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CEIS Research Paper

From Tor Vergata University, CEIS
CEIS - Centre for Economic and International Studies - Faculty of Economics - University of Rome "Tor Vergata" - Via Columbia, 2 00133 Roma.
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516: Three Liquid Assets Downloads
Nicola Amendola, Lorenzo Carbonari and Leo Ferraris
515: Efficient Nonparametric Estimation of Generalized Autocovariances Downloads
Alessandra Luati, Francesca Papagni and Tommaso Proietti
514: Partnership Dissolution with Cash-Constrained Agents Downloads
Guillaume Pommey
513: Pro-environmental Attitudes, Local Environmental Conditions and Recycling Behavior Downloads
Luisa Corrado, Andrea Fazio and Alessandra Pelloni
512: Pairs Trading In The Index Options Market Downloads
Marianna Brunetti and Roberta De Luca
511: Bribes, Lobbying and Industrial Structure Downloads
Roy Cerqueti, Raffaella Coppier and Gustavo Piga
510: Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas Downloads
Stefano Grassi and Francesco Violante
509: A News-based Policy Index for Italy: Expectations and Fiscal Policy Downloads
Daniela Fantozzi and Alessio Muscarnera
508: Seasonality in High Frequency Time Series Downloads
Tommaso Proietti and Diego J. Pedregal
507: Productivity, managers' social connections and the Great Recession Downloads
Iftekhar Hasan and Stefano Manfredonia
506: Estimating Risk in Illiquid Markets: a Model of Market Friction with Stochastic Volatility Downloads
Giuseppe Buccheri, Stefano Grassi and Giorgio Vocalelli
505: Corruption Bias and Information: A Study in the Lab Downloads
Germana Corrado, Luisa Corrado and Francesca Marazzi
504: The Future of the Elderly Population Health Status: Filling a Knowledge Gap Downloads
Vincenzo Atella, Federico Belotti, Kim Daejung, Dana Goldman, Tadeja Gracner, Andrea Piano Mortari and Bryan Tysinger
503: The Macroeconomic Effects of Aerospace Shocks Downloads
Luisa Corrado, Stefano Grassi and Edgar Silgado-Gómez
502: On Cointegration for Processes Integrated at Different Frequencies Downloads
Tomás del Barrio Castro, Gianluca Cubadda and Denise Osborn
501: Climate Actions and Stranded Assets: The Role of Financial Regulation and Monetary Policy Downloads
Francesca Diluiso, Barbara Annicchiarico, Matthias Kalkuhl and Jan C. Minx
500: Pre-selection in Cointegration-based Pairs Trading Downloads
Marianna Brunetti and Roberta De Luca
499: Poisson Search Downloads
Francesco De Sinopoli, Leo Ferraris and Claudia Meroni
498: ESG Investing: A Chance To Reduce Systemic Risk Downloads
Roy Cerqueti, Rocco Ciciretti, Ambrogio Dalò and Marco Nicolosi
497: The Legacy of Literacy: Evidence from Italian Regions Downloads
Roberto Basile, Carlo Ciccarelli and Peter Groote
496: A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process Downloads
Umberto Triacca, Olivier Damette and Alessandro Giovannelli
495: The Resilience of the Socially Responsible Investment Networks Downloads
Roy Cerqueti, Rocco Ciciretti, Ambrogio Dalò and Marco Nicolosi
494: A Human Capital Index for the Italian Provinces Downloads
Alessandra Pasquini and Furio Rosati
493: Does Fake News Affect Voting Behaviour? Downloads
Michele Cantarella, Nicolò Fraccaroli and Roberto Volpe
492: Peaks, Gaps, and Time Reversibility of Economic Time Series Downloads
Tommaso Proietti
491: Microdata for Macro Models: the Distributional Effects of Monetary Policy Downloads
Luisa Corrado and Daniela Fantozzi
490: Suboptimality of probability matching - A formal proof, a graphical analysis and an impulse balance interpretation Downloads
Vittorio Larocca and Luca Panaccione
489: Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach Downloads
Alessandro Giovannelli, Tommaso Proietti, Ambra Citton, Ottavio Ricchi, Cristian Tegami and Cristina Tinti
488: Elementary Facts About Immigration in Italy. What Do We Know About Immigration and Its Impact Downloads
Rama Dasi Mariani, Alessandra Pasquini and Furio Rosati
487: Financial Fragility across Europe and the US: The Role of Portfolio Choices, Household Features and Economic-institutional Setup Downloads
Marianna Brunetti, Elena Giarda and Costanza Torricelli
486: Competition Between Infinitely Many Fund Managers and Investor's Welfare Downloads
Enrico Lupi
485: Optimal Factor Taxation in A Scale Free Model of Vertical Innovation Downloads
Barbara Annicchiarico, Valentina Antonaroli and Alessandra Pelloni
484: Congestion and Incentives in the Age of Driverless Cars Downloads
Federico Boffa, Alessandro Fedele and Alberto Iozzi
483: Economic Growth and Innovation Complexity: An Empirical Estimation of a Hidden Markov Model Downloads
Alberto Bucci, Lorenzo Carbonari, Pedro Gil and Giovanni Trovato
482: Nowcasting Monthly GDP with Big Data: a Model Averaging Approach Downloads
Tommaso Proietti and Alessandro Giovannelli
481: Who did it? A European Detective Story Was it Real, Financial, Monetary and/or Institutional: Tracking Growth in the Euro Area with an Atheoretical Tool Downloads
Mariarosaria Comunale and Francesco Mongelli
480: On the Effects of Taxation on Growth: an Empirical Assessment Downloads
Marco Alfò, Lorenzo Carbonari and Giovanni Trovato
479: Optimal Correction of the Public Debt and Fiscal Resilience Measures Downloads
Barbara Annicchiarico, Fabio Di Dio and Stefano Patrì
478: Are We in The Same Boat? The Legacy of Historical Emigration on Attitudes towards Immigrants Downloads
Erminia Florio
477: Likelihood Induced by Moment Functions Using Particle Filter: a Comparison of Particle GMM and Standard MCMC Methods Downloads
Fabio Franco
476: How Does the Public Spending Affect Technical Efficiency? Some Evidence from 15 European Countries Downloads
Sabrina Auci, Laura Castellucci and Manuela Coromaldi
475: The Relative Price of Housing and Subsequent GDP Growth in the USA Downloads
Robert Waldmann
474: Identify More, Observe Less: Mediation Analysis Synthetic Control Downloads
Giovanni Mellace and Alessandra Pasquini
473: Efficient Particle MCMC with GMM likelihood representation Downloads
Fabio Franco
472: Procuring Medical Devices: Evidence from Italian Public Tenders Downloads
Vincenzo Atella and Francesco Decarolis
471: Supervisory Governance, Capture and Non-Performing Loans Downloads
Nicolò Fraccaroli
470: Health and Development Downloads
Alberto Bucci, Lorenzo Carbonari, Monia Ranalli and Giovanni Trovato
469: An Investigation of the Exchange Rate Pass-Through in the Baltic States Downloads
Mariarosaria Comunale
468: Disentangling tax evasion from inefficiency in firms tax declaration: an integrated approach Downloads
Giancarlo Ferrara, Arianna Campagna and Vincenzo Atella
467: When Particulate Matter Strikes Cities: Social Disparities and Health Costs of Air Pollution Downloads
Matilde Giaccherini, Joanna Kopinska and Alessandro Palma
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