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Publications

by alumni of

Università degli Studi di Firenze → Scuola di Economia e Management → Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"

University of Florence → Florence School of Economics and Management → 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 | Books | Chapters |

Working papers

2026

  1. Ryan Niladri Banerjee & Fiorella De Fiore & Marco Jacopo Lombardi & Giovanni Lombardo, 2026, "Energy shocks and inflation: challenges for monetary policy," BIS Bulletins, Bank for International Settlements, number 131, Aug.
  2. Batuhan Koyuncu & Byeungchun Kwon & Marco Jacopo Lombardi & Fernando Perez-Cruz & Hyun Song Shin, 2026, "Introducing BISTRO: a foundational model for unconditional and conditional forecasting of macroeconomic time series," BIS Working Papers, Bank for International Settlements, number 1337, Mar.

2025

  1. Chiara Amorino & Christian Brownlees & Ankita Ghosh, 2025, "Concentration Inequalities for Suprema of Empirical Processes with Dependent Data via Generic Chaining with Applications to Statistical Learning," Papers, arXiv.org, number 2511.00597, Nov, revised Feb 2026.
  2. Marco Jacopo Lombardi & Cristina Manea & Andreas Schrimpf, 2025, "Financial conditions and the macroeconomy: a two-factor view," BIS Working Papers, Bank for International Settlements, number 1272, Jun.
  3. Fiorella De Fiore & Marco Jacopo Lombardi & Giacomo Mangiante, 2025, "The asymmetric and heterogeneous pass-through of input prices to firms' expectations and decisions," BIS Working Papers, Bank for International Settlements, number 1305, Nov.
  4. De Fiore, Fiorella & Lombardi, Marco & Mangiante, Giacomo, 2025, "The Asymmetric and Heterogeneous Pass-through of Input Prices to Firms’ Expectations and Decisions," CEPR Discussion Papers, Centre for Economic Policy Research, number 20835, Nov.
  5. De Fiore, Fiorella & Lombardi, Marco & Pierres Tejada, Albert, 2025, "Fiscal Stimulus Plans and Households’ Expectations," CEPR Discussion Papers, Centre for Economic Policy Research, number 20849, Nov.

2024

  1. Christian Brownlees & Gu{dh}mundur Stef'an Gu{dh}mundsson & Yaping Wang, 2024, "Performance of Empirical Risk Minimization For Principal Component Regression," Papers, arXiv.org, number 2409.03606, Sep, revised Jul 2026.
  2. Brownlees Christian & Crespo Ignacio & Darolles Serge & Fol Gaëlle Le, 2024, "Information Diffusion and Intra-daily Volume Forecasting in Large Panels," Working Papers, HAL, number hal-05440876.
  3. Matteo Aquilina & Marco Jacopo Lombardi & Andreas Schrimpf & Vladyslav Sushko, 2024, "The market turbulence and carry trade unwind of August 2024," BIS Bulletins, Bank for International Settlements, number 90, Aug.
  4. Miguel Ampudia & Marco Jacopo Lombardi & Théodore Renault, 2024, "The wage-price pass-through across sectors: evidence from the euro area," BIS Working Papers, Bank for International Settlements, number 1192, Jun.
  5. Fiorella De Fiore & Marco Jacopo Lombardi & Albert Pierres Tejada, 2024, "Fiscal stimulus plans and households' expectations," BIS Working Papers, Bank for International Settlements, number 1238, Dec.
  6. Riani, Marco & Atkinson, Anthony C. & Corbellini, Aldo, 2024, "Robust transformations for multiple regression via additivity and variance stabilization," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118699, Dec.
  7. Francesca D'Auria & Christophe Planas & Rafal Raciborski & Alessandro Rossi & Anna Thum-Thysen, 2024, "Robustness of the Trend-Cycle Decomposition of Total Factor Productivity in EUCAM," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 198, Jan.

2023

  1. Pongpitch Amatyakul & Fiorella De Fiore & Marco Jacopo Lombardi & Benoit Mojon & Daniel Rees, 2023, "The contribution of monetary policy to disinflation," BIS Bulletins, Bank for International Settlements, number 82, Dec.
  2. Riani, Marco & Atkinson, Anthony C. & Corbellini, Aldo, 2023, "Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 114903, Mar.

2022

  1. Christian Brownlees & Vladislav Morozov, 2022, "Unit Averaging for Heterogeneous Panels," Papers, arXiv.org, number 2210.14205, Oct, revised May 2024.
  2. Christian Brownlees & Gaëlle Le Fol & Serge Darolles & Béatrice Sagna, 2022, "Forecasting intra-daily volume in large panels of assets," Post-Print, HAL, number hal-04581708, May.
  3. Fiorella De Fiore & Marco Jacopo Lombardi & Daniel Rees, 2022, "Inflation indicators amid high uncertainty," BIS Bulletins, Bank for International Settlements, number 60, Sep.
  4. De Fiore, Fiorella & Lombardi, Marco & Schuffels, Johannes, 2022, "Are Households Indifferent to Monetary Policy Announcements?," CEPR Discussion Papers, Centre for Economic Policy Research, number 17041, Feb.
  5. Riani, Marco & Atkinson, Anthony C. & Corbellini, Aldo & Farcomeni, Alessio & Laurini, Fabrizio, 2022, "Information criteria for outlier detection avoiding arbitrary significance levels," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 113647, Feb.
  6. Riani, Marco & Atkinson, Anthony C. & Torti, Francesca & Corbellini, Aldo, 2022, "Robust correspondence analysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 115368, Nov.
  7. Alessi, Lucia & Hirschbuhl, Dominik & Rossi, Alessandro, 2022, "A sustainability transition on the move? Evidence based on the disconnect from market fundamentals," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2022-10, Jul.

2021

  1. Christian Brownlees & Gu{dh}mundur Stef'an Gu{dh}mundsson, 2021, "Performance of Empirical Risk Minimization for Linear Regression with Dependent Data," Papers, arXiv.org, number 2104.12127, Apr, revised May 2023.
  2. Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
  3. G. Cerulli & R. Simone & F. Di Iorio & D. Piccolo & C.F. Baum, 2021, "The Stata module for CUB models for rating data analysis," London Stata Conference 2021, Stata Users Group, number 16, Sep.
  4. Giovanni Abramo & Ciriaco Andrea D'Angelo & Leonardo Grilli, 2021, "The effects of citation-based research evaluation schemes on self-citation behavior," Papers, arXiv.org, number 2102.05358, Feb.
  5. Emanuel Kohlscheen & Marco Jacopo Lombardi & Egon Zakrajšek, 2021, "Income inequality and the depth of economic downturns," BIS Working Papers, Bank for International Settlements, number 943, May.
  6. Boris Hofmann & Marco Jacopo Lombardi & Benoit Mojon & Athanasios Orphanides, 2021, "Fiscal and monetary policy interactions in a low interest rate world," BIS Working Papers, Bank for International Settlements, number 954, Jul.
  7. Fiorella De Fiore & Marco Jacopo Lombardi & Johannes Schuffels, 2021, "Monetary policy announcements and household expectations," BIS Working Papers, Bank for International Settlements, number 956, Aug.
  8. Atkinson, Anthony C. & Riani, Marco & Corbellini, Aldo, 2021, "The box-cox transformation: review and extensions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103537, May.
  9. François Blondeau & Christophe Planas & Alessandro Rossi, 2021, "Output Gap Estimation Using the European Union's Commonly Agreed Methodology Vade Mecum & Manual for the EUCAM Software," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 148, Oct.

2020

  1. Francesca Di Iorio & Stefano Fachin, 2020, "Forecasting mortality rates and life expectancy in the year of Covid-19," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2020/1, Nov.
  2. Syed Basher & Francesca Di Iorio & Stefano Fachin, 2020, "Regional Income Dynamics in Bangladesh: The Road to a Balanced Development is in the Middle," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2021/1, Nov.
  3. Marco Jacopo Lombardi & Marianna Riggi & Eliana Viviano, 2020, "Bargaining power and the Phillips curve: a micro-macro analysis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1302, Nov.
  4. Burcu Erik & Marco Jacopo Lombardi & Dubravko Mihaljek & Hyun Song Shin, 2020, "The dollar, bank leverage and real economic activity: an evolving relationship," BIS Working Papers, Bank for International Settlements, number 847, Mar.
  5. Boris Hofmann & Anamaria Illes & Marco Jacopo Lombardi & Paul Mizen, 2020, "The impact of unconventional monetary policies on retail lending and deposit rates in the euro area," BIS Working Papers, Bank for International Settlements, number 850, Mar.
  6. Atkinson, Anthony C. & Riani, Marco & Corbellini, Aldo, 2020, "The analysis of transformations for profit-and-loss data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102406, Apr.
  7. Riani, Marco & Atkinson, Anthony C. & Corbellini, Aldo & Perrotta, Domenico, 2020, "Robust regression with density power divergence: theory, comparisons, and data analysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103931, Apr.
  8. Di Lazzaro, Paolo & Atkinson, Anthony C. & Iacomussi, Paola & Riani, Marco & Ricci, Marco & Wadhams, Peter, 2020, "Statistical and proactive analysis of an inter-laboratory comparison: the radiocarbon dating of the Shroud of Turin," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 106293, Sep.

2019

  1. Francesca Di Iorio & Maria Letizia Giorgietti, 2019, "Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 169, Feb.
  2. Francesca Di Iorio & Stefano Fachin, 2019, "Fiscal reaction functions for the advanced economies revisited," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2019/1, Jan.

2018

  1. Francesca Di Iorio & Maria Letizia Giorgetti, 2018, "The impact of submarket concentration in the US pharmaceutical industry in 1987-1998," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 163, Jun.
  2. Francesca Di Iorio & Stefano Fachin, 2018, "The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2018/1, Jan.
  3. Andrew Filardo & Jacopo Lombardi & Carlos Montoro, 2018, "Monetary policy spillovers, global commodity prices and cooperation," BIS Working Papers, Bank for International Settlements, number 696, Jan.
  4. Andrew Filardo & Marco Jacopo Lombardi & Marek Raczko, 2018, "Measuring financial cycle time," BIS Working Papers, Bank for International Settlements, number 755, Nov.
  5. Riani, Marco & Corbellini, Aldo & Atkinson, Anthony C., 2018, "The use of prior information in very robust regression for fraud detection," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87685, Aug.
  6. Planas, Christophe & Rossi, Alessandro, 2018, "The slice sampler and centrally symmetric distributions," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2018-11, Nov.
  7. Doretti, Marco & Geneletti, Sara & Stanghellini, Elena, 2018, "Missing data: a unified taxonomy guided by conditional independence," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87227, Aug.

