12
H index
16
i10 index
610
Citations
Mauro Costantini : Citation Profile
"Sapienza" Università di Roma | RESEARCH PRODUCTION: 40 Articles 36 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2004 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Mauro Costantini. | Is cited by:
| Cites to:
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Main data
Where Mauro Costantini has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 6 |
| Applied Economics Letters | 3 |
| International Journal of Forecasting | 3 |
| Economic Modelling | 3 |
| Computational Statistics & Data Analysis | 2 |
| Economic Inquiry | 2 |
| Statistical Papers | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Economics Series / Institute for Advanced Studies | 9 |
| ISAE Working Papers / ISTAT - Italian National Institute of Statistics - (Rome, ITALY) | 3 |
Recent works citing Mauro Costantini (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | After 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 |
| 2024 | Does membership of the EMU matter for economic and financial outcomes?. (2024). Song, Suyong ; Kishor, N ; Ardakani, Omid M. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:3:p:416-447. Full description at Econpapers || Download paper |
| 2024 | Estimating uncertainty spillover effects across euro area using a regime dependent VAR model. (2024). Joshy, Easaw ; Mauro, Costantini ; Giovanni, Angelini. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:1:p:39-59:n:1. Full description at Econpapers || Download paper |
| 2024 | “Whatever It Takes!” How Tonality of TV-News Affected Government Bond Yield Spreads during the European Debt Crisis. (2024). Feld, Lars ; Thomas, Tobias ; Kohler, Ekkehard A ; Hirsch, Patrick. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10980. Full description at Econpapers || Download paper |
| 2023 | Per 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 |
| 2023 | Does 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 |
| 2024 | Sovereign spread divergence owing to inflation and redenomination risk countered by unconventional monetary policy in the Eurozone. (2024). Kiss, Gábor Dávid ; Alipanah, Sabri. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s026499932300425x. Full description at Econpapers || Download paper |
| 2024 | Belief-dependent pricing decisions. (2024). Frache, Serafin ; Turen, Javier ; Lluberas, Rodrigo. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s026499932300442x. Full description at Econpapers || Download paper |
| 2023 | Nowcasting industrial production using linear and non-linear models of electricity demand. (2023). Galdi, Giulio ; Casarin, Roberto ; Ravazzolo, Francesco ; Fezzi, Carlo ; Ferrari, Davide. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005042. Full description at Econpapers || Download paper |
| 2023 | Measuring 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 |
| 2024 | Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets. (2024). Uddin, Gazi ; Allahdadi, Mohammad Reza ; Yahya, Muhammad ; Wang, Gang-Jin ; Park, Donghyun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011200. Full description at Econpapers || Download paper |
| 2024 | Do interbank markets price systemic risk?. (2024). Siebenbrunner, Christoph ; Sigmund, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000081. Full description at Econpapers || Download paper |
| 2023 | Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547. Full description at Econpapers || Download paper |
| 2024 | Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x. Full description at Econpapers || Download paper |
| 2023 | Dynamic 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 |
| 2024 | “Whatever It Takes!” How tonality of TV-news affected government bond yield spreads during the European debt crisis. (2024). Feld, Lars ; Kohler, Ekkehard A ; Hirsch, Patrick ; Thomas, Tobias. In: European Journal of Political Economy. RePEc:eee:poleco:v:82:y:2024:i:c:s0176268024000132. Full description at Econpapers || Download paper |
| 2023 | Forecasting 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 |
| 2024 | Transmission of liquidity and credit risks in the Chinese bond market: Analysis based on joint modeling of multiple yield curves. (2024). Su, GE ; Hong, Zhiwu ; Lin, Mucai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:597-615. Full description at Econpapers || Download paper |
| 2024 | Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Yahya, Muhammad ; Tian, Shu ; Hedstrom, Axel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1028-1044. Full description at Econpapers || Download paper |
| 2023 | Crime, 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 |
| 2024 | Revisiting the Income Inequality-Crime Puzzle. (2024). Pazzona, Matteo. In: World Development. RePEc:eee:wdevel:v:176:y:2024:i:c:s0305750x23003388. Full description at Econpapers || Download paper |
| 2023 | TFP 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 |
| 2023 | Determinants 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 |
| 2024 | Spillover Effects of Sovereign Bond Purchases in the Euro Area. (2024). Vermeulen, Robert ; Samarina, Anna ; Mudde, Yvo. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2024:q:2:a:8. Full description at Econpapers || Download paper |
| 2024 | Global directed technical change model with fiscal and monetary policies, and public debt. (2024). Vasconcelos, Paulo B ; Afonso, Oscar ; Loureiro, Daniel. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09672-3. Full description at Econpapers || Download paper |
| 2023 | Interest 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 |
| 2023 | A 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 |
| 2023 | Impact 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 |
| 2024 | . Full description at Econpapers || Download paper |
| 2023 | Using 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | FINANCIAL RESTRAINTS AND PRIVATE INVESTMENT: EVIDENCE FROM A NONSTATIONARY PANEL In: Economic Inquiry. [Full Text][Citation analysis] | article | 9 |
| 2010 | Financial 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: 9 | paper | |
| 2013 | THE ROLE OF MONITORING OF CORRUPTION IN A SIMPLE ENDOGENOUS GROWTH MODEL In: Economic Inquiry. [Full Text][Citation analysis] | article | 3 |
| 2020 | Consumption, asset wealth, equity premium, term spread, and flight to quality In: European Financial Management. [Full Text][Citation analysis] | article | 3 |
| 2013 | A Simple Panel-CADF Test for Unit Roots In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 25 |
| 2011 | A Simple Panel-CADF Test for Unit Roots.(2011) In: Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2011 | A Simple Panel-CADF Test for Unit Roots.(2011) In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2018 | Uncertainty and spillover effects across the Euro area In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Re-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 | |
| 2013 | Re-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 | |
| 2013 | Determinants of Sovereign Bond Yield Spreads in the EMU. An Optimal Currency Area Perspective In: Working Papers. [Full Text][Citation analysis] | paper | 71 |
