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Publications

by alumni of

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

(Department of Statistical Sciences, University of Bologna)

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.


| Working papers | Journal articles | Books | Chapters |

Working papers

2025

  1. Giuseppe Cavaliere & Thomas Mikosch & Anders Rahbek & Frederik Vilandt, 2025. "Beyond the Mean: Limit Theory and Tests for Infinite-Mean Autoregressive Conditional Durations," Papers 2505.06190, arXiv.org.

2024

  1. Giuseppe Cavaliere & Iliyan Georgiev & Edoardo Zanelli, 2024. "Parameters on the boundary in predictive regression," Papers 2409.12611, arXiv.org.
  2. Giuseppe Cavaliere & Graziano Moramarco & Alireza Naghavi, 2024. "Intellectual Property Rights and the Efficiency of International Production Networks: Evidence from the Automotive Industry," Development Working Papers 492, Centro Studi Luca d'Agliano, University of Milano.
  3. Giovanni Angelini & Luca Fanelli & Luca Neri, 2024. "Invalid proxies and volatility changes," Papers 2403.08753, arXiv.org, revised Feb 2025.

2023

  1. Giuseppe Cavaliere & Thomas Mikosch & Anders Rahbek & Frederik Vilandt, 2023. "Asymptotics for the Generalized Autoregressive Conditional Duration Model," Papers 2307.01779, arXiv.org.
  2. Andrea Bonfatti & Elena Giarda, 2023. "Energy price increases and mitigation policies: Redistributive effects on Italian households," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0092, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  3. Francesco Angelini & Massimiliano Castellani & Simone Giannerini & Greta Goracci, 2023. "Testing for Threshold Effects in Presence of Heteroskedasticity and Measurement Error with an application to Italian Strikes," Papers 2308.00444, arXiv.org.

2022

  1. H. Peter Boswijk & Giuseppe Cavaliere & Luca De Angelis & A. M. Robert Taylor, 2022. "Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models," Papers 2202.02532, arXiv.org.
  2. Giovanni Angelini & Giuseppe Cavaliere & Enzo D'Innocenzo & Luca De Angelis, 2022. "Time-Varying Poisson Autoregression," Papers 2207.11003, arXiv.org.
  3. Giuseppe Cavaliere & S'ilvia Gonc{c}alves & Morten {O}rregaard Nielsen & Edoardo Zanelli, 2022. "Bootstrap inference in the presence of bias," Papers 2208.02028, arXiv.org, revised Nov 2023.
  4. Giuseppe Cavaliere & Thomas Mikosch & Anders Rahbek & Frederik Vilandt, 2022. "The Econometrics of Financial Duration Modeling," Papers 2208.02098, arXiv.org, revised Dec 2022.
  5. Matteo Barigozzi & Giuseppe Cavaliere & Graziano Moramarco, 2022. "Factor Network Autoregressions," Papers 2208.02925, arXiv.org, revised Apr 2025.
  6. Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli, 2022. "An identification and testing strategy for proxy-SVARs with weak proxies," Papers 2210.04523, arXiv.org, revised Oct 2023.
  7. Giovanni Angelini & Luca Fanelli & Marco M. Sorge, 2022. "Is Time an Illusion? A Bootstrap Likelihood Ratio Approach to Testing Shock Transmission Delays in DSGE Models," CSEF Working Papers 653, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  8. Gery Andr'es D'iaz Rubio & Simone Giannerini & Greta Goracci, 2022. "A multivariate extension of the Misspecification-Resistant Information Criterion," Papers 2202.09225, arXiv.org.
  9. Greta Goracci & Davide Ferrari & Simone Giannerini & Francesco ravazzolo, 2022. "Robust estimation for Threshold Autoregressive Moving-Average models," Papers 2211.08205, arXiv.org.

2021

  1. H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & Iliyan Georgiev, 2021. "Bootstrapping Non-Stationary Stochastic Volatility," Papers 2101.03562, arXiv.org.
  2. Giuseppe Cavaliere & Ye Lu & Anders Rahbek & Jacob St{ae}rk-{O}stergaard, 2021. "Bootstrap Inference for Hawkes and General Point Processes," Papers 2104.03122, arXiv.org, revised Sep 2021.
  3. Giuseppe Cavaliere & Indeewara Perera & Anders Rahbek, 2021. "Specification tests for GARCH processes," Papers 2105.14081, arXiv.org.
  4. Giuseppe Cavaliere & Zeng-Hua Lu & Anders Rahbek & Yuhong Yang, 2021. "MinP Score Tests with an Inequality Constrained Parameter Space," Papers 2107.06089, arXiv.org.
  5. Matteo Barigozzi & Giuseppe Cavaliere & Lorenzo Trapani, 2021. "Inference in heavy-tailed non-stationary multivariate time series," Papers 2107.13894, arXiv.org.
  6. Luca Fanelli & Antonio Marsi, 2021. "Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks," Working Papers wp1164, Dipartimento Scienze Economiche, Universita' di Bologna.
  7. Greta Goracci & Simone Giannerini & Kung-Sik Chan & Howell Tong, 2021. "Testing for threshold effects in the TARMA framework," Papers 2103.13977, arXiv.org.
  8. Valdemar J. Wesz Junior & Simone Piras & Catia Grisa & Stefano Ghinoi, 2021. "Assessing Brazilian agri-food policies: what impact on family farms?," Papers 2105.14996, arXiv.org.
  9. Giuseppe Lucio Gaeta & Stefano Ghinoi & Matteo Masotti & Francesco Silvestri, 2021. "Economics research and climate change. A Scopus-based bibliometric investigation," SEEDS Working Papers 0321, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Apr 2021.

2020

  1. Enzo D'Innocenzo & Alessandra Luati & Mario Mazzocchi, 2020. "A Robust Score-Driven Filter for Multivariate Time Series," Papers 2009.01517, arXiv.org, revised Aug 2022.
  2. Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor, 2020. "Adaptive Inference in Heteroskedastic Fractional Time Series Models," CREATES Research Papers 2020-08, Department of Economics and Business Economics, Aarhus University.
  3. Giuseppe Cavaliere & Heino Bohn Nielsen & Anders Rahbek, 2020. "An Introduction To Bootstrap Theory In Time Series Econometrics," Discussion Papers 20-02, University of Copenhagen. Department of Economics.
  4. Matteo Barigozzi & Giuseppe Cavaliere & Lorenzo Trapani, 2020. "Determining the rank of cointegration with infinite variance," Discussion Papers 20/01, University of Nottingham, Granger Centre for Time Series Econometrics.
  5. Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2020. "Financial fragility across Europe and the US: The role of portfolio choices, household features and economic-institutional setup," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0081, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  6. Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," Working Papers wp1151, Dipartimento Scienze Economiche, Universita' di Bologna.
  7. Kung-Sik Chan & Simone Giannerini & Greta Goracci & Howell Tong, 2020. "Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis," Papers 2002.09968, arXiv.org, revised Nov 2021.

2019

  1. Sara Capacci & Olivier Allais & Celine Bonnet & Mario Mazzocchi, 2019. "The impact of the French soda tax on prices and purchases. An ex post evaluation," Post-Print hal-03275507, HAL.
  2. Giuseppe Cavaliere & Iliyan Georgiev, 2019. "Inference under random limit bootstrap measures," Papers 1911.12779, arXiv.org, revised Dec 2019.
  3. Giuseppe Cavaliere & Anders Rahbek, 2019. "A Primer On Bootstrap Testing Of Hypotheses In Time Series Models: With An Application To Double Autoregressive Models," Discussion Papers 19-03, University of Copenhagen. Department of Economics.
  4. Elizabeth Jane Casabianca & Elena Giarda, 2019. "Short-term household income mobility before and after the Great Recession: A four-country study," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0076, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  5. Elizabeth Jane Casabianca & Michele Catalano & Lorenzo Forni & Elena Giarda & Simone Passeri, 2019. "An Early Warning System for banking crises: From regression-based analysis to machine learning techniques," "Marco Fanno" Working Papers 0235, Dipartimento di Scienze Economiche "Marco Fanno".