2017

  1. Geert Mesters & Christian Brownlees, 2017, "Detecting Granular Time Series in Large Panels," Working Papers, Barcelona School of Economics, number 991, Sep.
  2. Ghysels, Eric & Chabot, Benjamin & Kurz, Christopher & Brownlees, Christian, 2017, "Back to the Future: Backtesting Systemic Risk Measures during Historical Bank Runs and the Great Depression," CEPR Discussion Papers, Centre for Economic Policy Research, number 12178, Jul.
  3. Brownlees, Christian & Engle, Robert F., 2017, "SRISK: a conditional capital shortfall measure of systemic risk," ESRB Working Paper Series, European Systemic Risk Board, number 37, Mar.
  4. Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2017, "Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2017_02, Apr.
  5. Francesca DI IORIO & Maria Letizia GIORGETTI, 2017, "A Deeper Analysis on Pharmaceutical Submarket Concentration: the US market in 1987-1998," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2017-02, Jan.
  6. Francesca DI IORIO & Maria Letizia GIORGETTI, 2017, "Entry and Patents: Evidence from the US Cardiovascular Pharmaceutical Sector," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2017-07, Apr.
  7. Francesca Di Iorio & Stefano Fachin, 2017, "Evaluating Restricted Common Factor models for non-stationary data," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2017/2, Mar.
  8. Marco Jacopo Lombardi & Madhusudan Mohanty & Ilhyock Shim, 2017, "The real effects of household debt in the short and long run," BIS Working Papers, Bank for International Settlements, number 607, Jan.
  9. Qianying Chen & Marco Lombardi & Alex Ross & Feng Zhu, 2017, "Global impact of US and euro area unconventional monetary policies: a comparison," BIS Working Papers, Bank for International Settlements, number 610, Jan.
  10. Atkinson, Anthony C. & Riani, Marco & Cerioli, Andrea, 2017, "Cluster detection and clustering with random start forward searches," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 72291, Apr.
  11. Atkinson, Anthony C. & Corbellini, Aldo & Riani, Marco, 2017, "Robust Bayesian regression with the forward search: theory and data analysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 79995, Dec.
  12. Atanas Hristov & Christophe Planas & Werner Roeger & Alessandro Rossi, 2017, "NAWRU Estimation Using Structural Labour Market Indicators," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 069, Oct.

2016

  1. Barnichon, Regis & Brownlees, Christian, 2016, "Impulse Response Estimation By Smooth Local Projections," CEPR Discussion Papers, Centre for Economic Policy Research, number 11726, Dec.
  2. Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2016, "Credit risk interconnectedness: What does the market really know?," Discussion Papers, Deutsche Bundesbank, number 09/2016.
  3. Fabrizio Cipollini & Giampiero Gallo & Andrea Ugolini, 2016, "Median Response to Shocks: A Model for VaR Spillovers in East Asia," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2016_01, Apr.
  4. Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2016, "Copula--based Specification of vector MEMs," Papers, arXiv.org, number 1604.01338, Apr.
  5. Caterina Francesca Guidi & Laia Palència & Silvia Ferrini and Davide Malmusi, 2016, "Inequalities by immigrant status in unmet needs for healthcare in Europe: the role of origin, nationality and economic resources," RSCAS Working Papers, European University Institute, number 2016/55, Oct.
  6. Claudio Borio & Marco Jacopo Lombardi & Fabrizio Zampolli, 2016, "Fiscal sustainability and the financial cycle," BIS Working Papers, Bank for International Settlements, number 552, Mar.
  7. Enrique Alberola-Ila & Rocío Gondo & Marco Jacopo Lombardi & Diego Urbina, 2016, "Output gaps and policy stabilisation in Latin America: the effect of commodity and capital flow cycles," BIS Working Papers, Bank for International Settlements, number 568, Jun.
  8. Atkinson, Anthony C. & Cerioli, Andrea & Riani, Marco, 2016, "Discussion of “asymptotic theory of outlier detection algorithms for linear time series regression models” by Johansen and Nielsen," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 66724, Jun.

2015

  1. Matteo Barigozzi & Christian Brownlees, 2015, "Nets: Network Estimation for Time Series," Working Papers, Barcelona School of Economics, number 723, Sep.
  2. Christian Brownlees & Benjamin Chabot & Eric Ghysels & Christopher J. Kurz, 2015, "Backtesting Systemic Risk Measures During Historical Bank Runs," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2015-9, Jul.
  3. Massimo Di Matteo & Silvia Ferrini & Virna Talia, 2015, "An analysis of the effects of policies; the case of coal," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper80, Jan.
  4. Anamaria Illes & Marco Lombardi & Paul Mizen, 2015, "Why did bank lending rates diverge from policy rates after the financial crisis?," BIS Working Papers, Bank for International Settlements, number 486, Feb.
  5. Fernando Avalos & Marco Jacopo Lombardi, 2015, "The biofuel connection: impact of US regulation on oil and food prices," BIS Working Papers, Bank for International Settlements, number 487, Feb.
  6. Zuppiroli, Marco & Donati, Michele & Riani, Marco & Verga, Giovanni, 2015, "The Impact of Trading Activity in Agricultural Futures Markets," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 207848, Jun, DOI: 10.22004/ag.econ.207848.
  7. Nicodème, Gaëtan & Langedijk, Sven & Rossi, Alessandro & Pagano, Andrea, 2015, "Debt Bias in Corporate Income Taxation and the Costs of Banking Crises," CEPR Discussion Papers, Centre for Economic Policy Research, number 10616, May.

2014

  1. Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas, 2014, "Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2014_02, Feb, revised Feb 2014.
  2. Francesco Calvori & Fabrizio Cipollini & Giampiero M. Gallo, 2014, "Go with the Flow: A GAS model for Predicting Intra-daily Volume Shares," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2014_01, Feb, revised Feb 2014.
  3. Francesca Di Iorio & Stefano Fachin, 2014, "Dealing with unobservable common trends in small samples: a panel cointegration approach," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2014/5, Nov.
  4. Marco Jacopo Lombardi & Feng Zhu, 2014, "A shadow policy rate to calibrate US monetary policy at the zero lower bound," BIS Working Papers, Bank for International Settlements, number 452, Jun.
  5. Leonardo Gambacorta & Anamaria Illes & Marco Jacopo Lombardi, 2014, "Has the transmission of policy rates to lending rates been impaired by the Global Financial Crisis?," BIS Working Papers, Bank for International Settlements, number 477, Dec.
  6. Karel Havik & Kieran Mc Morrow & Fabrice Orlandi & Christophe Planas & Rafal Raciborski & Werner Roeger & Alessandro Rossi & Anna Thum-Thysen & Valerie Vandermeulen, 2014, "The Production Function Methodology for Calculating Potential Growth Rates & Output Gaps," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 535, Nov.
  7. Sven Langedijk & Gaëtan Nicodème & Andrea Pagano & Alessandro Rossi, 2014, "Debt Bias in Corporate Taxation and the Costs of Banking Crises in the EU," Taxation Papers, Directorate General Taxation and Customs Union, European Commission, number 50, Oct.

2013

  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, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 395, Nov.
  2. Fezzi, Carlo & Bateman, Ian J. & Ferrini, Silvia, 2013, "Estimating the Value of Travel Time to Recreational Sites Using Revealed Preferences," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 156573, Jun, DOI: 10.22004/ag.econ.156573.
  3. Marco Jacopo Lombardi, 2013, "On the correlation between commodity and equity returns: implications for portfolio allocation," BIS Working Papers, Bank for International Settlements, number 420, Jul.
  4. Elena Stanghellini & Eduwin Pakpahan, 2013, "Identification of casual effects in linear models: beyond Instrumental Variables," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 117/2013, May.

2012

  1. 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, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2012/2, Jan.
  2. 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, Kiel Institute for the World Economy, number 2012-1.
  3. Marcello Basili & Silvia Ferrini & Emanuele Montomoli, 2012, "Swine influenza and vaccines: an alternative approach for decision making about pandemic prevention," Department of Economics University of Siena, Department of Economics, University of Siena, number 647, Jul.
  4. Bartolucci, Francesco & Grilli, Leonardo & Pieroni, Luca, 2012, "Estimating dynamic causal effects with unobserved confounders: a latent class version of the inverse probability weighted estimator," MPRA Paper, University Library of Munich, Germany, number 43430, Oct.
  5. Claudia Godbout & Marco J. Lombardi, 2012, "Short-Term Forecasting of the Japanese Economy Using Factor Models," Staff Working Papers, Bank of Canada, number 12-7, DOI: 10.34989/swp-2012-7.
  6. Alessio Anzuini & Marco J. Lombardi & Patrizio Pagano, 2012, "The impact of monetary policy shocks on commodity prices," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 851, Feb.
  7. Marco J. Lombardi & Francesco Ravazzolo, 2012, "Oil price density forecasts: exploring the linkages with stock markets," Working Paper, Norges Bank, number 2012/24, Dec.
  8. Eickmeier, Sandra & Lombardi, Marco J., 2012, "Monetary policy and the oil futures market," Discussion Papers, Deutsche Bundesbank, number 35/2012.
  9. Søren Johansen & Marco Riani & Anthony C. Atkinson, 2012, "The Selection of ARIMA Models with or without Regressors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-46, Nov.

2011

  1. Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2011, "Multiplicative Error Models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2011_03, Feb, revised Apr 2011.
  2. Di Iorio, Francesca & Triacca, Umberto, 2011, "Testing for non-causality by using the Autoregressive Metric," MPRA Paper, University Library of Munich, Germany, number 29637.
  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, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2011/2, Jul.
  4. Silvia Ferrini & Marco P. Tucci, 2011, "Evaluating Research Activity:Impact Factor vs. Research Factor," Department of Economics University of Siena, Department of Economics, University of Siena, number 614, Jul.
  5. Lombardi, Marco J. & Nicoletti, Giulio, 2011, "Bayesian prior elicitation in DSGE models: macro- vs micro-priors," Working Paper Series, European Central Bank, number 1289, Jan.
  6. Lombardi, Marco J. & Van Robays, Ine, 2011, "Do financial investors destabilize the oil price?," Working Paper Series, European Central Bank, number 1346, Jun.
  7. Lombardi, Marco J. & Maier, Philipp, 2011, "Forecasting economic growth in the euro area during the Great Moderation and the Great Recession," Working Paper Series, European Central Bank, number 1379, Sep.
  8. Francesca Pierri & Alberto Burchi & Elena Stanghellini, 2011, "La capacità predittiva degli indicatori di bilancio: una verifica sulle aziende umbre," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 92/2011, Jun.
  9. Marco Nicolosi & Stefano Grassi & Elena Stanghellini, 2011, "How to measure Corporate Social Responsibility," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 96/2011, Oct.

2010

  1. Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas, 2010, "Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2010_06, Jul.
  2. 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, University Library of Munich, Germany, number 25873, Oct.
  3. F. Francavilla & Gianna Claudia Giannelli & Leonardo Grilli, 2010, "Mothers’ Employment and their Children’s Schooling: a Joint Multilevel Analysis for India," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2010_07.rdf.
  4. Marco J. Lombardi & Philipp Maier, 2010, "‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession," Staff Working Papers, Bank of Canada, number 10-37, DOI: 10.34989/swp-2010-37.
  5. Donoval, Milan & Gautier, Erwan & Nuño, Galo & Nakov, Anton & Jiménez, Noelia & de los Llanos Matea, María & Estrada, Ángel & Zioutou, Pinelopi & Bragoudakis, Zacharias & Weymes, Laura & O'Brien, Derr, 2010, "Energy markets and the euro area macroeconomy," Occasional Paper Series, European Central Bank, number 113, Jun.
  6. Lombardi, Marco J. & Osbat, Chiara & Schnatz, Bernd, 2010, "Global commodity cycles and linkages a FAVAR approach," Working Paper Series, European Central Bank, number 1170, Apr.
  7. Luca ONORANTE & Marco J. LOMBARDI, 2010, "The Emergence and Survival of Inflation Expectations," EcoMod2010, EcoMod, number 259600124, May.
  8. Christophe Planas & Werner Roeger & Alessandro Rossi, 2010, "Does capacity utilisation help estimating the TFP cycle?," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 410, May.
  9. Francesca D'Auria & Cécile Denis & Karel Havik & Kieran Mc Morrow & Christophe Planas & Rafal Raciborski & Werner Roger & Alessandro Rossi, 2010, "The production function methodology for calculating potential growth rates and output gaps," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 420, Jul.