| 2014 | Determinants of sovereign bond yield spreads in the EMU: An optimal currency area perspective.(2014) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | article | |
| 2005 | Stochastic convergence among European economies In: Economics Bulletin. [Full Text][Citation analysis] | article | 200 |
| 2016 | A simple testing procedure for unit root and model specification In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2014 | On the usefulness of cross-validation for directional forecast evaluation In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 14 |
| 2021 | On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2009 | Cointegration analysis for cross-sectionally dependent panels: The case of regional production functions In: Economic Modelling. [Full Text][Citation analysis] | article | 40 |
| 2010 | A panel cointegration approach to estimating substitution elasticities in consumption In: Economic Modelling. [Full Text][Citation analysis] | article | 17 |
| 2012 | Bootstrap innovational outlier unit root tests in dependent panels In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2013 | Capital mobility and global factor shocks In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2016 | Identifying stationary series in panels: A Monte Carlo evaluation of sequential panel selection methods In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2018 | What do panel data say on inequality and GDP? New evidence at US state-level In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2007 | An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks In: Economics Letters. [Full Text][Citation analysis] | article | 13 |
| 2007 | Simple panel unit root tests to detect changes in persistence In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2015 | Housing wealth, financial wealth, and consumption: New evidence for Italy and the UK In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 17 |
| 2010 | A hierarchical procedure for the combination of forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 15 |
| 2016 | How accurate are professional forecasts in Asia? Evidence from ten countries In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 16 |
| 2021 | On 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] | article | 0 |
| 2018 | On 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 | |
| 2011 | Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
| 2022 | What 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] | article | 8 |
| 2023 | Bitcoin market networks and cyberattacks In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2008 | On the asymptotic behaviour of random matrices in a multivariate statistical model In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2009 | Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Panel Cointegration and the Neutrality of Money In: Working Papers. [Citation analysis] | paper | 14 |
| 2009 | Panel cointegration and the neutrality of money.(2009) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2009 | Do Clean Hands Ensure Healthy Growth? Theory and Practice in the Battle Against Corruption In: Economics Series. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System In: Economics Series. [Full Text][Citation analysis] | paper | 11 |
| 2011 | Combining 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 | |
| 2010 | Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System In: Economics Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models In: Economics Series. [Full Text][Citation analysis] | paper | 8 |
| 2012 | Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System In: Economics Series. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Can Macroeconomists Get Rich Forecasting Exchange Rates? In: Economics Series. [Full Text][Citation analysis] | paper | 5 |
| 2014 | Can 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 | |
| 2014 | Can 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 | |
| 2014 | Forecast combinations in a DSGE-VAR lab In: Economics Series. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions In: ISAE Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2005 | Unit 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 | |
| 2005 | Unit 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 | |
| 2007 | Non parametric Fractional Cointegration Analysis In: ISAE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Estimates of Structural Changes in the Wage Equation:Some Evidence for Italy In: ISAE Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2009 | New panel tests to assess inflation persistence In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order. In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes. In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Testing for rational bubbles. In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | A Panel-CADF Test for Unit Roots In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Change in persistence tests for panels In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Change in persistence tests for panels: An update and some new results In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | FDR Control in the Presence of an Unknown Correlation Structure In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | A copula-based analysis of false discovery rate control under dependence assumptions In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Identifying I(0) Series in Macro-panels: Are Sequential Panel Selection Methods Useful? In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2004 | Fiscal Policy and Economic Growth: The Case of the Italian Regions In: The Review of Regional Studies. [Full Text][Citation analysis] | article | 7 |
| 2011 | A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2019 | Panel stationary tests against changes in persistence In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2006 | Testing the stochastic convergence of Italian regions using panel data In: Applied Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2006 | Divergence and long-run equilibria in Italian regional unemployment In: Applied Economics Letters. [Full Text][Citation analysis] | article | 11 |
| 2012 | New evidence on the convergence of international income from a group of 29 countries In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2004 | Is social protection a necessity or a luxury good? New multivariate cointegration panel data results In: Applied Economics. [Full Text][Citation analysis] | article | 7 |
| 2006 | Comovements and correlations in international stock markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 10 |
| 2013 | Forecasting the industrial production using alternative factor models and business survey data In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 4 |
| 2024 | Bayesian Nonparametric Panel Markov-Switching GARCH Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Do inequality, unemployment and deterrence affect crime over the long run? In: Regional Studies. [Full Text][Citation analysis] | article | 12 |
| 2016 | Common trends in the US state-level crime.What do panel data say? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate In: Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team