DSS Empirical Economics and Econometrics Working Papers Series

From Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome
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Bibliographic data for series maintained by Stefano Fachin (stefano.fachin@uniroma1.it this e-mail address is bad, please contact repec@repec.org).

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2021/1: Regional Income Dynamics in Bangladesh: The Road to a Balanced Development is in the Middle

Syed Basher, Francesca Di Iorio and Stefano Fachin

2020/1: Forecasting mortality rates and life expectancy in the year of Covid-19

Francesca Di Iorio and Stefano Fachin

2019/2: Cointegration, root functions and minimal bases

Massimo Franchi and Paolo Paruolo

2019/1: Fiscal reaction functions for the advanced economies revisited

Francesca Di Iorio and Stefano Fachin

2018/2: A data envelopment analysis of the Italian judicial efficiency

Elisa Fusco, Martina Laurenzi and Bernardo Maggi

2018/1: The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration

Francesca Di Iorio and Stefano Fachin

2017/5: Cointegration in functional autoregressive processes

Massimo Franchi and Paolo Paruolo

2017/3: A general inversion theorem for cointegration

Massimo Franchi and Paolo Paruolo

2017/2: Evaluating Restricted Common Factor models for non-stationary data

Francesca Di Iorio and Stefano Fachin

2017/1: Common Factors, spatial dependence, and regional growth in the Italian manufacturing industry

Carlo Ciccarelli and Stefano Fachin

2016/2: Bank Financial world crisis: Inefficiencies and Responsibilities

Elisa Fusco and Bernardo Maggi

2016/1: Measuring (in a time of crisis) the impact of broadband connections on economic growth: an OECD panel analysis

Angelo Castaldo, Alessandro Fiorini and Bernardo Maggi

2015/1: (Why) Is the Euro system intrinsically unstable?

Bernardo Maggi

2015/1: Labour force participation, wage rigidities, and inflation

Francesco Nucci and Marianna Riggi

2014/6: Inverting a matrix function around a singularity via local rank factorization

Massimo Franchi and Paolo Paruolo

2014/5: Dealing with unobservable common trends in small samples: a panel cointegration approach

Francesca Di Iorio and Stefano Fachin

2014/4: ICT Stochastic Externalities and Growth: Missed Opportunities, Beyond Sustainability or What?

Bernardo Maggi

2014/3: Italian Government debt liquidity, is it of value?

Simona Delle Chiaie and Bernardo Maggi

2014/2: State of confidence, overborrowing and the macroeconomic stabilization puzzle

Eleonora Cavallaro and Bernardo Maggi

2014/1: A dynamical countries-interaction model based on technology for the study of European growth and stability

Bernardo Maggi and Daniel Muro

2013/4: The make-up of a regression coefficient: gender gaps in the European labor market

Maria Grazia Pittau, Shlomo Yitzhaki and Roberto Zelli

2013/3: Has the attitude of US citizens towards redistribution changed over time?

Maria Grazia Pittau and Roberto Zelli

2013/2: Comment on: Ravenna, F., 2007. Vector autoregressions and reduced form representations of DSGE models. Journal of Monetary Economics 54, 2048-2064

Massimo Franchi

2013/1: Financial Stability of Islamic and Conventional Banks in Saudi Arabia: a Time Series Analysis

Hassan Ghassan, Stefano Fachin and Abdelkrim Guendouz

2012/6: Investigating Long-Run Demand for Broad Money in the Gulf Arab Countries

Syed Basher and Stefano Fachin

2012/5: A simple check for VAR representations of DSGE models

Massimo Franchi and Anna Vidotto

2012/4: On ABCs (and Ds) of VAR representations of DSGE models

Massimo Franchi and Paolo Paruolo

2012/3: Exchange Rate, External Orientation of Firms and Wage Adjustment

Francesco Nucci and Alberto Pozzolo

2012/2: Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test

Francesca Di Iorio and Stefano Fachin

2012/1: On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models

Marco Avarucci, Eric Beutner and Paolo Zaffaroni

2011/5: One-Sided Representations of Generalized Dynamic Factor Models

Mario Forni, Marc Hallin, Marco Lippi and Paolo Zaffaroni

2011/4: The analysis of nonstationary time series using regression, correlation and cointegration - with an application to annual mean temperature and sea level

Soren Johansen

2011/3: The make-up of a regression coefficient: An application to gender

Maria Grazia Pittau, Shlomo Yitzhaki and Roberto Zelli

2011/2: A sieve bootstrap range test for poolability in dependent cointegrated panels

Francesca Di Iorio and Stefano Fachin

2011/1: Normal forms of regular matrix polynomials via local rank factorization

Massimo Franchi and Paolo Paruolo