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Publications

by members of

Dipartimento di Scienze Statistiche "Paolo Fortunati"
Alma Mater Studiorum - Università di Bologna
Bologna, Italy

(Department of Statistics, University of Bologna))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

Undated material is listed at the end

    2008

  1. Fanelli, Luca, 2008. "Evaluating the New Keynesian Phillips Curve under VAR-Based Learning," Economics Discussion Papers 2008-15, Kiel Institute for the World Economy. [Downloadable!]

    2007

  1. Fanelli, Luca, 2007. "Evaluating the New Keynesian Phillips Curve under VAR-based learning," MPRA Paper 1616, University Library of Munich, Germany. [Downloadable!]
  2. Giulio PALOMBA & Luca FANELLI, 2007. "Simulation-Based Tests of;Forward-Looking Models Under VAR Learning Dynamics," Working Papers 298, Universita' Politecnica delle Marche (I), Dipartimento di Economia. [Downloadable!]
  3. Fanelli, Luca & Paruolo, Paolo, 2007. "Speed of Adjustment in Cointegrated Systems," MPRA Paper 9174, University Library of Munich, Germany. [Downloadable!]
  4. Elena Giarda, 2007. "The Worsening of Wage Expectations in Italy: a Study Based on Administrative data," LABORatorio R. Revelli Working Papers Series 57, LABORatorio R. Revelli, Centre for Employment Studies. [Downloadable!]

    2006

  1. Fanelli Luca & Paruolo Paolo, 2006. "Exchange rates, prices and their speed of adjustment," Economics and Quantitative Methods qf0606, Department of Economics, University of Insubria. [Downloadable!]
  2. Fanelli, Luca, 2006. "Present value relations, Granger non-causality and VAR stability," MPRA Paper 1642, University Library of Munich, Germany. [Downloadable!]
  3. Attilio Gardini & Giuseppe Cavaliere & Luca Fanelli, 2006. "Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna. [Downloadable!]
  4. Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2006. "International dynamic risk sharing," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna. [Downloadable!]
  5. Luca Fanelli, 2006. "Testing the New Keynesian Phillips Curve through Vector Autoregressive models: Results from the Euro area," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna.
  6. Giuseppe Cavaliere & Iliyan Georgiev, 2006. "Testing for unit roots in autoregressions with multiple level shifts," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna. [Downloadable!]

    2005

  1. Sergio Brasini & Marzia Freo & Giorgio Tassinari, 2005. "The effects of marketing activities on fast moving consumer good purchases: the case of yoghurt Italian market," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna. [Downloadable!]
  2. Fanelli, Luca, 2005. "Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area," MPRA Paper 1617, University Library of Munich, Germany, revised Jan 2007. [Downloadable!]
  3. Giuseppe Cavaliere and A M Robert Taylor, 2005. "Testing the Null of Co-integration in the Presence of Variance Breaks," Discussion Papers 05-10, Department of Economics, University of Birmingham.

    2004

  1. L. Fanelli & M. Mazzocchi, 2004. "Back to the future? Habits and rational addiction in UK tobacco and alcohol demand," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna. [Downloadable!]
  2. Fanelli, Luca & Cavaliere, Giuseppe & Gardini, Attilio, 2004. "Consumption risk sharing and adjustment costs," MPRA Paper 1641, University Library of Munich, Germany, revised Nov 2006. [Downloadable!]

    2003

  1. Costa, Michele, 2003. "A comparison between unidimensional and multidimensional approaches to the measurement of poverty," IRISS Working Paper Series 2003-02, IRISS at CEPS/INSTEAD. [Downloadable!]

    2002

  1. Pinuccia Calia & Carlo Filippucci & Marzia Freo & Giorgio Tassinari, 2002. "Indagine sulle matricole dell'Ateneo di Bologna nell'anno accademico 2001-2002," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna. [Downloadable!]
  2. Silvia Casadio & Alessandra Luati & Giorgio Tassinari, 2002. "Intervention analysis to assess advertising effectiveness on brand awareness," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna. [Downloadable!]
  3. Costa, Michele, 2002. "A multidimensional approach to the measurement of poverty," IRISS Working Paper Series 2002-05, IRISS at CEPS/INSTEAD. [Downloadable!]
  4. Bertocco Giancarlo & Fanelli Luca & Paruolo Paolo, 2002. "On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union," Economics and Quantitative Methods qf0223, Department of Economics, University of Insubria. [Downloadable!]
  5. G. Capuano & Luca Fanelli & Guido Pellegrini, 2002. "Incentivi o infrastrutture? Un'analisi dell'impatto delle politiche territoriali sull'economie delle regioni meridionali tramite un approccio VAR strutturale," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna.

    2001

  1. Cavaliere Giuseppe & Fanelli Luca & Paruolo Paolo, 2001. "Determining the number of cointegrating relations under rank constraints," Economics and Quantitative Methods qf0109, Department of Economics, University of Insubria. [Downloadable!]

