Paolo Paruolo : Citation Profile


Are you Paolo Paruolo?

European Commission

10

H index

10

i10 index

452

Citations

RESEARCH PRODUCTION:

45

Articles

54

Papers

1

Chapters

RESEARCH ACTIVITY:

   32 years (1991 - 2023). See details.
   Cites by year: 14
   Journals where Paolo Paruolo has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 43 (8.69 %)

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   Permalink: http://citec.repec.org/ppa332
   Updated: 2024-11-04    RAS profile: 2024-08-13    
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Relations with other researchers


Works with:

Verzillo, Stefano (5)

Franchi, Massimo (4)

Di Novi, Cinzia (3)

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

Is cited by:

Caporin, Massimiliano (25)

juselius, katarina (19)

Kouretas, Georgios (15)

Johansen, Soren (15)

Fanelli, Luca (13)

Cubadda, Gianluca (12)

Trenkler, Carsten (11)

Weber, Enzo (9)

coricelli, fabrizio (9)

Masten, Igor (9)

Barigozzi, Matteo (8)

Cites to:

Johansen, Soren (88)

Engle, Robert (34)

juselius, katarina (19)

Rahbek, Anders (19)

Boswijk, H. Peter (18)

Watson, Mark (17)

Phillips, Peter (17)

Doornik, Jurgen (15)

Stock, James (14)

Franchi, Massimo (13)

Hecq, Alain (11)

Main data


Where Paolo Paruolo has published?


Journals with more than one article published# docs
Journal of Econometrics8
Econometric Theory8
Econometrics6
Statistical Methods & Applications5
Econometric Reviews3
Oxford Bulletin of Economics and Statistics3
Economic Modelling2
Econometrica2

Working Papers Series with more than one paper published# docs
DSS Empirical Economics and Econometrics Working Papers Series / Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome6
Quaderni di Dipartimento / Department of Statistics, University of Bologna3
MPRA Paper / University Library of Munich, Germany2
Working Papers / Joint Research Centre, European Commission2
Working Papers / Dipartimento Scienze Economiche, Universita' di Bologna2
Working Paper series / Rimini Centre for Economic Analysis2
Papers / Sonderforschungsbreich 5042

Recent works citing Paolo Paruolo (2024 and 2023)


YearTitle of citing document
2023Long Monthly European Temperature Series and the North Atlantic Oscillation. (2023). Teräsvirta, Timo ; Tersvirta, Timo ; Silvennoinen, Annastiina ; Kang, Jian ; He, Changli. In: Economics Working Papers. RePEc:aah:aarhec:2023-03.

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2023The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092.

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2023Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2023Fast Inference for Quantile Regression with Tens of Millions of Observations. (2022). Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae. In: Papers. RePEc:arx:papers:2209.14502.

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2023Network log-ARCH models for forecasting stock market volatility. (2023). Otto, Philipp ; Mattera, Raffaele. In: Papers. RePEc:arx:papers:2303.11064.

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2023Spatial and Spatiotemporal Volatility Models: A Review. (2023). Bera, Anil K ; Schmid, Wolfgang ; Tacspinar, Suleyman ; Dougan, Osman ; Otto, Philipp. In: Papers. RePEc:arx:papers:2308.13061.

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2023Reduced-rank Envelope Vector Autoregressive Models. (2023). Herath, Wiranthe B ; Samadi, Yaser S. In: Papers. RePEc:arx:papers:2309.12902.

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2024Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2023Does pig production improves cattle farm sustainability in the French massif central? A hierarchical constrained directional benefit-of-the-doubt approach. (2023). Minviel, Jean-Joseph ; Boukhriss, Sanae ; Mosnier, Claire. In: Agricultural Systems. RePEc:eee:agisys:v:210:y:2023:i:c:s0308521x23000975.

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2024Reassessing energy security risk incorporating external shock: A variance-based composite indicator approach. (2024). Zhou, Peng ; Zhang, L P. In: Applied Energy. RePEc:eee:appene:v:358:y:2024:i:c:s0306261924000485.

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2024Will voters polarize over pandemic restrictions? Theory and evidence from COVID-19. (2024). Stankov, Petar. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001056.

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2023Fully modified least squares cointegrating parameter estimation in multicointegrated systems. (2023). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:300-319.

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2024High-dimensional IV cointegration estimation and inference. (2024). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300338x.

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2023Networks in risk spillovers: A multivariate GARCH perspective. (2023). Caporin, Massimiliano ; Pelizzon, Loriana ; Frattarolo, Lorenzo ; Billio, Monica. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:1-29.

