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Publications

by alumni of

"Sapienza" Università di Roma → Dipartimento di Scienze Statistiche

Sapienza University of Rome → Department of Statistics

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters | Software components |

Working papers

2026

  1. Valentina Michelangeli & Silvia Sacco & Valentino Bado & Valeria De Chiara & Ginette Eramo & Francesco Ficarola & Irene Mavilia & Claudia Miani & Ivan Quaglia & Giuseppe Reale & Francesco Sciarretta &, 2026, "System-wide stress tests: a survey of empirical evidence, concepts, and methodologies," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1048, Jul.
  2. Valentina Michelangeli & Silvia Sacco & Valentino Bado & Valeria De Chiara & Ginette Eramo & Francesco Ficarola & Irene Mavilia & Claudia Miani & Ivan Quaglia & Giuseppe Reale & Francesco Sciarretta &, 2026, "Interconnectedness in the Italian financial sector: a multilayer network analysis," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1049, Jul.
  3. Valentina Michelangeli & Silvia Sacco & Valentino Bado & Valeria De Chiara & Ginette Eramo & Francesco Ficarola & Irene Mavilia & Claudia Miani & Ivan Quaglia & Giuseppe Reale & Francesco Sciarretta &, 2026, "Interconnectedness in the Italian financial sector: banks, investment funds and insurance companies," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1050, Jul.

2025

  1. Gianluca Cubadda & Francesco Giancaterini & Stefano Grassi, 2025, "Sequential Monte Carlo for Noncausal Processes," Papers, arXiv.org, number 2501.03945, Jan.
  2. Gualtieri, Giovanni & Nicolini, Marcella & Sabatini, Fabio & Ventura, Marco, 2025, "Shaken Politics: The Electoral Outcomes of Disasters and Social Capital," IZA Discussion Papers, IZA Network @ LISER, number 17758, Mar.

2024

  1. Eleonora Trappolini & Giammarco Alderotti & Alyce Raybould, 2024, "Health in early adulthood and fertility: a study based on the 1958 British cohort," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2024_01, Jan.
  2. Gianluca Cubadda, 2024, "VAR models with an index structure: A survey with new results," Papers, arXiv.org, number 2412.11278, Dec, revised Sep 2025.
  3. Angelo Lorenti & Alessandra De Rose & Filomena Racioppi, 2024, "Volunteering during early retirement reduces depression," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2024-038, DOI: 10.4054/MPIDR-WP-2024-038.

2023

  1. Raffaele Guetto & Giammarco Alderotti & Daniele Vignoli, 2023, "Can Policy Reforms Enhance Fertility? An Ex-Ante Evaluation through Factorial Survey Experiments," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2023_08, Sep.
  2. Massimo Casa, 2023, "Connecting the dots of the international debate on the standardization and granularity of regulatory data," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 804, Oct.
  3. Gianluca Cubadda & Francesco Giancaterini & Alain Hecq & Joann Jasiak, 2023, "Optimization of the Generalized Covariance Estimator in Noncausal Processes," Papers, arXiv.org, number 2306.14653, Jun, revised Jan 2024.
  4. Gianluca Cubadda & Marco Mazzali, 2023, "The Vector Error Correction Index Model: Representation, Estimation and Identification," CEIS Research Paper, Tor Vergata University, CEIS, number 556, Apr, revised 04 Apr 2023.
  5. del Rosario de Fatima Juárez Carcaño, María & De Rose, Alessandra & Testa, Maria Rita, 2023, "The relationship between education and fertility preferences in Mexico: Lessons from Italy," SocArXiv, Center for Open Science, number cw8xd, Jun, DOI: 10.31235/osf.io/cw8xd.
  6. Vittoria La Serra & Emiliano Svezia, 2023, "A robust record linkage approach for anomaly detection in granular insurance asset reporting," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 821, Dec.

2022

  1. Giammarco Alderotti & Raffaele Guetto & Paolo Barbieri & Stefani Scherer & Daniele Vignoli, 2022, "Unstable Employment Careers and Completed Fertility before and after Labour Market Deregulation in Italy," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2022_03, Jun.
  2. Ryohei Mogi & Ryota Mugiyama & Giammarco Alderotti, 2022, "Employment uncertainty and non-coresidential partnership in very-low fertility countries: Italy and Japan," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2022_07, Dec.
  3. Giammarco Alderotti & Chiara Rapallini & Silvio Traverso, 2022, "The Big Five Personality Traits and Earnings: A Meta-Analysis," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2022_14.rdf.
  4. Massimo Casa & Laura Graziani Palmieri & Laura Mellone & Francesca Monacelli, 2022, "The integrated approach adopted by Bank of Italy in the collection and production of credit and financial data," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 667, Feb.
  5. Massimo Casa & Marco Carnevali & Silvia Giacinti & Roberto Sabatini, 2022, "PUMA cooperation between the Bank of Italy and the intermediaries for the production of statistical, supervisory and resolution reporting," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 734, Nov.
  6. G. Cubadda & S. Grassi & B. Guardabascio, 2022, "The Time-Varying Multivariate Autoregressive Index Model," Papers, arXiv.org, number 2201.07069, Jan.
  7. Gianluca Cubadda & Alain Hecq & Elisa Voisin, 2022, "Detecting common bubbles in multivariate mixed causal-noncausal models," Papers, arXiv.org, number 2207.11557, Jul.
  8. Vittoria La Serra & Emiliano Svezia, 2022, "Statistical matching for anomaly detection in insurance assets granular reporting," IFC Working Papers, Bank for International Settlements, number 22, Oct.
  9. Monturano, Gianluca & Resce, Giuliano & Ventura, Marco, 2022, "Place-Based Policies and the location of economic activity: evidence from the Italian Strategy for Inner areas," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp22087, Sep.
  10. Melisso Boschi & Alessandro Girardi & Marco Ventura, 2022, "The relative effectiveness of EU national and supranational fiscal rules," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 222, Jun.