    2000

  1. Giuseppe Cavaliere, 2000. "A Rescaled Range Statistics Approach to Unit Root Tests," Econometric Society World Congress 2000 Contributed Papers 0318, Econometric Society. [Downloadable!]

    1999

  1. Roberto Fanfani & Mario Mazzocchi, 1999. "I metodi statistici per l'analisi dei sistemi agricoli territoriali," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna. [Downloadable!]

    1997

  1. Giorgio Tassinari & Franco Tassinari, 1997. "La strada per Maastricht: i percorsi degli stati nazionali 1980-1996)," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna. [Downloadable!]

    1992

  1. Giorgio Tassinari & Alessandro Viviani, 1992. "I consumi delle famiglie italiane: un'analisi mediante sistemi di funzioni di Engel. Working Paper," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna. [Downloadable!]
  2. Susanna Mantegazza & Giorgio Tassinari, 1992. "La coerenza delle valutazioni dei consumi privati nella contabilita nazionale e nell'indagine sui bilanci delle famiglie," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna. [Downloadable!]
  3. Michele Costa & Attilio Gardini & Paolo Paruolo, 1992. "A reduced rank regression approach to tests of asset pricing," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna. [Downloadable!]
  4. Michele Costa, 1992. "Analisi fattoriale e criteri di informazione: una simulazione nell'ambito di applicazioni finanziarie," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna. [Downloadable!]
  5. Michele Costa, 1992. "The determination of the number of factors in a factor model," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna. [Downloadable!]
  6. Maurizio Brizzi, 1992. "Misure di variabilità, concentrazione e dissomiglianza come sintesi di rapporti," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna. [Downloadable!]

    Undated

  1. Luca Fanelli, . "Estimating Multi-Equational LQAC Models with I(1) Variables: a VAR Approach," Economics Working Papers 1997-7, School of Economics and Management, University of Aarhus. [Downloadable!]

Journal articles

    2008

  1. Mario Mazzocchi & Alexandra Lobb & W. Bruce Traill & Alessio Cavicchi, 2008. "Food Scares and Trust: A European Study," Journal of Agricultural Economics, Blackwell Publishing, vol. 59(1), pages 2-24, 02. [Downloadable!] (restricted)
  2. Luca Fanelli, 2008. "Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(1), pages 53-66, 02. [Downloadable!] (restricted)
  3. Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2008. "International dynamic risk sharing," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(1), pages 1-16. [Downloadable!]
  4. Giuseppe Cavaliere & A. M. Robert Taylor, 2008. "Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility," Journal of Time Series Analysis, Blackwell Publishing, vol. 29(2), pages 300-330, 03. [Downloadable!] (restricted)

    2007

  1. Fanelli, Luca, 2007. "Present Value Relations, Granger Noncausality, And Var Stability," Econometric Theory, Cambridge University Press, vol. 23(06), pages 1254-1260, September. [Downloadable!]
  2. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2007. "Testing for unit roots in time series models with non-stationary volatility," Journal of Econometrics, Elsevier, vol. 140(2), pages 919-947, October. [Downloadable!] (restricted)
  3. Cavaliere, Giuseppe & Georgiev, Iliyan, 2007. "Testing For Unit Roots In Autoregressions With Multiple Level Shifts," Econometric Theory, Cambridge University Press, vol. 23(06), pages 1162-1215, September. [Downloadable!]
  4. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2007. "Bootstrap Unit Root Tests For Time Series With Nonstationary Volatility," Econometric Theory, Cambridge University Press, vol. 24(01), pages 43-71, September. [Downloadable!]
  5. Attilio Gardini & Alessandro Magi, 2007. "Stock Market Participation: New Empirical Evidence from Italian Households'Behavior," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 66(1), pages 93-114, March.

    2006

  1. Dagum, Estela Bee & Giannerini, Simone, 2006. "A critical investigation on detrending procedures for non-linear processes," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 175-191, March. [Downloadable!] (restricted)
  2. Mario Mazzocchi & Davide Delle Monache & Alexandra E. Lobb, 2006. "A structural time series approach to modelling multiple and resurgent meat scares in Italy," Applied Economics, Taylor and Francis Journals, vol. 38(14), pages 1677-1688, August. [Downloadable!] (restricted)
  3. Mario Mazzocchi, 2006. "No News Is Good News: Stochastic Parameters versus Media Coverage Indices in Demand Models after Food Scares," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 88(3), pages 727-741, 08. [Downloadable!] (restricted)
  4. Mazzocchi, Mario, 2006. "Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2191-2205, May. [Downloadable!] (restricted)
  5. Fanelli, Luca, 2006. "Multi-equational linear quadratic adjustment cost models with rational expectations and cointegration," Journal of Economic Dynamics and Control, Elsevier, vol. 30(3), pages 445-456, March. [Downloadable!] (restricted)
  6. Luca Fanelli, 2006. "Dynamic adjustment cost models with forward-looking behaviour," Econometrics Journal, Royal Economic Society, vol. 9(1), pages 23-47, 03. [Downloadable!] (restricted)
  7. Cavaliere, Giuseppe & Fanelli, Luca & Gardini, Attilio, 2006. "Regional consumption dynamics and risk sharing in Italy," International Review of Economics & Finance, Elsevier, vol. 15(4), pages 525-542. [Downloadable!] (restricted)
  8. Giuseppe Cavaliere & A. M. Robert Taylor, 2006. "Testing the Null of Co-integration in the Presence of Variance Breaks," Journal of Time Series Analysis, Blackwell Publishing, vol. 27(4), pages 613-636, 07. [Downloadable!] (restricted)
  9. Giuseppe Cavaliere & A. M. Robert Taylor, 2006. "Testing for a Change in Persistence in the Presence of a Volatility Shift," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 761-781, December. [Downloadable!] (restricted)

