11
H index
13
i10 index
430
Citations
Riccardo (Jack) Lucchetti : Citation Profile
Università Politecnica delle Marche (75% share) | RESEARCH PRODUCTION: 35 Articles 49 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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33 years (1993 - 2026). 
Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Riccardo (Jack) Lucchetti. | Is cited by:
| Cites to:
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Main data
Where Riccardo (Jack) Lucchetti has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 4 |
| Economic Modelling | 3 |
| Computational Economics | 3 |
| Journal of Population Economics | 2 |
| Empirical Economics | 2 |
| Journal of Statistical Software | 2 |
Recent works citing Riccardo (Jack) Lucchetti (2026 and 2025)
| Year | Title of citing document |
|---|---|
| 2025 | “It’s not the heat, it’s the humidity!” New Climate Indices for Europe with a Multilevel Factor Model. (2025). Manera, Matteo ; Pedini, Luca ; Valenti, Daniele ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:376264. Full description at Econpapers || Download paper |
| 2025 | Grouped fixed effects regularization for binary choice models. (2025). Valentini, Francesco ; Pionati, Alessandro ; Pigini, Claudia. In: Papers. RePEc:arx:papers:2502.06446. Full description at Econpapers || Download paper |
| 2025 | The Size and Uncertainty of Government Spending Multipliers in Italian Regions. (2025). Fanelli, Luca ; Mazzali, Marco ; Cavaliere, Giuseppe. In: Working Papers. RePEc:bol:bodewp:wp1216. Full description at Econpapers || Download paper |
| 2024 | The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901. Full description at Econpapers || Download paper |
| 2025 | Responding to natural disasters: What do monthly remittance data tell us?. (2025). Zazzaro, Alberto ; Jallow, Amadou ; Bettin, Giulia. In: Journal of Development Economics. RePEc:eee:deveco:v:174:y:2025:i:c:s0304387824001627. Full description at Econpapers || Download paper |
| 2025 | The role of remittances in clean energy adoption: New household level insights from West Africa. (2025). Kouandou, Arouna. In: Energy Policy. RePEc:eee:enepol:v:202:y:2025:i:c:s030142152500120x. Full description at Econpapers || Download paper |
| 2025 | Is fiscal countercyclicality growth enhancing? Evidence from developing countries over the period 1990–2019. (2025). Kallal, Sami. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:32:y:2025:i:c:s1703494925000167. Full description at Econpapers || Download paper |
| 2025 | Information loss from perception alignment. (2025). Dalko, Viktoria ; Ardakani, Omid M ; Shim, Hyeeun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024008220. Full description at Econpapers || Download paper |
| 2025 | “It’s not the heat, it’s the humidity!” New Climate Indices for Europe with a Multilevel Factor Model. (2025). Manera, Matteo ; Pedini, Luca ; Valenti, Daniele ; Casoli, Chiara. In: Working Papers. RePEc:fem:femwpa:2025.23. Full description at Econpapers || Download paper |
| 2026 | A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters. (2026). Lucchetti, Riccardo ; Casoli, Chiara. In: Working Papers. RePEc:fem:femwpa:2026.03. Full description at Econpapers || Download paper |
| 2025 | Modelling the dependence between recent changes in polar ice sheets: Implications for global sea-level projections. (2025). Martinez, Andrew ; Jackson, Luke P ; Pretis, Felix ; Juselius, Katarina. In: Working Papers. RePEc:gwc:wpaper:2025-002. Full description at Econpapers || Download paper |
| 2026 | QMSLV: a gretl package for quasi maximum likelihood estimation of stochastic volatility models. (2026). Chirico, Paolo. In: Computational Statistics. RePEc:spr:compst:v:41:y:2026:i:1:d:10.1007_s00180-025-01683-6. Full description at Econpapers || Download paper |
| 2026 | Bayesian model averaging for VAR models: gretl-based implementation. (2026). Kwiatkowski, Jacek ; Kufel, Pawe ; Baejowski, Marcin. In: Computational Statistics. RePEc:spr:compst:v:41:y:2026:i:2:d:10.1007_s00180-026-01716-8. Full description at Econpapers || Download paper |
| 2026 | Matrix-valued AutoRegressive (MAR) models in gretl. (2026). Palomba, Giulio ; Tedeschi, Marco ; Bucci, Andrea. In: Computational Statistics. RePEc:spr:compst:v:41:y:2026:i:3:d:10.1007_s00180-025-01681-8. Full description at Econpapers || Download paper |
| 2025 | Mind the Digital Gap: The Role of Regional-Level General and Digital Human Capital in Shaping ICT Use of Different Types of Entrepreneurs. (2025). van Stel, André ; Milln, Jos Mara ; Barrientos-Marn, Jorge ; Ramos-Poyatos, Juan D. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:3:d:10.1007_s13132-024-02100-x. Full description at Econpapers || Download paper |
| 2025 | COVID-19 and Business Digitalization: Unveiling the Effects of Concurrent Strategies. (2025). Holl, Adelheid ; Rama, Ruth ; Hammond, Hannah. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:4:d:10.1007_s13132-024-02374-1. Full description at Econpapers || Download paper |
Works by Riccardo (Jack) Lucchetti:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices In: FEEM Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2021 | Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2022 | Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices.(2022) In: The Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2026 | A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters In: FEEM Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2026 | A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters.(2026) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | DPB: Dynamic Panel Binary data models in Gretl In: gretl working papers. [Full Text][Citation analysis] | paper | 12 |