2009

  1. Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2009, "Intra-daily Volume Modeling and Prediction for Algorithmic Trading," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2009_01, Feb.
  2. Fabrizio Cipollini & Giampiero M. Gallo, 2009, "Automated Variable Selection in Vector Multiplicative Error Models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2009_02, Feb.
  3. Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2009, "Semiparametric vector MEM," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2009_03, Feb.
  4. Lombardi, Marco J. & Galesi, Alessandro, 2009, "External shocks and international inflation linkages: a global VAR analysis," Working Paper Series, European Central Bank, number 1062, Jun.
  5. Espinoza, Raphael & Fornari, Fabio & Lombardi, Marco J., 2009, "The role of financial variables in predicting economic activity," Working Paper Series, European Central Bank, number 1108, Nov.
  6. Marco Lombardi & Mr. Raphael A Espinoza & Fabio Fornari, 2009, "The Role of Financial Variables in Predicting Economic Activity in the Euro Area," IMF Working Papers, International Monetary Fund, number 2009/241, Nov.
  7. Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro, 2009, "Key elements of global inflation," Discussion Papers, University of Nottingham, GEP, number 09/22.
  8. Marco Lombardi & David Veredas, 2009, "Indirect inference of elliptical fat tailed distributions," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136204.
  9. Riani, Marco & Atkinson, Anthony C. & Cerioli, Andrea, 2009, "Finding an unknown number of multivariate outliers," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 30462.

2008

  1. Di Iorio, Francesca & Fachin, Stefano, 2008, "A note on the estimation of long-run relationships in dependent cointegrated panels," MPRA Paper, University Library of Munich, Germany, number 12053, Sep.
  2. Alice Baccheschi & Salvatore Bimonte & Silvia Ferrini, 2008, "Contingent behavior and odor nuisances. The case of "Le Cortine" selection and composting plant in the Province of Siena," Department of Economics University of Siena, Department of Economics, University of Siena, number 542, Sep.
  3. Elisabetta Strazzera & Elisabetta Cherchi & Silvia Ferrini, 2008, "A Choice Modelling Approach for Assessment of Use and Quasi-Option Values in Urban Planning for Areas of Environmental Interest," Working Papers, Fondazione Eni Enrico Mattei, number 2008.63, Jul.
  4. Marco p. Tucci & Sandra Fontani & Silvia Ferrini, 2008, "L’ “R-Factor”: un nuovo modo di valutare la ricerca scientifica," Department of Economics University of Siena, Department of Economics, University of Siena, number 527, Jan.
  5. Francavilla, Francesca & Giannelli, Gianna Claudia & Grilli, Leonardo, 2008, "School Attendance of Children and the Work of Mothers: A Joint Multilevel Model for India," IZA Discussion Papers, IZA Network @ LISER, number 3531, Jun.
  6. Christophe Planas & Alessandro Rossi & Gabriele Fiorentini, 2008, "The marginal likelihood of Structural Time Series Models, with application to the euro area and US NAIRU," Working Paper series, Rimini Centre for Economic Analysis, number 21_08, Jan.
  7. Elena Stanghellini & Francesco Claudio Stingo & Rosa Capobianco, 2008, "On the estimation of a binary response model in a selected population," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 62/2008, Nov.

2007

  1. Christian T. Brownlees & Giampiero Gallo, 2007, "Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_02, May.
  2. Christian T. Brownlees & Giampiero Gallo, 2007, "Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_04, May.
  3. Christian T. Brownlees & Giampiero M. Gallo, 2007, "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_15, Nov.
  4. Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2007, "A Model for Multivariate Non-negative Valued Processes in Financial Econometrics," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_16, Dec.
  5. Di Iorio, Francesca & Fachin, Stefano, 2007, "Cointegration testing in dependent panels with breaks," MPRA Paper, University Library of Munich, Germany, number 3139, May.
  6. Di Iorio, Francesca & Fachin, Stefano, 2007, "Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-39.
  7. Silvia Ferrini, 2007, "L’Impact Factor: luci e ombre," Department of Economic Policy, Finance and Development (DEPFID) University of Siena, Department of Economic Policy, Finance and Development (DEPFID), University of Siena, number 002, Jun.
  8. LOMBARDI, Marco & VEREDAS, David, 2007, "Indirect estimation of elliptical stable distributions," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007018, Mar.
  9. Lombardi, Marco J. & Sgherri, Silvia, 2007, "(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate," Working Paper Series, European Central Bank, number 794, Aug.
  10. Proietti, Tommaso & Riani, Marco, 2007, "Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies," MPRA Paper, University Library of Munich, Germany, number 7862, Dec.

2006

  1. Christian T. Brownlees & Giampiero Gallo, 2006, "Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2006_03, Oct.
  2. Fabrizio Cipollini & Robert F. Engle & Giampiero Gallo, 2006, "Vector Multiplicative Error Models: Representation and Inference," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2006_15, Oct.
  3. Di Iorio, Francesca & Fachin, Stefano, 2006, "Testing for breaks in cointegrated panels," MPRA Paper, University Library of Munich, Germany, number 3280, Jul.
  4. Marco Lombardi & Giorgio Calzolari, 2006, "Indirect estimation of alpha-stable stochastic volatility models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2006_07, Oct.
  5. Silvia Sgherri & Marco J. Lombardi, 2006, "(Un)naturally low?," Computing in Economics and Finance 2006, Society for Computational Economics, number 321, Jul.
  6. Rafik Abdesselam & Andrea Cerioli & Marco Riani & Sergio Zani, 2006, "Sequential decisional discriminant analysis," Post-Print, HAL, number halshs-00337747.

2005

  1. Otranto, Edoardo & Calzolari, Giorgio & Di Iorio, Francesca, 2005, "Indirect estimation of Markov switching models with endogenous switching," MPRA Paper, University Library of Munich, Germany, number 22983, revised 2005.
  2. Silvia Ferrini & Riccardo Scarpa, 2005, "Experimental Designs for Environmental Valuation with Choice-Experiments: A Monte-Carlo Investigation," Working Papers in Economics, University of Waikato, number 05/08, Dec.
  3. Antonio Matas-Mir & Denise R. Osborn & Marco Lombardi, 2005, "The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2005_15, Sep.

2004

  1. Marco J. Lombardi & Simon J. Godsill, 2004, "On-line Bayesian estimation of AR signals in symmetric alpha-stable noise," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2004_05, May.
  2. Marco J. Lombardi & Giorgio Calzolari, 2004, "Indirect estimation of alpha-stable distributions and processes," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2004_07, Jun.
  3. Marco J. Lombardi, 2004, "Bayesian inference for alpha-stable distributions: a random walk MCMC approach," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2004_11, Sep.

2003

  1. Ugo Trivellato & Anna Giraldo, 2003, "Assessing the "Choosiness" of Job Seekers. An Exploratory Approach and Evidence for Italy," CESifo Working Paper Series, CESifo, number 925.
  2. Christophe Planas & Werner Roeger & Alessandro Rossi, 2003, "How much has labour taxation contributed to European structural unemployment?," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 183, Apr.

2002

  1. Anna Giraldo & Enrico Rettore & Ugo Trivellato, 2002, "The persistence of poverty: true state dependence or unobserved heterogeneity? Some evidence from the Italian Survey on Household Income and Wealth," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number B2-1, Jan.
  2. Marco J. Lombardi & Giampiero M. Gallo, 2002, "Analytic Hessian Matrices and the Computation of FIGARCH Estimates," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2002_03, Feb.
  3. Massimiliano Cecconi & Giampiero M. Gallo & Marco J. Lombardi, 2002, "GARCH-based Volatility Forecasts for Market Volatility Indices," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2002_06, Feb.
  4. Alessandro Rossi & Giampiero M. Gallo, 2002, "Volatility Estimation via Hidden Markov Models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2002_14, Jun.
  5. Alessandro Rossi & Francesca Canpolongo & Guido Bichisao, 2002, "Hedge Accounting Within Ias 39," Economic and Financial Reports, European Investment Bank, Economics Department, number 2002/2, Nov.
  6. Christophe Planas & Alessandro Rossi & Werner Roeger, 2002, "An Unobserved Components Model for NAIRU Estimation," Computing in Economics and Finance 2002, Society for Computational Economics, number 356, Jul.

2000

  1. M. Raberto & G. Cuniberti & E. Scalas & M. Riani & F. Mainardi & G. Servizi, 2000, "Learning short-option valuation in the presence of rare events," Papers, arXiv.org, number cond-mat/0001253, Jan.

1999

  1. Giorgio Calzolari & F. Di Iorio & G. Fiorentini, 1999, "Indirect Estimation of Just-Identified Models with Control Variates," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number quaderno46.

1998

  1. Gabriele Fiorentini & Francesca Di Iorio & Giorgio Calzolari, 1998, "- Control Variates For Variance Reduction In Indirect Inference: Interest Rate Models In Continuous Time," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1998-09, Jan.

1995

  1. Andrew C Harvey & Siem Jan Koopman & Marco Riani, 1995, "The Modelling and Seasonal Adjustment of Weekly Observations - (Now published in 'Journal of Business and Economic Statistics', 15 (1997), pp.354-368.)," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 284, Aug.

Journal articles

2026

  1. Alessio Buonomo & Stefania Capecchi & Francesca Di Iorio & Patrizia Giannantoni, 2026, "Digital inequality and migrant students' educational performance: evidence from Campania," 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 80, issue 1, pages 169-178, January-M.
  2. Batuhan Koyuncu & Byeungchun Kwon & Marco Jacopo Lombardi & Fernando Perez-Cruz & Hyun Song Shin, 2026, "BISTRO: a general purpose oracle for macroeconomic time series," BIS Quarterly Review, Bank for International Settlements, March.
  3. Boris Hofmann & Anamaria Illes & Marco Lombardi & Paul Mizen, 2026, "The Impact of Unconventional Monetary Policies on Retail Lending and Deposit Rates in the Euro Area," International Finance, Wiley Blackwell, volume 29, issue 1, pages 29-43, April, DOI: 10.1111/infi.70012.

2025

  1. Brownlees, Christian & Guđmundsson, Guđmundur Stefán, 2025, "Performance Of Empirical Risk Minimization For Linear Regression With Dependent Data," Econometric Theory, Cambridge University Press, volume 41, issue 2, pages 391-420, April.
  2. Enrico Contin & Leonardo Grilli, 2025, "Multilevel Intersectional Analysis to Identify Extreme Profiles in Italian Student Achievement Data," Social Sciences, MDPI, volume 14, issue 11, pages 1-17, November.
  3. Bruno Arpino & Silvia Bacci & Leonardo Grilli & Raffaele Guetto & Carla Rampichini, 2025, "Conditioning on the Pre-Test versus Gain Score Modelling: Revisiting the Controversy in a Multilevel Setting," Evaluation Review, , volume 49, issue 2, pages 179-208, April, DOI: 10.1177/0193841X241246833.
  4. Niccolò Ducci & Leonardo Grilli & Marta Pittavino, 2025, "Comparing flexible modelling approaches: the varying-thresholds model versus quantile regression," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), volume 19, issue 2, pages 493-514, June, DOI: 10.1007/s11634-025-00635-8.
  5. Giulio Biscardi & Leonardo Grilli & Carla Rampichini & Laura Antonucci & Corrado Crocetta, 2025, "Growth models for the progress test in Italian dentistry degree programs," Quality & Quantity: International Journal of Methodology, Springer, volume 59, issue 2, pages 1445-1459, April, DOI: 10.1007/s11135-024-02029-y.
  6. Boris Hofmann & Marco J Lombardi & Benoit Mojon & Athanasios Orphanides, 2025, "Fiscal and Monetary Policy Interactions in a Low Interest Rate World," International Journal of Central Banking, International Journal of Central Banking, volume 21, issue 3, pages 69-110, July.
  7. Matteo Gasparin & Bruno Scarpa & Elena Stanghellini, 2025, "Omitting continuous covariates in binary regression models: Implications for sensitivity and mediation analysis," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 79, issue 1, February, DOI: 10.1111/stan.12369.
  8. Alessandra Garbero & Elena Stanghellini, 2025, "Addressing selection bias while estimating aggregate development effectiveness: can we obtain externally valid estimates at portfolio level?," Journal of Development Effectiveness, Taylor & Francis Journals, volume 17, issue 2, pages 257-276, April, DOI: 10.1080/19439342.2024.2436186.
  9. Carmine Da Fermo & Barbara Guardabascio & Elena Stanghellini, 2025, "The Influence of Sustainability on Credit Assessment for the Banking Sector: A Mediation Analysis," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, volume 32, issue 5, pages 6139-6158, September, DOI: 10.1002/csr.3266.

