Details about Riccardo (Jack) Lucchetti

Homepage:	http://www.econ.univpm.it/lucchetti/ects_en.html
Workplace:	Dipartimento di Scienze Economiche e Sociali (Department of Economics and Social Sciences), Facoltà di Economia "Giorgio Fuà" (Faculty of Economics), Università Politecnica delle Marche (Polytechnic University of Marche), (more information at EDIRC) Money and Finance Research group (Mo.Fi.R.), (more information at EDIRC)

Access statistics for papers by Riccardo (Jack) Lucchetti.

Last updated 2023-04-03. Update your information in the RePEc Author Service.

Short-id: plu104

---

Jump to Journal Articles Chapters

Working Papers

2022

1. Depopulation in the Apennines in the 20th century: an empirical investigation
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali
2. Monetization, wars, and the Italian fiscal multiplier
   Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences
3. Reconciling TEV and VaR in Active Portfolio Management: A New Frontier
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali

2021

4. BAYESIAN MODEL AVERAGING FOR PROPENSITY SCORE MATCHING IN TAX REBATE
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (1)
5. Kernel-based Time-Varying IV estimation: handle with care
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Kernel-based time-varying IV estimation: handle with care, Empirical Economics, Springer (2023) (2023)
6. Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices
   FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM)
   Also in Working Papers, Fondazione Eni Enrico Mattei (2021) View citations (1)
   See also Journal Article Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices, The Econometrics Journal, Royal Economic Society (2022) View citations (2) (2022)

2020

7. A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (3)
   See also Journal Article A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012), Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2020) View citations (1) (2020)
8. Choice of solutions to the initial-conditions problem in dynamic panel probit models
   Working Papers, Department of Economics, University of Venice "Ca' Foscari"
9. ParMA: Parallelised Bayesian Model Averaging for Generalised Linear Models
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (1)

2019

10. Dynamic Factor Models in gretl. The DFM package
    gretl working papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (3)

2018

11. Dynamic panel probit: finite-sample performance of alternative random-effects estimators
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali
12. The SVAR addon for gretl
    gretl working papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali

2017

13. Winning Competitive Grants For Regional Development in Albania: The Role of Local Leaders
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali

2016

14. Measures of variance for smoothed disturbances in linear state-space models: a clarification
    gretl working papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali
15. State dependence and unobserved heterogeneity in a double hurdle model for remittances: evidence from immigrants to Germany
    Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences

2015

16. DPB: Dynamic Panel Binary data models in Gretl
    gretl working papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (9)
    See also Journal Article DPB: Dynamic Panel Binary Data Models in gretl, Journal of Statistical Software, Foundation for Open Access Statistics (2017) View citations (7) (2017)

2014

17. A simple and effective misspecification test for the double-hurdle model
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (2)
    See also Journal Article A simple and effective misspecification test for the double-hurdle model, Economics Letters, Elsevier (2014) View citations (2) (2014)
18. Steady streams and sudden bursts: persistence patterns in remittance decisions
    Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences
    See also Journal Article Steady streams and sudden bursts: persistence patterns in remittance decisions, Journal of Population Economics, Springer (2016) View citations (10) (2016)

2013

19. 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)

2012

20. Intertemporal Remittance Behaviour by Immigrants in Germany
    SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP) View citations (5)
    Also in Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences (2012) View citations (6)
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2012) View citations (5)

2011

21. Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (8)
22. Endogeneity and sample selection in a model for remittances
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (15)
    See also Journal Article Endogeneity and sample selection in a model for remittances, Journal of Development Economics, Elsevier (2012) View citations (51) (2012)
23. Financial development and remittances: micro-econometric evidence
    Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences View citations (2)
    See also Journal Article Financial development and remittances: Micro-econometric evidence, Economics Letters, Elsevier (2012) View citations (23) (2012)

2010

24. Interval Regression Models with;Endogenous Explanatory Variables
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (2)
    See also Journal Article Interval regression models with endogenous explanatory variables, Empirical Economics, Springer (2012) View citations (22) (2012)
25. The GNU/Linux Platform and Freedom Respecting Software for Economists
    Working Papers, TOBB University of Economics and Technology, Department of Economics View citations (2)
    See also Journal Article The GNU|Linux platform and freedom respecting software for economists, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2008) View citations (4) (2008)