2021

  1. Gianluca Cubadda & Alain Hecq, 2021, "Reduced Rank Regression Models in Economics and Finance," CEIS Research Paper, Tor Vergata University, CEIS, number 525, Nov, revised 08 Nov 2021.
  2. Valentina Aprigliano & Simone Emiliozzi & Gabriele Guaitoli & Andrea Luciani & Juri Marcucci & Libero Monteforte, 2021, "The power of text-based indicators in forecasting the Italian economic activity," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1321, Mar.
  3. Roy Cerqueti & Raffaella Coppier & Alessandro Girardi & Marco Ventura, 2021, "The sooner the better: lives saved by the lockdown during the COVID-19 outbreak. The case of Italy," Papers, arXiv.org, number 2101.11901, Jan.
  4. Vanessa Cirulli & Giuliano Resce & Marco Ventura, 2021, "Co-payment exemption and healthcare consumption. Quasi-experimental evidence from Italy," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 203, Oct.

2020

  1. Giammarco Alderotti & Cecilia Tomassini & Daniele Vignoli, 2020, "Antecedents of 'Grey Divorces' in Europe: The Role of Children and Grandchildren," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2020_08, Dec.
  2. Gianluca Cubadda & Alain Hecq, 2020, "Dimension Reduction for High Dimensional Vector Autoregressive Models," Papers, arXiv.org, number 2009.03361, Sep, revised Feb 2022.
  3. del Barrio Castro, Tomás & Cubada, Ginaluca & Osborn, Denise R., 2020, "On cointegration for processes integrated at different frequencies," MPRA Paper, University Library of Munich, Germany, number 102611, Aug.

2019

  1. Giammarco Alderotti & Daniele Vignoli & Michela Baccini & Anna Matysiak, 2019, "Employment Uncertainty and Fertility: A Network Meta-Analysis of European Research Findings," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2019_06, Jul.
  2. Valter Di Giacinto & Libero Monteforte & Andrea Filippone & Francesco Montaruli & Tiziano Ropele, 2019, "ITER A quarterly indicator of regional economic activity in Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 489, Apr.
  3. Guerino Ardizzi & Simone Emiliozzi & Juri Marcucci & Libero Monteforte, 2019, "News and consumer card payments," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1233, Oct.
  4. Mellace, Giovanni & Ventura, Marco, 2019, "Intended and unintended effects of public incentives for innovation. Quasi-experimental evidence from Italy," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 9/2019, Aug.

2018

  1. Daniele Vignli & Letizia Mencarini & Giammarco Alderotti, 2018, "Is the Impact of Employment Uncertainty on Fertility Intentions Channeled by Subjective Well-Being?," Working Papers, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi, number 114, Feb.
  2. Gianluca Cubadda & Alain Hecq & Antonio Riccardo, 2018, "Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector," CEIS Research Paper, Tor Vergata University, CEIS, number 445, Oct, revised 30 Oct 2018.
  3. Libero Monteforte & Valentina Raponi, 2018, "Short term forecasts of economic activity: are fortnightly factors useful?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1177, Jun.
  4. Girardi, Alessandro & Ventura, Marco & Margani, Patrizia, 2018, "An Indicator of Credit Crunch using Italian Business Surveys," MPRA Paper, University Library of Munich, Germany, number 88839, Sep.

2017

  1. Cubadda, Gianluca & Hecq, Alain & Telg, Sean, 2017, "Detecting Co-Movements in Noncausal Time Series," MPRA Paper, University Library of Munich, Germany, number 77254, Mar, revised 02 Mar 2017.
  2. Gianluca Cubadda & Barbara Guardabascio, 2017, "Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model," CEIS Research Paper, Tor Vergata University, CEIS, number 397, Feb, revised 13 Jul 2018.
  3. Valentina Aprigliano & Guerino Ardizzi & Libero Monteforte, 2017, "Using the payment system data to forecast the Italian GDP," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1098, Feb.
  4. Roy Cerqueti & Fabio Sabatini & Marco Ventura, 2017, "Civic capital and support for the welfare state," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2017/13, Nov.
  5. Fabio Sabatini & Marco Ventura & Eiji Yamamura & Luca Zamparelli, 2017, "Fairness and the unselfish demand for redistribution by taxpayers and welfare recipients," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2017/14, Nov.

2016

  1. Gianluca Cubadda & Barbara Guardabascio & Alain Hecq, 2016, "A Vector Heterogeneous Autoregressive Index Model for Realized Volatily Measures," CEIS Research Paper, Tor Vergata University, CEIS, number 391, Jul, revised 23 Jul 2016.
  2. Libero Monteforte & Giordano Zevi, 2016, "An inquiry into manufacturing capacity in Italy after the double-dip recession," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 302, Jan.
  3. Andrea Locatelli & Libero Monteforte & Giordano Zevi, 2016, "Heterogeneous Fall in Productive Capacity in Italian Industry during the 2008-13 Double-Dip Recession," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 303, Jan.

2015

  1. Marco Centoni & Gianluca Cubadda, 2015, "Common Feature Analysis of Economic Time Series: An Overview and Recent Developments," CEIS Research Paper, Tor Vergata University, CEIS, number 355, Oct, revised 05 Oct 2015.

