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Paolo Paruolo

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Personal Details

First Name: Paolo
Middle Name:
Last Name: Paruolo
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RePEc Short-ID: ppa332

Email: [This author has chosen not to make the email address public]
Homepage: https://sites.google.com/site/paoloparuolo/
Postal Address:
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Affiliation

Econometrics and Applied Statistics Unit
Joint Research Centre
European Commission
Location: Ispra, Italy
Homepage: http://easu.jrc.ec.europa.eu/
Email:
Phone: +39 0332 789686
Fax: +39 0332 785733
Postal: Via Fermi 2749, I-21027 Ispra
Handle: RePEc:edi:uejrcit (more details at EDIRC)

Works

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Working papers

  1. Mosconi, Rocco & Paruolo, Paolo, 2014. "Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two," MPRA Paper 53589, University Library of Munich, Germany.
  2. Massimo Franchi & Paolo Paruolo, 2012. "On ABCs (and Ds) of VAR representations of DSGE models," Working Paper Series, The Rimini Centre for Economic Analysis 56_12, The Rimini Centre for Economic Analysis, revised Aug 2012.
  3. Paolo Paruolo & Ben Murphy & Greet Janssens-Maenhout, 2011. "Do emissions and income have a common trend? A country-specific, time-series, global analysis, 1970-2008," Economics and Quantitative Methods, Department of Economics, University of Insubria qf1113, Department of Economics, University of Insubria.
  4. Massimo Franchi & Paolo Paruolo, 2011. "Normal forms of regular matrix polynomials via local rank factorization," DSS Empirical Economics and Econometrics Working Papers Series 2011/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  5. Massimiliano Caporin & Paolo Paruolo, 2009. "Structured Multivariate Volatility Models," "Marco Fanno" Working Papers 0091, Dipartimento di Scienze Economiche "Marco Fanno".
  6. Abadir Karim M. & Paruolo Paolo, 2008. "On efficient simulation in dynamic models," Economics and Quantitative Methods, Department of Economics, University of Insubria qf0709, Department of Economics, University of Insubria.
  7. Fanelli, Luca & Paruolo, Paolo, 2007. "Speed of Adjustment in Cointegrated Systems," MPRA Paper 9174, University Library of Munich, Germany.
  8. Luciano Fratocchi & Alberto Onetti & Alessia Pisoni & Marco Talaia, 2007. "Location of value added activities in hi-tech industries. The case of pharma-biotech firms in Italy," Economics and Quantitative Methods, Department of Economics, University of Insubria qf0708, Department of Economics, University of Insubria.
  9. Bertocco Giancarlo, 2006. "Are banks special? A note on Tobin’s theory of financial intermediaries," Economics and Quantitative Methods, Department of Economics, University of Insubria qf0605, Department of Economics, University of Insubria.
  10. Paruolo Paolo, 2006. "Finite sample comparison of alternative tests on the rank of a cointegration submatrix," Economics and Quantitative Methods, Department of Economics, University of Insubria qf0606, Department of Economics, University of Insubria.
  11. Fanelli Luca & Paruolo Paolo, 2006. "Exchange rates, prices and their speed of adjustment," Economics and Quantitative Methods, Department of Economics, University of Insubria qf0607, Department of Economics, University of Insubria.
  12. Caporin Massimiliano & Paruolo Paolo, 2005. "Multivariate ARCH with spatial effects for stock sector and size," Economics and Quantitative Methods, Department of Economics, University of Insubria qf0509, Department of Economics, University of Insubria.
  13. Caporin Massimiliano & Paruolo Paolo, 2005. "Spatial effects in multivariate ARCH," Economics and Quantitative Methods, Department of Economics, University of Insubria qf0501, Department of Economics, University of Insubria.
  14. Paruolo Paolo, 2005. "Design of vector autoregressive processes for invariant statistics," Economics and Quantitative Methods, Department of Economics, University of Insubria qf0504, Department of Economics, University of Insubria.
  15. Paruolo Paolo, 2004. "The likelihood ratio test for the rank of a cointegration submatrix," Economics and Quantitative Methods, Department of Economics, University of Insubria qf04024, Department of Economics, University of Insubria.
