Details about Margherita Gerolimetto

Access statistics for papers by Margherita Gerolimetto.

Last updated 2017-03-27. Update your information in the RePEc Author Service.

Short-id: pge176

Working Papers

2016

1. Distribution Dynamics in the US. A Spatial Perspective
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (4)
2. The Evolution of Income Disparities across US Metropolitan Statistical Areas
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (1)
3. The effect of immigration on convergence dynamics in the US
   Working Papers, Department of Economics, University of Venice "Ca' Foscari"
4. Urban Governance Structure and Wage Disparities across US Metropolitan Areas
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (1)

2015

5. Spatial Distribution Dynamics
   ERSA conference papers, European Regional Science Association View citations (5)

2013

6. Space and nonlinearities in local multiplier analysis
   ERSA conference papers, European Regional Science Association

2011

7. A spatial nonparametric analysis of local multipliers
   ERSA conference papers, European Regional Science Association View citations (1)
8. Distortions in Cross-Sectional Convergence Analysis when the Aggregate Business Cycle is Incomplete
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (2)
9. Understanding the lead/lag structure among regional business cycles
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (1)

2010

10. Convergence analysis as distribution dynamics when data are spatially dependent
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (1)

2009

11. Nonparametric regression with spatially dependent data
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (4)

2006

12. Dynamic cointegration and relevant vector machine: the relationship between gold and silver
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (1)
13. Instrumental Variables Estimation of Stationaryand Nonstationary Cointegrating Regressions
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE View citations (3)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) View citations (4)
    See also Journal Article Instrumental variables estimation of stationary and non-stationary cointegrating regressions, Econometrics Journal, Royal Economic Society (2006) View citations (6) (2006)

2005

14. Analysing Wine Demand With Artificial Neural Networks
    2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists View citations (1)
    See also Journal Article Analyzing Wine Demand with Artificial Neural Networks, Journal of Wine Economics, Cambridge University Press (2008) View citations (1) (2008)
15. Italian Consumption of Wild and Farmed Fish: Demand and Elasticity Estimation
    95th Seminar, December 9-10, 2005, Civitavecchia, Italy, European Association of Agricultural Economists

Journal Articles

2017

1. On the power of the simulation-based ADF test in bounded time series
   Economics Bulletin, 2017, 37, (1), 539-552 View citations (1)

2016

2. A spatial analysis of employment multipliers in the US
   Letters in Spatial and Resource Sciences, 2016, 9, (3), 277-285 View citations (6)
3. ESTIMATING THE LONG MEMORY PARAMETER IN NONSTATIONARY MODELS: FURTHER MONTE CARLO EVIDENCE
   RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, 2016, 70, (1), 123-134

2015

4. Forecasting integer autoregressive processes of order 1: are simple AR competitive?
   Economics Bulletin, 2015, 35, (3), 1652-1660 View citations (1)
5. Regional Convergence and Aggregate Business Cycle in the United States
   Regional Studies, 2015, 49, (2), 251-272 View citations (12)

2014

6. Spatial analysis of employment multilpliers in Spanish labor markets
   RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, 2014, 68, (3-4), 87-94 View citations (3)

2013

7. ANALYSIS OF FOOD CONSUMPTION IN EUROPE VIA TIME SERIES CLUSTERING
   RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, 2013, 67, (3-4), 143-150
8. Business cycle dynamics across the US states
   The B.E. Journal of Macroeconomics, 2013, 13, (1), 795-822 View citations (11)

2009

9. Struttura ed evoluzione delle esportazioni italiane di vino da tavola e a denominazione di origine
   Economia agro-alimentare, 2009, 11, (3), 119-142
10. Testing structural breaks versus long memory with the Box–Pierce statistics: a Monte Carlo study
    Statistical Methods & Applications, 2009, 18, (4), 543-553 View citations (3)

2008

11. A test for fractional cointegration using the sieve bootstrap
    Statistical Methods & Applications, 2008, 17, (3), 373-391 View citations (2)
12. Analyzing Wine Demand with Artificial Neural Networks
    Journal of Wine Economics, 2008, 3, (1), 30-50 View citations (1)
    See also Working Paper Analysing Wine Demand With Artificial Neural Networks, 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark (2005) View citations (1) (2005)
13. Forecasting long memory time series when occasional breaks occur
    Economics Letters, 2008, 98, (3), 253-258

2006

14. Frequency domain bootstrap for the fractional cointegration regression
    Economics Letters, 2006, 91, (3), 389-394 View citations (3)
15. Instrumental variables estimation of stationary and non-stationary cointegrating regressions
    Econometrics Journal, 2006, 9, (2), 291-306 View citations (6)
    See also Working Paper Instrumental Variables Estimation of Stationaryand Nonstationary Cointegrating Regressions, STICERD - Econometrics Paper Series (2006) View citations (3) (2006)