Details about Stefano Fachin

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Short-id: pfa11

Working Papers

2020

1. Forecasting mortality rates and life expectancy in the year of Covid-19
   DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome
2. Regional Income Dynamics in Bangladesh: The Road to a Balanced Development is in the Middle
   DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome

2019

3. Fiscal reaction functions for the advanced economies revisited
   DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome
   See also Journal Article Fiscal reaction functions for the advanced economies revisited, Empirical Economics, Springer (2022) View citations (4) (2022)

2018

4. The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration
   DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome View citations (4)
   See also Journal Article The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration, Economics Letters, Elsevier (2018) View citations (4) (2018)

2017

5. 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 View citations (1)
6. 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
   See also Journal Article Evaluating restricted common factor models for non-stationary data, Econometrics and Statistics, Elsevier (2021) (2021)

2016

7. 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 View citations (4)
   See also Journal Article Regional growth with spatial dependence: A case study on early Italian industrialization, Papers in Regional Science, Wiley Blackwell (2017) View citations (14) (2017)
8. Time Series Analysis of Financial stability of banks: Evidence from Saudi Arabia
   MPRA Paper, University Library of Munich, Germany View citations (8)
   See also Journal Article Time series analysis of financial stability of banks: Evidence from Saudi Arabia, Review of Financial Economics, John Wiley & Sons (2016) View citations (3) (2016)

2014

9. 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

2013

10. 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 View citations (1)
    See also Journal Article Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs, Applied Economics, Taylor & Francis Journals (2016) View citations (5) (2016)
11. 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 View citations (3)

2012

12. 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 Kiel) View citations (10)
    See also Journal Article A note on the estimation of long-run relationships in panel equations with cross-section linkages, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2012) View citations (10) (2012)
13. 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 View citations (3)
    See also Journal Article Investigating long-run demand for broad money in the Gulf Arab countries, Middle East Development Journal, Taylor & Francis Journals (2014) View citations (4) (2014)
14. 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 View citations (4)
    See also Journal Article Savings and investments in the OECD: a panel cointegration study with a new bootstrap test, Empirical Economics, Springer (2014) View citations (11) (2014)

2011

15. 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 View citations (2)
16. 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 View citations (6)
    See also Journal Article The long-run relationship between savings and investment in oil-exporting developing countries: a case study of the Gulf Arab states, OPEC Energy Review, Organization of the Petroleum Exporting Countries (2013) View citations (16) (2013)

2010

17. 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 View citations (1)

2009

18. Do Foreigners Replace Native Immigrants? Evidence from a Panel Cointegration Analysis
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (9)

2008

19. A note on the estimation of long-run relationships in dependent cointegrated panels
    MPRA Paper, University Library of Munich, Germany View citations (3)
20. The long-term decline of internal migration in Canada – Ontario as a case study
    MPRA Paper, University Library of Munich, Germany View citations (1)

2007

21. Cointegration testing in dependent panels with breaks
    MPRA Paper, University Library of Munich, Germany View citations (2)
22. Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (16)
    See also Journal Article Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2007) View citations (16) (2007)
23. 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 View citations (1)

2006

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

2005

25. Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units
    Econometrics, University Library of Munich, Germany View citations (12)
    See also Journal Article Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2007) View citations (63) (2007)

2002

26. Bootstrapping and Bartlett corrections in the cointegrated VAR model
    Economics and Quantitative Methods, Department of Economics, University of Insubria View citations (20)

Journal Articles

2024

1. Regional income dynamics in Bangladesh
   Empirical Economics, 2024, 66, (3), 1125-1159

2022

2. Fiscal reaction functions for the advanced economies revisited
   Empirical Economics, 2022, 62, (6), 2865-2891 View citations (4)
   See also Working Paper Fiscal reaction functions for the advanced economies revisited, DSS Empirical Economics and Econometrics Working Papers Series (2019) (2019)