  16. Paruolo Paolo, 2004. "Automated Inference and the Future of Econometrics: A comment," Economics and Quantitative Methods, Department of Economics, University of Insubria qf04025, Department of Economics, University of Insubria.
  17. Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2004. "Do fiscal variables affect fiscal expectations? Experiments with real world and lab data," Sonderforschungsbereich 504 Publications 04-27, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  18. Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2003. "Expectations and perceived causality in fiscal policy: an experimental analysis using real world data," Sonderforschungsbereich 504 Publications 03-03, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  19. Paruolo Paolo, 2003. "Common dynamics in I(1) VAR systems," Economics and Quantitative Methods, Department of Economics, University of Insubria qf0316, Department of Economics, University of Insubria.
  20. Paruolo Paolo, 2003. "Common trends and cycles in I(2) VAR systems," Economics and Quantitative Methods, Department of Economics, University of Insubria qf0217bis, Department of Economics, University of Insubria.
  21. 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, Department of Economics, University of Insubria qf0223, Department of Economics, University of Insubria.
  22. Omtzigt Pieter & Paruolo Paolo, 2002. "Impact factors," Economics and Quantitative Methods, Department of Economics, University of Insubria qf0203, Department of Economics, University of Insubria.
  23. Paruolo Paolo, 2002. "Testing for common trends in conditional I(2) VAR models," Economics and Quantitative Methods, Department of Economics, University of Insubria qf0216, Department of Economics, University of Insubria.
  24. Paruolo Paolo, 2002. "Common features and common I(2) trends in VAR systems," Economics and Quantitative Methods, Department of Economics, University of Insubria qf0217, Department of Economics, University of Insubria.
  25. Cavaliere Giuseppe & Fanelli Luca & Paruolo Paolo, 2001. "Determining the number of cointegrating relations under rank constraints," Economics and Quantitative Methods, Department of Economics, University of Insubria qf0109, Department of Economics, University of Insubria.
  26. Paolo Paruolo & Alessandra Luati, 1997. "Nota sulla distribuzione di una base di norma unitaria del complemento ortogonale di un vettore gaussiano: il caso bidimensionale," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
  27. Abadir, Karim & Paruolo, P., 1994. "The Marginal Density of Bivariate Cointegration Estimators," Discussion Papers 9405, Exeter University, Department of Economics.
  28. Paolo Paruolo, 1993. "Analisi di multicointegrazione in sistemi VAR: alcune prospettive," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
  29. Michele Costa & Attilio Gardini & Paolo Paruolo, 1992. "A reduced rank regression approach to tests of asset pricing," Quaderni di Dipartimento 5, Department of Statistics, University of Bologna.
  30. Paolo Onofri & Paolo Paruolo & Bruno Salituro, 1992. "Sulle fonti delle fluttuazioni dell'economia italiana: una analisi con sistemi VAR strutturali," Working Papers 139, Dipartimento Scienze Economiche, Universita' di Bologna.
  31. Paolo Onofri & Paolo Paruolo & Bruno Salituro, 1991. "Alla ricerca di fatti stilizzati dell'economia italiana: un sistema Var strutturale," Working Papers 115, Dipartimento Scienze Economiche, Universita' di Bologna.
  32. Paruolo Paolo, . "Asymptotic standard errors for common trends linear combinations in I(2) VAR systems," Economics and Quantitative Methods, Department of Economics, University of Insubria qf0007, Department of Economics, University of Insubria.
  33. Paruolo Paolo, . "On Monte Carlo Estimation of Relative Power," Economics and Quantitative Methods, Department of Economics, University of Insubria qf0112, Department of Economics, University of Insubria.
  34. Paruolo Paolo, . "LR cointegration tests when some cointegrating relations are known," Economics and Quantitative Methods, Department of Economics, University of Insubria qf0106, Department of Economics, University of Insubria.
  35. Paruolo Paolo, . "The power of lambda max," Economics and Quantitative Methods, Department of Economics, University of Insubria qf0004, Department of Economics, University of Insubria.

