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Econometrics Working Papers Archive / Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni G. Parenti

Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
11
Impact Factor (IF)
0
5 Years IF
0.04
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1999 0 0.41 0 0 1 1 4 0 0 0 0 0 0.26
2001 1 0.49 0.17 1 5 6 30 1 1 1 1 1 1 0 0 0.27
2002 0.2 0.55 0.17 0.17 6 12 9 2 3 5 1 6 1 2 100 1 0.17 0.31
2003 0.18 0.53 0.21 0.17 2 14 35 3 6 11 2 12 2 0 1 0.5 0.3
2004 0.5 0.6 0.5 0.36 4 18 10 9 15 8 4 14 5 3 33.3 4 1 0.36
2005 0.83 0.61 0.38 0.41 3 21 7 8 23 6 5 17 7 1 12.5 0 0.36
2006 0.14 0.58 0.37 0.3 6 27 138 10 33 7 1 20 6 3 30 3 0.5 0.34
2007 0.33 0.52 0.26 0.29 7 34 23 8 42 9 3 21 6 4 50 1 0.14 0.29
2008 0.38 0.58 0.33 0.32 2 36 17 12 54 13 5 22 7 3 25 0 0.29
2009 0.44 0.59 0.62 0.5 3 39 28 24 78 9 4 22 11 2 8.3 0 0.33
2010 1 0.52 0.4 0.57 3 42 7 17 95 5 5 21 12 3 17.6 0 0.3
2011 0.5 0.61 0.58 0.62 1 43 29 25 120 6 3 21 13 5 20 2 2 0.36
2012 1.25 0.67 0.78 1.06 2 45 4 34 155 4 5 16 17 3 8.8 1 0.5 0.36
2014 1.5 0.67 0.54 0.78 11 56 38 30 208 2 3 9 7 9 30 2 0.18 0.34
2015 0.55 0.65 0.42 0.53 6 62 0 26 234 11 6 17 9 0 0 0.36
2016 0.18 0.63 0.4 0.4 8 70 1 28 262 17 3 20 8 3 10.7 1 0.13 0.34
2017 0 0.61 0.23 0.3 5 75 9 17 279 14 27 8 2 11.8 0 0.33
2018 0.15 0.6 0.35 0.17 5 80 7 20 307 13 2 30 5 2 10 1 0.2 0.34
2019 0.9 0.6 0.32 0.31 13 93 20 30 337 10 9 35 11 9 30 2 0.15 0.35
2020 0.17 0.68 0.21 0.11 10 103 22 22 359 18 3 37 4 4 18.2 5 0.5 0.72
2021 0.7 0.91 0.51 0.44 16 119 13 61 420 23 16 41 18 13 21.3 10 0.63 0.37
2022 0.23 0.66 0.16 0.16 7 126 0 20 440 26 6 49 8 1 5 0 0.21
2023 0.09 0.5 0.1 0.04 8 134 0 13 453 23 2 51 2 1 7.7 1 0.13 0.16
2024 0 0.53 0.06 0.04 8 142 2 9 462 15 54 2 0 0 0.2
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12006Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns. (2006). Gallo, Giampiero ; Brownlees, Christian. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2006_03.

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93
22014Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures. (2014). Gallo, Giampiero ; Brownlees, Christian ; Barigozzi, Matteo ; Veredas, David. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2014_02.

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32
32011Multiplicative Error Models. (2011). Gallo, Giampiero ; Cipollini, Fabrizio ; Brownlees, Christian. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2011_03.

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30
42006Vector Multiplicative Error Models: Representation and Inference. (2006). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2006_15.

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29
52007A Model for Multivariate Non-negative Valued Processes in Financial Econometrics. (2007). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2007_16.

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22
62003A Multiple Indicators Model For Volatility Using Intra-Daily Data.. (2003). Gallo, Giampiero ; Engle, Robert. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2003_07.

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20
72001Modelling the Impact of Overnight Surprises on Intra-daily Volatility. (2001). Gallo, Giampiero. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2001_02.

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19
82009Intra-daily Volume Modeling and Prediction for Algorithmic Trading. (2009). Gallo, Giampiero ; Cipollini, Fabrizio ; Brownlees, Christian. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2009_01.

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18
92020Economic Uncertainty and Fertility in Europe: Narratives of the Future. (2020). Vignoli, Daniele ; Guetto, Raffaele ; Bazzani, Giacomo ; Pirani, Elena ; Minello, Alessandra. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2020_01.

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18
102003A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA).. (2003). Pérez-Amaral, Teodosio ; Gallo, Giampiero ; Perez-Amaral, Teodosio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2003_04.

