Details about Riccardo (Jack) Lucchetti

Access statistics for papers by Riccardo (Jack) Lucchetti.

Last updated 2009-11-23. Update your information in the RePEc Author Service.

Short-id: plu104

Working Papers

2009

1. Income, consumption and remittances: evidence from immigrants to Australia
   Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economics

2008

2. Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity
   MPRA Paper, University Library of Munich, Germany

2006

3. Forecasting US bond yields at weekly frequency
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Economia

2004

4. Identification of Covariance Structures
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Economia
   See also Journal Article in Econometric Theory (2006)

2003

5. Computer, Wages and Working Hours in Italy
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Economia
   See also Journal Article in Giornale degli Economisti (2004)

2001

6. Banks´ Inefficiency and Economic Growth A Micro-Macro Approach
   Development Working Papers, Centro Studi Luca d\'Agliano, University of Milano View citations
   Also in Heterogeneity and monetary policy, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica (2000) View citations
   See also Journal Article in Scottish Journal of Political Economy (2001)
7. Factors Affecting the Adoption of ICTs Among SMEs: Evidence From an Italian Survey
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Economia

2000

8. Inconsistency Of Naive GMM Estimation For QR Models With Endogenous Regressors
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Economia
   See also Journal Article in Economics Letters (2002)

1999

9. Analytic Score for Multivariate GARCH Models
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Economia View citations
   See also Journal Article in Computational Economics (2002)
10. Efficienza del sistema bancario e crescita economica nelle regioni italiane
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Economia View citations

1998

11. Grandi e piccole imprese nel Centro-Nord e nel Mezzogiorno: un modello empirico dell'impatto occupazionale nel lungo periodo
    Departemental Working Papers, Department of Economics University of Milan Italy View citations

1997

12. Occupazione, Disoccupazione, Intattivita': determinanti della mobilita' tra stati in Italia
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Economia
    See also Journal Article in Rivista Italiana degli Economisti (1998)

1994

13. Companion form representation of cointegrating VARs
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Economia
14. Orario di lavoro e occupazione: un approccio teorico con una applicazione alla grande industria italiana
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Economia

1993

15. Modelli in differenze con errori di misura
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Economia
16. Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Economia

Journal Articles

2009

1. Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity
   Economic Modelling, 2009, 26, (3), 659-667

2008

2. The GNU|Linux platform and freedom respecting software for economists
   Journal of Applied Econometrics, 2008, 23, (2), 279-286

2006

3. IDENTIFICATION OF COVARIANCE STRUCTURES
   Econometric Theory, 2006, 22, (02), 235-257 View citations
   See also Working Paper (2004)

2005

4. Artificial regression testing in the GARCH-in-mean model
   Econometrics Journal, 2005, 8, (3), 306-322

2004

5. Computers, Wages and Working Hours in Italy
   Giornale degli Economisti, 2004, 63, (3-4), 329-353
   See also Working Paper (2003)
6. The Adoption of ICT among SMEs: Evidence from an Italian Survey
   Small Business Economics, 2004, 23, (2), 151-168 View citations

2002

7. Analytical Score for Multivariate GARCH Models
   Computational Economics, 2002, 19, (2), 133-43 View citations
   See also Working Paper (1999)
8. Inconsistency of naive GMM estimation for QR models with endogenous regressors
   Economics Letters, 2002, 75, (2), 179-185 View citations
   See also Working Paper (2000)

2001

9. Banks' Inefficiency and Economic Growth: A Micro-Macro Approach
   Scottish Journal of Political Economy, 2001, 48, (4), 400-424 View citations
   See also Working Paper (2001)

1998

10. Occupazione, disoccupazione, inattivita': determinanti della mobilita' tra stati in Italia
    Rivista Italiana degli Economisti, 1998, 3, (3), 395-418
    See also Working Paper (1997)

Chapters

Undated

1. Instrumental Variable Interval Regression
   Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales
2. Who uses gretl? An Analysis of the SourceForge Download Data
   Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales View citations