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Details about Mauro Costantini

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Homepage:http://www.ec.univaq.it/index.php?id=contestabile00
Workplace:Area di Economia (Economics Unit), Dipartimento di Ingegneria Industriale e dell'Infomazione e di Economia (Department of Industrial and Information Engineering and of Economics), Università degli Studi dell'Aquila (University of Aquila), (more information at EDIRC)

Access statistics for papers by Mauro Costantini.

Last updated 2019-10-07. Update your information in the RePEc Author Service.

Short-id: pco190


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Working Papers

2018

  1. On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation
    Economics Series, Institute for Advanced Studies Downloads
  2. Uncertainty and spillover effects across the Euro area
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads

2016

  1. Common trends in the US state-level crime.What do panel data say?
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads

2014

  1. Can Macroeconomists Get Rich Forecasting Exchange Rates?
    Economics Series, Institute for Advanced Studies Downloads View citations (2)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2014) Downloads View citations (2)
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2014) Downloads View citations (3)
  2. Forecast combinations in a DSGE-VAR lab
    Economics Series, Institute for Advanced Studies Downloads
    See also Journal Article in Journal of Forecasting (2017)
  3. Identifying I(0) Series in Macro-panels: Are Sequential Panel Selection Methods Useful?
    Economics & Statistics Discussion Papers, University of Molise, Dept. EGSeI Downloads View citations (2)

2013

  1. Determinants of Sovereign Bond Yield Spreads in the EMU. An Optimal Currency Area Perspective
    Working Papers, Department of Economics, City University London Downloads View citations (5)
    See also Journal Article in European Economic Review (2014)

2012

  1. A copula-based analysis of false discovery rate control under dependence assumptions
    Economics & Statistics Discussion Papers, University of Molise, Dept. EGSeI Downloads View citations (2)
  2. Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System
    Economics Series, Institute for Advanced Studies Downloads
  3. Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads
    Also in CESifo Working Paper Series, CESifo Group Munich (2012) Downloads

    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2013)

2011

  1. A Simple Panel-CADF Test for Unit Roots
    Economics Series, Institute for Advanced Studies Downloads View citations (2)
    Also in Economics & Statistics Discussion Papers, University of Molise, Dept. EGSeI (2011) Downloads

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2013)
  2. FDR Control in the Presence of an Unknown Correlation Structure
    Economics & Statistics Discussion Papers, University of Molise, Dept. EGSeI Downloads View citations (1)
  3. On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models
    Economics Series, Institute for Advanced Studies Downloads View citations (6)

2010

  1. Financial Restraints and Private Investment: Evidence from a Nonstationary Panel*
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester Downloads
    See also Journal Article in Economic Inquiry (2013)
  2. Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System
    Economics Series, Institute for Advanced Studies Downloads

2009

  1. A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case
    Economics & Statistics Discussion Papers, University of Molise, Dept. EGSeI Downloads
  2. A Hierarchical Procedure for the Combination of Forecasts; This is a revised version of Working Paper 228, Economics Series, October 2008, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided
    Economics Series, Institute for Advanced Studies Downloads
  3. Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System
    Economics Series, Institute for Advanced Studies Downloads View citations (1)
    See also Journal Article in Journal of Forecasting (2011)
  4. Do "Clean Hands" Ensure Healthy Growth? Theory and Practice in the Battle Against Corruption
    Economics Series, Institute for Advanced Studies Downloads View citations (4)
  5. New panel tests to assess inflation persistence
    Working Papers, Macerata University, Department of Finance and Economic Sciences Downloads View citations (1)
  6. Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production
    Working Papers in Economics, University of Gothenburg, Department of Economics Downloads

2008

  1. Change in persistence tests for panels: An update and some new results
    Economics & Statistics Discussion Papers, University of Molise, Dept. EGSeI Downloads
  2. Combination of Forecast Methods Using Encompassing Tests. An Algorithm-Based Procedure; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided
    Economics Series, Institute for Advanced Studies Downloads View citations (1)

2007

  1. A Panel-CADF Test for Unit Roots
    Economics & Statistics Discussion Papers, University of Molise, Dept. EGSeI Downloads View citations (3)
  2. Change in persistence tests for panels
    Economics & Statistics Discussion Papers, University of Molise, Dept. EGSeI Downloads
  3. Estimates of Structural Changes in the Wage Equation:Some Evidence for Italy
    ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY) Downloads View citations (2)
  4. Non parametric Fractional Cointegration Analysis
    ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY) Downloads

2006

  1. Panel Cointegration and the Neutrality of Money
    Working Papers, Lund University, Department of Economics View citations (2)
    See also Journal Article in Empirical Economics (2009)
  2. Testing for rational bubbles
    Economics & Statistics Discussion Papers, University of Molise, Dept. EGSeI Downloads View citations (1)

2005

  1. Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes
    Economics & Statistics Discussion Papers, University of Molise, Dept. EGSeI Downloads
  2. Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order
    Economics & Statistics Discussion Papers, University of Molise, Dept. EGSeI Downloads View citations (1)
  3. Unit root and cointegration tests for cross-sectionally correlated panels - Estimating regional production functions
    ERSA conference papers, European Regional Science Association Downloads
    Also in CELPE Discussion Papers, CELPE - Centre of Labour Economics and Economic Policy, University of Salerno, Italy (2005) Downloads View citations (4)
    ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY) (2005) Downloads View citations (3)

