IDEAS home Printed from https://ideas.repec.org/e/pfa11.html
   My authors  Follow this author

Stefano Fachin

Personal Details

First Name:Stefano
Middle Name:
Last Name:Fachin
Suffix:
RePEc Short-ID:pfa11
http://stefanofachin.site.uniroma1.it/
Dip. di Scienze Statistiche Università di Roma "La Sapienza" - P.le A. Moro 5 - 00185 Roma Italy
+39-06-49910834

Affiliation

Dipartimento di Scienze Statistiche
"Sapienza" Università di Roma

Roma, Italy
http://www.dss.uniroma1.it/

: 06-4925 5302
06-4925 5349
Viale Regina Elena, 295 - palazzina G, 00161 Roma
RePEc:edi:ddrosit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Editorship

Working papers

  1. 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 2018/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  2. Francesca Di Iorio & Stefano Fachin, 2017. "Evaluating Restricted Common Factor models for non-stationary data," DSS Empirical Economics and Econometrics Working Papers Series 2017/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  3. Carlo Ciccarelli & Stefano Fachin, 2017. "Common Factors, spatial dependence, and regional growth in the Italian manufacturing industry," DSS Empirical Economics and Econometrics Working Papers Series 2017/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  4. Carlo Ciccarelli & Stefano Fachin, 2016. "Regional Growth with Spatial Dependence: a Case Study on Early Italian Industrialization," Quaderni di storia economica (Economic History Working Papers) 35, Bank of Italy, Economic Research and International Relations Area.
  5. 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 2014/5, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  6. Hassan, Ghassan & Stefano, Fachin, 2014. "Time Series Analysis of Financial stability of banks: Evidence from Saudi Arabia," MPRA Paper 71930, University Library of Munich, Germany, revised 05 Feb 2016.
  7. Hassan Ghassan & Stefano Fachin & Abdelkarim Guendouz, 2013. "Financial Stability of Islamic and Conventional Banks in Saudi Arabia: a Time Series Analysis," DSS Empirical Economics and Econometrics Working Papers Series 2013/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  8. 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 395, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  9. Syed Basher & Stefano Fachin, 2012. "Investigating Long-Run Demand for Broad Money in the Gulf Arab Countries," DSS Empirical Economics and Econometrics Working Papers Series 2012/6, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  10. 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 2012/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  11. 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 2012-1, Kiel Institute for the World Economy (IfW).
  12. 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 2011/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  13. Basher, Syed Abul & Fachin, Stefano, 2011. "The long-run relationship between savings and investment in oil-exporting developing countries: A case study of the Gulf Arab States," MPRA Paper 29077, University Library of Munich, Germany.
  14. 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 25873, University Library of Munich, Germany.
  15. Brücker, Herbert & Fachin, Stefano & Venturini, Alessandra, 2009. "Do Foreigners Replace Native Immigrants? Evidence from a Panel Cointegration Analysis," IZA Discussion Papers 4438, Institute for the Study of Labor (IZA).
  16. Di Iorio, Francesca & Fachin, Stefano, 2008. "A note on the estimation of long-run relationships in dependent cointegrated panels," MPRA Paper 12053, University Library of Munich, Germany.
  17. Basher, Syed A. & Fachin, Stefano, 2008. "The long-term decline of internal migration in Canada – Ontario as a case study," MPRA Paper 6685, University Library of Munich, Germany.
  18. Fachin, Stefano & Gavosto, Andrea, 2007. "The decline in Italian productivity: a study in estimation of long-Run trends in Total Factor Productivity with panel cointegration methods," MPRA Paper 3112, University Library of Munich, Germany.
  19. Di Iorio, Francesca & Fachin, Stefano, 2007. "Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle," Economics Discussion Papers 2007-39, Kiel Institute for the World Economy (IfW).
  20. Di Iorio, Francesca & Fachin, Stefano, 2007. "Cointegration testing in dependent panels with breaks," MPRA Paper 3139, University Library of Munich, Germany.
  21. Di Iorio, Francesca & Fachin, Stefano, 2006. "Testing for breaks in cointegrated panels," MPRA Paper 3280, University Library of Munich, Germany.
  22. Stefano Fachin, 2005. "Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units," Econometrics 0507002, EconWPA.
  23. Omtzigt Pieter & Fachin Stefano, 2002. "Bootstrapping and Bartlett corrections in the cointegrated VAR model," Economics and Quantitative Methods qf0212, Department of Economics, University of Insubria.

