Giuseppe Cavaliere : Citation Profile

Alma Mater Studiorum - Università di Bologna (50% share)
University of Exeter (50% share)

16

H index

28

i10 index

1090

Citations

RESEARCH PRODUCTION:

72

Articles

73

Papers

RESEARCH ACTIVITY:

   26 years (1999 - 2025). See details.
   Cites by year: 41
   Journals where Giuseppe Cavaliere has often published
   Relations with other researchers
   Recent citing documents: 83.    Total self citations: 71 (6.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca195
   Updated: 2025-12-20    RAS profile: 2025-09-08    
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Relations with other researchers

Works with:

Rahbek, Anders (11)

Fanelli, Luca (5)

Nielsen, Morten (4)

Taylor, Robert (4)

De Angelis, Luca (4)

Barigozzi, Matteo (4)

Lu, Ye (3)

Zanelli, Edoardo (2)

Trapani, Lorenzo (2)

Moramarco, Graziano (2)

Trapani, Lorenzo (2)

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

Is cited by:

Demetrescu, Matei (42)

Taylor, Robert (41)

Skrobotov, Anton (41)

Phillips, Peter (36)

Smeekes, Stephan (31)

Perron, Pierre (21)

Kruse, Robinson (21)

Benati, Luca (20)

Johansen, Soren (16)

Czudaj, Robert (15)

Carrion-i-Silvestre, Josep (15)

Cites to:

Taylor, Robert (109)

Rahbek, Anders (80)

Phillips, Peter (48)

Hansen, Bruce (47)

Perron, Pierre (40)

Andrews, Donald (35)

Kilian, Lutz (29)

Engle, Robert (28)

Davidson, Russell (27)

Goncalves, Silvia (26)

Johansen, Soren (23)

Main data

Where Giuseppe Cavaliere has published?

Journals with more than one article published# docs
Econometric Theory13
Journal of Econometrics12
Econometric Reviews9
Journal of Time Series Analysis7
Statistical Methods & Applications4
Oxford Bulletin of Economics and Statistics4
Journal of Business & Economic Statistics3
Econometrica3
Econometrics Journal2
Journal of the American Statistical Association2
Econometrica2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org17
Quaderni di Dipartimento / Department of Statistics, University of Bologna14
Discussion Papers / University of Copenhagen. Department of Economics9
Working Paper / Economics Department, Queen's University3
Essex Finance Centre Working Papers / University of Essex, Essex Business School2
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Giuseppe Cavaliere (2025 and 2024)

YearTitle of citing document
2025Local Polynomial Estimation of Time-Varying Parameters in Nonlinear Models. (2023). Kristensen, Dennis ; Lee, Young Jun. In: Papers. RePEc:arx:papers:1904.05209.

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2024Testing for Nonlinear Cointegration under Heteroskedasticity. (2024). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809.

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2024The Local to Unity Dynamic Tobit Model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2025Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2025). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610.

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2024Robust Estimation in Network Vector Autoregression with Nonstationary Regressors. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2401.04050.

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2025Bubble Modeling and Tagging: A Stochastic Nonlinear Autoregression Approach. (2025). Yang, Xuanling ; Zhang, Ting ; Li, Dong. In: Papers. RePEc:arx:papers:2401.07038.

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2025Invalid proxies and volatility changes. (2025). Fanelli, Luca ; Neri, Luca ; Angelini, Giovanni. In: Papers. RePEc:arx:papers:2403.08753.

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2024Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2405.02087.

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2024Efficient two-sample instrumental variable estimators with change points and near-weak identification. (2024). Boldea, Otilia ; Antoine, Bertille ; Zaccaria, Niccolo. In: Papers. RePEc:arx:papers:2406.17056.

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2024Bootstrap Adaptive Lasso Solution Path Unit Root Tests. (2024). Reinschlussel, Thilo ; Arnold, Martin C. In: Papers. RePEc:arx:papers:2409.07859.

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2024A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality. (2024). Cox, Gregory Fletcher. In: Papers. RePEc:arx:papers:2409.09962.

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2025Canonical correlation analysis of stochastic trends via functional approximation. (2024). Paruolo, Paolo ; Franchi, Massimo ; Georgiev, Iliyan. In: Papers. RePEc:arx:papers:2411.19572.