2013

  1. Emmanuela Bernardini & Gianluca Cubadda, 2013, "Macroeconomic forecasting and structural analysis through regularized reduced-rank regression," CEIS Research Paper, Tor Vergata University, CEIS, number 289, Oct, revised 03 Oct 2013.
  2. Matteo Luciani & Libero Monteforte, 2013, "Uncertainty and heterogeneity in factor models forecasting," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 930, Sep.
  3. Barbara Annicchiarico & Fabio Di Dio & Francesco Felici & Libero Monteforte, 2013, "IGEM: a Dynamic General Equilibrium Model for Italy," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 4, Apr.
  4. Barbara Guardabascio & Marco Ventura, 2013, "Estimating the dose-response function through the GLM approach," German Stata Users' Group Meetings 2013, Stata Users Group, number 10, Jul.

2012

  1. Gianluca Cubadda & Barbara Guardabascio & Alain Hecq, 2012, "A General to Specific Approach for Constructing Composite Business Cycle Indicators," CEIS Research Paper, Tor Vergata University, CEIS, number 224, Feb, revised 27 Feb 2012.
  2. Matteo Luciani & Libero Monteforte, 2012, "Uncertainty and Heterogeneity in factor models forecasting," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 16, May.
  3. Arru, Daniela & Iacovoni, Davide & Monteforte, Libero & Pericoli, Filippo Maria, 2012, "EMU sovereign spreads and macroeconomic news," MPRA Paper, University Library of Munich, Germany, number 37200, Mar.
  4. Cerqueti, Roy & Tramontanta, Fabio & Ventura, Marco, 2012, "On the dynamics of innovators and imitators," MPRA Paper, University Library of Munich, Germany, number 38949, Apr.

2011

  1. Gianluca Cubadda & Umberto Triacca, 2011, "An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis," CEIS Research Paper, Tor Vergata University, CEIS, number 184, Jan, revised 24 Jan 2011.
  2. Marco Centoni & Gianluca Cubadda, 2011, "Modelling Comovements of Economic Time Series: A Selective Survey," CEIS Research Paper, Tor Vergata University, CEIS, number 215, Oct, revised 26 Oct 2011.
  3. Cecilia Frale & Libero Monteforte, 2011, "FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 788, Jan.
  4. Guglielmo Maria Caporale & Alessandro Girardi & Marco Ventura, 2011, "The Euro Changeover and Price Adjustments in Italy," CESifo Working Paper Series, CESifo, number 3386.
  5. Paradiso, Antonio & Rao, B. Bhaskara & Ventura, Marco, 2011, "Estimates of the Sticky-Information Phillips Curve for the USA with the General to Specific Method," MPRA Paper, University Library of Munich, Germany, number 28867, Feb.

2010

  1. Gianluca Cubadda & Barbara Guardabascio, 2010, "A Medium-N Approach to Macroeconomic Forecasting," CEIS Research Paper, Tor Vergata University, CEIS, number 176, Dec, revised 09 Dec 2010.
  2. Libero Monteforte & Gianluca Moretti, 2010, "Real time forecasts of inflation: the role of financial variables," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 767, Jul.
  3. MONTEFORTE Libero & SIVIERO Stefano, 2010, "Aggregate Vs. Disaggregate Euro-Area Macro-Modelling," EcoMod2003, EcoMod, number 330700105, Jan.
  4. Sergio De Nardis & Marco Ventura, 2010, "The Effects of Product Dropping on Firm's Productivity and Employment Composition," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 120, Mar.
  5. Pasquale Lucio Scandizzo & Marco Ventura, 2010, "Sharing Risk Through Concession Contracts," CEIS Research Paper, Tor Vergata University, CEIS, number 166, May, revised 28 May 2010.

2009

  1. Jorg Breitung & Gianluca Cubadda, 2009, "Testing for cointegration in high-dimensional systems," CEIS Research Paper, Tor Vergata University, CEIS, number 148, Sep, revised 30 Sep 2009.
  2. Gianluca Cubadda & Alain Hecq, 2009, "Testing for Common Autocorrelation in Data Rich Environments," CEIS Research Paper, Tor Vergata University, CEIS, number 153, Dec, revised 04 Dec 2009.
  3. Roy Cerqueti & Marco Ventura, 2009, "A Discrete Model for Patent Valuation," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 120, Dec.

2008

  1. Gianluca Cubadda & Alain Hecq & Franz C. Palm, 2008, "Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling," CEIS Research Paper, Tor Vergata University, CEIS, number 125, Jul, revised 14 Jul 2008.
  2. Simona Tenaglia & Marco Ventura, 2008, "Valuing environmental patents legal protection when data is not available," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 103, Jul.
  3. Pasquale L. Scandizzo & Marco Ventura, 2008, "A model of public and private partnership through concession contracts," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 104, Jul.
  4. Pasquale Lucio Scandizzo & Marco Ventura, 2008, "Contingent valuation of natural resources: a case study for Sicily," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 91, Jan.

2007

  1. Atella, Vincenzo & Centoni, Marco & Cubadda, Gianluca, 2007, "Technology shocks, structural breaks and the effects on the business cycle," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp07041, Oct.
  2. Gianluca Cubadda, 2007, "A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series," CEIS Research Paper, Tor Vergata University, CEIS, number 102, May.
  3. Cubadda, G. & Hecq, A.W. & Palm, F.C., 2007, "Macro-panels and reality," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 009, Jan, DOI: 10.26481/umamet.2007009.
  4. Cubadda, G. & Hecq, A.W. & Palm, F.C., 2007, "Studying co-movements in large multivariate models without multivariate modelling," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 032, Jan, DOI: 10.26481/umamet.2007032.
  5. Lorenzo Forni & Libero Monteforte & Luca Sessa, 2007, "The general equilibrium effects of fiscal policy: estimates for the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 652, Nov.
  6. Giovanni Ferri & Marco Ventura, 2007, "Macchinari del made in Italy e dinamiche dei distretti industriali," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 74, Jan.

