Information about:
Mauro Costantini

Other registered authors

Email:
Homepage: http://www.maurocostantini.com
Postal Address:
Phone:

Affiliation

• Institut für Volkswirtschaftslehre (Department of Economics)
  Fakultät für Wirtschaftswissenschaften (Faculty of Economics)
  Universität Wien

  Location: Wien, Austria
  Homepage: http://www.univie.ac.at/vwl/
  Email:
  Phone: [+43] 1-4277-37401
  Fax: [+43] 1-4277-9374
  Postal: Hohenstaufengasse 9, A-1010 Vienna
  Handle: RePEc:edi:wiwuwat (registered authors at this institution)

Working papers

1. Roy Cerqueti & Mauro Costantini & Luciano Gutierrez, 2009. "New panel tests to assess inflation persistence," Working Papers 54-2009, Macerata University, Department of Finance and Economic Sciences, revised Oct 2009. [Downloadable!]

2. Coppier, Raffaella & Costantini, Mauro & Piga, Gustavo, 2009. "Do "Clean Hands" Ensure Healthy Growth? Theory and Practice in the Battle Against Corruption," Economics Series 238, Institute for Advanced Studies. [Downloadable!]

3. Costantini, Mauro & Kunst, Robert M., 2009. "Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System," Economics Series 243, Institute for Advanced Studies. [Downloadable!]

4. Costantini, Mauro & Pappalardo, Carmine, 2009. "A Hierarchical Procedure for the Combination of Forecasts ; This is a revised version of Working Paper 228, Economics Series, October 2008, which includes some changes. The most important change regar," Economics Series 240, Institute for Advanced Studies. [Downloadable!]

5. Westerlund, Joakim & Costantini, Mauro & Narayan, Paresh & Popp, Stephan, 2009. "Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production," Working Papers in Economics 377, Göteborg University, Department of Economics. [Downloadable!]

6. Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio, 2009. "A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case," Economics & Statistics Discussion Papers esdp09055, University of Molise, Dept. SEGeS. [Downloadable!]

7. Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano, 2008. "Change in persistence tests for panels: An update and some new results," Economics & Statistics Discussion Papers esdp08043, University of Molise, Dept. SEGeS. [Downloadable!]

8. Costantini, Mauro & Pappalardo, Carmine, 2008. "Combination of Forecast Methods Using Encompassing Tests. An Algorithm-Based Procedure ; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some ," Economics Series 228, Institute for Advanced Studies. [Downloadable!]

9. Costantini, Mauro & Lupi, Claudio & Popp, Stephan, 2007. "A Panel-CADF Test for Unit Roots," Economics & Statistics Discussion Papers esdp07039, University of Molise, Dept. SEGeS. [Downloadable!]

10. Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano, 2007. "Change in persistence tests for panels," Economics & Statistics Discussion Papers esdp07040, University of Molise, Dept. SEGeS. [Downloadable!]

11. Mauro Costantini & Roy Cerqueti, 2007. "Non parametric Fractional Cointegration Analysis," ISAE Working Papers 78, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]

12. Mauro Costantini & Sergio de Nardis, 2007. "Estimates of Structural Changes in the Wage Equation:Some Evidence for Italy," ISAE Working Papers 86, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]

13. Cerqueti, Roy & Costantini, Mauro, 2006. "Testing for rational bubbles," Economics & Statistics Discussion Papers esdp06030, University of Molise, Dept. SEGeS. [Downloadable!]

14. Westerlund, Joakim & Costantini, Mauro, 2006. "Panel Cointegration and the Neutrality of Money," Working Papers 2006:18, Lund University, Department of Economics. [Downloadable!]
    Published as:
    • Joakim Westerlund & Mauro Costantini, 2009. "Panel cointegration and the neutrality of money," Empirical Economics, Springer, vol. 36(1), pages 1-26, February. [Downloadable!] (restricted)

15. Roberto Basile & Sergio Destefanis & Mauro Costantini, 2005. "Unit root and cointegration tests for cross-sectionally correlated panels - Estimating regional production functions," ERSA conference papers ersa05p171, European Regional Science Association. [Downloadable!]
    Other versions:
    • Roberto Basile & Mauro Costantini & Sergio Destefanis, 2005. "Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions," ISAE Working Papers 53, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
    • Roberto Basile, Mauro Costantini, Sergio Destefanis, 2005. "Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions," CELPE Discussion Papers 94, CELPE (Centre of Labour Economics and Economic Policy), University of Salerno, Italy. [Downloadable!]