Articles

  1. Paolo Paruolo & Michaela Saisana & Andrea Saltelli, 2013. "Ratings and rankings: voodoo or science?," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 176(3), pages 609-634, 06.
  2. Girardi, Riccardo & Paruolo, Paolo, 2013. "Wages and prices in Europe before and after the onset of the Monetary Union," Economic Modelling, Elsevier, vol. 35(C), pages 643-653.
  3. Franchi, Massimo & Paruolo, Paolo, 2011. "A characterization of vector autoregressive processes with common cyclical features," Journal of Econometrics, Elsevier, Elsevier, vol. 163(1), pages 105-117, July.
  4. Fanelli, Luca & Paruolo, Paolo, 2010. "Speed of adjustment in cointegrated systems," Journal of Econometrics, Elsevier, Elsevier, vol. 158(1), pages 130-141, September.
  5. Giuseppe Cavaliere & Luca Fanelli & Paolo Paruolo, 2009. "Tests for cointegration rank and choice of the alternative," Statistical Methods and Applications, Springer, Springer, vol. 18(2), pages 169-191, July.
  6. Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2009. "Do fiscal variables affect fiscal expectations? Experiments with real world and lab data," Journal of Economic Behavior & Organization, Elsevier, vol. 70(1-2), pages 253-265, May.
  7. Paruolo, Paolo, 2006. "Common trends and cycles in I(2) VAR systems," Journal of Econometrics, Elsevier, Elsevier, vol. 132(1), pages 143-168, May.
  8. Paolo Paruolo, 2006. "The Likelihood Ratio Test for the Rank of a Cointegration Submatrix," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 921-948, December.
  9. Paruolo, Paolo, 2005. "Solution to Problem Posed in Volume 20(3): 04.3.1. An I(2) Model for VAR(1) Processes Solution," Econometric Theory, Cambridge University Press, vol. 21(03), pages 665-666, June.
  10. Paruolo, Paolo, 2005. "Automated Inference And The Future Of Econometrics: A Comment," Econometric Theory, Cambridge University Press, vol. 21(01), pages 78-84, February.
  11. Omtzigt, Pieter & Paruolo, Paolo, 2005. "Impact factors," Journal of Econometrics, Elsevier, Elsevier, vol. 128(1), pages 31-68, September.
  12. Paruolo, Paolo, 2004. "04.3.1 An I(2) Model for VAR(1) Processes," Econometric Theory, Cambridge University Press, vol. 20(03), pages 639-640, June.
  13. Paruolo, Paolo & Phillips, Peter C.B., 2004. "NOTES AND PROBLEMS: A new format for the PROBLEMS AND SOLUTIONS SERIES," Econometric Theory, Cambridge University Press, vol. 20(04), pages 643-644, August.
  14. Karim M. Abadir & Paolo Paruolo, 2002. "Simple Robust Testing of Regression Hypotheses: A Comment," Econometrica, Econometric Society, Econometric Society, vol. 70(5), pages 2097-2099, September.
  15. Paolo Paruolo, 2002. "On Monte Carlo estimation of relative power," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 65-75, June.
  16. Paruolo, Paolo, 2002. "Asymptotic Inference On The Moving Average Impact Matrix In Cointegrated I (2) Var Systems," Econometric Theory, Cambridge University Press, vol. 18(03), pages 673-690, June.
  17. Paruolo, Paolo, 2001. " The Power of Lambda Max," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 63(3), pages 395-403, July.
  18. Paruolo, Paolo, 2000. "Asymptotic Efficiency Of The Two Stage Estimator In I (2) Systems," Econometric Theory, Cambridge University Press, vol. 16(04), pages 524-550, August.
  19. Paruolo, Paolo & Rahbek, Anders, 1999. "Weak exogeneity in I(2) VAR systems," Journal of Econometrics, Elsevier, Elsevier, vol. 93(2), pages 281-308, December.
  20. Paolo Paruolo, 1998. "Tests of integration in circular autoregressive models," Statistical Methods and Applications, Springer, Springer, vol. 7(3), pages 297-306, December.
  21. Karim M. Abadir & Paolo Paruolo, 1997. "Two Mixed Normal Densities from Cointegration Analysis," Econometrica, Econometric Society, Econometric Society, vol. 65(3), pages 671-680, May.
  22. P. Paruolo & B. Nielsen, 1997. "Erratum to: The role of the drift in I(2) systems," Statistical Methods and Applications, Springer, Springer, vol. 6(1), pages 93-95, April.
  23. Costa, Michele & Gardini, Attilio & Paruolo, Paolo, 1997. "A Reduced Rank Regression Approach to Tests of Asset Pricing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(1), pages 163-81, February.
  24. Paruolo, Paolo, 1997. "Standard Errors for the Long-Run Variance Matrix," Econometric Theory, Cambridge University Press, vol. 13(02), pages 305-306, April.
  25. Paruolo, Paolo, 1996. "On the determination of integration indices in I(2) systems," Journal of Econometrics, Elsevier, Elsevier, vol. 72(1-2), pages 313-356.
  26. Paruolo, Paolo, 1995. "Errata," Econometric Theory, Cambridge University Press, vol. 11(02), pages 402-402, February.
  27. Vahid, Farshid & Alvarez, Luis J. & Dolado, Juan J. & Paruolo, Paolo & Zheng, John Xu, 1994. "Deriving Restricted Least Squares without a Lagrangean," Econometric Theory, Cambridge University Press, vol. 10(02), pages 443-448, June.
  28. Paolo Paruolo, 1994. "The role of the drift in I(2) systems," Statistical Methods and Applications, Springer, Springer, vol. 3(1), pages 93-123, February.
  29. Paruolo, Paolo, 1993. "Deriving Restricted Least Squares Estimator without a Lagrangean," Econometric Theory, Cambridge University Press, vol. 9(02), pages 313-314, April.
  30. Paruolo, Paolo, 1993. "The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix," Econometric Theory, Cambridge University Press, vol. 9(02), pages 314-314, April.