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2023A subgroup dominance-based benefit of the doubt method for addressing rank reversals: A case study of the human development index in Europe. (2023). Li, Kevin W ; Zhang, Chonghui ; Chen, Sibo ; Su, Weihua. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:3:p:1299-1317.

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2023Long monthly European temperature series and the North Atlantic Oscillation. (2023). Teräsvirta, Timo ; Silvennoinen, Annastiina ; He, Changli ; Terasvirta, Timo ; Kang, Jian. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005017.

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2024Online health information seeking behavior, healthcare access, and health status during exceptional times. (2024). Orso, Cristina Elisa ; Kovacic, Matija ; di Novi, Cinzia. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:675-690.

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2023Global microscale walkability ratings and rankings: A novel composite indicator for 59 European city centres. (2023). Nikitas, Alexandros ; Bakogiannis, Efthimios ; Bartzokas-Tsiompras, Alexandros. In: Journal of Transport Geography. RePEc:eee:jotrge:v:111:y:2023:i:c:s0966692323001175.

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2023Generating discrete dynamical system equations from input–output data using neural network identification models. (2023). Maroli, John M. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:235:y:2023:i:c:s0951832023001138.

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2023The Effects of Monetary Policy on Macroeconomic Variables through Credit and Balance Sheet Channels: A Dynamic Stochastic General Equilibrium Approach. (2023). Valizadeh, Shahla ; Takaloo, Amir ; Sargolzaei, Mostafa ; Peykani, Pejman. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:4409-:d:1084843.

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2024On the Coherence of Composite Indexes: Multiversal Model and Specification Analysis for an Index of Well-Being. (2024). Tomaselli, Venera ; Cantone, Giulio Giacomo. In: MetaArXiv. RePEc:osf:metaar:d5y26.

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2023What can mathematical modelling contribute to a sociology of quantification?. (2023). Saltelli, Andrea ; Puy, Arnald. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01704-z.

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2023Assessing the robustness of composite indicators: the case of the Global Innovation Index. (2023). Alqararah, Khatab. In: Journal of Innovation and Entrepreneurship. RePEc:spr:joiaen:v:12:y:2023:i:1:d:10.1186_s13731-023-00332-w.

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2023Assessment of Urban Quality of Life Index at Local Scale with Different Weighting Approaches. (2023). Aydinoglu, Arif Cagdas ; Ustaoglu, Eda ; Bovkir, Rabia. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:165:y:2023:i:2:d:10.1007_s11205-022-03036-y.

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2023A general framework for spatial GARCH models. (2023). Schmid, Wolfgang ; Otto, Philipp. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:5:d:10.1007_s00362-022-01357-1.

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2023Online Health Information Seeking Behavior, Healthcare Access, and Health Status During Exceptional Times. (2023). Kovacic, Matija ; di Novi, Cinzia ; Orso, Cristina Elisa. In: Working Papers. RePEc:ven:wpaper:2023:26.

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Works by Paolo Paruolo:


YearTitleTypeCited
2018Cointegration in functional autoregressive processes In: Papers.
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paper6
2020COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES.(2020) In: Econometric Theory.
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This paper has nother version. Agregated cites: 6
article
2017Cointegration in functional autoregressive processes.(2017) In: DSS Empirical Economics and Econometrics Working Papers Series.
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This paper has nother version. Agregated cites: 6
paper
2013Ratings and rankings: voodoo or science? In: Journal of the Royal Statistical Society Series A.
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article82
1997A Reduced Rank Regression Approach to Tests of Asset Pricing. In: Oxford Bulletin of Economics and Statistics.
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article4
1992A reduced rank regression approach to tests of asset pricing..(1992) In: Quaderni di Dipartimento.
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This paper has nother version. Agregated cites: 4
paper
2001The Power of Lambda Max In: Oxford Bulletin of Economics and Statistics.
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article9
2000The power of lambda max.(2000) In: Economics and Quantitative Methods.
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This paper has nother version. Agregated cites: 9
paper
2006The Likelihood Ratio Test for the Rank of a Cointegration Submatrix* In: Oxford Bulletin of Economics and Statistics.
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article9
2004The likelihood ratio test for the rank of a cointegration submatrix.(2004) In: Economics and Quantitative Methods.
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This paper has nother version. Agregated cites: 9
paper
1991Alla ricerca di fatti stilizzati delleconomia italiana: un sistema Var strutturale In: Working Papers.
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paper0
1992Sulle fonti delle fluttuazioni delleconomia italiana: una analisi con sistemi VAR strutturali In: Working Papers.
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paper1
1993Analisi di multicointegrazione in sistemi VAR: alcune prospettive. In: Quaderni di Dipartimento.
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1997Nota sulla distribuzione di una base di norma unitaria del complemento ortogonale di un vettore gaussiano: il caso bidimensionale In: Quaderni di Dipartimento.
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paper0
2020Too Much Stick for the Carrot? Job Search Requirements and Search Behaviour of Unemployment Benefit Claimants In: The B.E. Journal of Economic Analysis & Policy.
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article0
2021Variable Selection in Regression Models Using Global Sensitivity Analysis In: Journal of Time Series Econometrics.
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article1
2017Do voters support locala commitments for climate change mitigation in Italy? In: LIDAM Reprints CORE.
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2018Do Voters Support Local Commitments for Climate Change Mitigation in Italy?.(2018) In: Ecological Economics.
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This paper has nother version. Agregated cites: 0
article
1995Errata In: Econometric Theory.
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article0
1997Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems In: Econometric Theory.
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article49
2002ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS.(2002) In: Econometric Theory.
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This paper has nother version. Agregated cites: 49
article
2000ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS In: Econometric Theory.
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article25
200404.3.1 An I(2) Model for VAR(1) Processes In: Econometric Theory.
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2005AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT In: Econometric Theory.
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article2
2004Automated Inference and the Future of Econometrics: A comment.(2004) In: Economics and Quantitative Methods.
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2005Solution to Problem Posed in Volume 20(3): 04.3.1. An I(2) Model for VAR(1) Processes—Solution In: Econometric Theory.
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1997Two Mixed Normal Densities from Cointegration Analysis In: Econometrica.
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article8
2002Simple Robust Testing of Regression Hypotheses: A Comment In: Econometrica.
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article2
2002On Monte Carlo estimation of relative power In: Econometrics Journal.
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article1
2001On Monte Carlo Estimation of Relative Power.(2001) In: Economics and Quantitative Methods.
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This paper has nother version. Agregated cites: 1
paper
2023Does labour protection influence mental-health responses to employment shocks? Evidence on older workers in Europe In: Economic Modelling.
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article4
2013Wages and prices in Europe before and after the onset of the Monetary Union In: Economic Modelling.
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2010Wages and prices in Europe before and after the onset of the Monetary Union.(2010) In: Economics and Quantitative Methods.
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2005Impact factors In: Journal of Econometrics.
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2002Impact factors.(2002) In: Economics and Quantitative Methods.
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2006Common trends and cycles in I(2) VAR systems In: Journal of Econometrics.
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2003Common trends and cycles in I(2) VAR systems.(2003) In: Economics and Quantitative Methods.
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2004Common trends and cycles in I(2) VAR systems.(2004) In: Economics and Quantitative Methods.
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2010Speed of adjustment in cointegrated systems In: Journal of Econometrics.
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article13
2007Speed of Adjustment in Cointegrated Systems.(2007) In: MPRA Paper.
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2011A characterization of vector autoregressive processes with common cyclical features In: Journal of Econometrics.
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article9
2017Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order In: Journal of Econometrics.
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article3
2023GARCH density and functional forecasts In: Journal of Econometrics.
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1996On the determination of integration indices in I(2) systems In: Journal of Econometrics.
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1999Weak exogeneity in I(2) VAR systems In: Journal of Econometrics.
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article26
2009Do fiscal variables affect fiscal expectations? Experiments with real world and lab data In: Journal of Economic Behavior & Organization.
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2009Do fiscal variables affect fiscal expectations? Experiments with real world and lab data.(2009) In: Post-Print.
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2004Do fiscal variables affect fiscal expectations? : Experiments with real world and lab data.(2004) In: Papers.
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2004Do fiscal variables affect fiscal expectations? Experiments with real world and lab data.(2004) In: Sonderforschungsbereich 504 Publications.
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In: .