2021

3. Evaluating restricted common factor models for non-stationary data
   Econometrics and Statistics, 2021, 17, (C), 64-75
   See also Working Paper Evaluating Restricted Common Factor models for non-stationary data, DSS Empirical Economics and Econometrics Working Papers Series (2017) (2017)

2018

4. The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration
   Economics Letters, 2018, 166, (C), 86-89 View citations (4)
   See also Working Paper The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration, DSS Empirical Economics and Econometrics Working Papers Series (2018) View citations (4) (2018)

2017

5. Regional growth with spatial dependence: A case study on early Italian industrialization
   Papers in Regional Science, 2017, 96, (4), 675-695 View citations (14)
   See also Working Paper Regional Growth with Spatial Dependence: a Case Study on Early Italian Industrialization, Quaderni di storia economica (Economic History Working Papers) (2016) View citations (4) (2016)

2016

6. 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 View citations (5)
   See also Working Paper Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs, Working Papers (2013) View citations (1) (2013)
7. Time series analysis of financial stability of banks: Evidence from Saudi Arabia
   Review of Financial Economics, 2016, 31, (1), 3-17 View citations (3)
   Also in Review of Financial Economics, 2016, 31, (C), 3-17 (2016) View citations (8)
   See also Working Paper Time Series Analysis of Financial stability of banks: Evidence from Saudi Arabia, MPRA Paper (2016) View citations (8) (2016)

2014

8. Investigating long-run demand for broad money in the Gulf Arab countries
   Middle East Development Journal, 2014, 6, (2), 199-214 View citations (4)
   See also Working Paper Investigating Long-Run Demand for Broad Money in the Gulf Arab Countries, DSS Empirical Economics and Econometrics Working Papers Series (2012) View citations (3) (2012)
9. 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 View citations (7)
10. Savings and investments in the OECD: a panel cointegration study with a new bootstrap test
    Empirical Economics, 2014, 46, (4), 1271-1300 View citations (11)
    See also Working Paper Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test, DSS Empirical Economics and Econometrics Working Papers Series (2012) View citations (4) (2012)

2013

11. 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 View citations (16)
    See also Working Paper The long-run relationship between savings and investment in oil-exporting developing countries: A case study of the Gulf Arab States, MPRA Paper (2011) View citations (6) (2011)

2012

12. A note on the estimation of long-run relationships in panel equations with cross-section linkages
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2012, 6, 1-18 View citations (10)
    See also Working Paper A note on the estimation of long-run relationships in panel equations with cross-section linkages, Economics Discussion Papers (2012) View citations (10) (2012)
13. A simple sieve bootstrap range test for poolability in dependent cointegrated panels
    Economics Letters, 2012, 116, (2), 154-156 View citations (2)

2011

14. Do foreigners replace native immigrants? A panel cointegration analysis of internal migration in Italy
    Economic Modelling, 2011, 28, (3), 1078-1089 View citations (16)

2010

15. Trends of labour productivity in Italy: a study with panel co‐integration methods
    International Journal of Manpower, 2010, 31, (7), 755-769 View citations (4)

2009

16. A residual-based bootstrap test for panel cointegration
    Economics Bulletin, 2009, 29, (4), 3222-3232 View citations (6)

2008

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

2007

18. 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 View citations (63)
    See also Working Paper Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units, Econometrics (2005) View citations (12) (2005)
19. Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2007, 1, 1-23 View citations (16)
    See also Working Paper Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle, Economics Discussion Papers (2007) View citations (16) (2007)

2006

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

2004

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

2002

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

2001

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

2000

27. Bootstrap and Asymptotic Tests of Long‐run Relationships in Cointegrated Systems
    Oxford Bulletin of Economics and Statistics, 2000, 62, (4), 543-551 View citations (17)
28. Concentrazione e diffusione: la geografia industriale italiana 1981-1991
    ECONOMIA E POLITICA INDUSTRIALE, 2000, 2000/107, (107)

1997

29. Bootstrapping unit root tests
    Applied Economics, 1997, 29, (9), 1155-1161 View citations (4)

1995

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

1994

31. 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