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Details about Margherita Gerolimetto

E-mail:
Workplace:Scuola Superiore di Economia (SSE-Ca' Foscari) (Advanced School of Economics in Venice), (more information at EDIRC)
Dipartimento di Economia (Department of Economics), Università Ca' Foscari Venezia (University Ca' Foscari Venice), (more information at EDIRC)

Access statistics for papers by Margherita Gerolimetto.

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

Short-id: pge176


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Working Papers

2016

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

2015

  1. Spatial Distribution Dynamics
    ERSA conference papers, European Regional Science Association Downloads View citations (7)

2013

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

2011

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

2010

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

2009

  1. Nonparametric regression with spatially dependent data
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (2)

2006

  1. Dynamic cointegration and relevant vector machine: the relationship between gold and silver
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads View citations (1)
  2. Instrumental Variables Estimation of Stationaryand Nonstationary Cointegrating Regressions
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE Downloads View citations (3)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2006) Downloads View citations (3)

    See also Journal Article in Econometrics Journal (2006)

2005

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

Journal Articles

2017

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

2016

  1. A spatial analysis of employment multipliers in the US
    Letters in Spatial and Resource Sciences, 2016, 9, (3), 277-285 Downloads View citations (5)
  2. 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 Downloads

2015

  1. Forecasting integer autoregressive processes of order 1: are simple AR competitive?
    Economics Bulletin, 2015, 35, (3), 1652-1660 Downloads View citations (1)
  2. Regional Convergence and Aggregate Business Cycle in the United States
    Regional Studies, 2015, 49, (2), 251-272 Downloads View citations (10)

2014

  1. 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 Downloads View citations (1)

2013

  1. 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 Downloads
  2. Business cycle dynamics across the US states
    The B.E. Journal of Macroeconomics, 2013, 13, (1), 28 Downloads View citations (5)

2009

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

2008

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

2006

  1. Frequency domain bootstrap for the fractional cointegration regression
    Economics Letters, 2006, 91, (3), 389-394 Downloads View citations (3)
  2. Instrumental variables estimation of stationary and non-stationary cointegrating regressions
    Econometrics Journal, 2006, 9, (2), 291-306 View citations (6)
    See also Working Paper (2006)
 
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