2018

  1. Laura Cornelsen & Mario Mazzocchi & Richard Smith, 2018. "Between preferences and references: Evidence from Great Britain on asymmetric price elasticities," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  2. Giuseppe Cavaliere & Heino Bohn Nielsen & Rasmus Søndergaard Pedersen & Anders Rahbek, 2018. "Bootstrap Inference On The Boundary Of The Parameter Space With Application To Conditional Volatility Models," Discussion Papers 18-10, University of Copenhagen. Department of Economics.
  3. Massimo Baldini & Elizabeth J. Casabianca & Elena Giarda & Lorenzo Lusignoli, 2018. "The impact of REI on Italian households’ income: A micro and macro evaluation," Center for the Analysis of Public Policies (CAPP) 0162, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  4. Massimo Baldini & Elizabeth J. Casabianca & Elena Giarda & Lorenzo Lusignoli, 2018. "The impact of REI on Italian households’ income: A micro and macro evaluation," Department of Economics 0126, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  5. G. Angelini & L. Fanelli, 2018. "Identification and estimation issues in Structural Vector Autoregressions with external instruments," Working Papers wp1122, Dipartimento Scienze Economiche, Universita' di Bologna.
  6. Angelini, Giovanni & Fanelli, Luca, 2018. "Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments," MPRA Paper 93864, University Library of Munich, Germany, revised May 2019.
  7. Ghinoi, S. & Piras, S. & Wesz, V.J.J., 2018. "Political debates and agricultural financing policies. Evaluating the crea-tion of Brazil s Pronaf through Discourse Network Analysis," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277274, International Association of Agricultural Economists.

2017

  1. Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor, 2017. "Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form," CREATES Research Papers 2017-02, Department of Economics and Business Economics, Aarhus University.
  2. Giovanni Angelini & Emanuele Bacchiocchi & Giovanni Caggiano & Luca Fanelli, 2017. "Uncertainty Across Volatility Regimes," CESifo Working Paper Series 6799, CESifo.

2016

  1. Giuseppe Cavaliere & Iliyan Georgiev & Robert Taylor, 2016. "Unit root inference for non-stationary linear processes driven by infinite variance innovations," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  2. Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli, 2016. "Bootstrapping DSGE models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
  3. Giuseppe Cavaliere & Luca De Angelis & Luca Fanelli, 2016. "Co-integration rank determination in partial systems using information criteria," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.
  4. Giuseppe Cavaliere & Heino Bohn Nielsen & Anders Rahbek, 2016. "On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space," Quaderni di Dipartimento 6, Department of Statistics, University of Bologna.
  5. Cavaliere, G & De Angelis, L & Rahbek, A & Taylor, AMR, 2016. "Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order," Essex Finance Centre Working Papers 17454, University of Essex, Essex Business School.
  6. Skrobotov Anton & Cavaliere Giuseppe & Taylor Robert, 2016. "Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility," Working Papers wpaper-2016-269, Gaidar Institute for Economic Policy, revised 2016.
  7. Emanuele Bacchiocchi & Efrem Castelnuovo & Luca Fanelli, 2016. "Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S," Melbourne Institute Working Paper Series wp2016n31, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

2015

  1. Mazzocchi, Mario & Irz, Xavier & Modugno, Lucia & Traill, W. Bruce, 2015. "Too late to get healthy? A behavioural analysis of the diet-health relationship in the older Italian population," 2015 Conference, August 9-14, 2015, Milan, Italy 229070, International Association of Agricultural Economists.
  2. Xavier Irz & Mario Mazzocchi & Vincent Requillart & Louis-Georges Soler, 2015. "Research in Food Economics: past trends and new challenges," Post-Print hal-01884941, HAL.
  3. Arianna Agosto & Giuseppe Cavaliere & Dennis Kristensen & Anders Rahbek, 2015. "Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)," CREATES Research Papers 2015-11, Department of Economics and Business Economics, Aarhus University.
  4. Giuseppe Cavaliere & Iliyan Georgiev & A.M. Robert Taylor, 2015. "Sieve-based inference for infinite-variance linear processes," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.
  5. Elena Giarda & Gloria Moroni, 2015. "‘It’s a trap!’ The degree of poverty persistence in Italy and Europe," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0055, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  6. M. Castellani & L. Fanelli & M. Savioli, 2015. "Government fiscal efforts vs. labour union strikes. Strategic substitutes or complements?," Working Papers wp1013, Dipartimento Scienze Economiche, Universita' di Bologna.
  7. Giovanni Angelini & Luca Fanelli Fanelli, 2015. "Misspecification and Expectations Correction in New Keynesian DSGE Models," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  8. Luca Fanelli & Marco M. Sorge, 2015. "Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?," CSEF Working Papers 402, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  9. F. Marta L. Di Lascio & Simone Giannerini, 2015. "Clustering dependent observations with copula functions," BEMPS - Bozen Economics & Management Paper Series BEMPS32, Faculty of Economics and Management at the Free University of Bozen.
  10. Silvestri, Francesco & Ghinoi, Stefano, 2015. "Municipal Waste Selection and Disposal: Evidences from Lombardy," Climate Change and Sustainable Development 198713, Fondazione Eni Enrico Mattei (FEEM).
  11. Matteo Di Cristofaro & Valentina Fiordelmondo & Stefano Ghinoi & Margherita Russo, 2015. "Promozione del sistema dei poli di innovazione nello spazio web: analisi dei contenuti e delle reti di relazioni virtuali," Department of Economics 0074, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".

2014

  1. Mazzocchi, Mario & Irz, Xavier & Modugno, Lucia & Traill, W Bruce, 2014. "A behavioural analysis of the diet-health relationship in the older Italian population," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France 170497, Agricultural Economics Society.
  2. S. Capacci & A. E. Scorcu & L. Vici, 2014. "Eco labels and tourism flows: How much is a Blue Flag worth?," Working Papers wp917, Dipartimento Scienze Economiche, Universita' di Bologna.
  3. S. Capacci & E. Randon & A. E. Scorcu, 2014. "Luck vs Skill in Gambling over the Recession. Evidence from Italy," Working Papers wp918, Dipartimento Scienze Economiche, Universita' di Bologna.
  4. Giuseppe Cavaliere & Morten Ørregaard Nielsen & A.M. Robert Taylor, 2014. "Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets," CREATES Research Papers 2014-22, Department of Economics and Business Economics, Aarhus University.
  5. Efrem Castelnuovo & Luca Fanelli, 2014. "Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test," Melbourne Institute Working Paper Series wp2014n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  6. Margherita Russo & Francesco Silvestri & Valentina Fiordelmondo & Annalisa Caloffi & Federica Rossi & Stefano Ghinoi & Antonio Kaulard, 2014. "Politiche di innovazione e trasferimento tecnologico in Toscana. Ricognizione degli strumenti attivati nel periodo 2000-2013," Department of Economics 0044, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  7. Margherita Russo & Francesco Silvestri & Valentina Fiordelmondo & Annalisa Caloffi & Federica Rossi & Stefano Ghinoi & Antonio Kaulard, 2014. "Politiche a sostegno del sistema di ricerca e sviluppo in Danimarca, Finlandia, Francia, Germania, Italia, Spagna e Svezia," Department of Economics 0045, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".

2013

  1. Giuseppe Cavaliere & Iliyan Georgiev, 2013. "Exploiting infinite variance through Dummy Variables in non-stationary autoregressions," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  2. Giuseppe Cavaliere & Luca De Angelis & Anders Rahbek & A.M.Robert Taylor, 2013. "A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.
  3. H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A.M. Robert Taylor, 2013. "Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions," Discussion Papers 13-13, University of Copenhagen. Department of Economics.
  4. Cavaliere, Giuseppe & Taylor, A. M. Robert & Trenkler, Carsten, 2013. "Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates," Working Papers 32993, University of Mannheim, Department of Economics.
  5. Gunnar Bårdsen & Luca Fanelli, 2013. "Frequentist evaluation of small DSGE models," Working Paper Series 14113, Department of Economics, Norwegian University of Science and Technology.
  6. Massimiliano Castellani & Luca Fanelli & Marco Savioli, 2013. "Government Fiscal Efforts vs. Labour Union Strikes: It Takes Two to Tango," Working Paper series 33_13, Rimini Centre for Economic Analysis, revised Jan 2014.
  7. Leucci, A. C. & Ghinoi, S. & Sgargi, D. & Wesz, V. J., Jr., 2013. "Variation and links among food and energy international prices. An analysis through VAR models from 2000 to 2012," 2013 Second Congress, June 6-7, 2013, Parma, Italy 149923, Italian Association of Agricultural and Applied Economics (AIEAA).
  8. Silvestri, Francesco & Ghinoi, Stefano & Barone, Vincenzo, 2013. "Nautical Tourism, Carrying Capacity and Environmental Externality in the Lagoon of Marano and Grado," Climate Change and Sustainable Development 158666, Fondazione Eni Enrico Mattei (FEEM).

