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Stefano Fachin

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Personal Details

First Name: Stefano
Middle Name:
Last Name: Fachin
Suffix:

RePEc Short-ID: pfa11

Email:
Homepage: http://w3.uniroma1.it/fachin/
Postal Address: Dip. di Scienze Statistiche Università di Roma "La Sapienza" - P.le A. Moro 5 - 00185 Roma Italy
Phone: +39-06-49910834

Affiliation

Works


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Working papers

  1. Di Iorio, Francesca & Fachin, Stefano, 2012. "A note on the estimation of long-run relationships in panel equations with cross-section linkages," Economics Discussion Papers 2012-1, Kiel Institute for the World Economy.
  2. Basher, Syed Abul & Fachin, Stefano, 2011. "The long-run relationship between savings and investment in oil-exporting developing countries: A case study of the Gulf Arab States," MPRA Paper 29077, University Library of Munich, Germany.
  3. Francesca Di Iorio & Stefano Fachin, 2011. "A sieve bootstrap range test for poolability in dependent cointegrated panels," DSS Empirical Economics and Econometrics Working Papers Series 2011/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  4. Di Iorio, Francesca & Fachin, Stefano, 2010. "Savings and Investments in the OECD, 1970-2007: a Panel Cointegration test with breaks," MPRA Paper 3139, University Library of Munich, Germany.
  5. Di Iorio, Francesca & Fachin, Stefano, 2010. "A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007," MPRA Paper 25873, University Library of Munich, Germany.
  6. Brücker, Herbert & Fachin, Stefano & Venturini, Alessandra, 2009. "Do Foreigners Replace Native Immigrants? Evidence from a Panel Cointegration Analysis," IZA Discussion Papers 4438, Institute for the Study of Labor (IZA).
  7. Di Iorio, Francesca & Fachin, Stefano, 2008. "A note on the estimation of long-run relationships in dependent cointegrated panels," MPRA Paper 12053, University Library of Munich, Germany.
  8. Basher, Syed A. & Fachin, Stefano, 2008. "The long-term decline of internal migration in Canada – Ontario as a case study," MPRA Paper 6685, University Library of Munich, Germany.
  9. Fachin, Stefano & Gavosto, Andrea, 2007. "The decline in Italian productivity: a study in estimation of Total Factor Productivity with panel cointegration methods," MPRA Paper 3112, University Library of Munich, Germany, revised 11 Dec 2008.
  10. Di Iorio, Francesca & Fachin, Stefano, 2007. "Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle," Economics Discussion Papers 2007-39, Kiel Institute for the World Economy.
  11. Di Iorio, Francesca & Fachin, Stefano, 2006. "Testing for breaks in cointegrated panels," MPRA Paper 3280, University Library of Munich, Germany.
  12. Stefano Fachin, 2005. "Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units," Econometrics 0507002, EconWPA.
  13. Omtzigt Pieter & Fachin Stefano, 2002. "Bootstrapping and Bartlett corrections in the cointegrated VAR model," Economics and Quantitative Methods qf0212, Department of Economics, University of Insubria.

Articles

  1. Brücker, Herbert & Fachin, Stefano & Venturini, Alessandra, 2011. "Do foreigners replace native immigrants? A panel cointegration analysis of internal migration in Italy," Economic Modelling, Elsevier, vol. 28(3), pages 1078-1089, May.
  2. Stefano Fachin & Andrea Gavosto, 2010. "Trends of labour productivity in Italy: a study with panel co-integration methods," International Journal of Manpower, Emerald Group Publishing, vol. 31(7), pages 755-769, November.
  3. Francesca Di Iorio & Stefano Fachin, 2009. "A residual-based bootstrap test for panel cointegration," Economics Bulletin, AccessEcon, vol. 29(4), pages 3222-3232.
  4. Syed Basher & S. Fachin, 2008. "The long-term decline of internal migration in Canada: the case of Ontario," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer, vol. 1(2), pages 171-181, December.
  5. Stefano Fachin, 2007. "Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 401-428.
  6. Di Iorio, Francesca & Fachin, Stefano, 2007. "Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 1(14), pages 1-23.
  7. Pieter Omtzigt & Stefano Fachin, 2006. "The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors," Econometric Reviews, Taylor and Francis Journals, vol. 25(1), pages 41-60.
  8. Francesca Iorio & Stefano Fachin, 2006. "Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment," Statistical Methods and Applications, Springer, vol. 15(1), pages 129-137, May.
  9. Alberto Brugnoli & Stefano Fachin, 2004. "Convergenza e divergenza della produttività settoriale del lavoro nelle regioni italiane, 1980-1995," Rivista di Politica Economica, SIPI Spa, vol. 94(2), pages 103-128, March-Apr.
  10. Stefano Fachin, 2004. " Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment," Economics Bulletin, AccessEcon, vol. 3(13), pages 1-8.
  11. Francesca Di Iorio & Stefano Fachin, 2004. "Models of labour demand with fixed costs of adjustment: a generalised tobit approach," Economics Bulletin, AccessEcon, vol. 3(31), pages 1-8.
  12. Stefano Fachin & Dennis Shea & Maurizio Vichi, 2002. "Exploring 3D datasets: a factorial matrices analysis of the US industry in the 1980s," Applied Economics, Taylor and Francis Journals, vol. 34(3), pages 295-304.
  13. Stefano Fachin & Alberto Brugnoli, 2001. "Testing economic geography: Italy, 1951-1991," Economics Bulletin, AccessEcon, vol. 18(1), pages 1-7.
  14. Fachin, Stefano, 2000. " Bootstrap and Asymptotic Tests of Long-Run Relationships in Cointegrated Systems," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(4), pages 543-51, September.
  15. Daniela De Angelis & Stefano Fachin & G. Alastair Young, 1997. "Bootstrapping unit root tests," Applied Economics, Taylor and Francis Journals, vol. 29(9), pages 1155-1161.
  16. Stefano Fachin, 1995. "The Finnish demand for money revisited: an application of Box-Tiao cointegration analysis and bootstrap tests," Applied Economics Letters, Taylor and Francis Journals, vol. 2(9), pages 308-310.
  17. Fachin, Stefano, 1994. "On the Power of Variable Addition Tests for Parameter Stability," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(1), pages 77-85, February.

Editor

  1. DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.

NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ARA: Arab World (1) 2011-03-05
  2. NEP-CMP: Computational Economics (1) 2003-05-15
  3. NEP-CWA: Central & Western Asia (1) 2011-03-05
  4. NEP-ECM: Econometrics (7) 2003-05-16 2007-05-12 2007-05-26 2007-10-20 2008-12-14 2011-08-09 2012-01-25 Author is listed
  5. NEP-EFF: Efficiency & Productivity (1) 2007-05-12
  6. NEP-ETS: Econometric Time Series (7) 2003-05-15 2007-05-12 2007-05-26 2007-10-20 2008-12-14 2011-08-09 2012-01-25 Author is listed
  7. NEP-LAB: Labour Economics (1) 2009-10-10
  8. NEP-MIG: Economics of Human Migration (2) 2008-01-19 2009-10-10
  9. NEP-URE: Urban & Real Estate Economics (1) 2009-10-10

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