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2025VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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2025Sequential Monte Carlo for Noncausal Processes. (2025). Cubadda, Gianluca ; Grassi, Stefano ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2501.03945.

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2025Inference in dynamic models for panel data using the moving block bootstrap. (2025). Jochmans, Koen ; Higgins, Ayden. In: Papers. RePEc:arx:papers:2502.08311.

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2025Shocking concerns: public perception about climate change and the macroeconomy. (2025). Sorge, Marco ; Bontempi, Maria ; de Angelis, Luca ; Neri, Paolo ; Angelini, Giovanni. In: Papers. RePEc:arx:papers:2505.04669.

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2025Bubble Detection with Application to Green Bubbles: A Noncausal Approach. (2025). Hecq, Alain ; Giancaterini, Francesco ; Jasiak, Joann ; Neyazi, Aryan Manafi. In: Papers. RePEc:arx:papers:2505.14911.

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2025Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T. (2025). Su, Liangjun ; Lu, Xun. In: Papers. RePEc:arx:papers:2508.10302.

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2025Generalized Covariance Estimator under Misspecification and Constraints. (2025). Neyazi, Aryan Manafi. In: Papers. RePEc:arx:papers:2509.13492.

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2025Local Projections Bootstrap Inference. (2025). Jorda, Oscar ; Gadea, Mar'Ia Dolores. In: Papers. RePEc:arx:papers:2509.17949.

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2025Mixed LR-$C(\alpha)$-type tests for irregular hypotheses, general criterion functions and misspecified models. (2025). Tuvaandorj, Purevdorj ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2510.17070.

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2025Robust Cauchy-Based Methods for Predictive Regressions. (2025). Ibragimov, Rustam ; Kim, Jihyun ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.09249.

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2024EU Cohesion Policy and Inter‐regional Risk‐sharing: First Evidence and Lessons Learned. (2024). Pericoli, Filippo Maria ; Pierucci, Eleonora ; Giua, Mara. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:62:y:2024:i:1:p:142-167.

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2024Asymptotic inference of the ARMA model with time‐functional variance noises. (2024). Ling, Shiqing ; Zhu, Enwen ; Cai, Bibi. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:3:p:1230-1258.

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2025Re-visiting the Relationship Between Oil Prices and Monetary Policy. (2025). Bjørnland, Hilde ; Haolz, Jonas ; Cross, Jamie L ; Bjaornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0139.

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2024Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Working Papers. RePEc:boa:wpaper:202402.

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2024Invalid proxies and volatility changes. (2024). Fanelli, Luca ; Neri, Luca ; Angelini, Giovanni. In: Working Papers. RePEc:bol:bodewp:wp1193.

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2025The Size and Uncertainty of Government Spending Multipliers in Italian Regions. (2025). Fanelli, Luca ; Mazzali, Marco ; Cavaliere, Giuseppe. In: Working Papers. RePEc:bol:bodewp:wp1216.

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2025Under the null of valid specification, pre-tests cannot make post-test inference liberal. (2025). de Chaisemartin, Clément ; Dhaultfoeuille, Xavier. In: Working Papers. RePEc:crs:wpaper:2025-03.

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2024Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2103.

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2024Conditional-mean multiplicative operator models for count time series. (2024). Zhu, Fukang ; Weiss, Christian H. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:191:y:2024:i:c:s0167947323001962.

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2025Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240.

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2025A new class of Z-valued INAR(1) models with application to mutual fund flows. (2025). Kang, Yao ; Zhang, Yuqing ; Wang, Shuhui ; Zhao, Zhiwen. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001764.

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2024A residual bootstrap for conditional Value-at-Risk. (2024). Smeekes, Stephan ; Beutner, Eric ; Heinemann, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002701.

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2024Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421.

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2024The validity of bootstrap testing for threshold autoregression. (2024). Giannerini, Simone ; Goracci, Greta ; Rahbek, Anders. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623000040.

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2024Cross-section bootstrap for CCE regressions. (2024). De Vos, Ignace ; Stauskas, Ovidijus. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003640.

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2024Robust inference on correlation under general heterogeneity. (2024). Phillips, Peter ; Giraitis, Liudas. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s030440762400037x.

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2024The local to unity dynamic Tobit model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001106.

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2024Prewhitened long-run variance estimation robust to nonstationarity. (2024). Perron, Pierre ; Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001404.