2012

  1. Capacci, Sara & Mazzocchi, Mario & Shankar, Bhavani, 2012. "Evaluation With Inadequate Data: The Impact Of The French Vending Machine Ban," 2012 AAEA/EAAE Food Environment Symposium 123198, Agricultural and Applied Economics Association.
  2. Capacci, Sara & Mazzocchi, Mario & Shankar, Bhavani, 2012. "The regional price of junk foods relative to healthy foods in the UK: indirect estimation of a time series, 1997-2009," 86th Annual Conference, April 16-18, 2012, Warwick University, Coventry, UK 134720, Agricultural Economics Society.
  3. Ragona, Maddalena & Mazzocchi, Mario & Rose, Martin, 2012. "Regulatory impact assessment of food safety policies: A preliminary study on alternative EU interventions on dioxins," 86th Annual Conference, April 16-18, 2012, Warwick University, Coventry, UK 135093, Agricultural Economics Society.
  4. Ragona, Maddalena & Mazzocchi, Mario & Alldrick, A.J., 2012. "Multi-criteria analysis for the impact assessment of food safety policies: The case of EU regulation on dietary arsenic," 2012 First Congress, June 4-5, 2012, Trento, Italy 124122, Italian Association of Agricultural and Applied Economics (AIEAA).
  5. Sara Capacci, 2012. "Harmonizing data from the UK expenditure and food survey and the National food survey: an application to fruit and vegetable demand," Quaderni di Dipartimento 2, Department of Statistics, University of Bologna.
  6. Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2012. "Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models," CREATES Research Papers 2012-36, Department of Economics and Business Economics, Aarhus University.
  7. Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor, 2012. "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Cowles Foundation Discussion Papers 1844, Cowles Foundation for Research in Economics, Yale University.
  8. Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2012. "Is financial fragility a matter of illiquidity? An appraisal for Italian households," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0032, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  9. Emanuele BACCHIOCCHI & Luca FANELLI, 2012. "Identification in structural vector autoregressive models with structural changes," Departmental Working Papers 2012-016, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  10. Emanuele BACCHIOCCHI & Luca FANELLI, 2012. "Identification in structural vector autoregressive models with structural changes," Departmental Working Papers 2012-16, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.

2011

  1. Giuseppe Cavaliere & Iliyan Georgiev & A.M.Robert Taylor, 2011. "Wild bootstrap of the mean in the infinite variance case," Quaderni di Dipartimento 5, Department of Statistics, University of Bologna.
  2. Giuseppe Cavaliere & Anders Rahbek & Taylor A.M.Robert, 2011. "Bootstrap determination of the co-integration rank in VAR models," Quaderni di Dipartimento 9, Department of Statistics, University of Bologna.
  3. Luca Fanelli, 2011. "Robust identification conditions for determinate and indeterminate linear rational expectations models," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  4. Efrem Castelnuovo & Luca Fanelli, 2011. "Monetary policy indeterminacy in the U.S.: results from a classical test," Quaderni di Dipartimento 8, Department of Statistics, University of Bologna.

2010

  1. Guiseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2010. "Bootstrap Sequential Determination of the Co-integration Rank in VAR Models," CREATES Research Papers 2010-07, Department of Economics and Business Economics, Aarhus University.
  2. Giuseppe Cavaliere & A. M. Robert Taylor & Carsten Trenkler, 2010. "Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion," Discussion Papers 10/04, University of Nottingham, Granger Centre for Time Series Econometrics.
  3. Elena Giarda, 2010. "Persistency of financial distress amongst Italian households: evidence from dynamic probit models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
  4. Luca Fanelli, 2010. "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.

2009

  1. Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2009. "Co-integration Rank Testing under Conditional Heteroskedasticity," CREATES Research Papers 2009-22, Department of Economics and Business Economics, Aarhus University.
  2. Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2009. "Co-integration rank tests under conditional heteroskedasticity," Discussion Papers 09/02, University of Nottingham, Granger Centre for Time Series Econometrics.
  3. Luca Fanelli, 2009. "Estimation of quasi-rational DSGE monetary models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.

2008

  1. Ragona, Maddalena & Mazzocchi, Mario, 2008. "Impact Evaluation of Food Safety Regulations: A Review of Quantitative Methods," 110th Seminar, February 18-22, 2008, Innsbruck-Igls, Austria 49887, European Association of Agricultural Economists.
  2. Capacci, Sara & Mazzocchi, Mario & Liu, Y., 2008. "Diet quality and income in Rural and Urban China: evidence from the Health and Nutrition Survey," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 43638, European Association of Agricultural Economists.
  3. Ragona, Maddalena & Mazzocchi, Mario, 2008. "Measuring the Impacts of Food Safety Regulations: A Methodological Review," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 43864, European Association of Agricultural Economists.
  4. Mazzocchi, Mario & Traill, W. Bruce, 2008. "A structural model of wealth, obesity and health in the UK," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 43968, European Association of Agricultural Economists.
  5. Fanelli Luca & Mario Mazzocchi, 2008. "Rational Addiction, Cointegration and Tobacco and Alcohol Demand," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  6. Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2008. "Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility," CREATES Research Papers 2008-50, Department of Economics and Business Economics, Aarhus University.
  7. Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A.M. Robert Taylor, 2008. "Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility," CREATES Research Papers 2008-62, Department of Economics and Business Economics, Aarhus University.

2007

  1. Mazzocchi, Mario & Traill, W. Bruce, 2007. "Calories, Obesity and Health in OECD Countries," 81st Annual Conference, April 2-4, 2007, Reading University, UK 7972, Agricultural Economics Society.
  2. 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.
  3. Luca FANELLI & Giulio PALOMBA, 2007. "Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics," Working Papers 298, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  4. Fanelli, Luca, 2007. "Evaluating the New Keynesian Phillips Curve under VAR-based learning," MPRA Paper 1616, University Library of Munich, Germany.
  5. Fanelli, Luca & Paruolo, Paolo, 2007. "Speed of Adjustment in Cointegrated Systems," MPRA Paper 9174, University Library of Munich, Germany.

2006

  1. Lobb, Alexandra E. & Mazzocchi, Mario & Traill, W. Bruce, 2006. "Risk perception and chicken consumption in the avian flu age - a consumer behaviour study on food safety information," 2006 Annual meeting, July 23-26, Long Beach, CA 21464, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  2. Lobb, Alexandra E. & Mazzocchi, Mario, 2006. "The Country of Origin of Food: Consumer Perceptions of Safety and the Issue of Trust," 99th Seminar, February 8-10, 2006, Bonn, Germany 7728, European Association of Agricultural Economists.
  3. Mazzocchi, Mario & Lobb, Alexandra E. & Traill, W. Bruce, 2006. "THE SPARTA Model: An Econometric Analysis of Consumer Behaviour under Risk," 99th Seminar, February 8-10, 2006, Bonn, Germany 7763, European Association of Agricultural Economists.
  4. Holloway, Garth J. & Mazzocchi, Mario & Perali, Carlo Federico, 2006. "New Results On Censored Regression with Applications to Transactions Costs, Household Decisions and Food Purchases," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25293, International Association of Agricultural Economists.
  5. Mazzocchi, Mario & Lobb, Alexandra E. & Traill, W. Bruce, 2006. "Food Scares and Consumer Behaviour: A European Perspective," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25613, International Association of Agricultural Economists.
  6. Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2006. "International dynamic risk sharing," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna.
  7. 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.
  8. 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.
  9. Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2006. "International dynamic risk sharing," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  10. Giuseppe Cavaliere & Iliyan Georgiev, 2006. "Testing for unit roots in autoregressions with multiple level shifts," Quaderni di Dipartimento 2, Department of Statistics, University of Bologna.
  11. 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.
  12. Giuseppe Cavaliere & A. M. Robert Taylor, 2006. "Testing for a change in persistence in the presence of non-stationary volatility," Discussion Papers 06/04, University of Nottingham, Granger Centre for Time Series Econometrics.
  13. 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.
  14. 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.
  15. Fanelli Luca & Paruolo Paolo, 2006. "Exchange rates, prices and their speed of adjustment," Economics and Quantitative Methods qf0607, Department of Economics, University of Insubria.
  16. Fanelli, Luca, 2006. "Present value relations, Granger non-causality and VAR stability," MPRA Paper 1642, University Library of Munich, Germany.