2009

26. Income, consumption and remittances: Evidence from immigrants to Australia
    HWWI Research Papers, Hamburg Institute of International Economics (HWWI) View citations (15)
    Also in Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences (2009) View citations (17)

2008

27. Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity
    MPRA Paper, University Library of Munich, Germany

2006

28. Forecasting US bond yields at weekly frequency
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (3)

2004

29. Identification of Covariance Structures
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (3)
    See also Journal Article IDENTIFICATION OF COVARIANCE STRUCTURES, Econometric Theory, Cambridge University Press (2006) View citations (18) (2006)

2003

30. Computer, Wages and Working Hours in Italy
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali
    See also Journal Article Computers, Wages and Working Hours in Italy, Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University (2004) View citations (10) (2004)

2001

31. Banks' Inefficiency and Economic Growth A Micro-Macro Approach
    Development Working Papers, Centro Studi Luca d'Agliano, University of Milano View citations (52)
    Also in Heterogeneity and monetary policy, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica (2000) View citations (9)
    See also Journal Article Banks’ Inefficiency and Economic Growth: A Micro‐Macro Approach, Scottish Journal of Political Economy, Scottish Economic Society (2001) View citations (35) (2001)
32. Factors Affecting the Adoption of ICTs Among SMEs: Evidence From an Italian Survey
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (12)

2000

33. Inconsistency Of Naive GMM Estimation For QR Models With Endogenous Regressors
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (5)
    See also Journal Article Inconsistency of naive GMM estimation for QR models with endogenous regressors, Economics Letters, Elsevier (2002) View citations (17) (2002)

1999

34. Analytic Score for Multivariate GARCH Models
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (3)
    See also Journal Article Analytical Score for Multivariate GARCH Models, Computational Economics, Springer (2002) View citations (13) (2002)
35. Efficienza del sistema bancario e crescita economica nelle regioni italiane
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (10)

1998

36. Grandi e piccole imprese nel Centro-Nord e nel Mezzogiorno: un modello empirico dell'impatto occupazionale nel lungo periodo
    Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano View citations (3)

1997

37. Occupazione, Disoccupazione, Intattivita': determinanti della mobilita' tra stati in Italia
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (2)
    See also Journal Article Occupazione, disoccupazione, inattività: determinanti della mobilità tra stati in Italia, Rivista italiana degli economisti, Società editrice il Mulino (1998) (1998)

1994

38. Companion form representation of cointegrating VARs
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali
39. Orario di lavoro e occupazione: un approccio teorico con una applicazione alla grande industria italiana
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali

1993

40. Modelli in differenze con errori di misura
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali
41. Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali

Journal Articles

2023

1. Kernel-based time-varying IV estimation: handle with care
   Empirical Economics, 2023, 65, (6), 3001-3026
   See also Working Paper Kernel-based Time-Varying IV estimation: handle with care, MPRA Paper (2021) View citations (1) (2021)

2022

2. No such thing as the perfect match: Bayesian Model Averaging for treatment evaluation
   Economic Modelling, 2022, 107, (C) View citations (2)
3. Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices
   (Commodity-price comovement and global economic activity)
   The Econometrics Journal, 2022, 25, (2), 494-514 View citations (2)
   See also Working Paper Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices, FEEM Working Papers (2021) (2021)

2020

4. A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)
   Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2020, 14, 1-14 View citations (1)
   See also Working Paper A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012), Economics Discussion Papers (2020) View citations (3) (2020)
5. Analytical Gradients of Dynamic Conditional Correlation Models
   JRFM, 2020, 13, (3), 1-21 View citations (1)
6. The role of local leaders in regional development funding: Evidence from an elite survey
   Journal of Regional Science, 2020, 60, (4), 712-737 View citations (2)

2018

7. A dynamic double hurdle model for remittances: evidence from Germany
   Economic Modelling, 2018, 73, (C), 365-377 View citations (2)

2017

8. DPB: Dynamic Panel Binary Data Models in gretl
   Journal of Statistical Software, 2017, 079, (i08) View citations (7)
   See also Working Paper DPB: Dynamic Panel Binary data models in Gretl, gretl working papers (2015) View citations (9) (2015)

2016

9. 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)
10. Steady streams and sudden bursts: persistence patterns in remittance decisions
    Journal of Population Economics, 2016, 29, (1), 263-292 View citations (10)
    Also in Journal of Population Economics, 2016, 29, (1), 263-292 (2016) View citations (10)
    See also Working Paper Steady streams and sudden bursts: persistence patterns in remittance decisions, Mo.Fi.R. Working Papers (2014) (2014)