| 2017 | DPB: Dynamic Panel Binary Data Models in gretl.(2017) In: Journal of Statistical Software. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2016 | Measures of variance for smoothed disturbances in linear state-space models: a clarification In: gretl working papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | The SVAR addon for gretl In: gretl working papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Dynamic Factor Models in gretl. The DFM package In: gretl working papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | State dependence and unobserved heterogeneity in a double hurdle model for remittances: evidence from immigrants to Germany In: Mo.Fi.R. Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Monetization, wars, and the Italian fiscal multiplier In: Mo.Fi.R. Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Income, consumption and remittances: evidence from immigrants to Australia In: Mo.Fi.R. Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2009 | Income, consumption and remittances: Evidence from immigrants to Australia.(2009) In: HWWI Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2011 | Financial development and remittances: micro-econometric evidence. In: Mo.Fi.R. Working Papers. [Full Text][Citation analysis] | paper | 28 |
| 2012 | Financial development and remittances: Micro-econometric evidence.(2012) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
| 2012 | Intertemporal remittance behaviour by immigrants in Germany In: Mo.Fi.R. Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2012 | Intertemporal remittance behaviour by immigrants in Germany.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2012 | Intertemporal Remittance Behaviour by Immigrants in Germany.(2012) In: SOEPpapers on Multidisciplinary Panel Data Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2014 | Steady streams and sudden bursts: persistence patterns in remittance decisions In: Mo.Fi.R. Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2016 | Steady streams and sudden bursts: persistence patterns in remittance decisions.(2016) In: Journal of Population Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2016 | Steady streams and sudden bursts: persistence patterns in remittance decisions.(2016) In: Journal of Population Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 1999 | Analytic Score for Multivariate GARCH Models In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2002 | Analytical Score for Multivariate GARCH Models..(2002) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 1999 | Efficienza del sistema bancario e crescita economica nelle regioni italiane In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2000 | Inconsistency Of Naive GMM Estimation For QR Models With Endogenous Regressors In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2002 | Inconsistency of naive GMM estimation for QR models with endogenous regressors.(2002) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2001 | Factors Affecting the Adoption of ICTs Among SMEs: Evidence From an Italian Survey In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2003 | Computer, Wages and Working Hours in Italy In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2004 | Computers, Wages and Working Hours in Italy.(2004) In: Giornale degli Economisti. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2004 | Identification of Covariance Structures In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2006 | IDENTIFICATION OF COVARIANCE STRUCTURES.(2006) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2006 | Forecasting US bond yields at weekly frequency In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Interval Regression Models with;Endogenous Explanatory Variables In: Working Papers. [Full Text][Citation analysis] | paper | 25 |
| 2012 | Interval regression models with endogenous explanatory variables.(2012) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
| 2011 | Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2011 | Endogeneity and sample selection in a model for remittances In: Working Papers. [Full Text][Citation analysis] | paper | 52 |
| 2012 | Endogeneity and sample selection in a model for remittances.(2012) In: Journal of Development Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
| 2013 | Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2016 | Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2014 | A simple and effective misspecification test for the double-hurdle model In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | A simple and effective misspecification test for the double-hurdle model.