NEP Fields

27 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2007-01-23
  2. NEP-CBE: Cognitive & Behavioural Economics (1) 2007-01-23
  3. NEP-DGE: Dynamic General Equilibrium (2) 2012-07-23 2012-07-29
  4. NEP-ECM: Econometrics (10) 2003-05-12 2003-05-16 2007-01-13 2007-01-23 2007-01-23 2007-01-23 2008-06-21 2009-02-14 2012-07-23 2014-02-15. Author is listed
  5. NEP-ENE: Energy Economics (2) 2011-12-13 2012-06-25
  6. NEP-ENV: Environmental Economics (2) 2011-12-13 2012-06-25
  7. NEP-ETS: Econometric Time Series (10) 2003-05-15 2005-02-13 2005-02-13 2005-02-13 2005-02-13 2007-01-13 2007-01-23 2007-01-23 2008-06-21 2014-02-15. Author is listed
  8. NEP-EXP: Experimental Economics (3) 2003-05-15 2004-07-26 2006-10-21
  9. NEP-FMK: Financial Markets (1) 2007-01-23
  10. NEP-FOR: Forecasting (2) 2007-01-23 2009-02-14
  11. NEP-GEO: Economic Geography (1) 2007-01-23
  12. NEP-HPE: History & Philosophy of Economics (1) 2007-01-23
  13. NEP-IFN: International Finance (1) 2007-01-23
  14. NEP-MAC: Macroeconomics (4) 2003-05-15 2004-07-26 2004-08-02 2006-10-21
  15. NEP-PBE: Public Economics (3) 2003-05-18 2004-08-02 2006-10-21
  16. NEP-SOC: Social Norms & Social Capital (1) 2007-01-23
  17. NEP-SOG: Sociology of Economics (1) 2014-02-15
  18. NEP-URE: Urban & Real Estate Economics (1) 2007-01-13

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