2014

11. A simple and effective misspecification test for the double-hurdle model
    Economics Letters, 2014, 123, (1), 75-78 View citations (2)
    See also Working Paper A simple and effective misspecification test for the double-hurdle model, Working Papers (2014) View citations (2) (2014)

2013

12. A test for bivariate normality with applications in microeconometric models
    Statistical Methods & Applications, 2013, 22, (4), 535-572 View citations (4)

2012

13. Endogeneity and sample selection in a model for remittances
    Journal of Development Economics, 2012, 99, (2), 370-384 View citations (51)
    See also Working Paper Endogeneity and sample selection in a model for remittances, Working Papers (2011) View citations (15) (2011)
14. Financial development and remittances: Micro-econometric evidence
    Economics Letters, 2012, 115, (2), 184-186 View citations (23)
    See also Working Paper Financial development and remittances: micro-econometric evidence, Mo.Fi.R. Working Papers (2011) View citations (2) (2011)
15. Interval regression models with endogenous explanatory variables
    Empirical Economics, 2012, 43, (2), 475-498 View citations (22)
    See also Working Paper Interval Regression Models with;Endogenous Explanatory Variables, Working Papers (2010) View citations (2) (2010)

2011

16. State Space Methods in gretl
    Journal of Statistical Software, 2011, 041, (i11) View citations (7)

2009

17. Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity
    Economic Modelling, 2009, 26, (3), 659-667 View citations (5)

2008

18. The GNU|Linux platform and freedom respecting software for economists
    Journal of Applied Econometrics, 2008, 23, (2), 279-286 View citations (4)
    See also Working Paper The GNU/Linux Platform and Freedom Respecting Software for Economists, Working Papers (2010) View citations (2) (2010)

2006

19. IDENTIFICATION OF COVARIANCE STRUCTURES
    Econometric Theory, 2006, 22, (2), 235-257 View citations (18)
    See also Working Paper Identification of Covariance Structures, Working Papers (2004) View citations (3) (2004)

2005

20. Artificial regression testing in the GARCH-in-mean model
    Econometrics Journal, 2005, 8, (3), 306-322 View citations (1)

2004

21. Computers, Wages and Working Hours in Italy
    Giornale degli Economisti, 2004, 63, (3-4), 329-353 View citations (10)
    See also Working Paper Computer, Wages and Working Hours in Italy, Working Papers (2003) (2003)
22. The Adoption of ICT among SMEs: Evidence from an Italian Survey
    Small Business Economics, 2004, 23, (2), 151-168 View citations (59)

2002

23. Analytical Score for Multivariate GARCH Models
    Computational Economics, 2002, 19, (2), 133-43 View citations (13)
    See also Working Paper Analytic Score for Multivariate GARCH Models, Working Papers (1999) View citations (3) (1999)
24. Inconsistency of naive GMM estimation for QR models with endogenous regressors
    Economics Letters, 2002, 75, (2), 179-185 View citations (17)
    See also Working Paper Inconsistency Of Naive GMM Estimation For QR Models With Endogenous Regressors, Working Papers (2000) View citations (5) (2000)

2001

25. Banks’ Inefficiency and Economic Growth: A Micro‐Macro Approach
    Scottish Journal of Political Economy, 2001, 48, (4), 400-424 View citations (35)
    See also Working Paper Banks' Inefficiency and Economic Growth A Micro-Macro Approach, Development Working Papers (2001) View citations (52) (2001)

2000

26. Aspetti economici della depurazione delle acque reflue
    ECONOMIA PUBBLICA, 2000, 2000/1, (1) View citations (1)

1999

27. Crescita endogena e investimenti esterni: un modello dell'impatto occupazionale di lungo periodo della grande impresa nel Mezzogiorno
    L'industria, 1999, (3), 591-612 View citations (2)

1998

28. Occupazione, disoccupazione, inattività: determinanti della mobilità tra stati in Italia
    Rivista italiana degli economisti, 1998, (3), 395-418
    See also Working Paper Occupazione, Disoccupazione, Intattivita': determinanti della mobilita' tra stati in Italia, Working Papers (1997) View citations (2) (1997)

Chapters

Undated

1. Instrumental Variable Interval Regression
   Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales View citations (2)
2. Who uses gretl? An Analysis of the SourceForge Download Data
   Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales View citations (6)