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Roy Cerqueti

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Personal Details

First Name:Roy
Middle Name:
Last Name:Cerqueti
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RePEc Short-ID:pce67
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Location: Macerata, Italy
Homepage: http://www.unimc.it/dief/
Email:
Phone: 0733.258.201
Fax: 0733.258.205
Postal: Via Crescimbeni, 20 -62100 Macerata
Handle: RePEc:edi:dimacit (more details at EDIRC)
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  1. Cerqueti, Roy & Lupi, Claudio, 2015. "Total positivity for a class of non-exchangeable copulas," Economics & Statistics Discussion Papers esdp15077, University of Molise, Dept. EGSeI.
  2. Cerqueti, Roy & Lupi, Claudio, 2015. "Consistent Risk Acceptance Criteria through Networks," Economics & Statistics Discussion Papers esdp15076, University of Molise, Dept. EGSeI.
  3. Roy Cerqueti & Marcel Ausloos, 2014. "Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data," Papers 1411.7880, arXiv.org.
  4. Cerqueti, Roy & Lupi, Claudio, 2014. "A new family of nonexchangeable copulas for positive dependence," Economics & Statistics Discussion Papers esdp14075, University of Molise, Dept. EGSeI.
  5. Roy Cerqueti & Marcel Ausloos, 2014. "Assessing the Inequalities of Wealth in Regions: the Italian Case," Papers 1410.4922, arXiv.org.
  6. Tariq Ahmad Mir & Marcel Ausloos & Roy Cerqueti, 2014. "Benford's law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions," Papers 1410.2890, arXiv.org.
  7. Cerqueti, Roy & Falbo, Paolo & Pelizzari, Cristian, 2013. "Relevant States and Memory in Markov Chain Bootstrapping and Simulation," MPRA Paper 46250, University Library of Munich, Germany.
  8. Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio, 2012. "A copula-based analysis of false discovery rate control under dependence assumptions," Economics & Statistics Discussion Papers esdp12065, University of Molise, Dept. EGSeI.
  9. Roy Cerqueti & Paolo Falbo & Cristian Pelizzari & Federica Ricca & Andrea Scozzari, 2012. "A Mixed Integer Linear Programming Approach to Markov Chain Bootstrapping," Working Papers 67-2012, Macerata University, Department of Finance and Economic Sciences, revised Nov 2012.
  10. Cerqueti, Roy & Tramontanta, Fabio & Ventura, Marco, 2012. "On the dynamics of innovators and imitators," MPRA Paper 38949, University Library of Munich, Germany.
  11. Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio, 2011. "FDR Control in the Presence of an Unknown Correlation Structure," Economics & Statistics Discussion Papers esdp11059, University of Molise, Dept. EGSeI.
  12. Roy Cerqueti & Raffaella Coppier & Gustavo Piga, 2011. "Corruption, Growth and Ethnic Fractionalization: a Theoretical Model," CEIS Research Paper 216, Tor Vergata University, CEIS, revised 08 Nov 2011.
  13. Rosella Castellano & Roy Cerqueti, 2010. "Roots and Effects of Investments' Misperception," Working Papers 62-2010, Macerata University, Department of Finance and Economic Sciences, revised Dec 2010.
  14. Roy Cerqueti & Paolo Falbo & Cristian Pelizzari, 2009. "Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping," Working Papers 53-2009, Macerata University, Department of Finance and Economic Sciences, revised Apr 2009.
  15. Maurizio Bovi & Roy Cerqueti, 2009. "Why is the Tax Evasion so Persistent?," ISAE Working Papers 111, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  16. Rosella Castellano & Roy Cerqueti & Rita L. D'Ecclesia, 2009. "A Disutility-Based Drift Control for Exchange Rates," Working Papers 56-2009, Macerata University, Department of Finance and Economic Sciences, revised Jan 2010.
  17. Roy Cerqueti & Marco Ventura, 2009. "A Discrete Model for Patent Valuation," ISAE Working Papers 120, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  18. Roy Cerqueti & Raffaella Coppier & Gustavo Piga, 2009. "Corruption, growth and ethnolinguistic fractionalization: a theoretical model," Working Papers 57-2009, Macerata University, Department of Finance and Economic Sciences, revised Jan 2010.
  19. Roy Cerqueti & Mauro Costantini & Luciano Gutierrez, 2009. "New panel tests to assess inflation persistence," Working Papers 54-2009, Macerata University, Department of Finance and Economic Sciences, revised Oct 2009.
  20. Roy Cerqueti & Raffaella Coppier, 2009. "Economic growth, corruption and tax evasion," Working Papers 58-2009, Macerata University, Department of Finance and Economic Sciences, revised Jan 2010.
  21. Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio, 2009. "A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case," Economics & Statistics Discussion Papers esdp09055, University of Molise, Dept. EGSeI.
  22. Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano, 2008. "Change in persistence tests for panels: An update and some new results," Economics & Statistics Discussion Papers esdp08043, University of Molise, Dept. EGSeI.
  23. Serena Brianzoni & Roy Cerqueti, & Elisabetta Michetti, 2008. "A dynamic stochastic model of asset pricing with heterogeneous beliefs," Working Papers 46-2008, Macerata University, Department of Finance and Economic Sciences, revised Oct 2008.
  24. Mauro Costantini & Roy Cerqueti, 2007. "Non parametric Fractional Cointegration Analysis," ISAE Working Papers 78, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  25. Raffaella Barone & Roy Cerqueti & Anna Grazia Quaranta, 2007. "A stochastic model for financiers," Working Papers 42-2007, Macerata University, Department of Finance and Economic Sciences, revised Oct 2008.