2005

  1. Mazzocchi, Mario & Lobb, Alexandra E., 2005. "A Latent-Variable Approach to Modelling Multiple and Resurgent Meat Scares in Italy," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24509, European Association of Agricultural Economists.
  2. Giuseppe Cavaliere & 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. Mazzocchi, Mario, 2004. "Modeling the Impact of Food Safety Information with No Information," 2004 Annual meeting, August 1-4, Denver, CO 20252, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  2. Mazzocchi, Mario, 2004. "Food Scares and Demand Recovery Patterns: An Econometric Investigation," 84th Seminar, February 8-11, 2004, Zeist, The Netherlands 24990, European Association of Agricultural Economists.
  3. 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.
  4. 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.
  5. Fanelli, Luca & Cavaliere, Giuseppe & Gardini, Attilio, 2004. "Consumption risk sharing and adjustment costs," MPRA Paper 1641, University Library of Munich, Germany, revised Nov 2006.

2003

  1. Giuseppe Cavaliere, 2003. "Limited time series with a unit root," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  2. Giuseppe Cavaliere, 2003. "Unit root tests under time-varying variances," Quaderni di Dipartimento 2, Department of Statistics, University of Bologna.

2002

  1. Mazzocchi, Mario & Stefani, Gianluca, 2002. "Consumer Welfare and the Loss Induced by Withheld Information: The Case of BSE in Italy," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24927, European Association of Agricultural Economists.
  2. 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.
  3. 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.
  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.

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.

2000

  1. Moro, Daniele & Sckokai, Paolo & Mazzocchi, Mario, 2000. "A New Strategy For Testing Convergence In Tastes," 2000 Annual meeting, July 30-August 2, Tampa, FL 21759, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  2. Giuseppe Cavaliere, 2000. "A Rescaled Range Statistics Approach to Unit Root Tests," Econometric Society World Congress 2000 Contributed Papers 0318, Econometric Society.

1999

  1. Montresor, Elisa & Mazzocchi, Mario & Zanchini, Alessandra, 1999. "Regional institutions and competitiveness dynamics of typical and quality products in the new EU scenery," 67th Seminar, October 28-30, 1999, LeMans, France 241043, European Association of Agricultural Economists.
  2. 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.
  3. Roberto Fanfani & Mario Mazzocchi, 1999. "I metodi statistici per l'analisi dei sistemi agricoli territoriali," Quaderni di Dipartimento 2, Department of Statistics, University of Bologna.

Journal articles

2025

  1. Elena Benedetti & Beatrice Biondi & Silvia De Nicolò & Mario Mazzocchi, 2025. "A Structured, Collaborative and Open Access Database of Food Policies in Europe: Introducing EU F‐POD," EuroChoices, The Agricultural Economics Society, vol. 24(1), pages 56-65, April.
  2. Giuseppe Cavaliere & Thomas Mikosch & Anders Rahbek & Frederik Vilandt, 2025. "A Comment on: “Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data”," Econometrica, Econometric Society, vol. 93(2), pages 719-729, March.
  3. Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2025. "Financial Fragility Across Europe: Is it the Household or the Country that Matters?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 176(2), pages 799-850, January.
  4. Giovanni Angelini & Luca Fanelli & Marco M. Sorge, 2025. "Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models," Computational Economics, Springer;Society for Computational Economics, vol. 65(5), pages 2477-2503, May.
  5. Francesco Angelini & Massimiliano Castellani & Simone Giannerini & Greta Goracci, 2025. "Testing for Threshold Effects in the Presence of Heteroskedasticity and Measurement Error With an Application to Italian Strikes," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 87(3), pages 659-689, June.
  6. Sohns, Franziska & Ghinoi, Stefano & Langosch, Magdalena, 2025. "Corrigendum to “The effect of public tolerance towards corruptive behaviour on healthcare efficiency and equity – The case of the UK's COVID-19 vaccination programme” [Soc. Sci. Med. Volume 361, Novem," Social Science & Medicine, Elsevier, vol. 369(C).

2024

  1. Biondi, Beatrice & Mazzocchi, Mario, 2024. "An empirical analysis of the effect of economic activity and COVID-19 restrictions on road traffic accidents in Italy," Socio-Economic Planning Sciences, Elsevier, vol. 92(C).
  2. Angelini, Giovanni & Cavaliere, Giuseppe & Fanelli, Luca, 2024. "An identification and testing strategy for proxy-SVARs with weak proxies," Journal of Econometrics, Elsevier, vol. 238(2).
  3. Cavaliere, Giuseppe & Mikosch, Thomas & Rahbek, Anders & Vilandt, Frederik, 2024. "Tail behavior of ACD models and consequences for likelihood-based estimation," Journal of Econometrics, Elsevier, vol. 238(2).
  4. Matteo Barigozzi & Giuseppe Cavaliere & Lorenzo Trapani, 2024. "Inference in Heavy-Tailed Nonstationary Multivariate Time Series," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 119(545), pages 565-581, January.
  5. Giuseppe Cavaliere & Sílvia Gonçalves & Morten Ørregaard Nielsen & Edoardo Zanelli, 2024. "Bootstrap Inference in the Presence of Bias," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 119(548), pages 2908-2918, October.
  6. Giuseppe Cavaliere & Indeewara Perera & Anders Rahbek, 2024. "Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(1), pages 197-214, January.
  7. Giannerini, Simone & Goracci, Greta & Rahbek, Anders, 2024. "The validity of bootstrap testing for threshold autoregression," Journal of Econometrics, Elsevier, vol. 239(1).
  8. Cecilia Correggi & Paolo Di Toma & Stefano Ghinoi, 2024. "Rethinking dynamic capabilities in light of sustainability: A bibliometric analysis," Business Strategy and the Environment, Wiley Blackwell, vol. 33(8), pages 7990-8016, December.
  9. Sohns, Franziska & Ghinoi, Stefano & Langosch, Magdalena, 2024. "The effect of public tolerance towards corruptive behaviour on healthcare efficiency and equity – The case of the UK's COVID-19 vaccination programme," Social Science & Medicine, Elsevier, vol. 361(C).
  10. Valdemar João Wesz Junior & Simone Piras & Catia Grisa & Stefano Ghinoi, 2024. "Agri-Food Policies and Family Farms’ Commercialization: Insights from Brazil," Sustainability, MDPI, vol. 16(24), pages 1-21, December.
  11. Stefano Ghinoi & Riccardo Vita & Bodo Steiner & Alessandro Sinatra, 2024. "Family firm network strategies in regional clusters: evidence from Italy," Small Business Economics, Springer, vol. 62(1), pages 87-103, January.

2023

  1. Enzo D’Innocenzo & Alessandra Luati & Mario Mazzocchi, 2023. "A robust score-driven filter for multivariate time series," Econometric Reviews, Taylor & Francis Journals, vol. 42(5), pages 441-470, May.
  2. Cavaliere, Giuseppe & Lu, Ye & Rahbek, Anders & Stærk-Østergaard, Jacob, 2023. "Bootstrap inference for Hawkes and general point processes," Journal of Econometrics, Elsevier, vol. 235(1), pages 133-165.
  3. H. Peter Boswijk & Giuseppe Cavaliere & Luca De Angelis & A. M. Robert Taylor, 2023. "Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models," Econometric Reviews, Taylor & Francis Journals, vol. 42(9-10), pages 725-757, November.
  4. Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2023. "Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 95-122, February.
  5. Simone Giannerini & Greta Goracci, 2023. "Entropy-Based Tests for Complex Dependence in Economic and Financial Time Series with the R Package tseriesEntropy," Mathematics, MDPI, vol. 11(3), pages 1-27, February.
  6. Barone, Vincenzo & Gaeta, Giuseppe Lucio & Ghinoi, Stefano & Silvestri, Francesco, 2023. "LEADER local action groups and inner areas. An Italian case study," Evaluation and Program Planning, Elsevier, vol. 101(C).
  7. Elena Prodi & Stefano Ghinoi & Lauretta Rubini & Francesco Silvestri, 2023. "Do informal institutions matter for the economic resilience of European regions? A study of the post-2008 shock," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 40(1), pages 189-223, April.

