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Details about Umberto Triacca

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Workplace:Area di Economia (Economics Unit), Dipartimento di Ingegneria Industriale e dell'Infomazione e di Economia (Department of Industrial and Information Engineering and of Economics), Università degli Studi dell'Aquila (University of Aquila), (more information at EDIRC)

Access statistics for papers by Umberto Triacca.

Last updated 2014-05-28. Update your information in the RePEc Author Service.

Short-id: ptr41


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Working Papers

2011

  1. An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis
    CEIS Research Paper, Tor Vergata University, CEIS Downloads View citations (2)
    See also Journal Article in Economic Modelling (2011)
  2. Testing for non-causality by using the Autoregressive Metric
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles

2013

  1. Anthropogenic global warming hypothesis: testing its robustness by Granger causality analysis
    Environmetrics, 2013, 24, (4), 260-268 View citations (3)
  2. Testing for Granger non-causality using the autoregressive metric
    Economic Modelling, 2013, 33, (C), 120-125 Downloads View citations (5)
  3. The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process
    Econometrics, 2013, 1, (3), 1-10 Downloads

2012

  1. Cointegration and distance between differenced processes
    Quality & Quantity: International Journal of Methodology, 2012, 46, (6), 1953-1957 Downloads
  2. On the limit of the variation of the explanatory variable in simple linear regression model
    Economics Bulletin, 2012, 32, (3), 1927-1932 Downloads

2011

  1. An alternative solution to the Autoregressivity Paradox in time series analysis
    Economic Modelling, 2011, 28, (3), 1451-1454 Downloads View citations (2)
    See also Working Paper (2011)

2009

  1. Dall'econometria strutturale all'econometria delle serie storiche
    Economia & lavoro, 2009, (3), 79 Downloads
  2. Volatility Persistence and Predictability of Squared Returns in GARCH(1,1) Models
    Central European Journal of Economic Modelling and Econometrics, 2009, 1, (3), 285-291 Downloads View citations (1)

2008

  1. Erratum to ON the variance of the error associated to the squared return as proxy of volatility: [Applied Financial Economics Letters, 2007, 3, 255-7]
    Applied Financial Economics Letters, 2008, 4, (6), 417-417 Downloads
  2. Is a subspace containing a splitting subspace a splitting subspace?
    Statistics & Probability Letters, 2008, 78, (17), 2997-2999 Downloads

2007

  1. On the variance of the error associated to the squared return as proxy of volatility
    Applied Financial Economics Letters, 2007, 3, (4), 255-257 Downloads View citations (5)
  2. Testing for Equal Predictability of Stationary ARMA Processes
    Journal of Applied Statistics, 2007, 34, (9), 1091-1108 Downloads View citations (4)

2006

  1. A new proxy of the average volatility of a basket of returns: A Monte Carlo study
    Economics Bulletin, 2006, 3, (15), 1-14 Downloads
  2. Interpreting the concept of joint unpredictability of asset returns: A distance approach
    Physica A: Statistical Mechanics and its Applications, 2006, 369, (2), 765-770 Downloads View citations (1)

2004

  1. Feedback, causality and distance between arma models
    Mathematics and Computers in Simulation (MATCOM), 2004, 64, (6), 679-685 Downloads View citations (1)

2002

  1. Cointegration in VAR(1) process: Characterization and testing
    Statistical Papers, 2002, 43, (3), 435-443 Downloads View citations (1)
  2. Selection of the Relevant Information Set for Predictive Relationships Analysis between Time Series
    Journal of Forecasting, 2002, 21, (8), 595-99 View citations (1)
  3. The partial autocorrelation function of a first order non-invertible moving average process
    Applied Economics Letters, 2002, 9, (1), 13-15 Downloads

2000

  1. COINTEGRATION AND DISTANCE BETWEEN INFORMATION SETS
    Econometric Theory, 2000, 16, (1), 102-111 Downloads View citations (2)
  2. On the Hsiao definition of non-causality
    Economics Letters, 2000, 66, (3), 261-264 Downloads

1998

  1. Non-causality: The role of the omitted variables
    Economics Letters, 1998, 60, (3), 317-320 Downloads View citations (15)
 
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