(2014) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 1993 | Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Winning Competitive Grants For Regional Development in Albania: The Role of Local Leaders In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Dynamic panel probit: finite-sample performance of alternative random-effects estimators In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Modelli in differenze con errori di misura In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | BAYESIAN MODEL AVERAGING FOR PROPENSITY SCORE MATCHING IN TAX REBATE In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Reconciling TEV and VaR in Active Portfolio Management: A New Frontier In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Orario di lavoro e occupazione: un approccio teorico con una applicazione alla grande industria italiana In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Companion form representation of cointegrating VARs In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Occupazione, Disoccupazione, Intattivita: determinanti della mobilita tra stati in Italia In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1998 | Occupazione, disoccupazione, inattività: determinanti della mobilità tra stati in Italia.(1998) In: Rivista italiana degli economisti. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2020 | The role of local leaders in regional development funding: Evidence from an elite survey In: Journal of Regional Science. [Full Text][Citation analysis] | article | 2 |
| 2025 | Monetization and the Fiscal Multiplier In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2001 | Banks’ Inefficiency and Economic Growth: A Micro‐Macro Approach In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 63 |
| 2001 | Banks Inefficiency and Economic Growth A Micro-Macro Approach.(2001) In: Development Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
| 2000 | Banks inefficiency and economic growth: a micro-macro approach.(2000) In: Heterogeneity and monetary policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
| 2005 | Artificial regression testing in the GARCH-in-mean model In: Econometrics Journal. [Full Text][Citation analysis] | article | 0 |
| 2022 | No such thing as the perfect match: Bayesian Model Averaging for treatment evaluation In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 2009 | Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 2018 | A dynamic double hurdle model for remittances: evidence from Germany In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 2026 | An improved density approximation for the Zivot–Andrews test In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| Who uses gretl? An Analysis of the SourceForge Download Data In: EHUCHAPS. [Full Text][Citation analysis] | chapter | 5 | |
| Instrumental Variable Interval Regression In: EHUCHAPS. [Full Text][Citation analysis] | chapter | 1 | |
| 2000 | Aspetti economici della depurazione delle acque reflue In: ECONOMIA PUBBLICA. [Full Text][Citation analysis] | article | 1 |
| 2025 | The Enemy of my Enemy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Analytical Gradients of Dynamic Conditional Correlation Models In: JRFM. [Full Text][Citation analysis] | article | 1 |
| 2008 | The GNU|Linux platform and freedom respecting software for economists In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2010 | The GNU/Linux Platform and Freedom Respecting Software for Economists.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2011 | State Space Methods in gretl In: Journal of Statistical Software. [Full Text][Citation analysis] | article | 9 |
| 2024 | The Spherical Parametrisation for Correlation Matrices and its Computational Advantages In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2025 | Correction to: The Spherical Parametrisation for Correlation Matrices and its Computational Advantages.(2025) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2004 | The Adoption of ICT among SMEs: Evidence from an Italian Survey In: Small Business Economics. [Full Text][Citation analysis] | article | 62 |
| 1998 | Grandi e piccole imprese nel Centro-Nord e nel Mezzogiorno: un modello empirico dellimpatto occupazionale nel lungo periodo In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Structure-Based SVAR Identification In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1999 | Crescita endogena e investimenti esterni: un modello dellimpatto occupazionale di lungo periodo della grande impresa nel Mezzogiorno In: L'industria. [Full Text][Citation analysis] | article | 2 |
| 2021 | Kernel-based Time-Varying IV estimation: handle with care In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Kernel-based time-varying IV estimation: handle with care.(2023) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2008 | Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Testing distributional assumptions in CUB models for the analysis of rating data In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 0 |
| 2025 | Depopulation in the Central Apennines in the Twentieth Century: An Empirical Investigation In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. [Full Text][Citation analysis] | article | 0 |
| 2013 | A test for bivariate normality with applications in microeconometric models In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 2 |
| 2020 | Choice of solutions to the initial-conditions problem in dynamic panel probit models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | ParMA: Parallelised Bayesian Model Averaging for Generalised Linear Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | A replication of A quasi-maximum likelihood approach for large, approximate dynamic factor models (Review of Economics and Statistics, 2012) In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | A replication of A quasi-maximum likelihood approach for large, approximate dynamic factor models (Review of Economics and Statistics, 2012).(2020) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team