    2005

  1. Alessandra Luati & Giorgio Tassinari, 2005. "Intervention analysis to identify significant exposures in pulsing advertising campaigns: an operative procedure," Computational Management Science, Springer, vol. 4(4), pages 295-308, November. [Downloadable!] (restricted)
  2. Luca Fanelli & Emanuele Bacchiocchi, 2005. "Testing the purchasing power parity through I(2) cointegration techniques," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 749-770. [Downloadable!]
  3. Giuseppe Cavaliere, 2005. "Testing mean reversion in target-zone exchange rates," Applied Economics, Taylor and Francis Journals, vol. 37(20), pages 2335-2347, November. [Downloadable!] (restricted)
  4. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2005. "Stationarity Tests Under Time-Varying Second Moments," Econometric Theory, Cambridge University Press, vol. 21(06), pages 1112-1129, September. [Downloadable!]
  5. Cavaliere, Giuseppe, 2005. "Limited Time Series With A Unit Root," Econometric Theory, Cambridge University Press, vol. 21(05), pages 907-945, August. [Downloadable!]

    2004

  1. Simone Giannerini & Rodolfo Rosa, 2004. "Assessing Chaos in Time Series: Statistical Aspects and Perspectives," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 8(2), pages 1215-1215. [Downloadable!] (restricted)
  2. Cavaliere, Giuseppe, 2004. "Testing stationarity under a permanent variance shift," Economics Letters, Elsevier, vol. 82(3), pages 403-408, March. [Downloadable!] (restricted)
  3. Cavaliere, Giuseppe, 2004. "03.3.2. The Asymptotic Distribution of the Dickey Solution," Econometric Theory, Cambridge University Press, vol. 20(04), pages 808-810, August. [Downloadable!]

    2003

  1. Michele Costa, 2003. "The factor structure of financial markets: a simulation study of the Italian case," Applied Economics Letters, Taylor and Francis Journals, vol. 10(2), pages 83-86, February. [Downloadable!] (restricted)
  2. Mario Mazzocchi, 2003. "Time-varying coefficients in the Almost Ideal Demand System: an empirical appraisal," European Review of Agricultural Economics, Oxford University Press for the Foundation for the European Review of Agricultural Economics, vol. 30(2), pages 241-270, June.
  3. Giuseppe Cavaliere, 2003. "Asymptotics for unit root tests under Markov regime-switching," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 193-216, 06. [Downloadable!] (restricted)
  4. Cavaliere, Giuseppe, 2003. "03.4.2. The Asymptotic Distribution of the Dickey Fuller Statistic under Nonnegativity Constraint," Econometric Theory, Cambridge University Press, vol. 19(04), pages 691-692, August. [Downloadable!]

    2002

  1. Henson, Spencer & Mazzocchi, Mario, 2002. " Impact of Bovine Spongiform Encephalopathy on Agribusiness in the United Kingdom: Results of an Event Study of Equity Prices," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 84(2), pages 370-86, May. [Downloadable!] (restricted)
  2. Fanelli, L & Mazzocchi, M, 2002. "A Cointegrated VECM Demand System for Meat in Italy," Applied Economics, Taylor and Francis Journals, vol. 34(13), pages 1593-1605, September. [Downloadable!] (restricted)
  3. Fanelli, Luca, 2002. "A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables," Journal of Economic Dynamics and Control, Elsevier, vol. 26(1), pages 117-139, January. [Downloadable!] (restricted)

    2001

  1. Giuseppe Cavaliere, 2001. "Testing the unit root hypothesis using generalized range statistics," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 39.

    1999

  1. Cavaliere, Guiseppe & Costa, Michele, 1999. "Firm Size and the Italian Stock Exchange," Applied Economics Letters, Taylor and Francis Journals, vol. 6(11), pages 729-34, November. [Downloadable!] (restricted)

    1997

  1. Costa, Michele & Gardini, Attilio & Paruolo, Paolo, 1997. "A Reduced Rank Regression Approach to Tests of Asset Pricing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(1), pages 163-81, February.


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This page was last updated on 2008-9-1.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.