2024

  1. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
  2. Brownlees, Christian & Llorens-Terrazas, Jordi, 2024, "Empirical risk minimization for time series: Nonparametric performance bounds for prediction," Journal of Econometrics, Elsevier, volume 244, issue 1, DOI: 10.1016/j.jeconom.2024.105849.
  3. Stefania Capecchi & Francesca Di Iorio & Nunzia Nappo, 2024, "A mixture model for self-assessed stress at work across EU 163," 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 78, issue 2, pages 163-174, April-Jun.
  4. Syed Abul Basher & Francesca Di Iorio & Stefano Fachin, 2024, "Regional income dynamics in Bangladesh," Empirical Economics, Springer, volume 66, issue 3, pages 1125-1159, March, DOI: 10.1007/s00181-023-02495-7.
  5. Lucia Coppola & Anna Giraldo & Stefano Mazzuco, 2024, "Poverty and its dynamics in Italy: comparing Results by Using Absolute and Relative Poverty Thresholds. A (Methodological) Note," Economia & lavoro, Carocci editore, issue 2, pages 97-112.
  6. Favaro, Donata & Giraldo, Anna & Paggiaro, Adriano, 2024, "The gender factor in monetary policy: An event-study design," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106910.
  7. Giovanni Abramo & Ciriaco Andrea D’Angelo & Leonardo Grilli, 2024, "The role of non-scientific factors vis-à-vis the quality of publications in determining their scholarly impact," Scientometrics, Springer;Akadémiai Kiadó, volume 129, issue 8, pages 5003-5019, August, DOI: 10.1007/s11192-024-05106-z.
  8. Pongpitch Amatyakul & Deniz Igan & Marco Jacopo Lombardi, 2024, "Sectoral price dynamics in the last mile of post-Covid-19 disinflation," BIS Quarterly Review, Bank for International Settlements, March.
  9. Riani, Marco & Atkinson, Anthony Curtis & Corbellini, Aldo & Farcomeni, Alessio & Laurini, Fabrizio, 2024, "Information Criteria for Outlier Detection Avoiding Arbitrary Significance Levels," Econometrics and Statistics, Elsevier, volume 29, issue C, pages 189-205, DOI: 10.1016/j.ecosta.2022.02.002.
  10. Planas Christophe & Rossi Alessandro, 2024, "The slice sampler and centrally symmetric distributions," Monte Carlo Methods and Applications, De Gruyter, volume 30, issue 3, pages 299-313, DOI: 10.1515/mcma-2024-2012.
  11. Olivier Barnouin & Ronald-Louis Ballouz & Simone Marchi & Jean-Baptiste Vincent & Harrison Agrusa & Yun Zhang & Carolyn M. Ernst & Maurizio Pajola & Filippo Tusberti & Alice Lucchetti & R. Terik Daly , 2024, "Author Correction: The geology and evolution of the Near-Earth binary asteroid system (65803) Didymos," Nature Communications, Nature, volume 15, issue 1, pages 1-1, December, DOI: 10.1038/s41467-024-54189-y.
  12. De Novellis, G. & Musile Tanzi, P. & Ranalli, M.G. & Stanghellini, E., 2024, "Leveraged finance exposure in the banking system: Systemic risk and interconnectedness," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 90, issue C, DOI: 10.1016/j.intfin.2023.101890.
  13. De Novellis, G. & Musile Tanzi, P. & Stanghellini, E., 2024, "Covenant-lite agreement and credit risk: A key relationship in the leveraged loan market," Research in International Business and Finance, Elsevier, volume 70, issue PB, DOI: 10.1016/j.ribaf.2024.102377.
  14. Carmine Da Fermo & Paola Musile Tanzi & Marco Nicolosi & Elena Stanghellini, 2024, "On The Relationship Between Financial And Sustainable Variables: Insights From Graphical Gaussian Model," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 1-25, December, DOI: 10.1142/S2282717X24300010.

2023

  1. Llorens-Terrazas, Jordi & Brownlees, Christian, 2023, "Projected Dynamic Conditional Correlations," International Journal of Forecasting, Elsevier, volume 39, issue 4, pages 1761-1776, DOI: 10.1016/j.ijforecast.2022.06.003.
  2. Anna Gottard & Giulia Vannucci & Leonardo Grilli & Carla Rampichini, 2023, "Mixed-effect models with trees," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), volume 17, issue 2, pages 431-461, June, DOI: 10.1007/s11634-022-00509-3.
  3. Silvia Bacci & Bruno Bertaccini & Simone Del Sarto & Leonardo Grilli & Carla Rampichini, 2023, "Statistical methods to estimate the impact of remote teaching on university students’ performance," Quality & Quantity: International Journal of Methodology, Springer, volume 57, issue 6, pages 5513-5531, December, DOI: 10.1007/s11135-023-01612-z.
  4. Viviana Carcaiso & Leonardo Grilli, 2023, "Quantile regression for count data: jittering versus regression coefficients modelling in the analysis of credits earned by university students after remote teaching," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 32, issue 4, pages 1061-1082, October, DOI: 10.1007/s10260-022-00661-2.
  5. Leonardo Grilli & Carla Rampichini, 2023, "Review of Multilevel and Longitudinal Modeling Using Stata, Fourth Edition, by Sophia Rabe-Hesketh and Anders Skrondal," Stata Journal, StataCorp LLC, volume 23, issue 3, pages 901-904, September, DOI: 10.1177/1536867X231196518.
  6. Marco J Lombardi & Marianna Riggi & Eliana Viviano, 2023, "Workers’ Bargaining Power and the Phillips Curve: A Micro–Macro Analysis," Journal of the European Economic Association, European Economic Association, volume 21, issue 5, pages 1905-1943.
  7. Marco Riani & Anthony C. Atkinson & Aldo Corbellini, 2023, "Automatic robust Box–Cox and extended Yeo–Johnson transformations in regression," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 32, issue 1, pages 75-102, March, DOI: 10.1007/s10260-022-00640-7.
  8. Martina Raggi & Elena Stanghellini & Marco Doretti, 2023, "Path Analysis for Binary Random Variables," Sociological Methods & Research, , volume 52, issue 4, pages 1883-1915, November, DOI: 10.1177/00491241211031260.

2022

  1. Biguri, Kizkitza & Brownlees, Christian & Ippolito, Filippo, 2022, "Corporate hedging and the variance of stock returns," Journal of Corporate Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.jcorpfin.2021.102147.
  2. Christian Brownlees & Guðmundur Stefán Guðmundsson & Gábor Lugosi, 2022, "Community Detection in Partial Correlation Network Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 1, pages 216-226, January, DOI: 10.1080/07350015.2020.1798241.
  3. Alessio Buonomo & Stefania Capecchi & Francesca Di Iorio & Salvatore Strozza, 2022, "Economic outcomes and immigrants self-identification," 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 2, pages 4-12, April-Jun.
  4. Francesca Di Iorio & Stefano Fachin, 2022, "Fiscal reaction functions for the advanced economies revisited," Empirical Economics, Springer, volume 62, issue 6, pages 2865-2891, June, DOI: 10.1007/s00181-021-02119-y.
  5. Francesca Di Iorio & Umberto Triacca, 2022, "A comparison between VAR processes jointly modeling GDP and Unemployment rate in France and Germany," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 31, issue 3, pages 617-635, September, DOI: 10.1007/s10260-021-00594-2.
  6. Giovanni Cerulli & Rosaria Simone & Francesca Di Iorio & Domenico Piccolo & Christopher F Baum, 2022, "Fitting mixture models for feeling and uncertainty for rating data analysis," Stata Journal, StataCorp LLC, volume 22, issue 1, pages 195-223, March, DOI: 10.1177/1536867X221083927.
  7. Marco J. Lombardi & Madhusudan Mohanty & Ilhyock Shim, 2022, "The relationship of household debt and growth in the short and long run," Empirical Economics, Springer, volume 63, issue 4, pages 1887-1911, October, DOI: 10.1007/s00181-021-02188-z.
  8. Marco Riani & Anthony C. Atkinson & Francesca Torti & Aldo Corbellini, 2022, "Robust correspondence analysis," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 71, issue 5, pages 1381-1401, November, DOI: 10.1111/rssc.12580.
  9. Marco Doretti & Martina Raggi & Elena Stanghellini, 2022, "Exact parametric causal mediation analysis for a binary outcome with a binary mediator," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 31, issue 1, pages 87-108, March, DOI: 10.1007/s10260-021-00562-w.

2021

  1. Brownlees, Christian & Mesters, Geert, 2021, "Detecting granular time series in large panels," Journal of Econometrics, Elsevier, volume 220, issue 2, pages 544-561, DOI: 10.1016/j.jeconom.2020.04.013.
  2. Guðmundsson, Guðmundur Stefán & Brownlees, Christian, 2021, "Detecting groups in large vector autoregressions," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 2-26, DOI: 10.1016/j.jeconom.2021.03.012.
  3. Brownlees, Christian & Hans, Christina & Nualart, Eulalia, 2021, "Bank credit risk networks: Evidence from the Eurozone," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 585-599, DOI: 10.1016/j.jmoneco.2020.03.014.
  4. Brownlees, Christian & Souza, André B.M., 2021, "Backtesting global Growth-at-Risk," Journal of Monetary Economics, Elsevier, volume 118, issue C, pages 312-330, DOI: 10.1016/j.jmoneco.2020.11.003.
  5. Di Iorio, Francesca & Fachin, Stefano, 2021, "Evaluating restricted common factor models for non-stationary data," Econometrics and Statistics, Elsevier, volume 17, issue C, pages 64-75, DOI: 10.1016/j.ecosta.2020.10.004.
  6. Carmela Cappelli & Francesca Iorio & Angela Maddaloni & Pierpaolo D’Urso, 2021, "Atheoretical Regression Trees for classifying risky financial institutions," Annals of Operations Research, Springer, volume 299, issue 1, pages 1357-1377, April, DOI: 10.1007/s10479-019-03406-9.
  7. Di Iorio Francesca & Baldacci Emanuele & Buono Dario & di Gennaro Splendore Luca & Elliott Duncan & Killick Rebecca & Laureti Tiziana & Pratesi Monica & Shlomo Natalie, 2021, "Preface," Journal of Official Statistics, Paradigm, volume 37, issue 2, pages 257-260, June, DOI: 10.2478/jos-2021-0011.
  8. Abramo, Giovanni & D'Angelo, Ciriaco Andrea & Grilli, Leonardo, 2021, "The effects of citation-based research evaluation schemes on self-citation behavior," Journal of Informetrics, Elsevier, volume 15, issue 4, DOI: 10.1016/j.joi.2021.101204.
  9. Kohlscheen, Emanuel & Lombardi, Marco & Zakrajšek, Egon, 2021, "Income Inequality and the depth of economic downturns," Economics Letters, Elsevier, volume 205, issue C, DOI: 10.1016/j.econlet.2021.109934.
  10. Marco Riani & Mia Hubert, 2021, "Editorial, special issue on “Advances in Robust Statistics”," METRON, Springer;Sapienza Università di Roma, volume 79, issue 2, pages 121-125, August, DOI: 10.1007/s40300-021-00213-w.
  11. Francesca Torti & Marco Riani & Gianluca Morelli, 2021, "Semiautomatic robust regression clustering of international trade data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 30, issue 3, pages 863-894, September, DOI: 10.1007/s10260-021-00569-3.