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1994The Marginal Density of Bivariate Cointegration Estimators. In: Discussion Papers.
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paper1
2022A Conversation with Katarina Juselius In: Econometrics.
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2022A Conversation with Søren Johansen In: Econometrics.
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article0
2022Celebrated Econometricians: Katarina Juselius and Søren Johansen In: Econometrics.
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article0
2017Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems In: Econometrics.
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article3
2017Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models In: Econometrics.
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2021Cointegration, Root Functions and Minimal Bases In: Econometrics.
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2019Cointegration, root functions and minimal bases.(2019) In: DSS Empirical Economics and Econometrics Working Papers Series.
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2000Asymptotic standard errors for common trends linear combinations in I(2) VAR systems In: Economics and Quantitative Methods.
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2001LR cointegration tests when some cointegrating relations are known In: Economics and Quantitative Methods.
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2001LR cointegration tests when some cointegrating relations are known.(2001) In: Statistical Methods & Applications.
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2001Determining the number of cointegrating relations under rank constraints In: Economics and Quantitative Methods.
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2002Testing for common trends in conditional I(2) VAR models In: Economics and Quantitative Methods.
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2002Common features and common I(2) trends in VAR systems In: Economics and Quantitative Methods.
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paper2
2002On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union In: Economics and Quantitative Methods.
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2003Expectations and perceived causality in fiscal policy: an experimental analysis using real world data In: Economics and Quantitative Methods.
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2003Expectations and Perceived Causality in Fiscal Policy : An Experimental Analysis Using Real World Data.(2003) In: Papers.
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This paper has nother version. Agregated cites: 1
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2003Expectations and perceived causality in fiscal policy: an experimental analysis using real world data.(2003) In: Sonderforschungsbereich 504 Publications.
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This paper has nother version. Agregated cites: 1
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2003Common dynamics in I(1) VAR systems In: Economics and Quantitative Methods.
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2005Spatial effects in multivariate ARCH In: Economics and Quantitative Methods.
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2005Design of vector autoregressive processes for invariant statistics In: Economics and Quantitative Methods.
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2005Multivariate ARCH with spatial effects for stock sector and size In: Economics and Quantitative Methods.
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2006Finite sample comparison of alternative tests on the rank of a cointegration submatrix In: Economics and Quantitative Methods.
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2006Exchange rates, prices and their speed of adjustment In: Economics and Quantitative Methods.
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2007Location of value added activities in hi-tech industries. The case of pharma-biotech firms in Italy. In: Economics and Quantitative Methods.
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2008On efficient simulation in dynamic models In: Economics and Quantitative Methods.
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2010Identification of cointegrating relations in I(2) vector autoregressive models In: Economics and Quantitative Methods.
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2011Do emissions and income have a common trend? A country-specific, time-series, global analysis, 1970-2008 In: Economics and Quantitative Methods.
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2012Do Emissions and Income Have a Common Trend? A Country-Specific, Time-Series, Global Analysis, 1970-2008.(2012) In: Working Paper series.
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2020Real Time Forecasting of Covid-19 Intensive Care Units demand In: Working Papers.
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2020Real Time Forecasting of Covid-19 Intensive Care Units demand.(2020) In: Health, Econometrics and Data Group (HEDG) Working Papers.
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2022The Role of Employment Protection Legislation Regimes in Shaping the Impact of Job Disruption on Older Workers Mental Health in Times of COVID-19 In: Working Papers.
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2015Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation In: Computational Economics.
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2009Structured Multivariate Volatility Models In: Marco Fanno Working Papers.
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2020A bivariate prediction approach for adapting the health care system response to the spread of COVID-19 In: PLOS ONE.
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2014Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two In: MPRA Paper.
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2012On ABCs (and Ds) of VAR representations of DSGE models In: Working Paper series.
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2012On ABCs (and Ds) of VAR representations of DSGE models.(2012) In: DSS Empirical Economics and Econometrics Working Papers Series.
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2011Normal forms of regular matrix polynomials via local rank factorization In: DSS Empirical Economics and Econometrics Working Papers Series.
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2014Inverting a matrix function around a singularity via local rank factorization In: DSS Empirical Economics and Econometrics Working Papers Series.
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2017A general inversion theorem for cointegration In: DSS Empirical Economics and Econometrics Working Papers Series.
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2019A general inversion theorem for cointegration.(2019) In: Econometric Reviews.
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2009Tests for cointegration rank and choice of the alternative In: Statistical Methods & Applications.
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1994The role of the drift in I(2) systems In: Statistical Methods & Applications.
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1997Erratum to: The role of the drift in I(2) systems In: Statistical Methods & Applications.
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1998Tests of integration in circular autoregressive models In: Statistical Methods & Applications.
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2015Proximity-Structured Multivariate Volatility Models In: Econometric Reviews.
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article21
2017Correction of Caporin and Paruolo (2015) In: Econometric Reviews.
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2022The Role of Employment Protection Legislation Regimes in Shaping the Impact of Job Disruption on Older Workers’ Mental Health in Times of COVID-19 In: Health, Econometrics and Data Group (HEDG) Working Papers.
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