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16
112009Semiparametric vector MEM. (2009). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2009_03.

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13
122001Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns. (2001). Hong, Yongmiao ; Gallo, Giampiero ; Lee, Tae-Why. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2001_03.

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11
132019New testing approaches for mean-variance predictability. (2019). Sentana, Enrique ; Fiorentini, Gabriele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2019_01.

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10
142008A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets. (2008). Velucchi, Margherita ; Gallo, Giampiero ; Engle, Robert. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2008_09.

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10
152017Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity. (2017). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2017_02.

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9
162001A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models. (2001). Otranto, Edoardo ; Gallo, Giampiero. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2001_04.

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8
172008Comparison of Volatility Measures: a Risk Management Perspective. (2008). Gallo, Giampiero ; Brownlees, Christian. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2008_03.

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8
182010Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets. (2010). Veredas, David ; Gallo, Giampiero ; Brownlees, Christian ; Barigozzi, Matteo. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2010_06.

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7
192006Exchange Market Pressure: Some Caveats In Empirical Applications. (2006). Ricchiuti, Giorgio ; Gallo, Giampiero ; Bertoli, Simone. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2006_17.

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7
202006Indirect estimation of alpha-stable stochastic volatility models. (2006). Lombardi, Marco ; Calzolari, Giorgio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2006_07.

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6
212002Analytic Hessian Matrices and the Computation of FIGARCH Estimates. (2002). Lombardi, Marco ; Gallo, Giampiero. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2002_03.

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6
222006Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model. (2006). Otranto, Edoardo ; Gallo, Giampiero. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2006_04.

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6
232005Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models. (2005). Gallo, Giampiero ; De Luca, Giovanni. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2005_11.

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6
24On-line Bayesian estimation of AR signals in symmetric alpha-stable noise.. (2004). Lombardi, Marco ; Godsill, Simon J.. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2004_05.

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5
252020Narratives of the future shape fertility in uncertain times. Evidence from the COVID-19 pandemic.. (2020). Guetto, Raffaele ; Bazzani, Giacomo ; Vignoli, Daniele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2020_11.

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5
26Indirect Estimation of Just-Identified Models with Control Variates. (1999). Fiorentini, Gabriele ; Di Iorio, Francesca ; Calzolari, Giorgio. In: Econometrics Working Papers Archive. RePEc:fir:econom:quaderno46.

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5
272021Risk aversion and fertility. Evidence from a lottery question in Italy. (2021). arpino, bruno ; Bellani, Daniela. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2021_02.

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4
282018Consistent non-Gaussian pseudo maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2018_01.

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4
292021Aggregate Output Measurements: a Common Trend Approach. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Almuzara, Martin. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2021_03.

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4
302014Forecasting Realized Volatility with Changes of Regimes. (2014). Otranto, Edoardo ; Gallo, Giampiero. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2014_03.

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4
312019Catching up! The sexual opinions and behaviour of Italian students (2000-2017). (2019). Vignoli, Daniele ; Caltabiano, Marcantonio ; Dallazuanna, Gianpiero ; Minello, Alessandra. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2019_02.

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3
322024Partners’ Health and Silver Splits in Europe: A Gendered Pattern?. (2024). Alderotti, Giammarco ; Vignoli, Daniele ; Tomassini, Cecilia. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2024_07.

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3
332019Employment Uncertainty and Fertility: A Network Meta-Analysis of European Research Findings. (2019). Vignoli, Daniele ; Matysiak, Anna ; Alderotti, Giammarco ; Baccini, Michela. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2019_06.

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3
342012Realized Volatility and Change of Regimes. (2012). Otranto, Edoardo ; Gallo, Giampiero. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2012_02.

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3
352004Indirect estimation of alpha-stable distributions and processes.. (2004). Lombardi, Marco ; Calzolari, Giorgio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2004_07.

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3
362006Time-varying Mixing Weights in Mixture Autoregressive Conditional Duration Models. (2006). Gallo, Giampiero ; De Luca, Giovanni. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2006_12.

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3
372002GARCH-based Volatility Forecasts for Market Volatility Indices. (2002). Lombardi, Marco ; Gallo, Giampiero ; Cecconi, Massimiliano. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2002_06.

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3
382018Is the Impact of Employment Uncertainty on Fertility Intentions Channeled by Subjective Well-Being?. (2018). Vignoli, Daniele ; Mencarini, Letizia ; Alderotti, Giammarco. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2018_04.

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3
392001Alternative Simulation-Based Estimators of Logit Models with Random Effects. (2001). Rampichini, Carla ; Mealli, Fabrizia ; Calzolari, Giorgio. In: Econometrics Working Papers Archive. RePEc:fir:econom:quaderno48.