  26. Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano, 2007. "Change in persistence tests for panels," Economics & Statistics Discussion Papers esdp07040, University of Molise, Dept. EGSeI.
  27. Cerqueti, Roy & Costantini, Mauro, 2006. "Testing for rational bubbles," Economics & Statistics Discussion Papers esdp06030, University of Molise, Dept. EGSeI.
  28. Cerqueti, Roy & Costantini, Mauro, 2005. "Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes," Economics & Statistics Discussion Papers esdp05027, University of Molise, Dept. EGSeI.
  29. Cerqueti, Roy & Costantini, Mauro, 2005. "Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order," Economics & Statistics Discussion Papers esdp05026, University of Molise, Dept. EGSeI.
  1. Roy Cerqueti & Raffaella Coppier, 2015. "Corruptibility and tax evasion," European Journal of Law and Economics, Springer, vol. 39(2), pages 355-373, April.
  2. Cerqueti, Roy & Ausloos, Marcel, 2015. "Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 421(C), pages 187-207.
  3. Maurizio Bovi & Roy Cerqueti, 2014. "A quantitative view on policymakers’ goal, institutions and tax evasion," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(3), pages 1493-1510, May.
  4. Castellano, Rosella & Cerqueti, Roy, 2014. "Mean–Variance portfolio selection in presence of infrequently traded stocks," European Journal of Operational Research, Elsevier, vol. 234(2), pages 442-449.
  5. Rosella Castellano & Roy Cerqueti, 2013. "Roots and effects of financial misperception in a stochastic dominance framework," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(6), pages 3371-3389, October.
  6. Cerqueti, Roy & Correani, Luca & Garofalo, Giuseppe, 2013. "Economic interactions and social tolerance: A dynamic perspective," Economics Letters, Elsevier, vol. 120(3), pages 458-463.
  7. Cerqueti, Roy & Falbo, Paolo & Guastaroba, Gianfranco & Pelizzari, Cristian, 2013. "A Tabu Search heuristic procedure in Markov chain bootstrapping," European Journal of Operational Research, Elsevier, vol. 227(2), pages 367-384.
  8. Roy Cerqueti & Raffaella Coppier & Gustavo Piga, 2012. "Corruption, growth and ethnic fractionalization: a theoretical model," Journal of Economics, Springer, vol. 106(2), pages 153-181, June.
  9. Roy Cerqueti, 2012. "Financing policies via stochastic control: a dynamic programming approach," Journal of Global Optimization, Springer, vol. 53(3), pages 539-561, July.
  10. Raffaella Barone & Roy Cerqueti & Anna Quaranta, 2012. "Illegal finance and usurers behaviour," European Journal of Law and Economics, Springer, vol. 34(2), pages 265-277, October.
  11. Castellano, Rosella & Cerqueti, Roy, 2011. "The optimal bid/ask spread in a Specialist System," Economic Modelling, Elsevier, vol. 28(5), pages 2247-2253, September.
  12. Cerqueti, Roy & Costantini, Mauro, 2011. "Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2598-2605, October.
  13. Cerqueti, Roy & Coppier, Raffaella, 2011. "Economic growth, corruption and tax evasion," Economic Modelling, Elsevier, vol. 28(1-2), pages 489-500, January.
  14. Serena Brianzoni & Roy Cerqueti & Elisabetta Michetti, 2010. "A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs," Computational Economics, Society for Computational Economics, vol. 35(2), pages 165-188, February.
  15. Giulia Rotundo & Roy Cerqueti, 2010. "Options With Underlying Asset Driven By A Fractional Brownian Motion: Crossing Barriers Estimates," New Mathematics and Natural Computation (NMNC), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 109-118.
  16. Cerqueti, Roy & Foschi, Rachele & Spizzichino, Fabio, 2009. "A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 45(1), pages 59-64, August.
  17. Cerqueti, Roy & Coppier, Raffaella, 2009. "Tax revenues, fiscal corruption and "shame" costs," Economic Modelling, Elsevier, vol. 26(6), pages 1239-1244, November.
  18. Cerqueti, Roy & Costantini, Mauro, 2008. "On the asymptotic behaviour of random matrices in a multivariate statistical model," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2039-2045, October.
26 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2008-04-15 2009-10-24 2010-01-23
  2. NEP-CMP: Computational Economics (1) 2010-12-23
  3. NEP-DEM: Demographic Economics (1) 2011-11-21
  4. NEP-ECM: Econometrics (14) 2005-07-18 2005-09-29 2007-01-13 2007-02-24 2007-10-13 2008-04-15 2009-05-02 2009-10-10 2009-10-24 2011-04-09 2012-05-29 2013-01-12 2013-04-20 2014-12-24. Author is listed
  5. NEP-ETS: Econometric Time Series (9) 2005-07-18 2005-09-29 2007-02-24 2007-10-13 2008-04-15 2009-05-02 2009-10-10 2013-01-12 2013-04-20. Author is listed
  6. NEP-EUR: Microeconomic European Issues (1) 2014-11-07
  7. NEP-FDG: Financial Development & Growth (2) 2010-01-23 2011-11-21
  8. NEP-IFN: International Finance (1) 2010-01-23
  9. NEP-INO: Innovation (2) 2010-01-16 2012-05-29
  10. NEP-IPR: Intellectual Property Rights (2) 2010-01-16 2012-05-29
  11. NEP-IUE: Informal & Underground Economics (1) 2014-11-07
  12. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2012-05-29
  13. NEP-ORE: Operations Research (2) 2009-05-02 2013-04-20
  14. NEP-PBE: Public Economics (3) 2014-11-07 2014-11-07 2015-01-09
  15. NEP-SOC: Social Norms & Social Capital (1) 2011-11-21
  16. NEP-TID: Technology & Industrial Dynamics (1) 2012-05-29
  17. NEP-URE: Urban & Real Estate Economics (1) 2015-01-09

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