12
H index
17
i10 index
630
Citations
Mauro Costantini : Citation Profile
"Sapienza" Università di Roma | RESEARCH PRODUCTION: 41 Articles 38 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 |
| Economic Modelling | 3 |
| International Journal of Forecasting | 3 |
| Applied Economics Letters | 3 |
| Journal of Forecasting | 2 |
| Computational Statistics & Data Analysis | 2 |
| Statistical Papers | 2 |
| Economic Inquiry | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Economics Series / Institute for Advanced Studies | 11 |
| ISAE Working Papers / ISTAT - Italian National Institute of Statistics - (Rome, ITALY) | 3 |
Recent works citing Mauro Costantini (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | . 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 |
| 2025 | Investment funds and euro disaster risk. (2025). Kaufmann, Christoph ; Georgiadis, Georgios ; Longaric, Pablo Anaya ; Cera, Katharina. In: Working Paper Series. RePEc:ecb:ecbwps:20253029. Full description at Econpapers || Download paper |
| 2025 | Banking in the negative: a vector error correction analysis of bank-specific lending and deposit rates. (2025). Agati, Alessandra ; Sigmund, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20253039. 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 |
| 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 | Public debt determinants: A time-varying analysis of core and peripheral Euro area countries. (2024). di Serio, Mario. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011309. 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 |
| 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 |
| 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 |
| 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 |
| 2024 | Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, HK ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514. Full description at Econpapers || Download paper |
| 2024 | Predicting consumption-wealth ratio changes and stock market returns. (2024). Wang, Jingya ; Taylor, Alex P. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002678. 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 |
| 2024 | . 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 |
| 2025 | An automated adaptive trading system for enhanced performance of emerging market portfolios. (2025). Tudor, Cristiana ; Sova, Robert. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00754-3. Full description at Econpapers || Download paper |
| 2024 | . 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 | 4 |
| 2013 | A Simple Panel-CADF Test for Unit Roots In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 26 |
| 2011 | A Simple Panel-CADF Test for Unit Roots.(2011) In: Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | 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: 26 | 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 | 4 |
| 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: 4 | 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: 4 | article | |
| 2013 | Determinants of Sovereign Bond Yield Spreads in the EMU. An Optimal Currency Area Perspective In: Working Papers. [Full Text][Citation analysis] | paper | 73 |
| 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: 73 | 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 | 16 |
| 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 | 18 |
| 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 | 12 |
| 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 | |
| 2008 | Combination of Forecast Methods Using Encompassing Tests. An Algorithm-Based Procedure ; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided. In: Economics Series. [Full Text][Citation analysis] | paper | 1 |
| 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 | A Hierarchical Procedure for the Combination of Forecasts ; This is a revised version of Working Paper 228, Economics Series, October 2008, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided. In: Economics Series. [Full Text][Citation analysis] | paper | 0 |
| 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 | 5 |
| 2017 | Forecast Combinations in a DSGE‐VAR Lab.(2017) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 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 | 13 |
| 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 | 8 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team