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2
402019Employment Uncertainty and Fertility Intentions: Stability or Resilience?. (2019). Vignoli, Daniele ; Mencarini, Letizia ; Mattioli, Francesco ; Gatta, Arianna. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2019_12.

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2
412021Economic Uncertainty and Fertility Intentions: The Causal Effect of Narratives of the Future. (2021). Rapallini, Chiara ; Bazzani, Giacomo ; Vignoli, Daniele ; Matera, Camilla ; Minello, Alessandra. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2021_05.

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2
422019Dynamic specification tests for dynamic factor models. (2019). Sentana, Enrique ; Fiorentini, Gabriele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2018_07.

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2
432012Volatility Swings in the US Financial Markets. (2012). Otranto, Edoardo ; Gallo, Giampiero. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2012_03.

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2
442004Bayesian inference for alpha-stable distributions: a random walk MCMC approach.. (2004). Lombardi, Marco. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2004_11.

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2
452021Instability of Employment Careers and Union Dissolution. A Complex Micro-level Relation. (2021). Bastianelli, Elena ; Vignoli, Daniele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2021_04.

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2
462014Are spouses more satisfied than cohabitors? A survey over the last twenty years in Italy. (2014). Vignoli, Daniele ; Pirani, Elena. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2014_09.

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2
472016Sovereign Debt Spreads within the Euro Area: When Fears Become Excess Fears. (2016). Gallo, Giampiero ; Dentella, Matteo ; Calvori, Francesco . In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2016_03.

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1
48Volatility Transmission in Financial Markets: A New Approach. (2005). Otranto, Edoardo ; Gallo, Giampiero. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2005_10.

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1
492007Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria. (2007). Gallo, Giampiero ; Brownlees, Christian. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2007_02.

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1
502021Sexual debut and dating of university students in low fertility societies: Italy and Japan. (2021). Mogi, Ryohei ; Vignoli, Daniele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2021_06.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12006Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns. (2006). Gallo, Giampiero ; Brownlees, Christian. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2006_03.

Full description at Econpapers || Download paper

16
22017Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity. (2017). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2017_02.

Full description at Econpapers || Download paper

3
32014Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures. (2014). Gallo, Giampiero ; Brownlees, Christian ; Barigozzi, Matteo ; Veredas, David. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2014_02.

Full description at Econpapers || Download paper

3
42006Vector Multiplicative Error Models: Representation and Inference. (2006). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2006_15.

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3
52024Partners’ Health and Silver Splits in Europe: A Gendered Pattern?. (2024). Alderotti, Giammarco ; Vignoli, Daniele ; Tomassini, Cecilia. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2024_07.

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3
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2024
YearCiting document

Recent citations received in 2021
YearCiting document
2021Tests for random coefficient variation in vector autoregressive models. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2021_2108.

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2021Attitudinal and behavioural indices of the second demographic transition: Evidence from the last three decades in Europe. (2021). Brzozowska, Zuzanna. In: Demographic Research. RePEc:dem:demres:v:44:y:2021:i:46.

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2021Time preferences and fertility: Evidence from Italy. (2021). arpino, bruno ; Vignoli, Daniele ; Bellani, Daniela. In: Demographic Research. RePEc:dem:demres:v:44:y:2021:i:50.

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2021The Impact of the COVID-19 Crisis on Individuals Risk and Time Preferences. (2021). Meunier, Luc. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00774.

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2021Economic Uncertainty and Fertility Intentions: The Causal Effect of Narratives of the Future. (2021). Rapallini, Chiara ; Bazzani, Giacomo ; Vignoli, Daniele ; Matera, Camilla ; Minello, Alessandra. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2021_05.

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2021Media Coverage of the Economy and Fertility. (2021). Morabito, Maria ; Guetto, Raffaele ; Vollbracht, Matthias ; Vignoli, Daniele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2021_12.

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2021Childbearing Across Partnerships in Italy: Prevalence, Demographic Correlates, Social Gradient. (2021). Pirani, Elena ; Vignoli, Daniele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2021_15.

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2021Tests for random coefficient variation in vector autoregressive models. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2021_18.

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2021Employment Reconciliation and Nowcasting. (2021). van Norden, Simon ; Sinclair, Tara ; Jacobs, Jan ; Goto, Eiji. In: Working Papers. RePEc:gwc:wpaper:2021-007.

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2021Tests for random coefficient variation in vector autoregressive models. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Paper series. RePEc:rim:rimwps:21-21.

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