Mauro Costantini : Citation Profile


Are you Mauro Costantini?

Università degli Studi dell'Aquila

11

H index

16

i10 index

592

Citations

RESEARCH PRODUCTION:

39

Articles

35

Papers

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 32
   Journals where Mauro Costantini has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 26 (4.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco190
   Updated: 2024-01-16    RAS profile: 2023-03-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Sousa, Ricardo (2)

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

Is cited by:

Asongu, Simplice (182)

Odhiambo, Nicholas (70)

Eberhardt, Markus (12)

Afonso, Antonio (12)

Tchamyou, Vanessa (11)

Nwachukwu, Jacinta (11)

Heylen, Freddy (9)

Schoonackers, Ruben (9)

ANDRES, ANTONIO (9)

le Roux, Sara (7)

Golinelli, Roberto (7)

Cites to:

Perron, Pierre (34)

Pesaran, Mohammad (33)

Bai, Jushan (32)

Ng, Serena (29)

Campbell, John (28)

Sousa, Ricardo (27)

Smets, Frank (23)

Phillips, Peter (22)

Wouters, Raf (22)

Pedroni, Peter (18)

Mankiw, N. Gregory (18)

Main data


Where Mauro Costantini has published?


Journals with more than one article published# docs
Economics Letters6
Economic Modelling3
International Journal of Forecasting3
Applied Economics Letters3
Journal of Forecasting2
Computational Statistics & Data Analysis2
Statistical Papers2
Economic Inquiry2

Working Papers Series with more than one paper published# docs
Economics Series / Institute for Advanced Studies9
ISAE Working Papers / ISTAT - Italian National Institute of Statistics - (Rome, ITALY)3

Recent works citing Mauro Costantini (2024 and 2023)


YearTitle of citing document
2023After the economic crisis of 2008: Economic conditions and crime in the last decade for the case of Spain. (2023). Soler, Alberto Montero ; Torrestellez, Jonathan. In: American Journal of Economics and Sociology. RePEc:bla:ajecsc:v:82:y:2023:i:3:p:223-239.

Full description at Econpapers || Download paper

2023Per Capita Income Convergence and Divergence of Selected OECD Countries to and from the US: A Reappraisal for the period 1900-2018. (2023). Konya, Laszlo. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_2.

Full description at Econpapers || Download paper

2023Does innovation affect the impact of corruption on economic growth? International evidence. (2023). Spyromitros, Eleftherios ; Papadamou, Stephanos ; Panagiotidis, Minas ; Dokas, Ioannis. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:1030-1054.

Full description at Econpapers || Download paper

2023Measuring sovereign bond fragmentation in the Eurozone. (2023). Iacopini, Matteo ; Costola, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005323.

Full description at Econpapers || Download paper

2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

Full description at Econpapers || Download paper

2023Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628.

Full description at Econpapers || Download paper

2023Crime, inequality and subsidized housing: Evidence from South Africa. (2023). Piraino, Patrizio ; Manea, Roxana Elena ; Viarengo, Martina. In: World Development. RePEc:eee:wdevel:v:168:y:2023:i:c:s0305750x2300061x.

Full description at Econpapers || Download paper

2023TFP in the Manufacturing Sector: Long-Term Dynamics, Country and Regional Comparative Analysis. (2023). Bassil, Charbel ; Harb, Georges. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:2:p:34-:d:1039993.

Full description at Econpapers || Download paper

2023Determinants of Green Innovation: The Role of Monetary Policy and Central Bank Characteristics. (2023). Spyromitros, Eleftherios. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:7907-:d:1144920.

Full description at Econpapers || Download paper

2023Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long?. (2023). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02265-x.

Full description at Econpapers || Download paper

2023A Short Note on Interest Rates and Household Wealth. (2023). Marinucci, Marco ; Bonis, Riccardo. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:9:y:2023:i:2:d:10.1007_s40797-022-00194-3.

