Paolo Paruolo : Citation Profile

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European Commission

10

H index

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374

Citations

RESEARCH PRODUCTION:

39

Articles

52

Papers

RESEARCH ACTIVITY:

   30 years (1991 - 2021). See details.
   Cites by year: 12
   Journals where Paolo Paruolo has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 40 (9.66 %)

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   Permalink: http://citec.repec.org/ppa332
   Updated: 2022-01-23    RAS profile: 2021-08-09    
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Relations with other researchers

Works with:

Franchi, Massimo (5)

Mosconi, Rocco (2)

Verzillo, Stefano (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 (22)

juselius, katarina (16)

Kouretas, Georgios (15)

Fanelli, Luca (14)

Johansen, Soren (13)

McAleer, Michael (12)

Cubadda, Gianluca (11)

Trenkler, Carsten (10)

Weber, Enzo (9)

Masten, Igor (9)

coricelli, fabrizio (9)

Cites to:

Johansen, Soren (72)

Engle, Robert (27)

Rahbek, Anders (18)

Granger, Clive (17)

Boswijk, H. Peter (17)

Watson, Mark (17)

Stock, James (14)

Phillips, Peter (14)

Doornik, Jurgen (13)

Franchi, Massimo (13)

Hecq, Alain (10)

Main data

Where Paolo Paruolo has published?

Journals with more than one article published# docs
Econometric Theory8
Journal of Econometrics7
Statistical Methods & Applications5
Econometric Reviews3
Oxford Bulletin of Economics and Statistics3
Econometrica2
Econometrics2

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 Rome6
Quaderni di Dipartimento / Department of Statistics, University of Bologna3
MPRA Paper / University Library of Munich, Germany2
Papers / Sonderforschungsbreich 5042
Working Papers / Dipartimento Scienze Economiche, Universita' di Bologna2
Working Paper series / Rimini Centre for Economic Analysis2

Recent works citing Paolo Paruolo (2021 and 2020)

YearTitle of citing document
2020The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092.

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2021Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2021Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem. (2021). Zoia, Maria Grazia ; Faliva, Mario. In: Papers. RePEc:arx:papers:2102.10626.

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2021Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems. (2021). , Peter ; PEter, ; Kheifets, Igor L. In: Papers. RePEc:arx:papers:2108.03486.

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2020Beyond 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.

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2021Under 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.

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2021Assessment of accessible, clean and efficient energy systems: A statistical analysis of composite energy performance indices. (2021). Shi, Xunpeng ; Aghdam, Reza Fathollahzadeh ; Phoumin, Han ; Yang, Muyi ; Sandu, Suwin. In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s0306261921010795.

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2020Normalising cointegrating relationships subject to long-run exclusion. (2020). Kurita, Takamitsu. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301269.

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2021Large-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.

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2020Bootstrap 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.

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2021The 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.

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2021Benchmarking 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.

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2021CISEF: 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.

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2020Do 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.

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2021Dynamic 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.

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2021Stability over time of the “hospital effect” on 30-day unplanned readmissions: Evidence from administrative data. (2021). Bottle, Alex ; Paganoni, Anna Maria ; Lettieri, Emanuele ; Mazzali, Cristina ; Roshanghalb, Afsaneh. In: Health Policy. RePEc:eee:hepoli:v:125:y:2021:i:10:p:1393-1397.

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2021The 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.

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2020Likelihood-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.

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2020MRP-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.

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2020The 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.

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2020An 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.

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2020A Matter of Perspective: Mapping Linear Rational Expectations Models into Finite-Order VAR Form. (2020). Martínez García, Enrique ; Martinez-Garcia, Enrique. In: Globalization Institute Working Papers. RePEc:fip:feddgw:88096.

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2020Cointegration 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.

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2020Modeling 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.

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2020A 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.

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2021Searching 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.

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2021Cointegration, Root Functions and Minimal Bases. (2021). Paruolo, Paolo ; Franchi, Massimo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:31-:d:615763.

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2021Assessment 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.

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2021Technical 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.

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2021.

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2020Reliability 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.

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2021The 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.

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2020Invertibility 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.

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2020A 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.

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2020A note on minimality in Dynare. (2020). Saccal, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:103656.

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2020A note on gensys’ minimality. (2020). Saccal, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:103818.