16. Cerqueti, Roy & Costantini, Mauro, 2005. "Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes," Economics & Statistics Discussion Papers esdp05027, University of Molise, Dept. SEGeS. [Downloadable!]

17. Cerqueti, Roy & Costantini, Mauro, 2005. "Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order," Economics & Statistics Discussion Papers esdp05026, University of Molise, Dept. SEGeS. [Downloadable!]

1. Joakim Westerlund & Mauro Costantini, 2009. "Panel cointegration and the neutrality of money," Empirical Economics, Springer, vol. 36(1), pages 1-26, February. [Downloadable!] (restricted)
   Other versions:
   • Westerlund, Joakim & Costantini, Mauro, 2006. "Panel Cointegration and the Neutrality of Money," Working Papers 2006:18, Lund University, Department of Economics. [Downloadable!]

2. Costantini, Mauro & Destefanis, Sergio, 2009. "Cointegration analysis for cross-sectionally dependent panels: The case of regional production functions," Economic Modelling, Elsevier, vol. 26(2), pages 320-327, March. [Downloadable!] (restricted)

3. Cerqueti, Roy & Costantini, Mauro, 2008. "On the asymptotic behaviour of random matrices in a multivariate statistical model," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2039-2045, October. [Downloadable!] (restricted)

4. Costantini, Mauro & Gutierrez, Luciano, 2007. "Simple panel unit root tests to detect changes in persistence," Economics Letters, Elsevier, vol. 96(3), pages 363-368, September. [Downloadable!] (restricted)

5. Costantini, Mauro & Lupi, Claudio, 2007. "An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks," Economics Letters, Elsevier, vol. 95(3), pages 408-414, June. [Downloadable!] (restricted)

6. Rita D’Ecclesia & Mauro Costantini, 2006. "Comovements and correlations in international stock markets," European Journal of Finance, Taylor and Francis Journals, vol. 12(6-7), pages 567-582, October. [Downloadable!] (restricted)

7. Mauro Costantini & Claudio Lupi, 2006. "Divergence and long-run equilibria in Italian regional unemployment," Applied Economics Letters, Taylor and Francis Journals, vol. 13(14), pages 899-904, November. [Downloadable!] (restricted)

8. Mauro Costantini & Giuseppe Arbia, 2006. "Testing the stochastic convergence of Italian regions using panel data," Applied Economics Letters, Taylor and Francis Journals, vol. 13(12), pages 775-783, October. [Downloadable!] (restricted)

9. Mauro Costantini & Claudio Lupi, 2005. "Stochastic convergence among European economies," Economics Bulletin, Economics Bulletin, vol. 3(38), pages 1-17. [Downloadable!]

10. Monica Auteri & Mauro Costantini, 2004. "Is social protection a necessity or a luxury good? New multivariate cointegration panel data results," Applied Economics, Taylor and Francis Journals, vol. 36(17), pages 1887-1898, September. [Downloadable!] (restricted)

1. CELPE Discussion Papers, CELPE (Centre of Labour Economics and Economic Policy), University of Salerno, Italy.

1. NEP-CBA: Central Banking (4) 2006-09-30 2008-04-15 2009-09-19 2009-10-24
2. NEP-ECM: Econometrics (14) 2005-07-18 2005-09-29 2006-02-05 2006-09-30 2007-01-13 2007-02-24 2007-10-06 2007-10-13 2008-04-15 2008-11-11 2009-09-19 2009-09-26 2009-10-10 2009-10-24 Author is listed
3. NEP-EFF: Efficiency & Productivity (1) 2005-07-18
4. NEP-ETS: Econometric Time Series (12) 2005-07-18 2005-07-18 2005-09-29 2006-02-05 2006-09-30 2007-02-24 2007-10-06 2007-10-13 2008-04-15 2008-11-11 2009-09-26 2009-10-10 Author is listed
5. NEP-FDG: Financial Development & Growth (1) 2009-05-23
6. NEP-FOR: Forecasting (2) 2008-11-11 2009-09-19
7. NEP-GEO: Economic Geography (2) 2005-07-18 2006-02-05
8. NEP-LAB: Labour Economics (1) 2007-12-08
9. NEP-MAC: Macroeconomics (2) 2006-09-30 2007-12-08
10. NEP-MON: Monetary Economics (1) 2006-09-30
11. NEP-REG: Regulation (1) 2009-05-23

This page was last updated on 2009-11-6.