Mauro Costantini : Citation Profile

"Sapienza" Università di Roma

13

H index

17

i10 index

652

Citations

RESEARCH PRODUCTION:

41

Articles

38

Papers

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 32
   Journals where Mauro Costantini has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 27 (3.98 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pco190
   Updated: 2025-12-20    RAS profile: 2024-03-07    
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Relations with other researchers

Works with:

Sousa, Ricardo (3)

Casarin, Roberto (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 (185)

Odhiambo, Nicholas (71)

Nwachukwu, Jacinta (21)

Afonso, Antonio (12)

Eberhardt, Markus (12)

Tchamyou, Vanessa (11)

ANDRES, ANTONIO (9)

Heylen, Freddy (9)

Schoonackers, Ruben (9)

le Roux, Sara (8)

Asongu, Acha-Anyi (7)

Cites to:

Bai, Jushan (34)

Pesaran, Mohammad (33)

Perron, Pierre (32)

Ng, Serena (31)

Sousa, Ricardo (30)

Campbell, John (27)

Smets, Frank (23)

Wouters, Raf (22)

Phillips, Peter (22)

Castelnuovo, Efrem (18)

Mankiw, N. Gregory (18)

Main data

Where Mauro Costantini has published?

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

Working Papers Series with more than one paper published# docs
Economics Series / Institute for Advanced Studies11
ISAE Working Papers / ISTAT - Italian National Institute of Statistics - (Rome, ITALY)3

Recent works citing Mauro Costantini (2025 and 2024)

YearTitle of citing document
2025Sectoral interdependence and causal dynamics in Jordanian financial markets: Evidence from benchmark and sectoral indices. (2025). Arafat, Mohd Yasir ; Othman, Mahdy ; Syed, Abdul Malik. In: International Journal of Innovative Research and Scientific Studies. RePEc:aac:ijirss:v:8:y:2025:i:4:p:447-459:id:7871.

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2025Is there an Animal Food Kuznets Curve, and does it matter?. (2025). Corsi, Alessandro ; Bagliani, Marco Maria ; Andreoli, Vania ; Felici, Tommaso ; Frontuto, Vito. In: Bio-based and Applied Economics Journal. RePEc:ags:aieabj:361317.

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2025Investigating the Determinants of Sovereign Bond Yield Spread in Namibia. (2025). Masonde, Sindongo Valentinus. In: International Journal of Economic Policy. RePEc:bhx:ijecop:v:5:y:2025:i:3:p:1-11:id:2740.

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2024Impact of global macroeconomic factors on spillovers among Australian sector markets: Fresh findings from a wavelet‐based analysis. (2024). Alshater, Muneer ; Jiang, Zhuhua ; Yoon, Seongmin ; el Khoury, Rim. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:78-105.

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2024Does 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.

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2024Estimating 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.

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2024“Whatever It Takes!” How Tonality of TV-News Affected Government Bond Yield Spreads during the European Debt Crisis. (2024). Thomas, Tobias ; Köhler, Ekkehard ; Feld, Lars ; Hirsch, Patrick ; Kohler, Ekkehard A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10980.

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2025Investment funds and euro disaster risk. (2025). Kaufmann, Christoph ; Georgiadis, Georgios ; Longaric, Pablo Anaya ; Cera, Katharina. In: Working Paper Series. RePEc:ecb:ecbwps:20253029.

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2025Banking 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.

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2024Sovereign 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.

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2024Belief-dependent pricing decisions. (2024). Turen, Javier ; Lluberas, Rodrigo ; Frache, Serafin. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s026499932300442x.

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2024Economic uncertainty and corporate cash holdings: Evidence from Taiwan. (2024). Hsieh, Yi-Shan ; Hung, Chih-Yuan ; Yang, Chien-Wen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001086.

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2024Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets. (2024). Wang, Gang-Jin ; Uddin, Gazi ; PARK, DONGHYUN ; Yahya, Muhammad ; Allahdadi, Mohammad Reza. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011200.

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2024Public 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.

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2025Impact of judgment readability on financial crimes. (2025). Pathak, Jalaj. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000443.

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2025On the relationship between geopolitical risks and euro area sovereign bond yields. (2025). Papavassiliou, Vassilios. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001424.

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2024Do interbank markets price systemic risk?. (2024). Sigmund, Michael ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000081.

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2024An experimental-causal-chain design to explore three mechanisms linking economic inequality and crime. (2024). Factor, Roni ; Itskovich, Eran. In: Journal of Criminal Justice. RePEc:eee:jcjust:v:92:y:2024:i:c:s0047235224000394.

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2024Uncertainty 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.

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2025The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets. (2025). Yfanti, Stavroula ; Wu, Jiaying ; Karanasos, Menelaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000066.

