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

Nicola Amendola, Lorenzo Carbonari and Leo Ferraris

515: Efficient Nonparametric Estimation of Generalized Autocovariances

Alessandra Luati, Francesca Papagni and Tommaso Proietti

514: Partnership Dissolution with Cash-Constrained Agents

Guillaume Pommey

513: Pro-environmental Attitudes, Local Environmental Conditions and Recycling Behavior

Luisa Corrado, Andrea Fazio and Alessandra Pelloni

512: Pairs Trading In The Index Options Market

Marianna Brunetti and Roberta De Luca

511: Bribes, Lobbying and Industrial Structure

Roy Cerqueti, Raffaella Coppier and Gustavo Piga

510: Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas

Stefano Grassi and Francesco Violante

509: A News-based Policy Index for Italy: Expectations and Fiscal Policy

Daniela Fantozzi and Alessio Muscarnera

508: Seasonality in High Frequency Time Series

Tommaso Proietti and Diego J. Pedregal

507: Productivity, managers' social connections and the Great Recession

Iftekhar Hasan and Stefano Manfredonia

506: Estimating Risk in Illiquid Markets: a Model of Market Friction with Stochastic Volatility

Giuseppe Buccheri, Stefano Grassi and Giorgio Vocalelli

505: Corruption Bias and Information: A Study in the Lab

Germana Corrado, Luisa Corrado and Francesca Marazzi

504: The Future of the Elderly Population Health Status: Filling a Knowledge Gap

Vincenzo Atella, Federico Belotti, Kim Daejung, Dana Goldman, Tadeja Gracner, Andrea Piano Mortari and Bryan Tysinger

503: The Macroeconomic Effects of Aerospace Shocks

Luisa Corrado, Stefano Grassi and Edgar Silgado-Gómez

502: On Cointegration for Processes Integrated at Different Frequencies

Tomás del Barrio Castro, Gianluca Cubadda and Denise Osborn

501: Climate Actions and Stranded Assets: The Role of Financial Regulation and Monetary Policy

Francesca Diluiso, Barbara Annicchiarico, Matthias Kalkuhl and Jan C. Minx

500: Pre-selection in Cointegration-based Pairs Trading

Marianna Brunetti and Roberta De Luca

499: Poisson Search

Francesco De Sinopoli, Leo Ferraris and Claudia Meroni

498: ESG Investing: A Chance To Reduce Systemic Risk

Roy Cerqueti, Rocco Ciciretti, Ambrogio Dalò and Marco Nicolosi

497: The Legacy of Literacy: Evidence from Italian Regions

Roberto Basile, Carlo Ciccarelli and Peter Groote

496: A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process

Umberto Triacca, Olivier Damette and Alessandro Giovannelli

495: The Resilience of the Socially Responsible Investment Networks

Roy Cerqueti, Rocco Ciciretti, Ambrogio Dalò and Marco Nicolosi

494: A Human Capital Index for the Italian Provinces

Alessandra Pasquini and Furio Rosati

493: Does Fake News Affect Voting Behaviour?

Michele Cantarella, Nicolò Fraccaroli and Roberto Volpe

492: Peaks, Gaps, and Time Reversibility of Economic Time Series

Tommaso Proietti

491: Microdata for Macro Models: the Distributional Effects of Monetary Policy

Luisa Corrado and Daniela Fantozzi

490: Suboptimality of probability matching - A formal proof, a graphical analysis and an impulse balance interpretation

Vittorio Larocca and Luca Panaccione

489: Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach

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

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

Marianna Brunetti, Elena Giarda and Costanza Torricelli

486: Competition Between Infinitely Many Fund Managers and Investor's Welfare

Enrico Lupi

485: Optimal Factor Taxation in A Scale Free Model of Vertical Innovation

Barbara Annicchiarico, Valentina Antonaroli and Alessandra Pelloni

484: Congestion and Incentives in the Age of Driverless Cars

Federico Boffa, Alessandro Fedele and Alberto Iozzi

483: Economic Growth and Innovation Complexity: An Empirical Estimation of a Hidden Markov Model

Alberto Bucci, Lorenzo Carbonari, Pedro Gil and Giovanni Trovato

482: Nowcasting Monthly GDP with Big Data: a Model Averaging Approach

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

Mariarosaria Comunale and Francesco Mongelli

480: On the Effects of Taxation on Growth: an Empirical Assessment

Marco Alfò, Lorenzo Carbonari and Giovanni Trovato

479: Optimal Correction of the Public Debt and Fiscal Resilience Measures

Barbara Annicchiarico, Fabio Di Dio and Stefano Patrì

478: Are We in The Same Boat? The Legacy of Historical Emigration on Attitudes towards Immigrants

Erminia Florio

477: Likelihood Induced by Moment Functions Using Particle Filter: a Comparison of Particle GMM and Standard MCMC Methods

Fabio Franco

476: How Does the Public Spending Affect Technical Efficiency? Some Evidence from 15 European Countries

Sabrina Auci, Laura Castellucci and Manuela Coromaldi

475: The Relative Price of Housing and Subsequent GDP Growth in the USA

Robert Waldmann

474: Identify More, Observe Less: Mediation Analysis Synthetic Control

Giovanni Mellace and Alessandra Pasquini

473: Efficient Particle MCMC with GMM likelihood representation

Fabio Franco

472: Procuring Medical Devices: Evidence from Italian Public Tenders

Vincenzo Atella and Francesco Decarolis

471: Supervisory Governance, Capture and Non-Performing Loans

Nicolò Fraccaroli

470: Health and Development

Alberto Bucci, Lorenzo Carbonari, Monia Ranalli and Giovanni Trovato

469: An Investigation of the Exchange Rate Pass-Through in the Baltic States

Mariarosaria Comunale

468: Disentangling tax evasion from inefficiency in firms tax declaration: an integrated approach

Giancarlo Ferrara, Arianna Campagna and Vincenzo Atella

467: When Particulate Matter Strikes Cities: Social Disparities and Health Costs of Air Pollution

Matilde Giaccherini, Joanna Kopinska and Alessandro Palma