Full description at Econpapers || Download paper

2023Impact of Social and Institutional Indicators on the Homicide Rate in Ecuador: An Analysis Using Advanced Time Series Techniques. (2023). Işık, cem ; Murshed, Muntasir ; Iik, Cem ; Tillaguango, Brayan ; Alvarado, Rafael ; Vasquez, Aldenis. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:169:y:2023:i:1:d:10.1007_s11205-023-03150-5.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Using shapely values to define subgroups of forecasts for combining. (2023). Zhou, Ligang ; Chen, Huayou ; Ding, Zhenni. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:905-923.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

Works by Mauro Costantini:


YearTitleTypeCited
2013FINANCIAL RESTRAINTS AND PRIVATE INVESTMENT: EVIDENCE FROM A NONSTATIONARY PANEL In: Economic Inquiry.
[Full Text][Citation analysis]
article10
2010Financial Restraints and Private Investment: Evidence from a Nonstationary Panel*.(2010) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2013THE ROLE OF MONITORING OF CORRUPTION IN A SIMPLE ENDOGENOUS GROWTH MODEL In: Economic Inquiry.
[Full Text][Citation analysis]
article3
2020Consumption, asset wealth, equity premium, term spread, and flight to quality In: European Financial Management.
[Full Text][Citation analysis]
article2
2013A Simple Panel-CADF Test for Unit Roots In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article23
2011A Simple Panel-CADF Test for Unit Roots.(2011) In: Economics Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23
paper
2011A Simple Panel-CADF Test for Unit Roots.(2011) In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23
paper
2018Uncertainty and spillover effects across the Euro area In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]
paper3
2012Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper3
2012Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal.(2012) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2013Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal.(2013) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2005Stochastic convergence among European economies In: Economics Bulletin.
[Full Text][Citation analysis]
article199
2016A simple testing procedure for unit root and model specification In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article0
2014On the usefulness of cross-validation for directional forecast evaluation In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article14
2021On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting In: Economic Modelling.
[Full Text][Citation analysis]
article0
2009Cointegration analysis for cross-sectionally dependent panels: The case of regional production functions In: Economic Modelling.
[Full Text][Citation analysis]
article40
2010A panel cointegration approach to estimating substitution elasticities in consumption In: Economic Modelling.
[Full Text][Citation analysis]
article17
2012Bootstrap innovational outlier unit root tests in dependent panels In: Economics Letters.
[Full Text][Citation analysis]
article0
2013Capital mobility and global factor shocks In: Economics Letters.
[Full Text][Citation analysis]
article5
2016Identifying stationary series in panels: A Monte Carlo evaluation of sequential panel selection methods In: Economics Letters.
[Full Text][Citation analysis]
article1
2018What do panel data say on inequality and GDP? New evidence at US state-level In: Economics Letters.
[Full Text][Citation analysis]
article5
2007An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks In: Economics Letters.
[Full Text][Citation analysis]
article11
2007Simple panel unit root tests to detect changes in persistence In: Economics Letters.
[Full Text][Citation analysis]
article2
2014Determinants of sovereign bond yield spreads in the EMU: An optimal currency area perspective In: European Economic Review.
[Full Text][Citation analysis]
article64
2015Housing wealth, financial wealth, and consumption: New evidence for Italy and the UK In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article17
2010A hierarchical procedure for the combination of forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]
article14
2016How accurate are professional forecasts in Asia? Evidence from ten countries In: International Journal of Forecasting.
[Full Text][Citation analysis]
article16
2021On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation In: International Journal of Forecasting.
[Full Text][Citation analysis]
article0
2018On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation.(2018) In: Economics Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2011Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article10
2022What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article3
2008On the asymptotic behaviour of random matrices in a multivariate statistical model In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article0
2009Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production In: Working Papers in Economics.
[Full Text][Citation analysis]
paper0
2006Panel Cointegration and the Neutrality of Money In: Working Papers.
[Citation analysis]
paper14
2009Panel cointegration and the neutrality of money.(2009) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
