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Details about Stefano Fachin

E-mail:
Homepage:http://stefanofachin.site.uniroma1.it/
Phone:+39-06-49910834
Postal address:Dip. di Scienze Statistiche Università di Roma "La Sapienza" - P.le A. Moro 5 - 00185 Roma Italy
Workplace:Dipartimento di Scienze Statistiche (Department of Statistics), "Sapienza" Università di Roma (Sapienza University of Rome), (more information at EDIRC)

Access statistics for papers by Stefano Fachin.

Last updated 2017-06-27. Update your information in the RePEc Author Service.

Short-id: pfa11


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Working Papers

2017

  1. Common Factors, spatial dependence, and regional growth in the Italian manufacturing industry
    DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome Downloads
  2. Evaluating Restricted Common Factor models for non-stationary data
    DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome Downloads

2016

  1. Regional Growth with Spatial Dependence: a Case Study on Early Italian Industrialization
    Quaderni di storia economica (Economic History Working Papers), Bank of Italy, Economic Research and International Relations Area Downloads
  2. Time Series Analysis of Financial stability of banks: Evidence from Saudi Arabia
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Review of Financial Economics (2016)

2014

  1. Dealing with unobservable common trends in small samples: a panel cointegration approach
    DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome Downloads

2013

  1. Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali Downloads
    See also Journal Article in Applied Economics (2016)
  2. Financial Stability of Islamic and Conventional Banks in Saudi Arabia: a Time Series Analysis
    DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome Downloads View citations (2)

2012

  1. A note on the estimation of long-run relationships in panel equations with cross-section linkages
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (5)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2012)
  2. Investigating Long-Run Demand for Broad Money in the Gulf Arab Countries
    DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome Downloads View citations (2)
  3. Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test
    DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome Downloads View citations (3)
    See also Journal Article in Empirical Economics (2014)

2011

  1. A sieve bootstrap range test for poolability in dependent cointegrated panels
    DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome Downloads View citations (1)
  2. The long-run relationship between savings and investment in oil-exporting developing countries: A case study of the Gulf Arab States
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    See also Journal Article in OPEC Energy Review (2013)

2010

  1. A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2009

  1. Do Foreigners Replace Native Immigrants? Evidence from a Panel Cointegration Analysis
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads View citations (8)

2008

  1. A note on the estimation of long-run relationships in dependent cointegrated panels
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  2. The long-term decline of internal migration in Canada – Ontario as a case study
    MPRA Paper, University Library of Munich, Germany Downloads

2007

  1. Cointegration testing in dependent panels with breaks
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  2. Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (10)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007)
  3. The decline in Italian productivity: a study in estimation of long-Run trends in Total Factor Productivity with panel cointegration methods
    MPRA Paper, University Library of Munich, Germany Downloads

2006

  1. Testing for breaks in cointegrated panels
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)

2005

  1. Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units
    Econometrics, EconWPA Downloads View citations (7)
    See also Journal Article in Journal of Applied Econometrics (2007)

2002

  1. Bootstrapping and Bartlett corrections in the cointegrated VAR model
    Economics and Quantitative Methods, Department of Economics, University of Insubria Downloads View citations (17)

Journal Articles

2016

  1. Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs
    Applied Economics, 2016, 48, (38), 3665-3678 Downloads View citations (2)
    See also Working Paper (2013)
  2. Time series analysis of financial stability of banks: Evidence from Saudi Arabia
    Review of Financial Economics, 2016, 31, (C), 3-17 Downloads
    See also Working Paper (2016)

2014

  1. Savings and investments in the OECD, 1970–2007: A test of panel cointegration with regime changes
    The North American Journal of Economics and Finance, 2014, 28, (C), 59-76 Downloads View citations (1)
  2. Savings and investments in the OECD: a panel cointegration study with a new bootstrap test
    Empirical Economics, 2014, 46, (4), 1271-1300 Downloads View citations (2)
    See also Working Paper (2012)

2013

  1. The long-run relationship between savings and investment in oil-exporting developing countries: a case study of the Gulf Arab states
    OPEC Energy Review, 2013, 37, (4), 429-446 Downloads View citations (6)
    See also Working Paper (2011)

2012

  1. A note on the estimation of long-run relationships in panel equations with cross-section linkages
    Economics - The Open-Access, Open-Assessment E-Journal, 2012, 6, 1-18 Downloads View citations (3)
    See also Working Paper (2012)
  2. A simple sieve bootstrap range test for poolability in dependent cointegrated panels
    Economics Letters, 2012, 116, (2), 154-156 Downloads View citations (2)

2011

  1. Do foreigners replace native immigrants? A panel cointegration analysis of internal migration in Italy
    Economic Modelling, 2011, 28, (3), 1078-1089 Downloads View citations (4)

2010

  1. Trends of labour productivity in Italy: a study with panel co-integration methods
    International Journal of Manpower, 2010, 31, (7), 755-769 Downloads View citations (3)

2009

  1. A residual-based bootstrap test for panel cointegration
    Economics Bulletin, 2009, 29, (4), 3222-3232 Downloads View citations (5)

2008

  1. The long-term decline of internal migration in Canada: the case of Ontario
    Letters in Spatial and Resource Sciences, 2008, 1, (2), 171-181 Downloads

2007

  1. Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units
    Journal of Applied Econometrics, 2007, 22, (2), 401-428 Downloads View citations (48)
    See also Working Paper (2005)
  2. Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle
    Economics - The Open-Access, Open-Assessment E-Journal, 2007, 1, 1-23 Downloads View citations (9)
    See also Working Paper (2007)

2006

  1. Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment
    Statistical Methods & Applications, 2006, 15, (1), 129-137 Downloads
  2. The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors
    Econometric Reviews, 2006, 25, (1), 41-60 Downloads View citations (11)

2004

  1. Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment
    Economics Bulletin, 2004, 3, (13), 1-8 Downloads View citations (2)
  2. Convergenza e divergenza della produttività settoriale del lavoro nelle regioni italiane, 1980-1995
    Rivista di Politica Economica, 2004, 94, (2), 103-128 Downloads
  3. Models of labour demand with fixed costs of adjustment: a generalised tobit approach
    Economics Bulletin, 2004, 3, (31), 1-8 Downloads

2002

  1. Exploring 3D datasets: a factorial matrices analysis of the US industry in the 1980s
    Applied Economics, 2002, 34, (3), 295-304 Downloads View citations (1)

2001

  1. Testing economic geography: Italy, 1951-1991
    Economics Bulletin, 2001, 18, (1), 1-7 Downloads View citations (2)

2000

  1. Bootstrap and Asymptotic Tests of Long-Run Relationships in Cointegrated Systems
    Oxford Bulletin of Economics and Statistics, 2000, 62, (4), 543-51 Downloads View citations (11)
  2. Concentrazione e diffusione: la geografia industriale italiana 1981-1991
    ECONOMIA E POLITICA INDUSTRIALE, 2000, 2000/107, (107) Downloads

1997

  1. Bootstrapping unit root tests
    Applied Economics, 1997, 29, (9), 1155-1161 Downloads View citations (1)

1995

  1. The Finnish demand for money revisited: an application of Box-Tiao cointegration analysis and bootstrap tests
    Applied Economics Letters, 1995, 2, (9), 308-310 Downloads View citations (1)

1994

  1. On the Power of Variable Addition Tests for Parameter Stability
    Oxford Bulletin of Economics and Statistics, 1994, 56, (1), 77-85

Editor

  1. DSS Empirical Economics and Econometrics Working Papers Series
    Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome
 
Page updated 2017-08-12