2020

  1. Brownlees, Christian & Chabot, Ben & Ghysels, Eric & Kurz, Christopher, 2020, "Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105736.
  2. Christian Brownlees & Eulalia Nualart & Yucheng Sun, 2020, "On the estimation of integrated volatility in the presence of jumps and microstructure noise," Econometric Reviews, Taylor & Francis Journals, volume 39, issue 10, pages 991-1013, November, DOI: 10.1080/07474938.2020.1735751.
  3. Marchese, Malvina & Kyriakou, Ioannis & Tamvakis, Michael & Di Iorio, Francesca, 2020, "Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104757.
  4. F. Di Iorio & M. Letizia Giorgetti, 2020, "Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector," Industry and Innovation, Taylor & Francis Journals, volume 27, issue 7, pages 789-803, August, DOI: 10.1080/13662716.2019.1685373.
  5. Tomas Badura & Silvia Ferrini & Michael Burton & Amy Binner & Ian J. Bateman, 2020, "Using Individualised Choice Maps to Capture the Spatial Dimensions of Value Within Choice Experiments," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 75, issue 2, pages 297-322, February, DOI: 10.1007/s10640-019-00358-3.
  6. Burcu Erik & Marco J. Lombardi & Dubravko Mihaljek & Hyun Song Shin, 2020, "The Dollar, Bank Leverage, and Real Economic Activity: An Evolving Relationship," AEA Papers and Proceedings, American Economic Association, volume 110, pages 529-534, May, DOI: 10.1257/pandp.20201097.
  7. Andrew J. Filardo & Marco J. Lombardi & Carlos Montoro & Massimo Minesso Ferrari, 2020, "Monetary Policy, Commodity Prices, and Misdiagnosis Risk," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 2, pages 45-79, March.
  8. Anthony C. Atkinson & Marco Riani & Aldo Corbellini, 2020, "The analysis of transformations for profit‐and‐loss data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 69, issue 2, pages 251-275, April, DOI: 10.1111/rssc.12389.

2019

  1. Brownlees, Christian T., 2019, "Hierarchical GARCH," Journal of Empirical Finance, Elsevier, volume 51, issue C, pages 17-27, DOI: 10.1016/j.jempfin.2019.01.009.
  2. Regis Barnichon & Christian Brownlees, 2019, "Impulse Response Estimation by Smooth Local Projections," The Review of Economics and Statistics, MIT Press, volume 101, issue 3, pages 522-530, July.
  3. Matteo Barigozzi & Christian Brownlees, 2019, "NETS: Network estimation for time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 3, pages 347-364, April, DOI: 10.1002/jae.2676.
  4. Amoah, Anthony & Ferrini, Silvia & Schaafsma, Marije, 2019, "Electricity outages in Ghana: Are contingent valuation estimates valid?," Energy Policy, Elsevier, volume 135, issue C, DOI: 10.1016/j.enpol.2019.110996.
  5. Vallecillo, Sara & La Notte, Alessandra & Ferrini, Silvia & Maes, Joachim, 2019, "How ecosystem services are changing: an accounting application at the EU level," Ecosystem Services, Elsevier, volume 40, issue C, DOI: 10.1016/j.ecoser.2019.101044.
  6. Balmford, Ben & Bateman, Ian J. & Bolt, Katherine & Day, Brett & Ferrini, Silvia, 2019, "The value of statistical life for adults and children: Comparisons of the contingent valuation and chained approaches," Resource and Energy Economics, Elsevier, volume 57, issue C, pages 68-84, DOI: 10.1016/j.reseneeco.2019.04.005.
  7. Day, Brett & Bateman, Ian & Binner, Amy & Ferrini, Silvia & Fezzi, Carlo, 2019, "Structurally-consistent estimation of use and nonuse values for landscape-wide environmental change," Journal of Environmental Economics and Management, Elsevier, volume 98, issue C, DOI: 10.1016/j.jeem.2019.102256.
  8. Vallecillo, Sara & La Notte, Alessandra & Zulian, Grazia & Ferrini, Silvia & Maes, Joachim, 2019, "Ecosystem services accounts: Valuing the actual flow of nature-based recreation from ecosystems to people," Ecological Modelling, Elsevier, volume 392, issue C, pages 196-211, DOI: 10.1016/j.ecolmodel.2018.09.023.
  9. Leonardo Grilli & Carla Rampichini, 2019, "Discussion of ‘The class of CUB models: statistical foundations, inferential issues and empirical evidence’ by Domenico Piccolo and Rosaria Simone," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 28, issue 3, pages 459-463, September, DOI: 10.1007/s10260-019-00466-w.
  10. Burcu Erik & Marco Jacopo Lombardi & Dubravko Mihaljek & Hyun Song Shin, 2019, "Financial conditions and purchasing managers' indices: exploring the links," BIS Quarterly Review, Bank for International Settlements, September.
  11. Illes, Anamaria & Lombardi, Marco J. & Mizen, Paul, 2019, "The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs," Journal of International Money and Finance, Elsevier, volume 93, issue C, pages 117-141, DOI: 10.1016/j.jimonfin.2019.01.003.
  12. Andrea Cerioli & Alessio Farcomeni & Marco Riani, 2019, "Wild adaptive trimming for robust estimation and cluster analysis," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 46, issue 1, pages 235-256, March, DOI: 10.1111/sjos.12349.
  13. Rousseeuw, Peter & Perrotta, Domenico & Riani, Marco & Hubert, Mia, 2019, "Robust Monitoring of Time Series with Application to Fraud Detection," Econometrics and Statistics, Elsevier, volume 9, issue C, pages 108-121, DOI: 10.1016/j.ecosta.2018.05.001.
  14. Francesca Torti & Domenico Perrotta & Marco Riani & Andrea Cerioli, 2019, "Assessing trimming methodologies for clustering linear regression data," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), volume 13, issue 1, pages 227-257, March, DOI: 10.1007/s11634-018-0331-4.
  15. Marco Riani & Anthony C. Atkinson & Andrea Cerioli & Aldo Corbellini, 2019, "Comments on: Data science, big data and statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 28, issue 2, pages 349-352, June, DOI: 10.1007/s11749-019-00647-5.

2018

  1. Christian Brownlees & Eulàlia Nualart & Yucheng Sun, 2018, "Realized networks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 7, pages 986-1006, November, DOI: 10.1002/jae.2642.
  2. Christian Brownlees & Giuseppe Cavaliere & Alice Monti, 2018, "Evaluating The Accuracy Of Tail Risk Forecasts For Systemic Risk Measurement," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 02, pages 1-25, June, DOI: 10.1142/S2010495218500094.
  3. Di Iorio, Francesca & Fachin, Stefano, 2018, "The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration," Economics Letters, Elsevier, volume 166, issue C, pages 86-89, DOI: 10.1016/j.econlet.2018.02.026.
  4. Paltriguera, L. & Ferrini, S. & Luisetti, T. & Turner, R.K., 2018, "An analysis and valuation of post-designation management aimed at maximising recreational benefits in coastal Marine Protected Areas," Ecological Economics, Elsevier, volume 148, issue C, pages 121-130, DOI: 10.1016/j.ecolecon.2018.02.011.
  5. Silvia Ferrini & Kerry R. Turner, 2018, "McFadden, Daniel and Train, Kenneth: Contingent valuation of environmental goods—a comprehensive critique," Journal of Economics, Springer, volume 125, issue 2, pages 205-207, October, DOI: 10.1007/s00712-018-0606-4.
  6. Marco J. Lombardi & Feng Zhu, 2018, "A Shadow Policy Rate to Calibrate U.S. Monetary Policy at the Zero Lower Bound," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 5, pages 305-346, December.
  7. Marco Riani & Aldo Corbellini & Anthony C. Atkinson, 2018, "The Use of Prior Information in Very Robust Regression for Fraud Detection," International Statistical Review, International Statistical Institute, volume 86, issue 2, pages 205-218, August, DOI: 10.1111/insr.12247.
  8. Andrea Cerioli & Marco Riani & Anthony C. Atkinson & Aldo Corbellini, 2018, "The power of monitoring: how to make the most of a contaminated multivariate sample," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 27, issue 4, pages 559-587, December, DOI: 10.1007/s10260-017-0409-8.
  9. Andrea Cerioli & Marco Riani & Anthony C. Atkinson & Aldo Corbellini, 2018, "Rejoinder to the discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample”," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 27, issue 4, pages 661-666, December, DOI: 10.1007/s10260-018-00436-8.
  10. Anthony C. Atkinson & Marco Riani & Andrea Cerioli, 2018, "Cluster detection and clustering with random start forward searches," Journal of Applied Statistics, Taylor & Francis Journals, volume 45, issue 5, pages 777-798, April, DOI: 10.1080/02664763.2017.1310806.
  11. Marco Doretti & Sara Geneletti & Elena Stanghellini, 2018, "Missing Data: A Unified Taxonomy Guided by Conditional Independence," International Statistical Review, International Statistical Institute, volume 86, issue 2, pages 189-204, August, DOI: 10.1111/insr.12242.
  12. Minna Genbäck & Nawi Ng & Elena Stanghellini & Xavier de Luna, 2018, "Predictors of decline in self-reported health: addressing non-ignorable dropout in longitudinal studies of aging," European Journal of Ageing, Springer, volume 15, issue 2, pages 211-220, June, DOI: 10.1007/s10433-017-0448-x.

2017

  1. Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2017, "Credit risk interconnectedness: What does the market really know?," Journal of Financial Stability, Elsevier, volume 29, issue C, pages 1-12, DOI: 10.1016/j.jfs.2017.01.002.
  2. Christian Brownlees & Robert F. Engle, 2017, "SRISK: A Conditional Capital Shortfall Measure of Systemic Risk," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 1, pages 48-79.
  3. Barnaby Andrews & Silvia Ferrini & Ian Bateman, 2017, "Good parks – bad parks: the influence of perceptions of location on WTP and preference motives for urban parks," Journal of Environmental Economics and Policy, Taylor & Francis Journals, volume 6, issue 2, pages 204-224, April, DOI: 10.1080/21606544.2016.1268543.
  4. Enrique Alberola & Rocio Gondo & Marco Lombardi & Diego Urbina, 2017, "Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 35, issue 82, pages 40-52, April, DOI: 10.1016/j.espe.2016.11.003.
  5. Marco Lombardi & Madhusudan Mohanty & Ilhyock Shim, 2017, "The Real Effects of Household Debt in the Short and Long Run," Community Development Publications and Reports, Federal Reserve Bank of St. Louis, pages 1-31, October.
  6. Anthony C. Atkinson & Aldo Corbellini & Marco Riani, 2017, "Robust Bayesian regression with the forward search: theory and data analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 26, issue 4, pages 869-886, December, DOI: 10.1007/s11749-017-0542-6.
  7. Gabriele Fiorentini & Christophe Planas & Alessandro Rossi, 2017, "Marginal distribution of Markov-switching VAR processes," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 46, issue 13, pages 6605-6623, July, DOI: 10.1080/03610926.2015.1132324.