article
2009Do Clean Hands Ensure Healthy Growth? Theory and Practice in the Battle Against Corruption In: Economics Series.
[Full Text][Citation analysis]
paper5
2009Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System In: Economics Series.
[Full Text][Citation analysis]
paper11
2011Combining forecasts based on multiple encompassing tests in a macroeconomic core system.(2011) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
article
2010Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System In: Economics Series.
[Full Text][Citation analysis]
paper0
2011On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models In: Economics Series.
[Full Text][Citation analysis]
paper8
2012Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System In: Economics Series.
[Full Text][Citation analysis]
paper0
2014Can Macroeconomists Get Rich Forecasting Exchange Rates? In: Economics Series.
[Full Text][Citation analysis]
paper5
2014Can Macroeconomists Get Rich Forecasting Exchange Rates?.(2014) In: Department of Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2014Can Macroeconomists Get Rich Forecasting Exchange Rates?.(2014) In: Department of Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2014Forecast combinations in a DSGE-VAR lab In: Economics Series.
[Full Text][Citation analysis]
paper5
2017Forecast Combinations in a DSGE?VAR Lab.(2017) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2005Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions In: ISAE Working Papers.
[Full Text][Citation analysis]
paper4
2005Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions.(2005) In: CELPE Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2005Unit root and cointegration tests for cross-sectionally correlated panels - Estimating regional production functions.(2005) In: ERSA conference papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2007Non parametric Fractional Cointegration Analysis In: ISAE Working Papers.
[Full Text][Citation analysis]
paper0
2007Estimates of Structural Changes in the Wage Equation:Some Evidence for Italy In: ISAE Working Papers.
[Full Text][Citation analysis]
paper2
2009New panel tests to assess inflation persistence In: Working Papers.
[Full Text][Citation analysis]
paper1
2005Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order. In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]
paper0
2005Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes. In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]
paper0
2006Testing for rational bubbles. In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]
paper1
2007A Panel-CADF Test for Unit Roots In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]
paper2
2007Change in persistence tests for panels In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]
paper0
2008Change in persistence tests for panels: An update and some new results In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]
paper0
2009A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]
paper0
2011FDR Control in the Presence of an Unknown Correlation Structure In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]
paper1
2012A copula-based analysis of false discovery rate control under dependence assumptions In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]
paper2
2014Identifying I(0) Series in Macro-panels: Are Sequential Panel Selection Methods Useful? In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]
paper4
2004Fiscal Policy and Economic Growth: The Case of the Italian Regions In: The Review of Regional Studies.
[Full Text][Citation analysis]
article7
2011A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break In: Statistical Papers.
[Full Text][Citation analysis]
article0
2019Panel stationary tests against changes in persistence In: Statistical Papers.
[Full Text][Citation analysis]
article0
2006Testing the stochastic convergence of Italian regions using panel data In: Applied Economics Letters.
[Full Text][Citation analysis]
article7
2006Divergence and long-run equilibria in Italian regional unemployment In: Applied Economics Letters.
[Full Text][Citation analysis]
article11
2012New evidence on the convergence of international income from a group of 29 countries In: Applied Economics Letters.
[Full Text][Citation analysis]
article4
2004Is social protection a necessity or a luxury good? New multivariate cointegration panel data results In: Applied Economics.
[Full Text][Citation analysis]
article7
2006Comovements and correlations in international stock markets In: The European Journal of Finance.
[Full Text][Citation analysis]
article9
2013Forecasting the industrial production using alternative factor models and business survey data In: Journal of Applied Statistics.
[Full Text][Citation analysis]
article3
2018Do inequality, unemployment and deterrence affect crime over the long run? In: Regional Studies.
[Full Text][Citation analysis]
article11
2016Common trends in the US state-level crime.What do panel data say? In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate In: Journal of Forecasting.
[Full Text][Citation analysis]
article6

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team