2006

  1. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2006, "Measuring the Sources of Cyclical Fluctuations in the G7 Economies," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp06028, Apr.
  2. Bertrand Candelon & Gianluca Cubadda, 2006, "Testing for Parameter Stability in Dynamic Models Across Frequencies," CEIS Research Paper, Tor Vergata University, CEIS, number 82, May.
  3. Michael S. Rendall & Ryan Admiraal & Alessandra De Rose & Paola Di Giulio & Mark S. Handcock & Filomena Racioppi, 2006, "Population constraints on pooled surveys in demographic hazard modeling," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2006-039, DOI: 10.4054/MPIDR-WP-2006-039.
  4. Lorenzo Forni & Libero Monteforte, 2006, "The estimated general equilibrium effects of fiscal policy: the case of the euro area," Computing in Economics and Finance 2006, Society for Computational Economics, number 142, Jul.
  5. Salvatore Zecchini & Marco Ventura, 2006, "Public Credit Guarantees and SME Finance," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 73, Dec.
  6. Pasquale L. Scandizzo & Marco Ventura, 2006, "Bids for the UMTS system: An empirical evaluation of the Italian case," CEIS Research Paper, Tor Vergata University, CEIS, number 88, Dec.

2004

  1. Cubadda, Gianluca, 2004, "A Reduced Rank Regression Approach to Coincident and Leading Indexes Building," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp04022, Sep.
  2. Libero Monteforte, 2004, "Aggregation bias in macro models: does it matter foir the euro area?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 534, Dec.

2003

  1. Cubadda, Gianluca & Hecq, Alain, 2003, "The Role of Common Cyclical Features for Coincident and Leading Indexes Building," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp03002, Apr.
  2. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2003, "Common Shocks, Common Dynamics, and the International Business Cycle," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp03007, Jul.
  3. Cubadda, Gianluca & Omtzigt, Pieter, 2003, "Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp03012, Oct.

2002

  1. Libero Monteforte & Stefano Siviero, 2002, "The economic consequences of euro area modelling shortcuts," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 458, Dec.

2001

  1. Filippo Altissimo, Fabio Busetti, Alberto Locarno, Libero Monteforte, Stefano Siviero, 2001, "Identifying The Monetary Policy Transmission Channels: The Role Of Simultaneity, Model Nonlinearity, Expectation Formation Mechanisms And Policy Rules," Computing in Economics and Finance 2001, Society for Computational Economics, number 177, Apr.

2000

  1. Gianluca Cubadda, 2000, "Complex Reduced Rank Models for Seasonally Cointegrated Time Series," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0092, Aug.

1997

  1. Cubadda, G. & Sabbatini, R., 1997, "The Seasonality of the Italian Cost-of-Living Index," Papers, Banca Italia - Servizio di Studi, number 313.

1994

  1. Gianluca Cubadda & Domenico Mignacca, 1994, "Is Money Neutral? Some Evidence for Italy," International Finance, University Library of Munich, Germany, number 9410001, Oct, revised 09 Nov 1994.

Undated

  1. Adele Menniti & Pietro Demurtas & Serena Arima & Alessandra De Rose, undated, "Gender inequality at home when mothers work. The case of Italy," Working Papers, Sapienza University of Rome, Metodi e Modelli per l'Economia, il Territorio e la Finanza MEMOTEF, number 130/14.
  2. Alessandra De Rose & Roberto Verna, undated, "Test_A il tuo mal di testa. A report di indagine," Working Papers, Sapienza University of Rome, Metodi e Modelli per l'Economia, il Territorio e la Finanza MEMOTEF, number 149/17.

Journal articles

2025

  1. Cubadda, Gianluca & Grassi, Stefano & Guardabascio, Barbara, 2025, "The time-varying Multivariate Autoregressive Index model," International Journal of Forecasting, Elsevier, volume 41, issue 1, pages 175-190, DOI: 10.1016/j.ijforecast.2024.04.007.
  2. Gianluca Cubadda, 2025, "VAR Models with an Index Structure: A Survey with New Results," Econometrics, MDPI, volume 13, issue 4, pages 1-17, October.
  3. Lorenti, Angelo & De Rose, Alessandra & Racioppi, Filomena, 2025, "Volunteering during early retirement reduces depression," Social Science & Medicine, Elsevier, volume 367, issue C, DOI: 10.1016/j.socscimed.2025.117790.
  4. Alessandra De Rose & Giuseppina Guagnano, 2025, "Having Children in Europe: The Role of Social Capital," Review of European Studies, Canadian Center of Science and Education, volume 15, issue 1, pages 1-24, January.
  5. Alessandra De Rose & Filomena Racioppi, 2025, "Demography and Sustainability: a Prolonged Active Life for an Ageing Workforce," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 133, issue 4, pages 375-392.

2024

  1. Gianluca Cubadda & Marco Mazzali, 2024, "The vector error correction index model: representation, estimation and identification," The Econometrics Journal, Royal Economic Society, volume 27, issue 1, pages 126-150.
  2. Margherita Moretti & Elisa Cisotto & Alessandra De Rose, 2024, "Uncovering disability-free grandparenthood in Italy between 1998 and 2016 using gender-specific decomposition," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 50, issue 42, pages 1247-1264, DOI: 10.4054/DemRes.2024.50.42.
  3. Giammarco Alderotti & Alessandra De Rose & Valentina Tocchioni, 2024, "Employment uncertainty and parenthood: quantifying the mediating role of union formation," Journal of Population Research, Springer, volume 41, issue 4, pages 1-23, December, DOI: 10.1007/s12546-024-09347-w.
  4. Oliva, I. & Ventura, M., 2024, "Who can benefit from multi-license oil concessionaires valuation?," Energy Economics, Elsevier, volume 135, issue C, DOI: 10.1016/j.eneco.2024.107640.
  5. Giuseppe Antonacci & Renzo Vanna & Marco Ventura & Maria Lucia Schiavone & Cristina Sobacchi & Morteza Behrouzitabar & Dario Polli & Cristian Manzoni & Giulio Cerullo, 2024, "Birefringence-induced phase delay enables Brillouin mechanical imaging in turbid media," Nature Communications, Nature, volume 15, issue 1, pages 1-10, December, DOI: 10.1038/s41467-024-49419-2.
  6. Vanessa Cirulli & Giuliano Resce & Marco Ventura, 2024, "Co-payment exemption and healthcare consumption: quasi-experimental evidence from Italy," Empirical Economics, Springer, volume 67, issue 1, pages 355-380, July, DOI: 10.1007/s00181-023-02552-1.

