Details about Silvestro Di Sanzo

Access statistics for papers by Silvestro Di Sanzo.

Last updated 2020-02-07. Update your information in the RePEc Author Service.

Short-id: pdi463

Working Papers

2011

1. Bootstrap LR tests of stationarity, common trends and cointegration
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area

2007

2. Forecasting Time Series with Long Memory and Level Shifts, A Bayesian Approach
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (1)

2006

3. Granger-causality in Markov Switching Models
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (5)
   See also Journal Article Granger-causality in Markov switching models, Journal of Applied Statistics, Taylor & Francis Journals (2015) View citations (7) (2015)
4. Output fluctuations persistence: Do cyclical shocks matter?
   Working Papers, Department of Economics, University of Venice "Ca' Foscari"
   See also Journal Article OUTPUT FLUCTUATIONS PERSISTENCE: DO CYCLICAL SHOCKS MATTER?, Bulletin of Economic Research, Wiley Blackwell (2011) (2011)

2005

5. UNEMPLOYMENT AND HYSTERESIS: A NONLINEAR UNOBSERVED COMPONENTS APPROACH
   Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
   See also Journal Article Unemployment and Hysteresis: A Nonlinear Unobserved Components Approach, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2010) View citations (17) (2010)

Undated

6. Unemployment and Hysteresis: A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components Approach
   Working Papers, Department of the Treasury, Ministry of the Economy and of Finance View citations (1)

Journal Articles

2017

1. Tax Structure and Economic Growth: A Panel Cointegrated VAR Analysis
   Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, 2017, 3, (2), 239-253 View citations (3)

2015

2. Granger-causality in Markov switching models
   Journal of Applied Statistics, 2015, 42, (5), 956-966 View citations (7)
   See also Working Paper Granger-causality in Markov Switching Models, Working Papers (2006) View citations (5) (2006)
3. Public debt and growth in the euro area: evidence from parametric and nonparametric Granger causality
   The B.E. Journal of Macroeconomics, 2015, 15, (2), 631-648 View citations (6)

2011

4. OUTPUT FLUCTUATIONS PERSISTENCE: DO CYCLICAL SHOCKS MATTER?
   Bulletin of Economic Research, 2011, 63, (1), 28-52
   See also Working Paper Output fluctuations persistence: Do cyclical shocks matter?, Working Papers (2006) (2006)

2010

5. Multi-factor Productivity and Added Value: A Macro-sectoral Analysis
   Economia dei Servizi, 2010, (3), 373-382
6. Unemployment and Hysteresis: A Nonlinear Unobserved Components Approach
   Studies in Nonlinear Dynamics & Econometrics, 2010, 15, (1), 29 View citations (17)
   See also Working Paper UNEMPLOYMENT AND HYSTERESIS: A NONLINEAR UNOBSERVED COMPONENTS APPROACH, Working Papers. Serie AD (2005) (2005)

2009

7. Testing for linearity in Markov switching models: a bootstrap approach
   Statistical Methods & Applications, 2009, 18, (2), 153-168 View citations (23)