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Michele Costa

Personal Details

First Name:Michele
Middle Name:
Last Name:Costa
Suffix:
RePEc Short-ID:pco43
http://www.unibo.it/docenti/michele.costa
Dipartimento di Scienze Economiche Piazza Scaravilli, 2 40126 Bologna Italy
0039 051 2098192

Affiliation

Dipartimento di Scienze Economiche
Alma Mater Studiorum - Università di Bologna

Bologna, Italy
http://www.dse.unibo.it/

: +39 051 209 8019 and 2600
+39 051 209 8040 and 2664
Piazza Scaravilli, 2, and Strada Maggiore, 45, 40125 Bologna
RePEc:edi:sebolit (more details at EDIRC)

Research output

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Jump to: Working papers Articles

Working papers

  1. Stefania Mignani & Michele Costa, 2011. "Statistics in the 150 years from Italian Unification. SIS 2011 Statistical Conference, Bologna, 8 - 10 June 2011. Book of Abstracts," Quaderni di Dipartimento 2, Department of Statistics, University of Bologna.
  2. Stefania Mignani & Michele Costa, 2011. "Statistics in the 150 years from Italian Unification. SIS 2011 Statistical Conference, Bologna, 8 - 10 June 2011. Book of Short Paper," Quaderni di Dipartimento 10, Department of Statistics, University of Bologna.
  3. Michele Costa & Luca De angelis, 2010. "Model selection in hidden Markov models : a simulation study," Quaderni di Dipartimento 7, Department of Statistics, University of Bologna.
  4. Costa, Michele, 2003. "A comparison between unidimensional and multidimensional approaches to the measurement of poverty," IRISS Working Paper Series 2003-02, IRISS at CEPS/INSTEAD.
  5. Costa, Michele, 2002. "A multidimensional approach to the measurement of poverty," IRISS Working Paper Series 2002-05, IRISS at CEPS/INSTEAD.
  6. Michele Costa, 1992. "The determination of the number of factors in a factor model," Quaderni di Dipartimento 8, Department of Statistics, University of Bologna.
  7. Michele Costa & Attilio Gardini & Paolo Paruolo, 1992. "A reduced rank regression approach to tests of asset pricing," Quaderni di Dipartimento 5, Department of Statistics, University of Bologna.
  8. Michele Costa, 1992. "Analisi fattoriale e criteri di informazione: una simulazione nell'ambito di applicazioni finanziarie," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.

Articles

  1. Michele Costa, 2016. "Overlapping component and inequality decomposition: a simulation study for the Gini index," METRON, Springer;Sapienza Università di Roma, vol. 74(2), pages 193-205, August.
  2. Michele Costa, 2009. "Transvariation and inequality between subpopulations in the Dagum’s Gini index decomposition," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 229-241.
  3. Michele Costa & Luca De Angelis, 2008. "The Multidimensional Measurement Of Poverty: A Fuzzy Set Approach," Statistica, Department of Statistics, University of Bologna, vol. 68(3), pages 303-319.
  4. Michele costa, 2006. "The Dagum model of human capital distribution," Statistica, Department of Statistics, University of Bologna, vol. 66(3), pages 313-324.
  5. Attilio Gardini & Michele Costa & Stefano Iezzi, 2005. "Latent class models in financial data analysis," Statistica, Department of Statistics, University of Bologna, vol. 65(1), pages 41-60.
  6. Michele Costa & Stefano Iezzi, 2004. "Technology spillover and regional convergence process: a statistical analysis of the Italian case," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 13(3), pages 375-398, December.
  7. Michele Costa, 2003. "The factor structure of financial markets: a simulation study of the Italian case," Applied Economics Letters, Taylor & Francis Journals, vol. 10(2), pages 83-86.
  8. Attilio Gardini & Giuseppe Cavaliere & Michele Costa, 2003. "Fundamentals and asset price dynamics," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 12(2), pages 211-226, December.
  9. Guiseppe Cavaliere & Michele Costa, 1999. "Firm size and the Italian Stock Exchange," Applied Economics Letters, Taylor & Francis Journals, vol. 6(11), pages 729-734.
  10. Attilio Gardini & Giuseppe Cavaliere & Michele Costa, 1999. "A new approach to stock price modelling and the efficiency of the Italian stock exchange," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 8(1), pages 25-47, April.
  11. Michele Costa & Antonio Morales, 1998. "Income inequality measures: Gini ratio and generalized entropy indexes decomposition," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 4(4), pages 448-448, November.
  12. Costa, Michele & Gardini, Attilio & Paruolo, Paolo, 1997. "A Reduced Rank Regression Approach to Tests of Asset Pricing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(1), pages 163-181, February.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Michele Costa & Luca De angelis, 2010. "Model selection in hidden Markov models : a simulation study," Quaderni di Dipartimento 7, Department of Statistics, University of Bologna.

    Cited by:

    1. Dias, José G. & Vermunt, Jeroen K. & Ramos, Sofia, 2015. "Clustering financial time series: New insights from an extended hidden Markov model," European Journal of Operational Research, Elsevier, vol. 243(3), pages 852-864.