2023

  1. Alderotti, Giammarco & Rapallini, Chiara & Traverso, Silvio, 2023, "The Big Five personality traits and earnings: A meta-analysis," Journal of Economic Psychology, Elsevier, volume 94, issue C, DOI: 10.1016/j.joep.2022.102570.
  2. Gianluca Cubadda & Alain Hecq & Elisa Voisin, 2023, "Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models," Econometrics, MDPI, volume 11, issue 1, pages 1-16, March.
  3. Alessandra De Rose & Maria Felice Arezzo & Mario Amore & Alessandro Cuomo & Sergio De Filippis & Silvestro La Pia & Marta Pasqualini & Alessandro Pirani & Riccardo Torta & Andrea Fagiolini, 2023, "Vulnerabilities in Mental Health due to Covid-19 Pandemic: The Response of the Italian Physicians," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 168, issue 1, pages 539-556, August, DOI: 10.1007/s11205-023-03111-y.
  4. Aprigliano, Valentina & Emiliozzi, Simone & Guaitoli, Gabriele & Luciani, Andrea & Marcucci, Juri & Monteforte, Libero, 2023, "The power of text-based indicators in forecasting Italian economic activity," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 791-808, DOI: 10.1016/j.ijforecast.2022.02.006.
  5. Mellace, Giovanni & Ventura, Marco, 2023, "The short-run effects of public incentives for innovation in Italy," Economic Modelling, Elsevier, volume 120, issue C, DOI: 10.1016/j.econmod.2022.106178.
  6. Girardi, Alessandro & Ventura, Marco, 2023, "The cost of waiting and the death toll in Italy during the first wave of the covid-19 pandemic," Health Policy, Elsevier, volume 134, issue C, DOI: 10.1016/j.healthpol.2023.104859.

2022

  1. Giammarco Alderotti & Cecilia Tomassini & Daniele Vignoli, 2022, "‘Silver splits’ in Europe: The role of grandchildren and other correlates," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 46, issue 21, pages 619-652, DOI: 10.4054/DemRes.2022.46.21.
  2. Tomás del Barrio Castro & Gianluca Cubadda & Denise R. Osborn, 2022, "On cointegration for processes integrated at different frequencies," Journal of Time Series Analysis, Wiley Blackwell, volume 43, issue 3, pages 412-435, May, DOI: 10.1111/jtsa.12620.
  3. Gianluca Cubadda & Alain Hecq, 2022, "Dimension Reduction for High‐Dimensional Vector Autoregressive Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 84, issue 5, pages 1123-1152, October, DOI: 10.1111/obes.12506.
  4. Alessandra De Rose & Eleonora Meli, 2022, "Still believe it? an analysis of partnership trajectories after first union dissolution in Italy," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, volume 76, issue 1, pages 169-183, January-M.
  5. Cerqueti, Roy & Tramontana, Fabio & Ventura, Marco, 2022, "The complex interplay between COVID-19 and economic activity," Mathematical Social Sciences, Elsevier, volume 119, issue C, pages 97-107, DOI: 10.1016/j.mathsocsci.2022.07.003.
  6. Roy Cerqueti & Raffaella Coppier & Alessandro Girardi & Marco Ventura, 2022, "The sooner the better: lives saved by the lockdown during the COVID-19 outbreak. The case of Italy," The Econometrics Journal, Royal Economic Society, volume 25, issue 1, pages 46-70.

2021

  1. Marina Zannella & Alessandra De Rose, 2021, "Fathers’ and mothers’ enjoyment of childcare: the role of multitasking," Vienna Yearbook of Population Research, Vienna Institute of Demography (VID) of the Austrian Academy of Sciences in Vienna, volume 19, issue 1, pages 355-382.
  2. Alessandro Girardi & Marco Ventura, 2021, "Measuring credit crunch in Italy: evidence from a survey-based indicator," Annals of Operations Research, Springer, volume 299, issue 1, pages 567-592, April, DOI: 10.1007/s10479-019-03238-7.
  3. Giovanni Cerulli & Marco Ventura, 2021, "A dose–response approach to evaluate the effects of different levels of partial credit guarantees," Applied Economics, Taylor & Francis Journals, volume 53, issue 12, pages 1418-1434, March, DOI: 10.1080/00036846.2020.1834499.

2020

  1. Marina Zannella & Alessandra De Rose, 2020, "Gender differences in the subjective perception of parenting time," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, volume 74, issue 2, pages 49-60, April-Jun.
  2. Tommaso Proietti & Marco Fioramanti & Cecilia Frale & Libero Monteforte, 2020, "A Systemic Approach to Estimating the Output Gap for the Italian Economy," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 62, issue 3, pages 465-493, September, DOI: 10.1057/s41294-020-00127-y.
  3. Cerqueti, Roy & Ventura, Marco, 2020, "Optimal concession contracts for oil exploitation," Energy Policy, Elsevier, volume 147, issue C, DOI: 10.1016/j.enpol.2020.111900.
  4. Fabio Sabatini & Marco Ventura & Eiji Yamamura & Luca Zamparelli, 2020, "Fairness and the Unselfish Demand for Redistribution by Taxpayers and Welfare Recipients," Southern Economic Journal, John Wiley & Sons, volume 86, issue 3, pages 971-988, January, DOI: 10.1002/soej.12416.