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2025Novel symbolic detection for flight-to-safety in Bitcoin and investigation of information flow dynamics alongside multiple markets. (2025). Xiao, DI ; Wang, Yuhan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:660:y:2025:i:c:s037843712500010x.

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2024“Whatever It Takes!” How tonality of TV-news affected government bond yield spreads during the European debt crisis. (2024). Thomas, Tobias ; Köhler, Ekkehard ; Feld, Lars ; Hirsch, Patrick ; Kohler, Ekkehard A. In: European Journal of Political Economy. RePEc:eee:poleco:v:82:y:2024:i:c:s0176268024000132.

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2024Transmission of liquidity and credit risks in the Chinese bond market: Analysis based on joint modeling of multiple yield curves. (2024). Hong, Zhiwu ; Lin, Mucai ; Su, GE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:597-615.

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2024Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Tian, Shu ; Yahya, Muhammad ; Hedstrom, Axel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1028-1044.

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2024Overreaction and underreaction to new information and the directional forecast of exchange rates. (2024). Semenov, Andrei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024006683.

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2024Foreign trade and China’s yield curve during the COVID-19 pandemic: An analysis based on an extended arbitrage-free Nelson–Siegel model. (2024). Hong, Zhiwu ; Wang, Zhenhan ; Li, Xinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001624.

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2024Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, H K ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514.

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2024Predicting 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.

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2024Revisiting the Income Inequality-Crime Puzzle. (2024). Pazzona, Matteo. In: World Development. RePEc:eee:wdevel:v:176:y:2024:i:c:s0305750x23003388.

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2025Economic Clues to Crime: Insights from Mongolia. (2025). Jamsranjav, Enkhbayar ; Kim, Young-Rae ; Jargalsaikhan, Erdenechuluun ; Ganbold, Dagvasuren. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:6:p:160-:d:1671612.

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2024Forecasting the CBOE VIX and SKEW Indices Using Heterogeneous Autoregressive Models. (2024). Guidolin, Massimo ; Panzeri, Giulia F. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:3:p:40-814:d:1478296.

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2024Statistical Modeling to Improve Time Series Forecasting Using Machine Learning, Time Series, and Hybrid Models: A Case Study of Bitcoin Price Forecasting. (2024). Iftikhar, Hasnain ; Qureshi, Moiz ; Rodrigues, Paulo Canas ; Atif, S A ; Rehman, Mohd Ziaur. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:23:p:3666-:d:1527322.

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2025Earnings Management and IFRS Adoption Influence on Corporate Sustainability Performance: The Moderating Roles of Institutional Ownership and Board Independence. (2025). Adedokun, Muri Wole ; Azimli, Asil ; Mohamed, Abdelnaser M. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:17:p:7981-:d:1742202.

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2024Spillover 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.

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2024Relationship Between Household Consumption and Disaggregated Wealth Components in OECD Countries: Panel Data Analysis for the Period 2010-2017. (2024). Ncekara, Ahmet ; Yanik, Ahmet Hamdi. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:11:y:2024:i:2:p:370-382.

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2024Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches. (2024). Ahmad, Yamin ; Lo, Ming Chien ; Check, Adam. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10397-0.

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2024Global directed technical change model with fiscal and monetary policies, and public debt. (2024). Loureiro, Daniel ; Vasconcelos, Paulo B ; Afonso, Oscar. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09672-3.

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2024Health outcome convergence and the roles of public health financing and governance in Africa. (2024). Ngepah, Nicholas Nwanyek ; Ndzignat, Ariane Ephemia. In: PLOS ONE. RePEc:plo:pone00:0312089.

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2025An 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.

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2025Exploring Secular Wheat Price Dynamics Across Italian Cities Using $$R^{2}$$ R 2 Connectedness. (2025). Costantini, Mauro ; Costola, Michele ; Ferranna, Licia ; Paradiso, Antonio. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:30:y:2025:i:2:d:10.1007_s13253-024-00645-7.

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2025Machine learning price index forecasts of flat steel products. (2025). Xu, Xiaojie ; Jin, Bingzi. In: Mineral Economics. RePEc:spr:minecn:v:38:y:2025:i:1:d:10.1007_s13563-024-00457-8.

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2025Predictions of residential property price indices for China via machine learning models. (2025). Jin, Bingzi ; Xu, Xiaojie. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:2:d:10.1007_s11135-025-02080-3.

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2025Anti-corruption policy and economic growth. (2025). Prettner, Klaus ; Gustafsson, Johan ; Xu, Fei. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp380.