2022

  1. Mazzocchi, Mario & Capacci, Sara & Biondi, Beatrice, 2022. "Causal inference on the impact of nutrition policies using observational data," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 11(01), April.
  2. Cavaliere, Giuseppe & Nielsen, Heino Bohn & Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2022. "Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models," Journal of Econometrics, Elsevier, vol. 227(1), pages 241-263.
  3. Giuseppe Cavaliere & Morten Ørregaard Nielsen & A. M. Robert Taylor, 2022. "Adaptive Inference in Heteroscedastic Fractional Time Series Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 50-65, January.
  4. Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli, 2022. "Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 3-22, January.
  5. Casabianca, Elizabeth Jane & Catalano, Michele & Forni, Lorenzo & Giarda, Elena & Passeri, Simone, 2022. "A machine learning approach to rank the determinants of banking crises over time and across countries," Journal of International Money and Finance, Elsevier, vol. 129(C).
  6. Marco Brandolini & Federica Coroneo & Elena Giarda & Cristiana Moriconi & Sarah Grace See, 2022. "Differences in Perceptions of the Housing Cost Burden Among European Countries," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(4), pages 1-5.
  7. Fanelli, Luca & Marsi, Antonio, 2022. "Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks," European Economic Review, Elsevier, vol. 150(C).
  8. Caloffi, Annalisa & Freo, Marzia & Ghinoi, Stefano & Mariani, Marco & Rossi, Federica, 2022. "Assessing the effects of a deliberate policy mix: The case of technology and innovation advisory services and innovation vouchers," Research Policy, Elsevier, vol. 51(6).

2021

  1. Biondi, Beatrice & Castiglione, Concetta & Mazzocchi, Mario, 2021. "Demand drivers and changes in food-related emissions in the UK: A decomposition approach," Ecological Economics, Elsevier, vol. 188(C).
  2. Fattore, Giovanni & Federici, Carlo & Drummond, Michael & Mazzocchi, Mario & Detzel, Patrick & Hutton, Zsuzsa V & Shankar, Bhavani, 2021. "Economic evaluation of nutrition interventions: Does one size fit all?," Health Policy, Elsevier, vol. 125(9), pages 1238-1246.
  3. Biondi, Beatrice & Barrett, Christopher B. & Mazzocchi, Mario & Ando, Amy & Harvey, David & Mallory, Mindy, 2021. "Journal submissions, review and editorial decision patterns during initial COVID-19 restrictions," Food Policy, Elsevier, vol. 105(C).
  4. Boswijk, H. Peter & Cavaliere, Giuseppe & Georgiev, Iliyan & Rahbek, Anders, 2021. "Bootstrapping non-stationary stochastic volatility," Journal of Econometrics, Elsevier, vol. 224(1), pages 161-180.
  5. Simone Piras & Valdemar João Wesz & Stefano Ghinoi, 2021. "Soy Expansion, Environment, and Human Development: An Analysis across Brazilian Municipalities," Sustainability, MDPI, vol. 13(13), pages 1-20, June.
  6. Stefano Ghinoi & Bodo Steiner & Teemu Makkonen & Robert Hassink, 2021. "Smart Specialisation strategies on the periphery: a data-triangulation approach to governance issues and practices," Regional Studies, Taylor & Francis Journals, vol. 55(3), pages 402-413, March.

2020

  1. Biondi, Beatrice & Cornelsen, Laura & Mazzocchi, Mario & Smith, Richard, 2020. "Between preferences and references: Asymmetric price elasticities and the simulation of fiscal policies," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 108-128.
  2. Lakerveld, Jeroen & Woods, Catherine & Hebestreit, Antje & Brenner, Hermann & Flechtner-Mors, Marion & Harrington, Janas M. & Kamphuis, Carlijn B.M. & Laxy, Michael & Luszczynska, Aleksandra & Mazzocc, 2020. "Advancing the evidence base for public policies impacting on dietary behaviour, physical activity and sedentary behaviour in Europe: The Policy Evaluation Network promoting a multidisciplinary approac," Food Policy, Elsevier, vol. 96(C).
  3. Giuseppe Cavaliere & Heino Bohn Nielsen & Anders Rahbek, 2020. "Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(1), pages 55-67, January.
  4. Giuseppe Cavaliere & Iliyan Georgiev, 2020. "Inference Under Random Limit Bootstrap Measures," Econometrica, Econometric Society, vol. 88(6), pages 2547-2574, November.
  5. Elizabeth Jane Casabianca & Elena Giarda, 2020. "Household income dynamics in Europe before and after the Great Recession: A four-country analysis," Economics Bulletin, AccessEcon, vol. 40(3), pages 2227-2240.
  6. Simone Giannerini & Angela Montanari, 2020. "Introduction To The Theme Issue: The Skew-Normal And Related Distributions," Statistica, Department of Statistics, University of Bologna, vol. 80(2), pages 127-130.
  7. Stefano Ghinoi & Bodo Steiner, 2020. "The Political Debate on Climate Change in Italy: A Discourse Network Analysis," Politics and Governance, Cogitatio Press, vol. 8(2), pages 215-228.
  8. Stefano Ghinoi & Bodo Steiner, 2020. "The Political Debate on Climate Change in Italy: A Discourse Network Analysis," Politics and Governance, Cogitatio Press, vol. 8(2), pages 215-228.
  9. Ghinoi, Stefano & Silvestri, Francesco & Steiner, Bodo, 2020. "The role of local stakeholders in disseminating knowledge for supporting the circular economy: a network analysis approach," Ecological Economics, Elsevier, vol. 169(C).
  10. Paolo Di Toma & Stefano Ghinoi, 2020. "Overcoming hierarchy in business model innovation: an actor-oriented approach," European Journal of Innovation Management, Emerald Group Publishing Limited, vol. 24(4), pages 1057-1081, June.
  11. Melania Michetti & Stefano Ghinoi, 2020. "Climate-driven vulnerability and risk perception: implications for climate change adaptation in rural Mexico," Journal of Environmental Studies and Sciences, Springer;Association of Environmental Studies and Sciences, vol. 10(3), pages 290-302, September.

2019

  1. Castiglione, Concetta & Mazzocchi, Mario, 2019. "Ten years of five-a-day policy in the UK: Nutritional outcomes and environmental effects," Ecological Economics, Elsevier, vol. 157(C), pages 185-194.
  2. Cornelsen, Laura & Mazzocchi, Mario & Smith, Richard D., 2019. "Fat tax or thin subsidy? How price increases and decreases affect the energy and nutrient content of food and beverage purchases in Great Britain," Social Science & Medicine, Elsevier, vol. 230(C), pages 318-327.
  3. Sara Capacci & Olivier Allais & Celine Bonnet & Mario Mazzocchi, 2019. "The impact of the French soda tax on prices and purchases. An ex post evaluation," PLOS ONE, Public Library of Science, vol. 14(10), pages 1-22, October.
  4. Giuseppe Cavaliere & Anton Skrobotov & A. M. Robert Taylor, 2019. "Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility," Econometric Reviews, Taylor & Francis Journals, vol. 38(5), pages 509-532, May.
  5. Giovanni Angelini & Emanuele Bacchiocchi & Giovanni Caggiano & Luca Fanelli, 2019. "Uncertainty across volatility regimes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 437-455, April.
  6. Giovanni Angelini & Luca Fanelli, 2019. "Exogenous uncertainty and the identification of structural vector autoregressions with external instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 951-971, September.
  7. F. Marta L. Lascio & Simone Giannerini, 2019. "Clustering dependent observations with copula functions," Statistical Papers, Springer, vol. 60(1), pages 35-51, February.