2019

  1. Gianluca Cubadda & Alain Hecq & Sean Telg, 2019, "Detecting Co‐Movements in Non‐Causal Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 3, pages 697-715, June, DOI: 10.1111/obes.12281.
  2. Cubadda, Gianluca & Guardabascio, Barbara, 2019, "Representation, estimation and forecasting of the multivariate index-augmented autoregressive model," International Journal of Forecasting, Elsevier, volume 35, issue 1, pages 67-79, DOI: 10.1016/j.ijforecast.2018.08.002.
  3. Marina Zannella & Alessandra De Rose, 2019, "Stability and change in family time transfers and workload inequality in Italian couples," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 40, issue 3, pages 49-60, DOI: 10.4054/DemRes.2019.40.3.
  4. Alessandra De Rose & Filomena Racioppi & Pietro Checcucci & Maria Felice Arezzo & Corrado Polli, 2019, "The Workforce Aging and Challenges for Policy and for Business. The Case of Italy," Review of European Studies, Canadian Center of Science and Education, volume 11, issue 4, pages 1-60, December.
  5. Cristina Giudici & Silvia Polettini & Alessandra Rose & Nicolas Brouard, 2019, "Which Aspects of Elderly Living Conditions are Important to Predict Mortality? The Complex Role of Family Ties at Home and in Institutions," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 142, issue 3, pages 1255-1283, April, DOI: 10.1007/s11205-018-1945-9.
  6. Marina Zannella & Alessandra De Rose, 2019, "Italians’ use of time during the economic crisis: implications for the gender division of labour," Vienna Yearbook of Population Research, Vienna Institute of Demography (VID) of the Austrian Academy of Sciences in Vienna, volume 17, issue 1, pages 141-162.
  7. Valentina Aprigliano & Guerino Ardizzi & Libero Monteforte, 2019, "Using Payment System Data to Forecast Economic Activity," International Journal of Central Banking, International Journal of Central Banking, volume 15, issue 4, pages 55-80, October.
  8. Andrea Locatelli & Libero Monteforte & Giordano Zevi, 2019, "Heterogeneous Fall in Manufacturing Productive Capacity During the 2008-2013 Italian Double-Dip Recession," Politica economica, Società editrice il Mulino, issue 1, pages 95-128.
  9. Libero Monteforte & Valentina Raponi, 2019, "Short‐term forecasts of economic activity: Are fortnightly factors useful?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 38, issue 3, pages 207-221, April, DOI: 10.1002/for.2565.
  10. Roy Cerqueti & Fabio Sabatini & Marco Ventura, 2019, "Civic capital and support for the welfare state," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 53, issue 2, pages 313-336, August, DOI: 10.1007/s00355-019-01185-7.
  11. Giovanni Cerulli & Marco Ventura, 2019, "Estimation of pre- and posttreatment average treatment effects with binary time-varying treatment using Stata," Stata Journal, StataCorp LLC, volume 19, issue 3, pages 551-565, September, DOI: 10.1177/1536867X19874224.

2018

  1. Cerqueti, Roy & Fenga, Livio & Ventura, Marco, 2018, "Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 499, issue C, pages 436-442, DOI: 10.1016/j.physa.2018.02.073.
  2. Marco Ventura, 2018, "Testing the validity of instruments in an exactly identified equation," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, volume 8, issue 2, pages 159-169.

2017

  1. Cubadda, Gianluca & Guardabascio, Barbara & Hecq, Alain, 2017, "A vector heterogeneous autoregressive index model for realized volatility measures," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 337-344, DOI: 10.1016/j.ijforecast.2016.09.002.

2016

  1. Cerqueti, Roy & Quaranta, Anna Grazia & Ventura, Marco, 2016, "Innovation, imitation and policy inaction," Technological Forecasting and Social Change, Elsevier, volume 111, issue C, pages 22-30, DOI: 10.1016/j.techfore.2016.06.001.
  2. Roy Cerqueti & Daniele Marazzina & Marco Ventura, 2016, "Optimal Investment in Research and Development Under Uncertainty," Journal of Optimization Theory and Applications, Springer, volume 168, issue 1, pages 296-309, January, DOI: 10.1007/s10957-015-0751-7.
  3. Pasquale L. Scandizzo & Marco Ventura, 2016, "Innovation and imitation as an interactive process," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 25, issue 8, pages 821-851, November, DOI: 10.1080/10438599.2016.1164985.

2015

  1. Bernardini, Emmanuela & Cubadda, Gianluca, 2015, "Macroeconomic forecasting and structural analysis through regularized reduced-rank regression," International Journal of Forecasting, Elsevier, volume 31, issue 3, pages 682-691, DOI: 10.1016/j.ijforecast.2013.10.005.
  2. Doo-Sub Kim & Alessandra De Rose & Giuseppe Gabrielli & Anna Paterno, 2015, "Effects Of The Economic Crisis On Fertility:A Comparison Between South Korea And Italy," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, volume 69, issue 2, pages 223-234, July-Sept.
  3. Cerqueti Roy & Ventura Marco, 2015, "Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity," The B.E. Journal of Theoretical Economics, De Gruyter, volume 15, issue 2, pages 433-456, July, DOI: 10.1515/bejte-2013-0104.
  4. Cerqueti, Roy & Tramontana, Fabio & Ventura, Marco, 2015, "On the coexistence of innovators and imitators," Technological Forecasting and Social Change, Elsevier, volume 90, issue PB, pages 487-496, DOI: 10.1016/j.techfore.2014.03.011.
  5. Pasquale L. Scandizzo & Marco Ventura, 2015, "Organized crime, extortion and entrepreneurship under uncertainty," European Journal of Law and Economics, Springer, volume 39, issue 1, pages 119-144, February, DOI: 10.1007/s10657-014-9479-3.