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2024Empirical risk minimization for time series: Nonparametric performance bounds for prediction. (2024). Llorens-Terrazas, Jordi ; Brownlees, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001945.

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2024State-dependent local projections. (2024). Kilian, Lutz ; Herrera, Ana María ; Gonalves, Slvia ; Pesavento, Elena. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000484.

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2024Reprint of: Robust inference on correlation under general heterogeneity. (2024). Phillips, Peter ; Giraitis, Liudas. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000903.

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2025Inference on dynamic systemic risk measures. (2025). Francq, Christian ; Zakoan, Jean-Michel. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002872.

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2025Huber Principal Component Analysis for large-dimensional factor models. (2025). He, Yong ; Zhou, Wen-Xin ; Liu, Dong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000478.

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2025Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach. (2025). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Robert, A M. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000569.

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2024Bootstrapping long memory time series: Application in low frequency estimators. (2024). Arteche, Josu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:1-15.

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2025Inference in mixed causal and noncausal models with generalized Student’s t-distributions. (2025). Hecq, Alain ; Giancaterini, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:1-12.

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2024A maximum entropy bootstrap approach to financial development and economic growth in China. (2024). McFarlane, Adian ; Feng, Hui ; Xu, Jingjing ; Tian, Renfang. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000414.

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2025Analyzing the dynamics of the persistence of energy-related uncertainty of G7 countries: What does the time-varying SUR-ADF model say?. (2025). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008308.

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2024Testing rational expectations in a cointegrated VAR with structural change. (2024). Marçal, Emerson ; Maral, Emerson Fernandes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003673.

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2024Properties of the reconciled distributions for Gaussian and count forecasts. (2024). Giudici, Paolo ; Zambon, Lorenzo ; Corani, Giorgio ; Agosto, Arianna. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1438-1448.

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2025Freedom from unit roots? The time series properties of democracy and economic freedom. (2025). O'Reilly, Colin ; Murphy, Ryan H. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:53:y:2025:i:2:p:472-489.

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2024Panel data in environmental economics: Econometric issues and applications to IPAT models. (2024). Eibinger, Tobias ; Manner, Hans ; Deixelberger, Beate. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000159.

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2025The return of return dominance: Decomposing the cross-section of prices. (2025). Myers, Sean ; Han, Xiao ; Delao, Ricardo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:169:y:2025:i:c:s0304405x25000674.

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2024Unbounded heteroscedasticity in autoregressive models. (2024). Samartzis, Panagiotis ; Kourogenis, Nikolaos ; Pittis, Nikitas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000634.

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2024Current account and real effective exchange rate dynamics: the role of non-linear dynamics in Brazil. (2024). Marçal, Emerson ; Simes, Oscar Rodrigues ; Maral, Emerson. In: Textos para discussão. RePEc:fgv:eesptd:571.

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2025Local Projections Bootstrap Inference. (2025). Jorda, Oscar ; Gadea, Maria. In: Working Paper Series. RePEc:fip:fedfwp:101873.

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2025VAR Models with an Index Structure: A Survey with New Results. (2025). Cubadda, Gianluca. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:4:p:40-:d:1777016.

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2025Multiscale Stochastic Models for Bitcoin: Fractional Brownian Motion and Duration-Based Approaches. (2025). Rathie, Pushpa N ; da Fonseca, Tiago A ; Saulo, Helton ; Quintino, Felipe ; Pereira, Arthur Rodrigues. In: FinTech. RePEc:gam:jfinte:v:4:y:2025:i:3:p:51-:d:1753532.

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2025Online Monitoring of Structural Change Points Based on Ratio-Type Statistics. (2025). Wu, Minghua ; Li, Wenjie ; Jin, Hao. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:8:p:1315-:d:1636624.

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2025Examining Characteristics and Causes of Juglar Cycles in China, 1981–2024. (2025). Gao, Jie ; Chen, BO. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:19:p:8724-:d:1760276.

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2025Too risky to hedge: An experiment on narrow bracketing. (2025). Zheng, Jiakun ; Zhou, Ling. In: Post-Print. RePEc:hal:journl:hal-05063379.

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2024New Unit Root Tests in the Nonlinear ESTAR Framework: The Movement and Volatility Characteristics of Crude oil and Copper Prices. (2024). Li, Yanglin. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:5:d:10.1007_s10614-023-10381-8.