2018

  1. Capacci, Sara & Leucci, Anna Caterina & Mazzocchi, Mario, 2018. "There is no such thing as a (gluten-)free lunch: Higher food prices and the cost for coeliac consumers," Economics & Human Biology, Elsevier, vol. 30(C), pages 84-91.
  2. Sara Capacci & Mario Mazzocchi & Bhavani Shankar, 2018. "Breaking Habits: The Effect of the French Vending Machine Ban on School Snacking and Sugar Intakes," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 37(1), pages 88-111, January.
  3. Giuseppe Cavaliere & Rasmus Søndergaard Pedersen & Anders Rahbek, 2018. "The Fixed Volatility Bootstrap for a Class of Arch(q) Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 920-941, November.
  4. Giuseppe Cavaliere & Luca De Angelis & Luca Fanelli, 2018. "Co†integration Rank Determination in Partial Systems Using Information Criteria," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(1), pages 65-89, February.
  5. Cavaliere, Giuseppe & Georgiev, Iliyan & Taylor, A.M.Robert, 2018. "Unit Root Inference For Non-Stationary Linear Processes Driven By Infinite Variance Innovations," Econometric Theory, Cambridge University Press, vol. 34(2), pages 302-348, April.
  6. Cavaliere, Giuseppe & De Angelis, Luca & Rahbek, Anders & Robert Taylor, A.M., 2018. "Determining The Cointegration Rank In Heteroskedastic Var Models Of Unknown Order," Econometric Theory, Cambridge University Press, vol. 34(2), pages 349-382, April.
  7. Christian Brownlees & Giuseppe Cavaliere & Alice Monti, 2018. "Evaluating The Accuracy Of Tail Risk Forecasts For Systemic Risk Measurement," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-25, June.
  8. Alessandra Bettocchi & Elena Giarda & Cristiana Moriconi & Federica Orsini & Rita Romeo, 2018. "Assessing and predicting financial vulnerability of Italian households: a micro-macro approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(3), pages 587-605, August.
  9. Massimo Baldini & Elizabeth Jane Casabianca & Elena Giarda & Lorenzo Lusignoli, 2018. "The Impact of REI on Italian Households' Income: A Micro and Macro Evaluation," Politica economica, Società editrice il Mulino, issue 2, pages 103-134.
  10. Elena Giarda & Gloria Moroni, 2018. "The Degree of Poverty Persistence and the Role of Regional Disparities in Italy in Comparison with France, Spain and the UK," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 136(1), pages 163-202, February.
  11. Bacchiocchi, Emanuele & Castelnuovo, Efrem & Fanelli, Luca, 2018. "Gimme A Break! Identification And Estimation Of The Macroeconomic Effects Of Monetary Policy Shocks In The United States," Macroeconomic Dynamics, Cambridge University Press, vol. 22(6), pages 1613-1651, September.
  12. Ghinoi, Stefano & Wesz Junior, Valdemar João & Piras, Simone, 2018. "Political debates and agricultural policies: Discourse coalitions behind the creation of Brazil’s Pronaf," Land Use Policy, Elsevier, vol. 76(C), pages 68-80.

2017

  1. Mario Mazzocchi, 2017. "Book Review: Nutrition Economics: Principles and Policy Applications," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), vol. 14(2), pages 133-136, December.
  2. Sara Capacci & Emanuela Randon & Antonello Eugenio Scorcu, 2017. "Are Consumers More Willing to Invest in Luck During Recessions?," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 3(1), pages 25-38, March.
  3. Giuseppe Cavaliere & Heino Bohn Nielsen & Anders Rahbek, 2017. "On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(4), pages 513-534, July.
  4. Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert, 2017. "Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, vol. 198(1), pages 165-188.
  5. Fanelli, Luca & Sorge, Marco M., 2017. "Indeterminate forecast accuracy under indeterminacy," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 57-70.
  6. Giuseppe Lucio Gaeta & Stefano Ghinoi & Francesco Silvestri, 2017. "Municipal performance in waste recycling: an empirical analysis based on data from the Lombardy region (Italy)," Letters in Spatial and Resource Sciences, Springer, vol. 10(3), pages 337-352, October.

2016

  1. Laura Cornelsen & Mario Mazzocchi & Rosemary Green & Alan D. Dangour & Richard D. Smith, 2016. "Estimating the Relationship between Food Prices and Food Consumption—Methods Matter," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 38(3), pages 546-561.
  2. Jessica Aschemann-Witzel & Tino Bech-Larsen & Sara Capacci, 2016. "Do Target Groups Appreciate Being Targeted? An Exploration of Healthy Eating Policy Acceptance," Journal of Consumer Policy, Springer, vol. 39(3), pages 285-306, September.
  3. Boswijk, H. Peter & Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2016. "Inference on co-integration parameters in heteroskedastic vector autoregressions," Journal of Econometrics, Elsevier, vol. 192(1), pages 64-85.
  4. Agosto, Arianna & Cavaliere, Giuseppe & Kristensen, Dennis & Rahbek, Anders, 2016. "Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 640-663.
  5. Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2016. "Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(4), pages 628-649, December.
  6. Giovanni Angelini & Luca Fanelli, 2016. "Misspecification and Expectations Correction in New Keynesian DSGE Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 623-649, October.

2015

  1. Mazzocchi, Mario & Cagnone, Silvia & Bech-Larsen, Tino & Niedźwiedzka, Barbara & Saba, Anna & Shankar, Bhavani & Verbeke, Wim & Traill, W Bruce, 2015. "What is the public appetite for healthy eating policies? Evidence from a cross-European survey," Health Economics, Policy and Law, Cambridge University Press, vol. 10(3), pages 267-292, July.
  2. Irz, Xavier & Mazzocchi, Mario & Réquillart, Vincent & Soler, Louis-Georges, 2015. "Research in Food Economics: past trends and new challenges," Revue d'Etudes en Agriculture et Environnement, Editions NecPlus, vol. 96(01), pages 187-237, March.
  3. Laura Cornelsen & Rosemary Green & Rachel Turner & Alan D. Dangour & Bhavani Shankar & Mario Mazzocchi & Richard D. Smith, 2015. "What Happens to Patterns of Food Consumption when Food Prices Change? Evidence from A Systematic Review and Meta‐Analysis of Food Price Elasticities Globally," Health Economics, John Wiley & Sons, Ltd., vol. 24(12), pages 1548-1559, December.
  4. Capacci, Sara & Scorcu, Antonello E. & Vici, Laura, 2015. "Seaside tourism and eco-labels: The economic impact of Blue Flags," Tourism Management, Elsevier, vol. 47(C), pages 88-96.
  5. Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 269-271, May.
  6. Neil Kellard & Denise Osborn & Jerry Coakley & Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2015. "Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 603-629, September.
  7. Giuseppe Cavaliere & Luca De Angelis & Anders Rahbek & A. M. Robert Taylor, 2015. "A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(1), pages 106-128, February.
  8. Giuseppe Cavaliere & A. M. Robert Taylor & Carsten Trenkler, 2015. "Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(5), pages 740-759, October.
  9. Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert, 2015. "Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets," Journal of Econometrics, Elsevier, vol. 187(2), pages 557-579.
  10. Giuseppe Cavaliere & Peter C. B. Phillips & Stephan Smeekes & A. M. Robert Taylor, 2015. "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Econometric Reviews, Taylor & Francis Journals, vol. 34(4), pages 512-536, April.
  11. Giuseppe Cavaliere & Heino Bohn Nielsen & Anders Rahbek, 2015. "Bootstrap Testing of Hypotheses on Co‐Integration Relations in Vector Autoregressive Models," Econometrica, Econometric Society, vol. 83, pages 813-831, March.
  12. Emanuele Bacchiocchi & Luca Fanelli, 2015. "Identification in Structural Vector Autoregressive Models with Structural Changes, with an Application to US Monetary Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(6), pages 761-779, December.
  13. Gunnar Bårdsen & Luca Fanelli, 2015. "Frequentist Evaluation of Small DSGE Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 307-322, July.
  14. Efrem Castelnuovo & Luca Fanelli, 2015. "Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from A Robust Test," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(6), pages 924-947, September.
  15. Simone Giannerini & Esfandiar Maasoumi & Estela Bee Dagum, 2015. "Entropy testing for nonlinear serial dependence in time series," Biometrika, Biometrika Trust, vol. 102(3), pages 661-675.
  16. F. Di Lascio & Simone Giannerini & Alessandra Reale, 2015. "Exploring copulas for the imputation of complex dependent data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(1), pages 159-175, March.
  17. Lucia Modugno & Silvia Cagnone & Simone Giannerini, 2015. "A multilevel model with autoregressive components for the analysis of tribal art prices," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(10), pages 2141-2158, October.
  18. Lucia Modugno & Simone Giannerini, 2015. "The Wild Bootstrap for Multilevel Models," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(22), pages 4812-4825, November.