2014

  1. Boschi, Melisso & Girardi, Alessandro & Ventura, Marco, 2014, "Partial credit guarantees and SMEs financing," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 182-194, DOI: 10.1016/j.jfs.2014.09.007.
  2. Barbara Guardabascio & Marco Ventura, 2014, "Estimating the dose–response function through a generalized linear model approach," Stata Journal, StataCorp LLC, volume 14, issue 1, pages 141-158, March.

2013

  1. Cubadda, Gianluca & Guardabascio, Barbara & Hecq, Alain, 2013, "A general to specific approach for constructing composite business cycle indicators," Economic Modelling, Elsevier, volume 33, issue C, pages 367-374, DOI: 10.1016/j.econmod.2013.04.007.
  2. Libero Monteforte & Gianluca Moretti, 2013, "Real‐Time Forecasts of Inflation: The Role of Financial Variables," Journal of Forecasting, John Wiley & Sons, Ltd., volume 32, issue 1, pages 51-61, January.
  3. Fabio Bacchini & Cristina Brandimarte & Piero Crivelli & Roberta De Santis & Marco Fioramanti & Alessandro Girardi & Roberto Golinelli & Cecilia Jona-Lasinio & Massimo Mancini & Carmine Pappalardo & D, 2013, "Building the core of the Istat system of models for forecasting the Italian economy: MeMo-It," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), volume 15, issue 1, pages 17-45.

2012

  1. Cubadda, Gianluca & Guardabascio, Barbara, 2012, "A medium-N approach to macroeconomic forecasting," Economic Modelling, Elsevier, volume 29, issue 4, pages 1099-1105, DOI: 10.1016/j.econmod.2012.03.027.
  2. Sergio De Nardis & Marco Ventura, 2012, "Effect Of Firm Innovation On Labour Force Composition: The Case Of Italian Manufacturing," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 338-353.
  3. Guglielmo Maria Caporale & Alessandro Girardi & Marco Ventura, 2012, "The euro changeover and price adjustments in Italy," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 4, pages 379-382, March, DOI: 10.1080/13504851.2011.579056.

2011

  1. Marco Centoni & Gianluca Cubadda, 2011, "Modelling comovements of economic time series: a selective survey," Statistica, Department of Statistics, University of Bologna, volume 71, issue 2, pages 267-294.
  2. Cubadda, Gianluca & Triacca, Umberto, 2011, "An alternative solution to the Autoregressivity Paradox in time series analysis," Economic Modelling, Elsevier, volume 28, issue 3, pages 1451-1454, May.
  3. Gianluca Cubadda & Alain Hecq, 2011, "Testing for common autocorrelation in data‐rich environments," Journal of Forecasting, John Wiley & Sons, Ltd., volume 30, issue 3, pages 325-335, April.

2010

  1. Libero Monteforte & Stefano Siviero, 2010, "The economic consequences of euro-area macro-modelling shortcuts," Applied Economics, Taylor & Francis Journals, volume 42, issue 19, pages 2399-2415, DOI: 10.1080/00036840701858075.
  2. Scandizzo, Pasquale L. & Ventura, Marco, 2010, "Sharing risk through concession contracts," European Journal of Operational Research, Elsevier, volume 207, issue 1, pages 363-370, November.
  3. Pasquale Scandizzo & Marco Ventura, 2010, "Estimating the value of natural resources under legal constraints: an application to marine resources in Sicily," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 4, pages 317-323, DOI: 10.1080/13504850701735849.

2009

  1. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2009, "Studying co-movements in large multivariate data prior to multivariate modelling," Journal of Econometrics, Elsevier, volume 148, issue 1, pages 25-35, January.
  2. Forni, Lorenzo & Monteforte, Libero & Sessa, Luca, 2009, "The general equilibrium effects of fiscal policy: Estimates for the Euro area," Journal of Public Economics, Elsevier, volume 93, issue 3-4, pages 559-585, April.
  3. Simona Tenaglia & Marco Ventura, 2009, "A ranking of the value of patents granted by legal protection," Economics Bulletin, AccessEcon, volume 29, issue 4, pages 2896-2907.
  4. Salvatore Zecchini & Marco Ventura, 2009, "The impact of public guarantees on credit to SMEs," Small Business Economics, Springer, volume 32, issue 2, pages 191-206, February, DOI: 10.1007/s11187-007-9077-7.

2008

  1. Atella, Vincenzo & Centoni, Marco & Cubadda, Gianluca, 2008, "Technology shocks, structural breaks and the effects on the business cycle," Economics Letters, Elsevier, volume 100, issue 3, pages 392-395, September.
  2. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2008, "Macro-panels and reality," Economics Letters, Elsevier, volume 99, issue 3, pages 537-540, June.
    • Cubadda, G. & Hecq, A.W. & Palm, F.C., 2007, "Macro-panels and reality," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 009, Jan, DOI: 10.26481/umamet.2007009.
  3. Alessandra De Rose & Filomena Racioppi & Anna Laura Zanatta, 2008, "Italy: Delayed adaptation of social institutions to changes in family behaviour," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, volume 19, issue 19, pages 665-704, DOI: 10.4054/DemRes.2008.19.19.

