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Information about:
Paolo Paruolo

Personal Details | Affiliation | Works
This is information that was supplied by Paolo Paruolo in registering through RePEc. If you are Paolo Paruolo , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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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: http://eco.uninsubria.it/webdocenti/pparuolo
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Massimiliano Caporin & Paolo Paruolo, 2009. "Structured Multivariate Volatility Models," "Marco Fanno" Working Papers 0091, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]

  2. Abadir Karim M. & Paruolo Paolo, 2008. "On efficient simulation in dynamic models," Economics and Quantitative Methods qf0708, Department of Economics, University of Insubria. [Downloadable!]
    Other versions:

  3. Fanelli, Luca & Paruolo, Paolo, 2007. "Speed of Adjustment in Cointegrated Systems," MPRA Paper 9174, University Library of Munich, Germany. [Downloadable!]

  4. Fanelli Luca & Paruolo Paolo, 2006. "Exchange rates, prices and their speed of adjustment," Economics and Quantitative Methods qf0606, Department of Economics, University of Insubria. [Downloadable!]

  5. Paruolo Paolo, 2006. "Finite sample comparison of alternative tests on the rank of a cointegration submatrix," Economics and Quantitative Methods qf0605, Department of Economics, University of Insubria. [Downloadable!]

  6. Paruolo Paolo, 2005. "Design of vector autoregressive processes for invariant statistics," Economics and Quantitative Methods qf0504, Department of Economics, University of Insubria. [Downloadable!]

  7. Caporin Massimiliano & Paruolo Paolo, 2005. "Spatial effects in multivariate ARCH," Economics and Quantitative Methods qf0501, Department of Economics, University of Insubria. [Downloadable!]

  8. Caporin Massimiliano & Paruolo Paolo, 2005. "Multivariate ARCH with spatial effects for stock sector and size," Economics and Quantitative Methods qf0509, Department of Economics, University of Insubria. [Downloadable!]

  9. Paruolo Paolo, 2004. "Automated Inference and the Future of Econometrics: A comment," Economics and Quantitative Methods qf04025, Department of Economics, University of Insubria. [Downloadable!]
    Published as:

  10. Paruolo Paolo, 2004. "The likelihood ratio test for the rank of a cointegration submatrix," Economics and Quantitative Methods qf04024, Department of Economics, University of Insubria. [Downloadable!]
    Published as:

  11. 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. [Downloadable!]
    Other versions:
    Published as:

  12. 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. [Downloadable!]
    Other versions:

  13. Paruolo Paolo, 2003. "Common dynamics in I(1) VAR systems," Economics and Quantitative Methods qf0316, Department of Economics, University of Insubria. [Downloadable!]

  14. Paruolo Paolo, 2003. "Common trends and cycles in I(2) VAR systems," Economics and Quantitative Methods qf0217bis, Department of Economics, University of Insubria. [Downloadable!]
    Other versions:
    Published as:

  15. 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. [Downloadable!]

  16. Paruolo Paolo, 2002. "Testing for common trends in conditional I(2) VAR models," Economics and Quantitative Methods qf0216, Department of Economics, University of Insubria. [Downloadable!]

  17. Paruolo Paolo, 2002. "Common features and common I(2) trends in VAR systems," Economics and Quantitative Methods qf0217, Department of Economics, University of Insubria. [Downloadable!]

  18. Omtzigt Pieter & Paruolo Paolo, 2002. "Impact factors," Economics and Quantitative Methods qf0203, Department of Economics, University of Insubria. [Downloadable!]
    Published as:

  19. 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. [Downloadable!]

  20. 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. [Downloadable!]

  21. Abadir, K.M. & Paruolo, P., 1994. "The Marginal Density of Bivariate Cointegration Estimators," Discussion Papers 94-05, University of Exeter, School of Business and Economics.

  22. Paolo Paruolo, 1993. "Analisi di multicointegrazione in sistemi VAR: alcune prospettive," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna. [Downloadable!]

  23. 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. [Downloadable!]
    Published as:

  24. 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.

  25. 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.

  26. Paruolo Paolo, . "Asymptotic standard errors for common trends linear combinations in I(2) VAR systems," Economics and Quantitative Methods qf0007, Department of Economics, University of Insubria.