  2. Costa, Michele, 2003. "A comparison between unidimensional and multidimensional approaches to the measurement of poverty," IRISS Working Paper Series 2003-02, IRISS at CEPS/INSTEAD.

    Cited by:

    1. Sudarno Sumarto & Daniel Suryadarma & Asep Suryahadi, 2006. "Predicting Consumption Poverty Using Non-consumption Indicators : Experiments Using Indonesian Data," Development Economics Working Papers 22542, East Asian Bureau of Economic Research.
    2. Feubi Pamen, Eric Patrick & Gankou, Jean Marie & Emini, Arnault Christian, 2010. "Dynamique de la pauvreté non monétaire au Cameroun entre 2001 et 2007: analyse en correspondances multiples et tests de dominance stochastique
      [Dynamic of non monetary poverty in Cameroon between 2
      ," MPRA Paper 32701, University Library of Munich, Germany.

  3. Costa, Michele, 2002. "A multidimensional approach to the measurement of poverty," IRISS Working Paper Series 2002-05, IRISS at CEPS/INSTEAD.

    Cited by:

    1. Costa, Michele, 2003. "A comparison between unidimensional and multidimensional approaches to the measurement of poverty," IRISS Working Paper Series 2003-02, IRISS at CEPS/INSTEAD.
    2. Sudarno Sumarto & Daniel Suryadarma & Asep Suryahadi, 2006. "Predicting Consumption Poverty Using Non-consumption Indicators : Experiments Using Indonesian Data," Development Economics Working Papers 22542, East Asian Bureau of Economic Research.
    3. Finco, Marcus Vinicius Alves & Doppler, Werner, 0. "The Brazilian Program of Biodiesel and its ‘Pro-Poor’ Strategy: Reality or Dream? A Multi-Dimensional Measurement of Poverty using Fuzzy Sets," Quarterly Journal of International Agriculture, Humboldt-Universität zu Berlin, vol. 50.
    4. Biloa Essimi, Jean Aristide & Chameni Nembua, Celestin, 2011. "L’Inégalité de Pauvreté Au Cameroun : Une Analyse Empirique à L’aide de la décomposition en sous-groupes de Dagum
      [Inequality of poverty in Cameroon: A Dagum sub-group decomposition analysis]
      ," MPRA Paper 32966, University Library of Munich, Germany.
    5. Feubi Pamen, Eric Patrick & Gankou, Jean Marie & Emini, Arnault Christian, 2010. "Dynamique de la pauvreté non monétaire au Cameroun entre 2001 et 2007: analyse en correspondances multiples et tests de dominance stochastique
      [Dynamic of non monetary poverty in Cameroon between 2
      ," MPRA Paper 32701, University Library of Munich, Germany.
    6. Diallo, Fatoumata Lamarana, 2010. "Analysing multidimensional poverty in Guinea: A fuzzy set approach," MERIT Working Papers 041, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    7. Marinho, Emerson & Linhares, Fabricio & Campelo, Guaracyane, 2011. "Os Programas de Transferência de Renda do Governo Impactam a Pobreza no Brasil?," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 65(3), September.
    8. Cielito F. Habito, 2010. "Patterns of Inclusive Growth in Developing Asia: Insights from an Enhanced Growth-Poverty Elasticity Analysis," Working Papers id:3076, eSocialSciences.
    9. Elena Pirani, 2013. "Evaluating contemporary social exclusion in Europe: a hierarchical latent class approach," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(2), pages 923-941, February.
    10. Aloysius Mom Njong and Paul Ningaye, 2008. "Characterizing Weights in the Measurement of Multidimensional Poverty: An Application of Data-Driven Approaches to Cameroonian Data," OPHI Working Papers ophiwp021, Queen Elizabeth House, University of Oxford.
    11. Kojo Appiah-Kubi & Edward Amanning-Ampomah & Christian Ahortor, 2007. "Multi-Dimensional Analysis of Poverty in Ghana Using Fuzzy Sets Theory," Working Papers PMMA 2007-21, PEP-PMMA.
    12. BILOA ESSIMI Jean Aristide, BEJA & CHAMENI NEMBUA Célestin, CNC & MIAMO WENDJI Clovis, MWC, 2012. "A subgroup decomposition of inequality of poverty in Cameroon," MPRA Paper 38141, University Library of Munich, Germany.

  4. Michele Costa & Attilio Gardini & Paolo Paruolo, 1992. "A reduced rank regression approach to tests of asset pricing," Quaderni di Dipartimento 5, Department of Statistics, University of Bologna.

    Cited by:

    1. Francisco J. Goerlich-Gisbert, 1999. "Shocks agregados versus shocks sectoriales. Un análisis factorial dinámico," Investigaciones Economicas, Fundación SEPI, vol. 23(1), pages 27-53, January.

Articles

  1. Michele Costa, 2016. "Overlapping component and inequality decomposition: a simulation study for the Gini index," METRON, Springer;Sapienza Università di Roma, vol. 74(2), pages 193-205, August.