2007

  1. Gianluca Cubadda, 2007, "A Reduced Rank Regression Approach to Coincident and Leading Indexes Building," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 69, issue 2, pages 271-292, April, DOI: 10.1111/j.1468-0084.2006.00196.x.
  2. Cubadda, Gianluca, 2007, "A unifying framework for analysing common cyclical features in cointegrated time series," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 2, pages 896-906, October.
  3. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2007, "Common shocks, common dynamics, and the international business cycle," Economic Modelling, Elsevier, volume 24, issue 1, pages 149-166, January.
  4. Monteforte, Libero, 2007, "Aggregation bias in macro models: Does it matter for the euro area?," Economic Modelling, Elsevier, volume 24, issue 2, pages 236-261, March.

2006

  1. Bertrand Candelon & Gianluca Cubadda, 2006, "Testing for Parameter Stability in Dynamic Models across Frequencies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue s1, pages 741-760, December, DOI: 10.1111/j.1468-0084.2006.00454.x.

2005

  1. Cubadda, Gianluca & Omtzigt, Pieter, 2005, "Small-sample improvements in the statistical analysis of seasonally cointegrated systems," Computational Statistics & Data Analysis, Elsevier, volume 49, issue 2, pages 333-348, April.
  2. Salvatore Zecchini & Marco Ventura, 2005, "News ed inflazione: l'Italia all'avvento dell'euro," Rivista di Politica Economica, SIPI Spa, volume 95, issue 3, pages 267-318, May-June.

2003

  1. Centoni, Marco & Cubadda, Gianluca, 2003, "Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series," Economics Letters, Elsevier, volume 80, issue 1, pages 45-51, July.

2002

  1. Cubadda, Gianluca & Savio, Giovanni & Zelli, Roberto, 2002, "Seasonality, Productivity Shocks, And Sectoral Comovements In A Real Business Cycle Model For Italy," Macroeconomic Dynamics, Cambridge University Press, volume 6, issue 3, pages 337-356, June.

2001

  1. Gianluca Cubadda, 2001, "Complex Reduced Rank Models For Seasonally Cointegrated Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 63, issue 4, pages 497-511, September, DOI: 10.1111/1468-0084.00231.
  2. Cubadda, Gianluca & Hecq, Alain, 2001, "On non-contemporaneous short-run co-movements," Economics Letters, Elsevier, volume 73, issue 3, pages 389-397, December.
  3. Gianluca Cubadda, 2001, "Common Features In Time Series With Both Deterministic And Stochastic Seasonality," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 2, pages 201-216, DOI: 10.1081/ETC-100103823.

2000

  1. Alessandra De Rose, 2000, "Separation and Divorce: Effect on Family Structures and Life Conditions," LABOUR, CEIS, volume 14, issue 1, pages 145-160, March, DOI: 10.1111/1467-9914.00128.

1999

  1. Cubadda, Gianluca, 1999, "Common Cycles in Seasonal Non-stationary Time Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 14, issue 3, pages 273-291, May-June.
  2. Gianluca Cubadda, 1999, "Common serial correlation and common business cycles: A cautious note," Empirical Economics, Springer, volume 24, issue 3, pages 529-535.

1997

  1. Alessandra De Rose & Alessandro Pallara, 1997, "Survival Trees: An Alternative Non-Parametric Multivariate Technique for Life History Analysis," European Journal of Population, Springer;European Association for Population Studies, volume 13, issue 3, pages 223-241, September, DOI: 10.1023/A:1005844818027.

1995

  1. Gianluca Cubadda, 1995, "A Note On Testing For Seasonal Cointegration Using Principal Components In The Frequency Domain," Journal of Time Series Analysis, Wiley Blackwell, volume 16, issue 5, pages 499-508, September, DOI: 10.1111/j.1467-9892.1995.tb00250.x.

Undated

  1. Valter Giacinto & Libero Monteforte & Andrea Filippone & Francesco Montaruli & Tiziano Ropele, 0, "ITER: A Quarterly Indicator of Regional Economic Activity in Italy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 0, issue , pages 1-19, DOI: 10.1007/s40797-020-00131-2.
  2. Scandizzo, Pasquale L. & Ventura, Marco, 0, "Bids for the UMTS system: An empirical evaluation of the Italian case," Telecommunications Policy, Elsevier, volume 30, issue 10-11, pages 533-551, November.

Chapters

2024

  1. Massimo Casa, 2024, "Connecting the dots of the international debate on the standardization and granularity of regulatory data," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Granular data: new horizons and challenges".

2023

  1. Vittoria La Serra & Emiliano Svezia, 2023, "Statistical matching for anomaly detection in insurance assets granular reporting," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Post-pandemic landscape for central bank statistics".

2015

  1. Alessandra De Rose & Maria Rita Testa, 2015, "Climate Change and Reproductive Intentions in Europe," Palgrave Macmillan Books, Palgrave Macmillan, chapter 9, in: Donatella Strangio & Giuseppe Sancetta, "Italy in a European Context", DOI: 10.1007/978-1-137-56077-3_9.

2005

  1. Fabio Busetti & Alberto Locarno & Libero Monteforte, 2005, "The Bank of Italy's quarterly model," Chapters, Edward Elgar Publishing, chapter 12, in: Gabriel Fagan & Julian Morgan, "Econometric Models of the Euro-area Central Banks".

Software components

2017

  1. Giovanni Cerulli & Marco Ventura, 2017, "TVDIFF: Stata module to compute pre- and post-treatment estimation of the Average Treatment Effect (ATE) with binary time-varying treatment," Statistical Software Components, Boston College Department of Economics, number S458384, revised 23 Nov 2018.

2013

  1. Marco Ventura & Barbara Guardabascio, 2013, "DOSERESPONSE2: Stata module to estimate generalized propensity score," Statistical Software Components, Boston College Department of Economics, number S457664, revised .
  2. Marco Ventura & Barbara Guardabascio, 2013, "GPSCORE2: Stata module to estimate the parameters of the conditional distribution of the treatment via GLM," Statistical Software Components, Boston College Department of Economics, number S457665, revised .

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