  27. Paruolo Paolo, . "On Monte Carlo Estimation of Relative Power," Economics and Quantitative Methods qf0112, Department of Economics, University of Insubria.
    Published as:

  28. Paruolo Paolo, . "The power of lambda max," Economics and Quantitative Methods qf0004, Department of Economics, University of Insubria.
    Published as:

  29. Paruolo Paolo, . "LR cointegration tests when some cointegrating relations are known," Economics and Quantitative Methods qf0106, Department of Economics, University of Insubria.

Articles

  1. 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. [Downloadable!] (restricted)
    Other versions:

  2. Giuseppe Cavaliere & Luca Fanelli & Paolo Paruolo, 2009. "Tests for cointegration rank and choice of the alternative," Statistical Methods and Applications, Springer, vol. 18(2), pages 169-191, July. [Downloadable!] (restricted)

  3. Paruolo, Paolo, 2006. "Common trends and cycles in I(2) VAR systems," Journal of Econometrics, Elsevier, vol. 132(1), pages 143-168, May. [Downloadable!] (restricted)
    Other versions:

  4. 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. [Downloadable!] (restricted)
    Other versions:

  5. Omtzigt, Pieter & Paruolo, Paolo, 2005. "Impact factors," Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September. [Downloadable!] (restricted)
    Other versions:

  6. 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. [Downloadable!]

  7. Paruolo, Paolo, 2005. "Automated Inference And The Future Of Econometrics: A Comment," Econometric Theory, Cambridge University Press, vol. 21(01), pages 78-84, February. [Downloadable!]
    Other versions:

  8. 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. [Downloadable!]

  9. 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. [Downloadable!]

  10. 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. [Downloadable!]
    Published as:

  11. Paolo Paruolo, 2002. "On Monte Carlo estimation of relative power," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 65-75, June. [Downloadable!] (restricted)
    Other versions:

  12. Karim M. Abadir & Paolo Paruolo, 2002. "Simple Robust Testing of Regression Hypotheses: A Comment," Econometrica, Econometric Society, vol. 70(5), pages 2097-2099, September. [Downloadable!] (restricted)

  13. 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. [Downloadable!] (restricted)
    Other versions:

  14. 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. [Downloadable!]

  15. Paruolo, Paolo & Rahbek, Anders, 1999. "Weak exogeneity in I(2) VAR systems," Journal of Econometrics, Elsevier, vol. 93(2), pages 281-308, December. [Downloadable!] (restricted)

  16. 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.
    Other versions:

  17. Karim M. Abadir & Paolo Paruolo, 1997. "Two Mixed Normal Densities from Cointegration Analysis," Econometrica, Econometric Society, vol. 65(3), pages 671-680, May.

  18. Paruolo, Paolo, 1997. "Standard Errors for the Long-Run Variance Matrix," Econometric Theory, Cambridge University Press, vol. 13(02), pages 305-306, April. [Downloadable!]

  19. Paruolo, Paolo, 1996. "On the determination of integration indices in I(2) systems," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 313-356. [Downloadable!] (restricted)

  20. Paruolo, Paolo, 1995. "Errata," Econometric Theory, Cambridge University Press, vol. 11(02), pages 402-402, February. [Downloadable!]

  21. 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. [Downloadable!]

  22. Paruolo, Paolo, 1993. "Deriving Restricted Least Squares Estimator without a Lagrangean," Econometric Theory, Cambridge University Press, vol. 9(02), pages 313-314, April. [Downloadable!]

  23. 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. [Downloadable!]
    Published as:

NEP Fields

19 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-ECM: Econometrics (8) 2003-05-12 2003-05-16 2007-01-13 2007-01-23 2007-01-23 2007-01-23 2008-06-21 2009-02-14 Author is listed
  3. NEP-ETS: Econometric Time Series (9) 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 Author is listed
  4. NEP-EXP: Experimental Economics (3) 2003-05-15 2004-07-26 2006-10-21
  5. NEP-FMK: Financial Markets (1) 2007-01-23
  6. NEP-FOR: Forecasting (2) 2007-01-23 2009-02-14
  7. NEP-GEO: Economic Geography (1) 2007-01-23
  8. NEP-IFN: International Finance (1) 2007-01-23
  9. NEP-MAC: Macroeconomics (4) 2003-05-15 2004-07-26 2004-08-02 2006-10-21
  10. NEP-PBE: Public Economics (3) 2003-05-18 2004-08-02 2006-10-21
  11. NEP-URE: Urban & Real Estate Economics (1) 2007-01-13
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This page was last updated on 2009-12-5.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.