    Cited by:

    1. Marco Alfò & Antonio Lijoi & Donata Marasini & Giancarlo Ragozini, 2016. "The statistical legacy of Corrado Gini," METRON, Springer;Sapienza Università di Roma, vol. 74(2), pages 141-143, August.
    2. Ignazio Drudi & Giorgio Tassinari & Fabrizio Alboni, 2017. "Changes in wealth distribution in Italy (2002-2012) and who gained from the Great Recession," PSL Quarterly Review, Economia civile, vol. 70(281), pages 129-153.

  2. Michele Costa, 2009. "Transvariation and inequality between subpopulations in the Dagum’s Gini index decomposition," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 229-241.

    Cited by:

    1. Jędrzejczak Alina, 2015. "Regional Income Inequalities In Poland And Italy / Rozkład Nierówności Według Regionów w Polsce i We Włoszech," Comparative Economic Research, De Gruyter Open, vol. 18(4), pages 27-45, December.
    2. Nicholas T. Longford, 2017. "An index for proximity of two distributions," METRON, Springer;Sapienza Università di Roma, vol. 75(2), pages 181-194, August.
    3. Michele Costa, 2016. "Overlapping component and inequality decomposition: a simulation study for the Gini index," METRON, Springer;Sapienza Università di Roma, vol. 74(2), pages 193-205, August.
    4. Maria Grazia Pittau & Roberto Zelli, 2017. "At the roots of Gini’s transvariation: extracts from “Il concetto di transvariazione e le sue prime applicazioni”," METRON, Springer;Sapienza Università di Roma, vol. 75(2), pages 127-140, August.

  3. Michele Costa & Luca De Angelis, 2008. "The Multidimensional Measurement Of Poverty: A Fuzzy Set Approach," Statistica, Department of Statistics, University of Bologna, vol. 68(3), pages 303-319.

    Cited by:

    1. Leu, Chao-Hsien & Chen, Ke-Mei & Chen, Hsiu-Hui, 2016. "A multidimensional approach to child poverty in Taiwan," Children and Youth Services Review, Elsevier, vol. 66(C), pages 35-44.

  4. Michele costa, 2006. "The Dagum model of human capital distribution," Statistica, Department of Statistics, University of Bologna, vol. 66(3), pages 313-324.

    Cited by:

    1. Anna Simonetto & Emma Zavarrone, 2015. "A micro approach to cognitive skills’ growth in a university context," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(3), pages 1013-1022, May.

  5. Attilio Gardini & Michele Costa & Stefano Iezzi, 2005. "Latent class models in financial data analysis," Statistica, Department of Statistics, University of Bologna, vol. 65(1), pages 41-60.

    Cited by:

    1. Attilio Gardini & Alessandro Magi, 2007. "Stock Market Participation: New Empirical Evidence from Italian Households'Behavior," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 66(1), pages 93-114, March.

  6. Michele Costa & Stefano Iezzi, 2004. "Technology spillover and regional convergence process: a statistical analysis of the Italian case," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 13(3), pages 375-398, December.

    Cited by:

    1. Raffaello Bronzini & Paolo Piselli, 2006. "Determinants of long-run regional productivity: the role of R&D, human capital and public infrastructure," Temi di discussione (Economic working papers) 597, Bank of Italy, Economic Research and International Relations Area.
    2. Pami Dua & B N Goldar & Smruti Ranjan Behera, 2011. "Foreign Direct Investment and Technology Spillover: An Evaluation Across Different Clusters in India," Working Papers id:4382, eSocialSciences.
    3. Seda ÖZGÜL & Metin KARADAĞ, 2015. "Regional Convergence in Turkey Regarding Welfare Indicators," Sosyoekonomi Journal, Sosyoekonomi Society, issue 23(24).
    4. Raffaello Bronzini & Paolo Piselli, 2005. "What determines productivity level in the long run? Evidence from Italians regions," ERSA conference papers ersa05p267, European Regional Science Association.
    5. Behera, Smruti Ranjan Behera & Dua, Pami Dua & Goldar, Bishwanath Goldar, 2012. "Technology Spillover of Foreign Direct Investment: An Analysis of Different Clusters in India," MPRA Paper 43840, University Library of Munich, Germany.
    6. Massidda, Carla & Mattana, Paolo, 2006. "On the Nature of Regional Price Differentials: Some Panel Results for Italy," The Review of Regional Studies, Southern Regional Science Association, vol. 36(3), pages 400-426.

  7. Guiseppe Cavaliere & Michele Costa, 1999. "Firm size and the Italian Stock Exchange," Applied Economics Letters, Taylor & Francis Journals, vol. 6(11), pages 729-734.

    Cited by:

    1. Romilda Mazzotta & Stefania Veltri, 2014. "The relationship between corporate governance and the cost of equity capital. Evidence from the Italian stock exchange," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 18(2), pages 419-448, May.

  8. Costa, Michele & Gardini, Attilio & Paruolo, Paolo, 1997. "A Reduced Rank Regression Approach to Tests of Asset Pricing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(1), pages 163-181, February.
    See citations under working paper version above.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2003-01-12
  2. NEP-LAB: Labour Economics (1) 2003-01-12

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