2016

  1. Francesca Di Iorio & Stefano Fachin & Riccardo Lucchetti, 2016, "Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs," Applied Economics, Taylor & Francis Journals, volume 48, issue 38, pages 3665-3678, August, DOI: 10.1080/00036846.2016.1142660.
  2. Salvatore Bimonte & Silvia Ferrini & Gaetano Grilli, 2016, "Transport infrastructures, environment impacts and tourists' welfare: a choice experiment to elicit tourist preferences in Siena--Italy," Journal of Environmental Planning and Management, Taylor & Francis Journals, volume 59, issue 5, pages 891-910, May, DOI: 10.1080/09640568.2015.1044746.
  3. Abramo, Giovanni & D’Angelo, Andrea Ciriaco & Grilli, Leonardo, 2016, "From rankings to funnel plots: The question of accounting for uncertainty when assessing university research performance," Journal of Informetrics, Elsevier, volume 10, issue 3, pages 854-862, DOI: 10.1016/j.joi.2016.07.005.
  4. Lombardi, Marco J. & Ravazzolo, Francesco, 2016, "On the correlation between commodity and equity returns: Implications for portfolio allocation," Journal of Commodity Markets, Elsevier, volume 2, issue 1, pages 45-57, DOI: 10.1016/j.jcomm.2016.07.005.
  5. Silvia Salini & Andrea Cerioli & Fabrizio Laurini & Marco Riani, 2016, "Reliable Robust Regression Diagnostics," International Statistical Review, International Statistical Institute, volume 84, issue 1, pages 99-127, April.
  6. Anthony C. Atkinson & Andrea Cerioli & Marco Riani, 2016, "Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ by Johansen and Nielsen," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 43, issue 2, pages 349-352, June.
  7. Atkinson, Anthony C. & Riani, Marco & Torti, Francesca, 2016, "Robust methods for heteroskedastic regression," Computational Statistics & Data Analysis, Elsevier, volume 104, issue C, pages 209-222, DOI: 10.1016/j.csda.2016.07.002.
  8. Fiorentini, Gabriele & Planas, Christophe & Rossi, Alessandro, 2016, "Skewness and kurtosis of multivariate Markov-switching processes," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 153-159, DOI: 10.1016/j.csda.2015.06.009.
  9. Marco Doretti & Sara Geneletti & Elena Stanghellini, 2016, "Tackling non-ignorable dropout in the presence of time varying confounding," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 65, issue 5, pages 775-795, November.
  10. Fabrizia Mealli & Barbara Pacini & Elena Stanghellini, 2016, "Identification of Principal Causal Effects Using Additional Outcomes in Concentration Graphs," Journal of Educational and Behavioral Statistics, , volume 41, issue 5, pages 463-480, October, DOI: 10.3102/1076998616646199.

2015

  1. Anna Giraldo & Gianpiero Dalla-Zuanna & Enrico Rettore, 2015, "Childcare and participation at work in North-East Italy: Why do Italian and foreign mothers behave differently?," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 24, issue 2, pages 339-358, July, DOI: 10.1007/s10260-015-0301-3.
  2. Abramo, Giovanni & D’Angelo, Ciriaco Andrea & Grilli, Leonardo, 2015, "Funnel plots for visualizing uncertainty in the research performance of institutions," Journal of Informetrics, Elsevier, volume 9, issue 4, pages 954-961, DOI: 10.1016/j.joi.2015.08.006.
  3. Mauro, Vincenzo & Biggeri, Mario & Grilli, Leonardo, 2015, "Does Community-Based Rehabilitation Enhance the Multidimensional Well-Being of Deprived Persons With Disabilities? A Multilevel Impact Evaluation," World Development, Elsevier, volume 76, issue C, pages 190-202, DOI: 10.1016/j.worlddev.2015.07.004.
  4. Leonardo Grilli & Carla Rampichini, 2015, "Specification of random effects in multilevel models: a review," Quality & Quantity: International Journal of Methodology, Springer, volume 49, issue 3, pages 967-976, May, DOI: 10.1007/s11135-014-0060-5.
  5. Leonardo Grilli & Carla Rampichini & Roberta Varriale, 2015, "Binomial Mixture Modeling of University Credits," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 44, issue 22, pages 4866-4879, November, DOI: 10.1080/03610926.2013.804565.
  6. Dietrich Domanski & Jonathan Kearns & Marco Jacopo Lombardi & Hyun Song Shin, 2015, "Oil and debt," BIS Quarterly Review, Bank for International Settlements, March.
  7. Ryan Niladri Banerjee & Jonathan Kearns & Marco Jacopo Lombardi, 2015, "(Why) Is investment weak?," BIS Quarterly Review, Bank for International Settlements, March.
  8. Leonardo Gambacorta & Anamaria Illes & Marco Jacopo Lombardi, 2015, "Has the Transmission of Policy Rates to Lending Rates Changed in the Wake of the Global Financial Crisis?," International Finance, Wiley Blackwell, volume 18, issue 3, pages 263-280, December.
  9. Carlos Conesa & Leonardo Gambacorta & Sergio Gorjon & Marco J. Lombardi, 2015, "The use of payment systems data as early indicators of economic activity," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 8, pages 646-650, May, DOI: 10.1080/13504851.2014.964826.
  10. Riani, Marco & Perrotta, Domenico & Cerioli, Andrea, 2015, "The Forward Search for Very Large Datasets," Journal of Statistical Software, Foundation for Open Access Statistics, volume 67, issue c01, DOI: http://hdl.handle.net/10.18637/jss..
  11. Marco Riani & Andrea Cerioli & Domenico Perrotta & Francesca Torti, 2015, "Simulating mixtures of multivariate data with fixed cluster overlap in FSDA library," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), volume 9, issue 4, pages 461-481, December, DOI: 10.1007/s11634-015-0223-9.
  12. Aldo Corbellini & Marco Riani & Anthony Atkinson, 2015, "Hubert, Rousseeuw and Segaert: multivariate functional outlier detection," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 24, issue 2, pages 257-261, July, DOI: 10.1007/s10260-015-0324-9.
  13. Allman Elizabeth S. & Rhodes John A. & Stanghellini Elena & Valtorta Marco, 2015, "Parameter Identifiability of Discrete Bayesian Networks with Hidden Variables," Journal of Causal Inference, De Gruyter, volume 3, issue 2, pages 189-205, September, DOI: 10.1515/jci-2014-0021.
  14. Minna Genbäck & Elena Stanghellini & Xavier Luna, 2015, "Uncertainty intervals for regression parameters with non-ignorable missingness in the outcome," Statistical Papers, Springer, volume 56, issue 3, pages 829-847, August, DOI: 10.1007/s00362-014-0610-x.
  15. Elena Stanghellini & Eduwin Pakpahan, 2015, "Identification of causal effects in linear models: beyond instrumental variables," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 24, issue 3, pages 489-509, September, DOI: 10.1007/s11749-014-0421-3.

2014

  1. Barigozzi, Matteo & Brownlees, Christian & Gallo, Giampiero M. & Veredas, David, 2014, "Disentangling systematic and idiosyncratic dynamics in panels of volatility measures," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 364-384, DOI: 10.1016/j.jeconom.2014.05.017.
  2. Francesca Di Iorio & Umberto Triacca, 2014, "Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test," Econometrics, MDPI, volume 2, issue 4, pages 1-14, December.
  3. Francesca Iorio & Stefano Fachin, 2014, "Savings and investments in the OECD: a panel cointegration study with a new bootstrap test," Empirical Economics, Springer, volume 46, issue 4, pages 1271-1300, June, DOI: 10.1007/s00181-013-0722-5.
  4. Fezzi, Carlo & Bateman, Ian J. & Ferrini, Silvia, 2014, "Using revealed preferences to estimate the Value of Travel Time to recreation sites," Journal of Environmental Economics and Management, Elsevier, volume 67, issue 1, pages 58-70, DOI: 10.1016/j.jeem.2013.10.003.
  5. Salvatore Bimonte & Silvia Ferrini & Gaetano Grilli, 2014, "Airport Infrastructures and Tourism. A Choice Experiment for a Comparative Evaluation of the Siena Airport Project," Politica economica, Società editrice il Mulino, issue 1, pages 107-136.
  6. Leonardo Grilli & Maria Iannario & Domenico Piccolo & Carla Rampichini, 2014, "Latent class CUB models," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), volume 8, issue 1, pages 105-119, March, DOI: 10.1007/s11634-013-0143-5.
  7. Cerioli, Andrea & Farcomeni, Alessio & Riani, Marco, 2014, "Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter," Journal of Multivariate Analysis, Elsevier, volume 126, issue C, pages 167-183, DOI: 10.1016/j.jmva.2013.12.010.
  8. Marco Riani & Andrea Cerioli & Francesca Torti, 2014, "On consistency factors and efficiency of robust S-estimators," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 23, issue 2, pages 356-387, June, DOI: 10.1007/s11749-014-0357-7.
  9. Marco Nicolosi & Stefano Grassi & Elena Stanghellini, 2014, "Item response models to measure corporate social responsibility," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 22, pages 1449-1464, November, DOI: 10.1080/09603107.2014.925070.

2013

  1. Brownlees Christian T. & Vannucci Marina, 2013, "A Bayesian approach for capturing daily heterogeneity in intra-daily durations time series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 1, pages 21-46, February, DOI: 10.1515/snde-2012-0043.
  2. Francesco Dainelli & Francesco Giunta & Fabrizio Cipollini, 2013, "Determinants of SME credit worthiness under Basel rules: the value of credit history information," PSL Quarterly Review, Economia civile, volume 66, issue 264, pages 21-47.
  3. Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2013, "Semiparametric Vector Mem," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 7, pages 1067-1086, November.
  4. Di Iorio, Francesca & Triacca, Umberto, 2013, "Testing for Granger non-causality using the autoregressive metric," Economic Modelling, Elsevier, volume 33, issue C, pages 120-125, DOI: 10.1016/j.econmod.2013.03.023.
  5. Bruno Anastasia & Anna Giraldo & Adriano Paggiaro, 2013, "The effect of subsidies for transformations to permanent contracts. First evidence from an Italian policy," Politica economica, Società editrice il Mulino, issue 2, pages 181-198.
  6. Visca, Modesta & Donatini, Andrea & Gini, Rosa & Federico, Bruno & Damiani, Gianfranco & Francesconi, Paolo & Grilli, Leonardo & Rampichini, Carla & Lapini, Gabriele & Zocchetti, Carlo & Di Stanislao,, 2013, "Group versus single handed primary care: A performance evaluation of the care delivered to chronic patients by Italian GPs," Health Policy, Elsevier, volume 113, issue 1, pages 188-198, DOI: 10.1016/j.healthpol.2013.05.016.
  7. Francavilla, Francesca & Giannelli, Gianna Claudia & Grilli, Leonardo, 2013, "Mothers’ Employment and their Children’s Schooling: A Joint Multilevel Analysis for India," World Development, Elsevier, volume 41, issue C, pages 183-195, DOI: 10.1016/j.worlddev.2012.05.031.
  8. Anamaria Illes & Marco Jacopo Lombardi, 2013, "Interest rate pass-through since the financial crisis," BIS Quarterly Review, Bank for International Settlements, September.
  9. A. Anzuini & M. J. Lombardi & P. Pagano, 2013, "The Impact of Monetary Policy Shocks on Commodity Prices," International Journal of Central Banking, International Journal of Central Banking, volume 9, issue 3, pages 125-150, September.
  10. Cerioli, Andrea & Farcomeni, Alessio & Riani, Marco, 2013, "Robust distances for outlier-free goodness-of-fit testing," Computational Statistics & Data Analysis, Elsevier, volume 65, issue C, pages 29-45, DOI: 10.1016/j.csda.2012.03.008.
  11. Planas, C. & Roeger, W. & Rossi, A., 2013, "The information content of capacity utilization for detrending total factor productivity," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 3, pages 577-590, DOI: 10.1016/j.jedc.2012.09.005.