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2024The German and Italian government bond markets: The role of banks versus non-banks. (2024). Ruzzi, Dario ; Krause, Daniel ; Panzarino, Onofrio ; Orben, Jens ; Moller, Luca ; Scherrieble, Willy ; Gohlke, Hanna ; Schmidt, Michael ; Bianchi, Michele Leonardo ; Abbassi, Puriya ; della Gatta, Daniela ; Gallo, Raffaele ; Miglietta, Arianna. In: Technical Papers. RePEc:zbw:bubtps:310318.

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Works by Mauro Costantini:

YearTitleTypeCited
2013FINANCIAL RESTRAINTS AND PRIVATE INVESTMENT: EVIDENCE FROM A NONSTATIONARY PANEL In: Economic Inquiry.
[Full Text][Citation analysis]		article9
2010Financial Restraints and Private Investment: Evidence from a Nonstationary Panel*.(2010) In: Discussion Papers in Economics.
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This paper has nother version. Agregated cites: 9		paper
2013THE ROLE OF MONITORING OF CORRUPTION IN A SIMPLE ENDOGENOUS GROWTH MODEL In: Economic Inquiry.
[Full Text][Citation analysis]		article4
2020Consumption, asset wealth, equity premium, term spread, and flight to quality In: European Financial Management.
[Full Text][Citation analysis]		article4
2013A Simple Panel-CADF Test for Unit Roots In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article28
2011A Simple Panel-CADF Test for Unit Roots.(2011) In: Economics Series.
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This paper has nother version. Agregated cites: 28		paper
2011A Simple Panel-CADF Test for Unit Roots.(2011) In: Economics & Statistics Discussion Papers.
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This paper has nother version. Agregated cites: 28		paper
2018Uncertainty and spillover effects across the Euro area In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper4
2012Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal In: CESifo Working Paper Series.
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2012Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal.(2012) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 4		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.
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This paper has nother version. Agregated cites: 4		article
2013Determinants of Sovereign Bond Yield Spreads in the EMU. An Optimal Currency Area Perspective In: Working Papers.
[Full Text][Citation analysis]		paper75
2014Determinants of sovereign bond yield spreads in the EMU: An optimal currency area perspective.(2014) In: European Economic Review.
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2005Stochastic convergence among European economies In: Economics Bulletin.
[Full Text][Citation analysis]		article203
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]		article16
2021On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting In: Economic Modelling.
[Full Text][Citation analysis]		article1
2009Cointegration analysis for cross-sectionally dependent panels: The case of regional production functions In: Economic Modelling.
[Full Text][Citation analysis]		article42
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.
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2013Capital mobility and global factor shocks In: Economics Letters.
[Full Text][Citation analysis]		article4
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]		article13
2007Simple panel unit root tests to detect changes in persistence In: Economics Letters.
[Full Text][Citation analysis]		article2
2015Housing wealth, financial wealth, and consumption: New evidence for Italy and the UK In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article19
2010A hierarchical procedure for the combination of forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article15
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.
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2018On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation.(2018) In: Economics Series.
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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]		article16
2023Bitcoin market networks and cyberattacks In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
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.
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2006Panel Cointegration and the Neutrality of Money In: Working Papers.
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2009Panel cointegration and the neutrality of money.(2009) In: Empirical Economics.
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2008Combination 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]		paper1
2009Do Clean Hands Ensure Healthy Growth? Theory and Practice in the Battle Against Corruption In: Economics Series.
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2009A 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]		paper0
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.
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2010Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System In: Economics Series.
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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.
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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.
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2014Can Macroeconomists Get Rich Forecasting Exchange Rates?.(2014) In: Department of Economics Working Paper Series.
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This paper has nother version. Agregated cites: 5		paper
2014Forecast combinations in a DSGE-VAR lab In: Economics Series.
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2017Forecast Combinations in a DSGE‐VAR Lab.(2017) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 7		article
2005Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions In: ISAE Working Papers.
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2005Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions.(2005) In: CELPE Discussion Papers.
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2005Unit root and cointegration tests for cross-sectionally correlated panels - Estimating regional production functions.(2005) In: ERSA conference papers.
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2007Non parametric Fractional Cointegration Analysis In: ISAE Working Papers.
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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.
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2005Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes. In: Economics & Statistics Discussion Papers.
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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.
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2009A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case In: Economics & Statistics Discussion Papers.
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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.
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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.
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2006Comovements and correlations in international stock markets In: The European Journal of Finance.
[Full Text][Citation analysis]		article10
2013Forecasting the industrial production using alternative factor models and business survey data In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article4
2024Bayesian Nonparametric Panel Markov-Switching GARCH Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2018Do inequality, unemployment and deterrence affect crime over the long run? In: Regional Studies.
[Full Text][Citation analysis]		article15
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]		article9

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