure of state space systems with unit roots. (2017). . In: DSS Empirical Economics and Econometrics Working Papers Series. RePEc:sas:wpaper:20174.

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2017Proposal of a composite indicator of job quality based on a measure of weighted distances. (2017). Boccuzzo, Giovanna ; Maron, Licia . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:5:d:10.1007_s11135-016-0392-4.

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2017A critical comparative analysis of five world university rankings. (2017). Moed, Henk F. In: Scientometrics. RePEc:spr:scient:v:110:y:2017:i:2:d:10.1007_s11192-016-2212-y.

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2017Sensitivity Analysis: A Necessary Ingredient for Measuring the Quality of a Teaching Activity Index. (2017). del Carmen, Maria ; Conchado, Andrea ; Carot, Jose Miguel ; Tarantola, Stefano. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:131:y:2017:i:3:d:10.1007_s11205-016-1297-2.

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2018Likelihood based inference for an Identifiable Fractional Vector Error Correction Model. (2018). Carlini, Federico ; Lasak, Katarzyna . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180085.

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2017Estimation and model-based combination of causality networks. (2017). Caporin, Massimiliano ; Bonaccolto, Giovanni ; Panzica, Roberto Calogero . In: SAFE Working Paper Series. RePEc:zbw:safewp:165.

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Works by Paolo Paruolo:

YearTitleTypeCited
2018Cointegration in functional autoregressive processes In: Papers.
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2017Cointegration in functional autoregressive processes.(2017) In: DSS Empirical Economics and Econometrics Working Papers Series.
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2013Ratings and rankings: voodoo or science? In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article28
1997A Reduced Rank Regression Approach to Tests of Asset Pricing. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article2
1992A reduced rank regression approach to tests of asset pricing..(1992) In: Quaderni di Dipartimento.
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2001 The Power of Lambda Max. In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article8
2000The power of lambda max.(2000) In: Economics and Quantitative Methods.
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2006The Likelihood Ratio Test for the Rank of a Cointegration Submatrix In: Oxford Bulletin of Economics and Statistics.
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2004The likelihood ratio test for the rank of a cointegration submatrix.(2004) In: Economics and Quantitative Methods.
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1991Alla ricerca di fatti stilizzati delleconomia italiana: un sistema Var strutturale In: Working Papers.
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1992Sulle fonti delle fluttuazioni delleconomia italiana: una analisi con sistemi VAR strutturali In: Working Papers.
[Full Text][Citation analysis]		paper1
1993Analisi di multicointegrazione in sistemi VAR: alcune prospettive. In: Quaderni di Dipartimento.
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1997Nota sulla distribuzione di una base di norma unitaria del complemento ortogonale di un vettore gaussiano: il caso bidimensionale In: Quaderni di Dipartimento.
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1994Deriving Restricted Least Squares without a Lagrangean In: Econometric Theory.
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1994The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix In: Econometric Theory.
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1993The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix.(1993) In: Econometric Theory.
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1995Errata In: Econometric Theory.
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1997Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems In: Econometric Theory.
[Full Text][Citation analysis]		article33
2002ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS.(2002) In: Econometric Theory.
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1997Standard Errors for the Long-Run Variance Matrix In: Econometric Theory.
[Full Text][Citation analysis]		article3
2000ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS In: Econometric Theory.
[Full Text][Citation analysis]		article16
200404.3.1 An I(2) Model for VAR(1) Processes In: Econometric Theory.
[Full Text][Citation analysis]		article0
2004NOTES AND PROBLEMS: A new format for the PROBLEMS AND SOLUTIONS SERIES In: Econometric Theory.
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2005AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT In: Econometric Theory.
[Full Text][Citation analysis]		article2
2004Automated Inference and the Future of Econometrics: A comment.(2004) In: Economics and Quantitative Methods.
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2005Solution 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]		article0
1993Deriving Restricted Least Squares Estimator without a Lagrangean In: Econometric Theory.
[Full Text][Citation analysis]		article0
1997Two Mixed Normal Densities from Cointegration Analysis In: Econometrica.
[Citation analysis]		article5
2002Simple Robust Testing of Regression Hypotheses: A Comment In: Econometrica.
[Full Text][Citation analysis]		article1
2002On Monte Carlo estimation of relative power In: Econometrics Journal.
[Full Text][Citation analysis]		article1
2001On Monte Carlo Estimation of Relative Power.(2001) In: Economics and Quantitative Methods.
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2013Wages and prices in Europe before and after the onset of the Monetary Union In: Economic Modelling.
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2010Wages and prices in Europe before and after the onset of the Monetary Union.(2010) In: Economics and Quantitative Methods.
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2018Do Voters Support Local Commitments for Climate Change Mitigation in Italy? In: Ecological Economics.
[Full Text][Citation analysis]		article0
2005Impact factors In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
2002Impact factors.(2002) In: Economics and Quantitative Methods.
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2006Common trends and cycles in I(2) VAR systems In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2003Common trends and cycles in I(2) VAR systems.(2003) In: Economics and Quantitative Methods.
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2004Common trends and cycles in I(2) VAR systems.(2004) In: Economics and Quantitative Methods.
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2010Speed of adjustment in cointegrated systems In: Journal of Econometrics.
[Full Text][Citation analysis]		article11
2007Speed of Adjustment in Cointegrated Systems.(2007) In: MPRA Paper.
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2011A characterization of vector autoregressive processes with common cyclical features In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
2017Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
1996On the determination of integration indices in I(2) systems In: Journal of Econometrics.
[Full Text][Citation analysis]		article67
1999Weak exogeneity in I(2) VAR systems In: Journal of Econometrics.
[Full Text][Citation analysis]		article21
2009Do fiscal variables affect fiscal expectations? Experiments with real world and lab data In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article6
2009Do fiscal variables affect fiscal expectations? Experiments with real world and lab data.(2009) In: Post-Print.
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2004Do fiscal variables affect fiscal expectations? : Experiments with real world and lab data.(2004) In: Papers.
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2004Do fiscal variables affect fiscal expectations? Experiments with real world and lab data.(2004) In: Sonderforschungsbereich 504 Publications.
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1994The Marginal Density of Bivariate Cointegration Estimators. In: Discussion Papers.
[Citation analysis]		paper1
2017Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems In: Econometrics.
[Full Text][Citation analysis]		article0
2017Formula 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]		article0
2000Asymptotic standard errors for common trends linear combinations in I(2) VAR systems In: Economics and Quantitative Methods.
[Citation analysis]		paper0
2001LR cointegration tests when some cointegrating relations are known In: Economics and Quantitative Methods.
[Citation analysis]		paper2
2001LR cointegration tests when some cointegrating relations are known.(2001) In: Statistical Methods & Applications.
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2001Determining the number of cointegrating relations under rank constraints In: Economics and Quantitative Methods.
[Full Text][Citation analysis]		paper1
2002Testing for common trends in conditional I(2) VAR models In: Economics and Quantitative Methods.
[Full Text][Citation analysis]		paper0
2002Common features and common I(2) trends in VAR systems In: Economics and Quantitative Methods.
[Full Text][Citation analysis]		paper2
2002On 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]		paper1
2003Expectations and perceived causality in fiscal policy: an experimental analysis using real world data In: Economics and Quantitative Methods.
[Full Text][Citation analysis]		paper1
2003Expectations and Perceived Causality in Fiscal Policy : An Experimental Analysis Using Real World Data.(2003) In: Papers.
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2003Expectations and perceived causality in fiscal policy: an experimental analysis using real world data.(2003) In: Sonderforschungsbereich 504 Publications.
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2003Common dynamics in I(1) VAR systems In: Economics and Quantitative Methods.
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2005Spatial effects in multivariate ARCH In: Economics and Quantitative Methods.
[Full Text][Citation analysis]		paper2
2005Design of vector autoregressive processes for invariant statistics In: Economics and Quantitative Methods.
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2005Multivariate ARCH with spatial effects for stock sector and size In: Economics and Quantitative Methods.
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2006Finite sample comparison of alternative tests on the rank of a cointegration submatrix In: Economics and Quantitative Methods.
[Full Text][Citation analysis]		paper1
2006Exchange rates, prices and their speed of adjustment In: Economics and Quantitative Methods.
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2007Location 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]		paper3
2008On efficient simulation in dynamic models In: Economics and Quantitative Methods.
[Full Text][Citation analysis]		paper1
2010Identification of cointegrating relations in I(2) vector autoregressive models In: Economics and Quantitative Methods.
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2011Do emissions and income have a common trend? A country-specific, time-series, global analysis, 1970-2008 In: Economics and Quantitative Methods.
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2012Do Emissions and Income Have a Common Trend? A Country-Specific, Time-Series, Global Analysis, 1970-2008.(2012) In: Working Paper series.
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2015Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation In: Computational Economics.
[Full Text][Citation analysis]		article10
2009Structured Multivariate Volatility Models In: Marco Fanno Working Papers.
[Full Text][Citation analysis]		paper16
2014Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2012On ABCs (and Ds) of VAR representations of DSGE models In: Working Paper series.
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2012On ABCs (and Ds) of VAR representations of DSGE models.(2012) In: DSS Empirical Economics and Econometrics Working Papers Series.
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2011Normal forms of regular matrix polynomials via local rank factorization In: DSS Empirical Economics and Econometrics Working Papers Series.
[Full Text][Citation analysis]		paper0
2014Inverting a matrix function around a singularity via local rank factorization In: DSS Empirical Economics and Econometrics Working Papers Series.
[Full Text][Citation analysis]		paper0
2017A general inversion theorem for cointegration In: DSS Empirical Economics and Econometrics Working Papers Series.
[Full Text][Citation analysis]		paper1
2009Tests for cointegration rank and choice of the alternative In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article0
1994The role of the drift in I(2) systems In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article1
1997Erratum to: The role of the drift in I(2) systems In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article0
1998Tests of integration in circular autoregressive models In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article0
2015Proximity-Structured Multivariate Volatility Models In: Econometric Reviews.
[Full Text][Citation analysis]		article9
2017Correction of Caporin and Paruolo (2015) In: Econometric Reviews.
[Full Text][Citation analysis]		article0

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