2012

  1. Francesca Di Iorio & Maria Iannario, 2012, "Residual diagnostics for interpreting CUB models," Statistica, Department of Statistics, University of Bologna, volume 72, issue 2, pages 163-172.
  2. Di Iorio, Francesca & Fachin, Stefano, 2012, "A simple sieve bootstrap range test for poolability in dependent cointegrated panels," Economics Letters, Elsevier, volume 116, issue 2, pages 154-156, DOI: 10.1016/j.econlet.2012.02.025.
  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 (2007-2020), Kiel Institute for the World Economy, volume 6, pages 1-18, DOI: 10.5018/economics-ejournal.ja.2012-.
  4. Silvia Ferrini & Carlo Fezzi, 2012, "Generalized Additive Models for Nonmarket Valuation via Revealed or Stated Preference Methods," Land Economics, University of Wisconsin Press, volume 88, issue 4, pages 782-802.
  5. Morse-Jones, Sian & Bateman, Ian J. & Kontoleon, Andreas & Ferrini, Silvia & Burgess, Neil D. & Turner, R. Kerry, 2012, "Stated preferences for tropical wildlife conservation amongst distant beneficiaries: Charisma, endemism, scope and substitution effects," Ecological Economics, Elsevier, volume 78, issue C, pages 9-18, DOI: 10.1016/j.ecolecon.2011.11.002.
  6. Lombardi, Marco J. & Nicoletti, Giulio, 2012, "Bayesian prior elicitation in DSGE models: Macro- vs micropriors," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 2, pages 294-313, DOI: 10.1016/j.jedc.2011.09.010.
  7. Marco Lombardi & Chiara Osbat & Bernd Schnatz, 2012, "Global commodity cycles and linkages: a FAVAR approach," Empirical Economics, Springer, volume 43, issue 2, pages 651-670, October, DOI: 10.1007/s00181-011-0494-8.
  8. Raphael Espinoza & Fabio Fornari & Marco J. Lombardi, 2012, "The Role of Financial Variables in predicting economic activity," Journal of Forecasting, John Wiley & Sons, Ltd., volume 31, issue 1, pages 15-46, January.
  9. Bellini, Tiziano & Riani, Marco, 2012, "Robust analysis of default intensity," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3276-3285, DOI: 10.1016/j.csda.2011.03.007.
  10. Torti, Francesca & Perrotta, Domenico & Atkinson, Anthony C. & Riani, Marco, 2012, "Benchmark testing of algorithms for very robust regression: FS, LMS and LTS," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 8, pages 2501-2512, DOI: 10.1016/j.csda.2012.02.003.
  11. Fiorentini, G. & Planas, C. & Rossi, A., 2012, "The marginal likelihood of dynamic mixture models," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 9, pages 2650-2662, DOI: 10.1016/j.csda.2012.03.007.
  12. Elena Stanghellini, 2012, "Comments on: Sequence of regressions and their independences," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 21, issue 2, pages 265-267, June, DOI: 10.1007/s11749-012-0287-1.

2011

  1. Brownlees, Christian T. & Gallo, Giampiero M., 2011, "Shrinkage estimation of semiparametric multiplicative error models," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 365-378, April.
  2. Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2011, "Intra-daily Volume Modeling and Prediction for Algorithmic Trading," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 3, pages 489-518, Summer.
  3. I. Bateman & R. Brouwer & S. Ferrini & M. Schaafsma & D. Barton & A. Dubgaard & B. Hasler & S. Hime & I. Liekens & S. Navrud & L. De Nocker & R. Ščeponavičiūtė & D. Semėnienė, 2011, "Making Benefit Transfers Work: Deriving and Testing Principles for Value Transfers for Similar and Dissimilar Sites Using a Case Study of the Non-Market Benefits of Water Quality Improvements Across Europe," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 50, issue 3, pages 365-387, November, DOI: 10.1007/s10640-011-9476-8.
  4. Bartolucci, Francesco & Grilli, Leonardo, 2011, "Modeling Partial Compliance Through Copulas in a Principal Stratification Framework," Journal of the American Statistical Association, American Statistical Association, volume 106, issue 494, pages 469-479.

2010

  1. Christian T. Brownlees & Giampiero M. Gallo, 2010, "Comparison of Volatility Measures: a Risk Management Perspective," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 1, pages 29-56, Winter.
  2. Cipollini, Fabrizio & Gallo, Giampiero M., 2010, "Automated variable selection in vector multiplicative error models," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2470-2486, November.
  3. Elisabetta Strazzera & Elisabetta Cherchi & Silvia Ferrini, 2010, "Assessment of Regeneration Projects in Urban Areas of Environmental Interest: A Stated Choice Approach to Estimate Use and Quasi-Option Values," Environment and Planning A, , volume 42, issue 2, pages 452-468, February, DOI: 10.1068/a4213.
  4. Leonardo Grilli & Carla Rampichini, 2010, "Selection bias in linear mixed models," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, volume 0, issue 3, pages 309-329.
  5. Riani, Marco & Atkinson, Anthony C., 2010, "Robust model selection with flexible trimming," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 12, pages 3300-3312, December.
  6. Marco Riani & Andrea Cerioli & Peter Rousseeuw, 2010, "Special Issue on Robust Methods for Classification and Data Analysis," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), volume 4, issue 2, pages 85-87, September, DOI: 10.1007/s11634-010-0071-6.

2009

  1. Francesca Di Iorio & Stefano Fachin, 2009, "A residual-based bootstrap test for panel cointegration," Economics Bulletin, AccessEcon, volume 29, issue 4, pages 3222-3232.
  2. Alice Baccheschi & Salvatore Bimonte & Silvia Ferrini, 2009, "Contingent behaviour method in the evaluation of externalities: odour emission in a selection and composting centre," Politica economica, Società editrice il Mulino, issue 3, pages 381-406.
  3. Lombardi, Marco J. & Calzolari, Giorgio, 2009, "Indirect estimation of [alpha]-stable stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2298-2308, April.
  4. Lombardi, Marco J. & Veredas, David, 2009, "Indirect estimation of elliptical stable distributions," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2309-2324, April.
  5. Marco Riani & Anthony C. Atkinson & Andrea Cerioli, 2009, "Finding an unknown number of multivariate outliers," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 71, issue 2, pages 447-466, April, DOI: 10.1111/j.1467-9868.2008.00692.x.
  6. Tommaso Proietti & Marco Riani, 2009, "Transformations and seasonal adjustment," Journal of Time Series Analysis, Wiley Blackwell, volume 30, issue 1, pages 47-69, January, DOI: 10.1111/j.1467-9892.2008.00600.x.
  7. Domenico Perrotta & Marco Riani & Francesca Torti, 2009, "New robust dynamic plots for regression mixture detection," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), volume 3, issue 3, pages 263-279, December, DOI: 10.1007/s11634-009-0050-y.
  8. Marco Riani, 2009, "Robust Transformations in Univariate and Multivariate Time Series," Econometric Reviews, Taylor & Francis Journals, volume 28, issue 1-3, pages 262-278, DOI: 10.1080/07474930802388074.
  9. Nicola Falocci & Renato Paniccià & Elena Stanghellini, 2009, "Regression modelling of the flows in an input–output table with accounting constraints," Statistical Papers, Springer, volume 50, issue 2, pages 373-382, March, DOI: 10.1007/s00362-007-0061-8.

2008

  1. Christian T. Brownlees & Giampiero M. Gallo, 2008, "On Variable Selection for Volatility Forecasting: The Role of Focused Selection Criteria," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 4, pages 513-539, Fall.
  2. Leonardo Grilli & Fabrizia Mealli, 2008, "Nonparametric Bounds on the Causal Effect of University Studies on Job Opportunities Using Principal Stratification," Journal of Educational and Behavioral Statistics, , volume 33, issue 1, pages 111-130, March, DOI: 10.3102/1076998607302627.
  3. Marco J. Lombardi & Giorgio Calzolari, 2008, "Indirect Estimation of α-Stable Distributions and Processes," Econometrics Journal, Royal Economic Society, volume 11, issue 1, pages 193-208, March.
  4. Antonio Matas-Mir & Denise R. Osborn & Marco J. Lombardi, 2008, "The effect of seasonal adjustment on the properties of business cycle regimes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 23, issue 2, pages 257-278, DOI: 10.1002/jae.980.
  5. Planas, Christophe & Rossi, Alessandro & Fiorentini, Gabriele, 2008, "Bayesian Analysis of the Output Gap," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 18-32, January.
  6. Marchetti, Giovanni M. & Stanghellini, Elena, 2008, "A note on distortions induced by truncation with applications to linear regression systems," Statistics & Probability Letters, Elsevier, volume 78, issue 6, pages 824-829, April.

2007

  1. 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 (2007-2020), Kiel Institute for the World Economy, volume 1, pages 1-23, DOI: 10.5018/economics-ejournal.ja.2007-.
  2. Ferrini, Silvia & Scarpa, Riccardo, 2007, "Designs with a priori information for nonmarket valuation with choice experiments: A Monte Carlo study," Journal of Environmental Economics and Management, Elsevier, volume 53, issue 3, pages 342-363, May.
  3. Leonardo Grilli & Carla Rampichini, 2007, "A multilevel multinomial logit model for the analysis of graduates’ skills," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 16, issue 3, pages 381-393, November, DOI: 10.1007/s10260-006-0039-z.
  4. Lombardi, Marco J., 2007, "Bayesian inference for [alpha]-stable distributions: A random walk MCMC approach," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 5, pages 2688-2700, February.
  5. Atkinson, A.C. & Riani, M., 2007, "Exploratory tools for clustering multivariate data," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 1, pages 272-285, September.
  6. Marco Riani & Andrea Cerioli & Bruno Chiandotto, 2007, "Special issue on robust multivariate analysis and classification," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 15, issue 3, pages 267-269, February, DOI: 10.1007/s10260-006-0040-6.
  7. Planas, Christophe & Roeger, Werner & Rossi, Alessandro, 2007, "How much has labour taxation contributed to European structural unemployment?," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 4, pages 1359-1375, April.