2014

  1. Cavaliere, Giuseppe & Xu, Fang, 2014. "Testing for unit roots in bounded time series," Journal of Econometrics, Elsevier, vol. 178(P2), pages 259-272.
  2. Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2014. "Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 606-650, August.

2013

  1. W. Bruce Traill & Mario Mazzocchi & Bhavani Shankar, 2013. "Can Nutrition Policy Evaluation be Evidence Based? Examples and Dilemmas," EuroChoices, The Agricultural Economics Society, vol. 12(3), pages 17-23, December.
  2. Mazzocchi, Mario & Ragona, Maddalena & Zanoli, Agostina, 2013. "A fuzzy multi-criteria approach for the ex-ante impact assessment of food safety policies," Food Policy, Elsevier, vol. 38(C), pages 177-189.
  3. Bhavani Shankar & Jose Brambila‐Macias & Bruce Traill & Mario Mazzocchi & Sara Capacci, 2013. "An Evaluation Of The Uk Food Standards Agency'S Salt Campaign," Health Economics, John Wiley & Sons, Ltd., vol. 22(2), pages 243-250, February.
  4. Cavaliere, Giuseppe & Georgiev, Iliyan, 2013. "Exploiting Infinite Variance Through Dummy Variables In Nonstationary Autoregressions," Econometric Theory, Cambridge University Press, vol. 29(6), pages 1162-1195, December.
  5. Giuseppe Cavaliere & Iliyan Georgiev & A. M. Robert Taylor, 2013. "Wild Bootstrap of the Sample Mean in the Infinite Variance Case," Econometric Reviews, Taylor & Francis Journals, vol. 32(2), pages 204-219, February.
  6. Giuseppe Cavaliere & A. M. Robert Taylor & Carsten Trenkler, 2013. "Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion," Econometric Reviews, Taylor & Francis Journals, vol. 32(7), pages 814-847, October.
  7. Giarda, Elena, 2013. "Persistency of financial distress amongst Italian households: Evidence from dynamic models for binary panel data," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3425-3434.
  8. Francesco Silvestri & Stefano Ghinoi & Vincenzo Barone, 2013. "Nautical tourism, carrying capac ity and environmental externality in a protected Lagoon of Northern Adriatic Sea," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, vol. 2013(3), pages 145-180.

2012

  1. Viaggi, Davide & Mantino, Francesco & Mazzocchi, Mario & Moro, Daniele & Stefani, Gianluca, 2012. "From Agricultural to Bio-based Economics? Context, State of the Art and Challenges," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 1(01), pages 1-10, April.
  2. Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2012. "Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models," Econometrica, Econometric Society, vol. 80(4), pages 1721-1740, July.
  3. Fanelli, Luca, 2012. "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Journal of Econometrics, Elsevier, vol. 170(1), pages 153-163.
  4. F. Lascio & Simone Giannerini, 2012. "A Copula-Based Algorithm for Discovering Patterns of Dependent Observations," Journal of Classification, Springer;The Classification Society, vol. 29(1), pages 50-75, April.

2011

  1. Capacci, Sara & Mazzocchi, Mario, 2011. "Five-a-day, a price to pay: An evaluation of the UK program impact accounting for market forces," Journal of Health Economics, Elsevier, vol. 30(1), pages 87-98, January.
  2. Mario Mazzocchi & W. Bruce Traill, 2011. "Calories, obesity and health in OECD countries," Applied Economics, Taylor & Francis Journals, vol. 43(26), pages 3919-3929.
  3. Cavaliere, Giuseppe & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2011. "Testing For Unit Roots In The Presence Of A Possible Break In Trend And Nonstationary Volatility," Econometric Theory, Cambridge University Press, vol. 27(5), pages 957-991, October.
  4. Luca Fanelli & Giulio Palomba, 2011. "Simulation‐based tests of forward‐looking models under VAR learning dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 762-782, August.
  5. F. Di Lascio & Simone Giannerini & Antonello Scorcu & Guido Candela, 2011. "Cultural tourism and temporary art exhibitions in Italy: a panel data analysis," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(4), pages 519-542, November.

2010

  1. Mario Mazzocchi & Francesca Hansstein & Maddalena Ragona, 2010. "The 2010 Volcanic Ash Cloud and Its Financial Impact on the European Airline Industry," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(02), pages 92-100, July.
  2. Guizzardi, Andrea & Mazzocchi, Mario, 2010. "Tourism demand for Italy and the business cycle," Tourism Management, Elsevier, vol. 31(3), pages 367-377.
  3. Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2010. "Cointegration Rank Testing Under Conditional Heteroskedasticity," Econometric Theory, Cambridge University Press, vol. 26(6), pages 1719-1760, December.
  4. Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert, 2010. "Testing for co-integration in vector autoregressions with non-stationary volatility," Journal of Econometrics, Elsevier, vol. 158(1), pages 7-24, September.
  5. Fanelli, Luca & Paruolo, Paolo, 2010. "Speed of adjustment in cointegrated systems," Journal of Econometrics, Elsevier, vol. 158(1), pages 130-141, September.

2009

  1. Mario Mazzocchi & Maddalena Ragona & Melanie Fritz, 2009. "Stock market response to food safety regulations," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 36(4), pages 571-595, December.
  2. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2009. "Heteroskedastic Time Series With A Unit Root," Econometric Theory, Cambridge University Press, vol. 25(5), pages 1228-1276, October.
  3. Cavaliere, Giuseppe & Georgiev, Iliyan, 2009. "Robust Inference In Autoregressions With Multiple Outliers," Econometric Theory, Cambridge University Press, vol. 25(6), pages 1625-1661, December.
  4. Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2009. "Consumption risk sharing and adjustment costs," Economics Bulletin, AccessEcon, vol. 29(2), pages 1117-1126.
  5. Giuseppe Cavaliere & Luca Fanelli & Paolo Paruolo, 2009. "Tests for cointegration rank and choice of the alternative," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 18(2), pages 169-191, July.
  6. Giuseppe Cavaliere & A. M. Robert Taylor, 2009. "A Note on Testing Covariance Stationarity," Econometric Reviews, Taylor & Francis Journals, vol. 28(4), pages 364-371.
  7. Giuseppe Cavaliere & A. M. Robert Taylor, 2009. "Bootstrap M Unit Root Tests," Econometric Reviews, Taylor & Francis Journals, vol. 28(5), pages 393-421.
  8. Diego Luis Gonzalez & Simone Giannerini & Rodolfo Rosa, 2009. "The mathematical structure of the genetic code: a tool for inquiring on the origin of life," Statistica, Department of Statistics, University of Bologna, vol. 69(2), pages 143-157.

2008

  1. Mario Mazzocchi & Alexandra Lobb & W. Bruce Traill & Alessio Cavicchi, 2008. "Food Scares and Trust: A European Study," Journal of Agricultural Economics, Wiley Blackwell, vol. 59(1), pages 2-24, February.
  2. Giuseppe Cavaliere & A. M. Robert Taylor, 2008. "Time‐Transformed Unit Root Tests for Models with Non‐Stationary Volatility," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(2), pages 300-330, March.
  3. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2008. "Bootstrap Unit Root Tests For Time Series With Nonstationary Volatility," Econometric Theory, Cambridge University Press, vol. 24(1), pages 43-71, February.
  4. Cavaliere, Giuseppe & Georgiev, Iliyan, 2008. "Regime-Switching Autoregressive Coefficients And The Asymptotics For Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 24(4), pages 1137-1148, August.
  5. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2008. "Testing for a change in persistence in the presence of non-stationary volatility," Journal of Econometrics, Elsevier, vol. 147(1), pages 84-98, November.
  6. 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.
  7. Elena Giarda, 2008. "The worsening of wage expectations in Italy: a study based on administrative data," International Journal of Manpower, Emerald Group Publishing Limited, vol. 29(1), pages 64-87, March.
  8. 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, February.
  9. Fanelli, Luca, 2008. "Evaluating New Keynesian Phillips Curve under VAR-Based Learning," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-24.