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2024A Unit Root Test with Markov Switching Deterministic Components: A Special Emphasis on Nonlinear Optimization Algorithms. (2024). Omay, Tolga ; Corakci, Aysegul. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10501-4.

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2025Analyzing Stationarity in World Coffee Prices. (2025). Gil-Alana, Luis ; Komatsu, Flores C. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10630-4.

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2025Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models. (2025). Sorge, Marco ; Fanelli, Luca ; Angelini, Giovanni. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10640-2.

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2024Weak-Identification-Robust Bootstrap Tests after Pretesting for Exogeneity. (2024). Wang, Wenjie ; Tchatoka, Firmin Doko. In: MPRA Paper. RePEc:pra:mprapa:123060.

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2025Identification-Robust Two-Stage Bootstrap Tests with Pretesting for Exogeneity. (2025). Doko Tchatoka, Firmin ; Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:125017.

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2025VAR Models With An Index Structure: A Survey With New Results. (2025). Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:611.

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2024Conditional sum of squares estimation of k-factor GARMA models. (2024). Beaumont, Paul ; Smallwood, Aaron D. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:3:d:10.1007_s10182-023-00482-y.

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2025Limit theory for an AR(1) model with intercept and a possible infinite variance. (2025). Liu, Qing ; Xia, Chiyu. In: Indian Journal of Pure and Applied Mathematics. RePEc:spr:indpam:v:56:y:2025:i:2:d:10.1007_s13226-023-00506-y.

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2025The impact of geopolitical risk on food prices: evidence from the TVP-SV-VAR model. (2025). Xu, Zhenwei ; Liu, Qiang. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:2:d:10.1007_s12197-025-09710-4.

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2024Estimating the natural disaster ınter-event time defition (NIETD) to define compound natural disasters in South Korea. (2024). Bae, Young Hye ; Kim, Kyunghun. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:120:y:2024:i:9:d:10.1007_s11069-024-06549-6.

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2025Exploring the nexus between environmental initiatives and audit fees: the moderating role of supplier ESG and environmental management training. (2025). Atalay, Mustafa Ozgun ; Al-Shaer, Habiba ; al Ani, Mawih Kareem ; Altin, Meltem. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:10:d:10.1007_s43546-025-00919-3.

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2024An Empirical Inquiry into the Distributional Consequences of Energy Price Shocks. (2024). Fierro, Luca ; Martinoli, Mario. In: LEM Papers Series. RePEc:ssa:lemwps:2024/30.

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2024Bootstrapping GARCH Models Under Dependent Innovations. (2024). Schaumburg, Julia ; Beutner, Eric ; Spanjers, Barend. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240008.

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2024Modeling Common Bubbles: A Mixed Causal Non-Causal Dynamic Factor Model. (2024). Mingoli, Gabriele. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240072.

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2025Inference in Dynamic Models for Panel Data Using The Moving Block Bootstrap. (2025). Jochmans, Koen ; Higgins, Ayden. In: TSE Working Papers. RePEc:tse:wpaper:130347.

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2024Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2024-06.

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2024A Unified Theory for Arma Models with Varying Coefficients: One Solution Fits All.. (2024). Canepa, Alessandra ; Karanasos, Menelaos ; Magdalinos, Anastasios ; Paraskevopoulos, Alexandros. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202413.

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2024Explaining and correcting trade imbalances between the Northern and Southern Eurozone: An empirical investigation. (2024). Pilbeam, Keith ; Litsios, Ioannis. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:1079-1096.

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2024Tests for equal forecast accuracy under heteroskedasticity. (2024). Zu, Yang ; Leybourne, Stephen J ; Harvey, David I. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:850-869.

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Works by Giuseppe Cavaliere:

YearTitleTypeCited
2008Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility In: CREATES Research Papers.
[Full Text][Citation analysis]		paper68
2010Testing for co-integration in vector autoregressions with non-stationary volatility.(2010) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		article
2008Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		paper
2007Testing for co-integration in vector autoregressions with non-stationary volatility.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		paper
2008Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility In: CREATES Research Papers.
[Full Text][Citation analysis]		paper32
2011TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY.(2011) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
2009Testing for unit roots in the presence of a possible break in trend and non-stationary volatility.(2009) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2009Co-integration Rank Testing under Conditional Heteroskedasticity In: CREATES Research Papers.
[Full Text][Citation analysis]		paper47
2010COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY.(2010) In: Econometric Theory.
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