Journal Articles

2019

  1. Panel stationary tests against changes in persistence
    Statistical Papers, 2019, 60, (4), 1079-1100 Downloads

2018

  1. Do inequality, unemployment and deterrence affect crime over the long run?
    Regional Studies, 2018, 52, (4), 558-571 Downloads
  2. What do panel data say on inequality and GDP? New evidence at US state-level
    Economics Letters, 2018, 168, (C), 115-117 Downloads

2017

  1. Forecast Combinations in a DSGE‐VAR Lab
    Journal of Forecasting, 2017, 36, (3), 305-324 Downloads
    See also Working Paper (2014)

2016

  1. A simple testing procedure for unit root and model specification
    Computational Statistics & Data Analysis, 2016, 102, (C), 37-54 Downloads
  2. Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate
    Journal of Forecasting, 2016, 35, (7), 652-668 Downloads View citations (2)
  3. How accurate are professional forecasts in Asia? Evidence from ten countries
    International Journal of Forecasting, 2016, 32, (1), 154-167 Downloads View citations (9)
  4. Identifying stationary series in panels: A Monte Carlo evaluation of sequential panel selection methods
    Economics Letters, 2016, 138, (C), 9-14 Downloads View citations (1)

2015

  1. Housing wealth, financial wealth, and consumption: New evidence for Italy and the UK
    International Review of Financial Analysis, 2015, 42, (C), 316-323 Downloads View citations (7)

2014

  1. Determinants of sovereign bond yield spreads in the EMU: An optimal currency area perspective
    European Economic Review, 2014, 70, (C), 337-349 Downloads View citations (34)
    See also Working Paper (2013)
  2. On the usefulness of cross-validation for directional forecast evaluation
    Computational Statistics & Data Analysis, 2014, 76, (C), 132-143 Downloads View citations (6)

2013

  1. A Simple Panel-CADF Test for Unit Roots
    Oxford Bulletin of Economics and Statistics, 2013, 75, (2), 276-296 Downloads View citations (15)
    See also Working Paper (2011)
  2. Capital mobility and global factor shocks
    Economics Letters, 2013, 120, (3), 513-515 Downloads View citations (4)
  3. FINANCIAL RESTRAINTS AND PRIVATE INVESTMENT: EVIDENCE FROM A NONSTATIONARY PANEL
    Economic Inquiry, 2013, 51, (1), 248-259 Downloads View citations (11)
    See also Working Paper (2010)
  4. Forecasting the industrial production using alternative factor models and business survey data
    Journal of Applied Statistics, 2013, 40, (10), 2275-2289 Downloads View citations (1)
  5. Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal
    Journal of International Financial Markets, Institutions and Money, 2013, 26, (C), 215-225 Downloads View citations (1)
    See also Working Paper (2012)
  6. THE ROLE OF MONITORING OF CORRUPTION IN A SIMPLE ENDOGENOUS GROWTH MODEL
    Economic Inquiry, 2013, 51, (4), 1972-1985 Downloads

2012

  1. Bootstrap innovational outlier unit root tests in dependent panels
    Economics Letters, 2012, 117, (3), 817-819 Downloads
  2. New evidence on the convergence of international income from a group of 29 countries
    Applied Economics Letters, 2012, 19, (5), 425-429 Downloads View citations (3)

2011

  1. A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break
    Statistical Papers, 2011, 52, (3), 677-682 Downloads
  2. Combining forecasts based on multiple encompassing tests in a macroeconomic core system
    Journal of Forecasting, 2011, 30, (6), 579-596 Downloads View citations (15)
    See also Working Paper (2009)
  3. Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels
    Journal of Banking & Finance, 2011, 35, (10), 2598-2605 Downloads View citations (7)

2010

  1. A hierarchical procedure for the combination of forecasts
    International Journal of Forecasting, 2010, 26, (4), 725-743 Downloads View citations (17)
  2. A panel cointegration approach to estimating substitution elasticities in consumption
    Economic Modelling, 2010, 27, (3), 782-787 Downloads View citations (10)

2009

  1. Cointegration analysis for cross-sectionally dependent panels: The case of regional production functions
    Economic Modelling, 2009, 26, (2), 320-327 Downloads View citations (34)
  2. Panel cointegration and the neutrality of money
    Empirical Economics, 2009, 36, (1), 1-26 Downloads View citations (13)
    See also Working Paper (2006)

2008

  1. On the asymptotic behaviour of random matrices in a multivariate statistical model
    Statistics & Probability Letters, 2008, 78, (14), 2039-2045 Downloads

2007

  1. An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks
    Economics Letters, 2007, 95, (3), 408-414 Downloads View citations (10)
  2. Simple panel unit root tests to detect changes in persistence
    Economics Letters, 2007, 96, (3), 363-368 Downloads View citations (4)

2006

  1. Comovements and correlations in international stock markets
    The European Journal of Finance, 2006, 12, (6-7), 567-582 Downloads View citations (7)
  2. Divergence and long-run equilibria in Italian regional unemployment
    Applied Economics Letters, 2006, 13, (14), 899-904 Downloads View citations (8)
  3. Testing the stochastic convergence of Italian regions using panel data
    Applied Economics Letters, 2006, 13, (12), 775-783 Downloads View citations (6)

2005

  1. Stochastic convergence among European economies
    Economics Bulletin, 2005, 3, (38), 1-17 Downloads View citations (134)

2004

  1. Fiscal Policy and Economic Growth: The Case of the Italian Regions
    The Review of Regional Studies, 2004, 34, (1), 72-94 Downloads View citations (8)
  2. Is social protection a necessity or a luxury good? New multivariate cointegration panel data results
    Applied Economics, 2004, 36, (17), 1887-1898 Downloads View citations (3)
 
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