2007

  1. Cavaliere, Giuseppe & Georgiev, Iliyan, 2007. "Testing For Unit Roots In Autoregressions With Multiple Level Shifts," Econometric Theory, Cambridge University Press, vol. 23(6), pages 1162-1215, December.
  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.
  3. Fanelli, Luca, 2007. "Present Value Relations, Granger Noncausality, And Var Stability," Econometric Theory, Cambridge University Press, vol. 23(6), pages 1254-1260, December.
  4. Guido Candela & Simone Giannerini & Antonello E. Scorcu, 2007. "Flows and Characteristics of Tourist Destinations and Districts. An Introduction," Economia dei Servizi, Società editrice il Mulino, issue 1, pages 47-58.
  5. Guido Candela & Simone Giannerini & Antonello E. Scorcu, 2007. "Rimini. Structural Features of a Mature Seaside Destination," Economia dei Servizi, Società editrice il Mulino, issue 1, pages 123-146.

2006

  1. 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.
  2. 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, Agricultural and Applied Economics Association, vol. 88(3), pages 727-741.
  3. Mario Mazzocchi & Davide Delle Monache & Alexandra Lobb, 2006. "A structural time series approach to modelling multiple and resurgent meat scares in Italy," Applied Economics, Taylor & Francis Journals, vol. 38(14), pages 1677-1688.
  4. Giuseppe Cavaliere & A. M. Robert Taylor, 2006. "Testing the Null of Co‐integration in the Presence of Variance Breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(4), pages 613-636, July.
  5. 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.
  6. Giuseppe Cavaliere & Iliyan Georgiev, 2006. "A note on unit root testing in the presence of level shifts," Statistica, Department of Statistics, University of Bologna, vol. 66(1), pages 4-18.
  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.
  8. Luca Fanelli, 2006. "Dynamic adjustment cost models with forward-looking behaviour," Econometrics Journal, Royal Economic Society, vol. 9(1), pages 23-47, March.
  9. 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.
  10. 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.

2005

  1. Cavaliere, Giuseppe, 2005. "Limited Time Series With A Unit Root," Econometric Theory, Cambridge University Press, vol. 21(5), pages 907-945, October.
  2. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2005. "Stationarity Tests Under Time-Varying Second Moments," Econometric Theory, Cambridge University Press, vol. 21(6), pages 1112-1129, December.
  3. Attilio Gardini & Giuseppe Cavaliere & Luca Fanelli, 2005. "Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia," Rivista di Politica Economica, SIPI Spa, vol. 95(3), pages 219-266, May-June.
  4. Giuseppe Cavaliere, 2005. "Testing mean reversion in target-zone exchange rates," Applied Economics, Taylor & Francis Journals, vol. 37(20), pages 2335-2347.
  5. Giuseppe Cavaliere, 2005. "Unit Root Tests under Time-Varying Variances," Econometric Reviews, Taylor & Francis Journals, vol. 23(3), pages 259-292.
  6. 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.

2004

  1. Mario Mazzocchi & Gianluca Stefani & Spencer J. Henson, 2004. "Consumer Welfare and the Loss Induced by Withholding Information: The Case of BSE in Italy," Journal of Agricultural Economics, Wiley Blackwell, vol. 55(1), pages 41-58, March.
  2. Cavaliere, Giuseppe, 2004. "Testing stationarity under a permanent variance shift," Economics Letters, Elsevier, vol. 82(3), pages 403-408, March.
  3. Giannerini Simone & Rosa Rodolfo, 2004. "Assessing Chaos in Time Series: Statistical Aspects and Perspectives," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-25, May.

2003

  1. Mario Mazzocchi, 2003. "Time-varying coefficients in the Almost Ideal Demand System: an empirical appraisal," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 30(2), pages 241-270, June.
  2. Cavaliere, Giuseppe, 2003. "03.4.2. The Asymptotic Distribution of the Dickey–Fuller Statistic under Nonnegativity Constraint," Econometric Theory, Cambridge University Press, vol. 19(4), pages 691-692, August.
  3. Giuseppe Cavaliere, 2003. "Asymptotics for unit root tests under Markov regime-switching," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 193-216, June.
  4. Attilio Gardini & Giuseppe Cavaliere & Michele Costa, 2003. "Fundamentals and asset price dynamics," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 12(2), pages 211-226, December.

2002

  1. Spencer Henson & Mario Mazzocchi, 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, Agricultural and Applied Economics Association, vol. 84(2), pages 370-386.
  2. L. Fanelli & M. Mazzocchi, 2002. "A cointegrated VECM demand system for meat in Italy," Applied Economics, Taylor & Francis Journals, vol. 34(13), pages 1593-1605.
  3. Giuseppe Cavaliere, 2002. "Bounded integrated processes and unit root tests," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 11(1), pages 41-69, February.
  4. 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.

2001

  1. Filippo Arfini & Cristina Brasili & Roberto Fanfani & Mario Mazzocchi & Elisa Montresor & Quirino Paris, 2001. "Tools for evaluating EU agricultural policies: An integrated approach," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 10(1), pages 191-210, January.
  2. Giuseppe Cavaliere, 2001. "Testing the unit root hypothesis using generalized range statistics," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 1-39.

2000

  1. Mazzocchi, Mario & Montresor, Elisa, 2000. "A Multivariate Statistical Approach to the Analysis of Rural Development," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 1(2), pages 1-15, August.
  2. Mario Mazzocchi, 2000. "Crises et changements structurels dans la consommation alimentaire: un système structurel de demande," Cahiers d'Economie et Sociologie Rurales, INRA Department of Economics, vol. 54, pages 27-46.

1999

  1. Mario MazzocchI, 1999. "Implementation of the event study methodology to agricultural markets : an evaluation of the BSE impact on cattle prices in Italy," Cahiers d'Economie et Sociologie Rurales, INRA Department of Economics, vol. 50, pages 35-53.
  2. Attilio Gardini & Giuseppe Cavaliere & Michele Costa, 1999. "A new approach to stock price modelling and the efficiency of the Italian stock exchange," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 8(1), pages 25-47, April.
  3. Guiseppe Cavaliere & Michele Costa, 1999. "Firm size and the Italian Stock Exchange," Applied Economics Letters, Taylor & Francis Journals, vol. 6(11), pages 729-734.

Books

2009

  1. Mazzocchi, Mario & Traill, W. Bruce & Shogren, Jason F., 2009. "Fat Economics: Nutrition, Health, and Economic Policy," OUP Catalogue, Oxford University Press, number 9780199213863, Decembrie.

Chapters

2023

  1. Mario Mazzocchi & Beatrice Biondi, 2023. "Priceless behaviours: behavioural implications, unintended consequences and spillover effects of pricing policies," Chapters, in: Cass R. Sunstein & Lucia A. Reisch (ed.), Research Handbook on Nudges and Society, chapter 12, pages 209-225, Edward Elgar Publishing.

2022

  1. Beatrice Biondi & Sara Capacci & Mario Mazzocchi, 2022. "Discrete choice models and continuous demand systems in the scanner data age," Chapters, in: A Modern Guide to Food Economics, chapter 10, pages 215-234, Edward Elgar Publishing.
  2. Xavier Irz & Mario Mazzocchi, 2022. "The economics of the nutrition and sustainable diet transition," Chapters, in: A Modern Guide to Food Economics, chapter 5, pages 89-112, Edward Elgar Publishing.

2014

  1. A. C. Leucci & S. Ghinoi & D. Sgargi & V. J. Wesz Junior, 2014. "VAR Models for Dynamic Analysis of Prices in the Agri-food System," Cooperative Management, in: Constantin Zopounidis & Nikos Kalogeras & Konstadinos Mattas & Gert Dijk & George Baourakis (ed.), Agricultural Cooperative Management and Policy, edition 127, chapter 0, pages 3-21, Springer.

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