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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

Dipartimento di Scienze Statistiche
Facoltà di Scienze Statistiche
Università degli Studi di Roma "La Sapienza"
Location: Roma, Italy
Homepage: http://www.dss.uniroma1.it/
Email:
Phone: 06-4925 5302
Fax: 06-4925 5349
Postal: Viale Regina Elena, 295 - palazzina G, 00161 Roma
Handle: RePEc:edi:ddrosit (more details at EDIRC)

Works

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Working papers

  1. Francesca DI IORIO & Stefano FACHIN & Riccardo LUCCHETTI, 2013. "Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs," Working Papers 395, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  2. Hassan Ghassan & Stefano Fachin & Abdelkarim Guendouz, 2013. "Financial Stability of Islamic and Conventional Banks in Saudi Arabia: a Time Series Analysis," DSS Empirical Economics and Econometrics Working Papers Series 2013/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  3. 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.
  4. Syed Basher & Stefano Fachin, 2012. "Investigating Long-Run Demand for Broad Money in the Gulf Arab Countries," DSS Empirical Economics and Econometrics Working Papers Series 2012/6, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  5. Francesca Di Iorio & Stefano Fachin, 2012. "Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test," DSS Empirical Economics and Econometrics Working Papers Series 2012/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  6. 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.
  7. 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.
  8. 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.
  9. 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).
  10. 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.
  11. 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.
  12. Fachin, Stefano & Gavosto, Andrea, 2007. "The decline in Italian productivity: a study in estimation of long-Run trends in Total Factor Productivity with panel cointegration methods," MPRA Paper 3112, University Library of Munich, Germany.
  13. Di Iorio, Francesca & Fachin, Stefano, 2007. "Cointegration testing in dependent panels with breaks," MPRA Paper 3139, University Library of Munich, Germany.
  14. 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.
  15. Di Iorio, Francesca & Fachin, Stefano, 2006. "Testing for breaks in cointegrated panels," MPRA Paper 3280, University Library of Munich, Germany.
  16. Stefano Fachin, 2005. "Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units," Econometrics 0507002, EconWPA.
  17. 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. Syed Abul Basher & Stefano Fachin, 2013. "The long-run relationship between savings and investment in oil-exporting developing countries: a case study of the Gulf Arab states," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 37(4), pages 429-446, December.
  2. Di Iorio, Francesca & Fachin, Stefano, 2012. "A simple sieve bootstrap range test for poolability in dependent cointegrated panels," Economics Letters, Elsevier, vol. 116(2), pages 154-156.
  3. Di Iorio, Francesca & Fachin, Stefano, 2012. "A note on the estimation of long-run relationships in panel equations with cross-section linkages," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 6(20), pages 1-18.
  4. 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.
  5. 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.
  6. Francesca Di Iorio & Stefano Fachin, 2009. "A residual-based bootstrap test for panel cointegration," Economics Bulletin, AccessEcon, vol. 29(4), pages 3222-3232.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Pieter Omtzigt & Stefano Fachin, 2006. "The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors," Econometric Reviews, Taylor & Francis Journals, vol. 25(1), pages 41-60.
  12. Stefano Fachin, 2004. " Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment," Economics Bulletin, AccessEcon, vol. 3(13), pages 1-8.
  13. 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.
  14. 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.
  15. Stefano Fachin & Dennis Shea & Maurizio Vichi, 2002. "Exploring 3D datasets: a factorial matrices analysis of the US industry in the 1980s," Applied Economics, Taylor & Francis Journals, vol. 34(3), pages 295-304.
  16. Stefano Fachin & Alberto Brugnoli, 2001. "Testing economic geography: Italy, 1951-1991," Economics Bulletin, AccessEcon, vol. 18(1), pages 1-7.
  17. Alberto Brugnoli & Stefano Fachin, 2000. "Concentrazione e diffusione: la geografia industriale italiana 1981-1991," ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, vol. 2000(107).
  18. 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.
  19. Daniela De Angelis & Stefano Fachin & G. Alastair Young, 1997. "Bootstrapping unit root tests," Applied Economics, Taylor & Francis Journals, vol. 29(9), pages 1155-1161.
  20. Stefano Fachin, 1995. "The Finnish demand for money revisited: an application of Box-Tiao cointegration analysis and bootstrap tests," Applied Economics Letters, Taylor & Francis Journals, vol. 2(9), pages 308-310.
  21. 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

16 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ARA: MENA - Middle East & North Africa (3) 2011-03-05 2013-02-08 2013-03-09
  2. NEP-CMP: Computational Economics (1) 2003-05-15
  3. NEP-ECM: Econometrics (8) 2003-05-16 2007-05-12 2007-05-26 2007-10-20 2008-12-14 2011-08-09 2012-01-25 2013-12-06. Author is listed
  4. NEP-EFF: Efficiency & Productivity (1) 2007-05-12
  5. NEP-ETS: Econometric Time Series (8) 2003-05-15 2007-05-12 2007-05-26 2007-10-20 2008-12-14 2011-08-09 2012-01-25 2013-12-06. Author is listed
  6. NEP-LAB: Labour Economics (1) 2009-10-10
  7. NEP-MIG: Economics of Human Migration (2) 2008-01-19 2009-10-10
  8. NEP-URE: Urban & Real Estate Economics (1) 2009-10-10

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