2006

  1. Brownlees, C.T. & Gallo, G.M., 2006, "Financial econometric analysis at ultra-high frequency: Data handling concerns," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 4, pages 2232-2245, December.
  2. Di Iorio, Francesca & Calzolari, Giorgio, 2006, "Discontinuities in indirect estimation: An application to EAR models," Computational Statistics & Data Analysis, Elsevier, volume 50, issue 8, pages 2124-2136, April.
  3. Francesca Di Iorio & Stefano Fachin, 2006, "Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 15, issue 1, pages 129-137, May, DOI: 10.1007/s10260-006-0014-8.
  4. Ugo Trivellato & Anna Giraldo, 2006, "Assessing the ‘Choosiness’ of Job‐seekers. An Exploratory Approach and Evidence for Italy," LABOUR, CEIS, volume 20, issue 1, pages 1-36, March, DOI: 10.1111/j.1467-9914.2006.00332.x.
  5. Anna Giraldo & Gianpiero Dalla Zuanna, 2006, "Une procédure de redressement du biais de non-réponse : le cas de l'enquête italienne sur la fécondité urbaine, 2001-2002," Population (french edition), Institut National d'Études Démographiques (INED), volume 61, issue 3, pages 331-344.
  6. Maria Rita Testa & Leonardo Grilli, 2006, "L'influence des différences de fécondité dans les régions européennes sur la taille idéale de la famille," Population (french edition), Institut National d'Études Démographiques (INED), volume 61, issue 1, pages 107-137.
  7. Rossi, Alessandro & Gallo, Giampiero M., 2006, "Volatility estimation via hidden Markov models," Journal of Empirical Finance, Elsevier, volume 13, issue 2, pages 203-230, March.

2005

  1. Leonardo Grilli, 2005, "The random‐effects proportional hazards model with grouped survival data: a comparison between the grouped continuous and continuation ratio versions," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 168, issue 1, pages 83-94, January, DOI: 10.1111/j.1467-985X.2004.00337.x.
  2. Elena Stanghellini & Nanny Wermuth, 2005, "On the identification of path analysis models with one hidden variable," Biometrika, Biometrika Trust, volume 92, issue 2, pages 337-350, June.

2004

  1. Francesca Di Iorio & Stefano Fachin, 2004, "Models of labour demand with fixed costs of adjustment: a generalised tobit approach," Economics Bulletin, AccessEcon, volume 3, issue 31, pages 1-8.
  2. Carla Rampichini & Leonardo Grilli & Alessandra Petrucci, 2004, "Analysis of university course evaluations: from descriptive measures to multilevel models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 13, issue 3, pages 357-373, December, DOI: 10.1007/s10260-004-0087-1.
  3. Riani Marco, 2004, "Extensions of the Forward Search to Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-25, May, DOI: 10.2202/1558-3708.1208.
  4. Anthony Atkinson & Marco Riani, 2004, "The forward search and data visualisation," Computational Statistics, Springer, volume 19, issue 1, pages 29-54, February, DOI: 10.1007/BF02915275.
  5. Marco Riani, 2004, "Robust multivariate transformations to normality: Constructed variables and likelihood ratio tests," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 13, issue 2, pages 179-196, September, DOI: 10.1007/s10260-004-0095-1.
  6. Christophe Planas & Alessandro Rossi, 2004, "Can inflation data improve the real-time reliability of output gap estimates?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 19, issue 1, pages 121-133, DOI: 10.1002/jae.726.
  7. Elena Stanghellini & Peter G. M. van der Heijden, 2004, "A Multiple-Record Systems Estimation Method that Takes Observed and Unobserved Heterogeneity into Account," Biometrics, The International Biometric Society, volume 60, issue 2, pages 510-516, June.

2003

  1. Leonardo Grilli & Carla Rampichini, 2003, "Alternative Specifications of Multivariate Multilevel Probit Ordinal Response Models," Journal of Educational and Behavioral Statistics, , volume 28, issue 1, pages 31-44, March, DOI: 10.3102/10769986028001031.
  2. Elena Stanghellini, 2003, "Monitoring the Behaviour of Credit Card Holders with Graphical Chain Models," Journal of Business Finance & Accounting, Wiley Blackwell, volume 30, issue 9‐10, pages 1423-1435, December, DOI: 10.1111/j.0306-686X.2003.05451.x.
  3. A. Capitanio & A. Azzalini & E. Stanghellini, 2003, "Graphical models for skew‐normal variates," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 30, issue 1, pages 129-144, March, DOI: 10.1111/1467-9469.00322.

2002

  1. Silvia Ferrini & Fiorenza Spalatro, 2002, "La disponibilit? a pagare per la rivalorizzazione del territorio: il caso della ferrovia Colle-Poggibonsi," ECONOMIA PUBBLICA, FrancoAngeli Editore, volume 2002, issue 1.
  2. Marco J. Lombardi & Giampiero M. Gallo, 2002, "Analytic Hessian matrices and the computation of FIGARCH estimates," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 11, issue 2, pages 247-264, June, DOI: 10.1007/BF02511490.
  3. Andrea Cerioli & Marco Riani, 2002, "Robust methods for the analysis of spatially autocorrelated data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 11, issue 3, pages 335-358, October, DOI: 10.1007/BF02509831.
  4. Alessandro Rossi, 2002, "The Britten-Jones And Neuberger Smile-Consistent With Stochastic Volatility Option Pricing Model: A Further Analysis," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 01, pages 1-31, DOI: 10.1142/S0219024902001286.

2001

  1. Giorgio Calzolari & Francesca Di Iorio & Gabriele Fiorentini, 2001, "Indirect inference and variance reduction using control variates," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, volume 0, issue 1-2, pages 39-53.
  2. L. Biggeri & M. Bini & L. Grilli, 2001, "The transition from university to work: a multilevel approach to the analysis of the time to obtain the first job," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 164, issue 2, pages 293-305, DOI: 10.1111/1467-985X.00203.
  3. Paolo Giudici & Elena Stanghellini, 2001, "Bayesian inference for graphical factor analysis models," Psychometrika, Springer;The Psychometric Society, volume 66, issue 4, pages 577-591, December, DOI: 10.1007/BF02296197.

1999

  1. Sergio Zani & Marco Riani & Aldo Corbellini, 1999, "New methods for ordering multivariate data: an application to the performance of investment funds," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 15, issue 4, pages 485-493, October, DOI: 10.1002/(SICI)1526-4025(199910/12)1.
  2. E. Stanghellini & K. J. McConway & D. J. Hand, 1999, "A Discrete Variable Chain Graph for Applicants for Credit," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 48, issue 2, pages 239-251, DOI: 10.1111/1467-9876.00152.

1998

  1. Giorgio Calzolari & Francesca Di Iorio & Gabriele Fiorentini, 1998, "Control variates for variance reduction in indirect inference: Interest rate models in continuous time," Econometrics Journal, Royal Economic Society, volume 1, issue Conferenc, pages 100-112.
  2. Zani, Sergio & Riani, Marco & Corbellini, Aldo, 1998, "Robust bivariate boxplots and multiple outlier detection," Computational Statistics & Data Analysis, Elsevier, volume 28, issue 3, pages 257-270, September.

1997

  1. Harvey, Andrew & Koopman, Siem Jan & Riani, Marco, 1997, "The Modeling and Seasonal Adjustment of Weekly Observations," Journal of Business & Economic Statistics, American Statistical Association, volume 15, issue 3, pages 354-368, July.

Books

2023

  1. Claudio Borio & Marco Jacopo Lombardi & James Yetman & Egon Zakrajsek, 2023, "The two-regime view of inflation," BIS Papers, Bank for International Settlements, number 133, ISBN: ARRAY(0x8c175a70).

2010

  1. Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010, "Catching the Flu from the United States," Palgrave Macmillan Books, Palgrave Macmillan, number 978-0-230-28207-0, ISBN: ARRAY(0xa58a1f58), April, DOI: 10.1057/9780230282070.

Chapters

2026

  1. Batuhan Koyuncu & Byeungchun Kwon & Marco Lombardi & Fernando Perez-Cruz & Hyun Song Shin, 2026, "A foundational model for macroeconomic times series forecasting and nowcasting," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Data science in central banking".

2023

  1. Manuela Fasano & Barbara Guardabascio & Elena Stanghellini, 2023, "The Role of ESG on Credit Rating in the Banking Sector: A Mediation Analysis to Disentangle the Direct and Indirect Effects," Palgrave Studies in Impact Finance, Palgrave Macmillan, chapter 0, in: Luca Spataro & Maria Cristina Quirici & Gabriella Iermano, "ESG Integration and SRI Strategies in the EU", DOI: 10.1007/978-3-031-36457-0_8.

2014

  1. Andrew Filardo & Marco Jacopo Lombardi, 2014, "Has Asian emerging market monetary policy been too procyclical when responding to swings in commodity prices?," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Globalisation, inflation and monetary policy in Asia and the Pacific".

2013

  1. Viral V. Acharya & Christian Brownlees & Robert Engle & Farhang Farazmand & Matthew Richardson, 2013, "Measuring Systemic Risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Oliviero Roggi & Edward I Altman, "Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis".

2010

  1. Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010, "Introduction," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, "Catching the Flu from the United States", DOI: 10.1057/9780230282070_1.
  2. Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010, "Business Cycle Synchronisation: Disentangling Global Trade and Financial Linkages," Palgrave Macmillan Books, Palgrave Macmillan, chapter 2, "Catching the Flu from the United States", DOI: 10.1057/9780230282070_2.
  3. Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010, "Business Cycle Synchronisation: The United States and the Euro Area," Palgrave Macmillan Books, Palgrave Macmillan, chapter 3, "Catching the Flu from the United States", DOI: 10.1057/9780230282070_3.
  4. Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010, "The United States and the Euro Area: What Do Structural Models Say About the Linkages?," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, "Catching the Flu from the United States", DOI: 10.1057/9780230282070_4.
  5. Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010, "The United States and the Euro Area: The Role of Financial Variables," Palgrave Macmillan Books, Palgrave Macmillan, chapter 5, "Catching the Flu from the United States", DOI: 10.1057/9780230282070_5.
  6. Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010, "Economic Interactions US-Euro Area Over the 2007–9 Financial Crisis: What Did We Learn?," Palgrave Macmillan Books, Palgrave Macmillan, chapter 6, "Catching the Flu from the United States", DOI: 10.1057/9780230282070_6.
  7. Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010, "The US-Euro Area Relationship in a Context of Possible Systemic Changes," Palgrave Macmillan Books, Palgrave Macmillan, chapter 7, "Catching the Flu from the United States", DOI: 10.1057/9780230282070_7.
  8. Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010, "Conclusion," Palgrave Macmillan Books, Palgrave Macmillan, chapter 8, "Catching the Flu from the United States", DOI: 10.1057/9780230282070_8.
  9. Robert Anderton & Alessandro Galesi & Marco Lombardi & Filippo di Mauro, 2010, "Key Elements of Global Inflation," RBA Annual Conference Volume (Discontinued), Reserve Bank of Australia, in: Renée Fry & Callum Jones & Christopher Kent, "Inflation in an Era of Relative Price Shocks".

2007

  1. Anna Gottard & Leonardo Grilli & Carla Rampichini, 2007, "A Multilevel Chain Graph Model for the Analysis of Graduates’ Employment," Springer Books, Springer, in: Luigi Fabbris, "Effectiveness of University Education in Italy", DOI: 10.1007/978-3-7908-1751-5_12.
  2. Leonardo Grilli & Fabrizia Mealli, 2007, "University Studies and Employment. An Application of the Principal Strata Approach to Causal Analysis," Springer Books, Springer, in: Luigi Fabbris, "Effectiveness of University Education in Italy", DOI: 10.1007/978-3-7908-1751-5_16.
  3. Leonardo Grilli & Carla Rampichini, 2007, "A Multilevel Analysis of Graduates’ Job Satisfaction," Springer Books, Springer, in: Luigi Fabbris, "Effectiveness of University Education in Italy", DOI: 10.1007/978-3-7908-1751-5_3.

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