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2020The Analysis and the Measurement of Poverty: An Interval Based Composite Indicator Approach. (2020). Drago, Carlo. In: MPRA Paper. RePEc:pra:mprapa:104462.

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2021A Strategic Impact Model for Latin American Business Schools. (2021). Villena, Mauricio ; Quinteros, Maria Jose ; Olavarrieta, Sergio. In: MPRA Paper. RePEc:pra:mprapa:107813.

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2021The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator Approach. (2021). Drago, Carlo. In: MPRA Paper. RePEc:pra:mprapa:109307.

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2020Structural 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.

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2021Spectral decomposition of the information about latent variables in dynamic macroeconomic models. (2021). Iskrev, Nikolay. In: Working Papers. RePEc:ptu:wpaper:w202105.

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2021Reduced Rank Regression Models in Economics and Finance. (2021). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:525.

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2021The 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.

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2020Adapting 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.

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2020Quantitative 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.

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2020Networks in risk spillovers: A multivariate GARCH perspective. (2020). Pelizzon, Loriana ; Billio, Monica ; Frattarolo, Lorenzo ; Caporin, Massimiliano. In: Working Papers. RePEc:ven:wpaper:2020:16.

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2020Subset 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.

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Works by Paolo Paruolo:

YearTitleTypeCited
2018Cointegration in functional autoregressive processes In: Papers.
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2020COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES.(2020) In: Econometric Theory.
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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.
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1997A Reduced Rank Regression Approach to Tests of Asset Pricing. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article3
1992A reduced rank regression approach to tests of asset pricing..(1992) In: Quaderni di Dipartimento.
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2001The Power of Lambda Max In: Oxford Bulletin of Economics and Statistics.
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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.
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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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2020Too Much Stick for the Carrot? Job Search Requirements and Search Behaviour of Unemployment Benefit Claimants In: The B.E. Journal of Economic Analysis & Policy.
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2021Variable Selection in Regression Models Using Global Sensitivity Analysis In: Journal of Time Series Econometrics.
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2017Do voters support locala commitments for climate change mitigation in Italy? In: LIDAM Reprints CORE.
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2018Do Voters Support Local Commitments for Climate Change Mitigation in Italy?.(2018) In: Ecological Economics.
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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]		article37
2002ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS.(2002) In: Econometric Theory.
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2000ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS In: Econometric Theory.
[Full Text][Citation analysis]		article18
200404.3.1 An I(2) Model for VAR(1) Processes In: Econometric Theory.
[Full Text][Citation analysis]		article0
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
1997Two Mixed Normal Densities from Cointegration Analysis In: Econometrica.
[Citation analysis]		article5
2002Simple Robust Testing of Regression Hypotheses: A Comment In: Econometrica.
[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.
[Full Text][Citation analysis]		article1
2010Wages and prices in Europe before and after the onset of the Monetary Union.(2010) In: Economics and Quantitative Methods.
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2005Impact factors In: Journal of Econometrics.
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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.
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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.
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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]		article8
2017Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
1996On the determination of integration indices in I(2) systems In: Journal of Econometrics.
[Full Text][Citation analysis]		article75
1999Weak exogeneity in I(2) VAR systems In: Journal of Econometrics.
[Full Text][Citation analysis]		article25
2009Do fiscal variables affect fiscal expectations? Experiments with real world and lab data In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article7
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]		article1
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.
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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.
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2002Testing for common trends in conditional I(2) VAR models In: Economics and Quantitative Methods.
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2002Common features and common I(2) trends in VAR systems In: Economics and Quantitative Methods.
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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.
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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.
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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.
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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.
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2008On efficient simulation in dynamic models In: Economics and Quantitative Methods.
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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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2020Real Time Forecasting of Covid-19 Intensive Care Units demand In: Working Papers.
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2020Real Time Forecasting of Covid-19 Intensive Care Units demand.(2020) In: Health, Econometrics and Data Group (HEDG) Working Papers.
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2015Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation In: Computational Economics.
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2009Structured Multivariate Volatility Models In: Marco Fanno Working Papers.
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2020A bivariate prediction approach for adapting the health care system response to the spread of COVID-19 In: PLOS ONE.
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2014Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two In: MPRA Paper.
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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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In: .
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2011Normal forms of regular matrix polynomials via local rank factorization In: DSS Empirical Economics and Econometrics Working Papers Series.
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