Articles

  1. Carlo Ciccarelli & Stefano Fachin, 2017. "Regional growth with spatial dependence: A case study on early Italian industrialization," Papers in Regional Science, Wiley Blackwell, vol. 96(4), pages 675-695, November.
  2. 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, vol. 48(38), pages 3665-3678, August.
  3. Ghassan, Hassan B. & Fachin, Stefano, 2016. "Time series analysis of financial stability of banks: Evidence from Saudi Arabia," Review of Financial Economics, Elsevier, vol. 31(C), pages 3-17.
  4. Iorio, Francesca Di & Fachin, Stefano, 2014. "Savings and investments in the OECD, 1970–2007: A test of panel cointegration with regime changes," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 59-76.
  5. Francesca Iorio & Stefano Fachin, 2014. "Savings and investments in the OECD: a panel cointegration study with a new bootstrap test," Empirical Economics, Springer, vol. 46(4), pages 1271-1300, June.
  6. Syed Abul Basher & Stefano Fachin, 2013. "The long-run relationship between savings and investment in oil-exporting developing countries: a case study of the Gulf Arab states," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 37(4), pages 429-446, December.
  7. 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, Kiel Institute for the World Economy (IfW), vol. 6, pages 1-18.
  8. Di Iorio, Francesca & Fachin, Stefano, 2012. "A simple sieve bootstrap range test for poolability in dependent cointegrated panels," Economics Letters, Elsevier, vol. 116(2), pages 154-156.
  9. Brücker, Herbert & Fachin, Stefano & Venturini, Alessandra, 2011. "Do foreigners replace native immigrants? A panel cointegration analysis of internal migration in Italy," Economic Modelling, Elsevier, vol. 28(3), pages 1078-1089, May.
  10. Stefano Fachin & Andrea Gavosto, 2010. "Trends of labour productivity in Italy: a study with panel co-integration methods," International Journal of Manpower, Emerald Group Publishing, vol. 31(7), pages 755-769, October.
  11. Francesca Di Iorio & Stefano Fachin, 2009. "A residual-based bootstrap test for panel cointegration," Economics Bulletin, AccessEcon, vol. 29(4), pages 3222-3232.
  12. Syed Basher & S. Fachin, 2008. "The long-term decline of internal migration in Canada: the case of Ontario," Letters in Spatial and Resource Sciences, Springer, vol. 1(2), pages 171-181, December.
  13. Stefano Fachin, 2007. "Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 401-428.
  14. 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, Kiel Institute for the World Economy (IfW), vol. 1, pages 1-23.
  15. Pieter Omtzigt & Stefano Fachin, 2006. "The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors," Econometric Reviews, Taylor & Francis Journals, vol. 25(1), pages 41-60.
  16. Francesca Iorio & Stefano Fachin, 2006. "Maximum Likelihood Estimation of Input Demand Models with Fixed Costs of Adjustment," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 15(1), pages 129-137, May.
  17. Francesca Di Iorio & Stefano Fachin, 2004. "Models of labour demand with fixed costs of adjustment: a generalised tobit approach," Economics Bulletin, AccessEcon, vol. 3(31), pages 1-8.
  18. Stefano Fachin, 2004. " Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment," Economics Bulletin, AccessEcon, vol. 3(13), pages 1-8.
  19. Alberto Brugnoli & Stefano Fachin, 2004. "Convergenza e divergenza della produttività settoriale del lavoro nelle regioni italiane, 1980-1995," Rivista di Politica Economica, SIPI Spa, vol. 94(2), pages 103-128, March-Apr.
  20. Stefano Fachin & Dennis Shea & Maurizio Vichi, 2002. "Exploring 3D datasets: a factorial matrices analysis of the US industry in the 1980s," Applied Economics, Taylor & Francis Journals, vol. 34(3), pages 295-304.
  21. Stefano Fachin & Alberto Brugnoli, 2001. "Testing economic geography: Italy, 1951-1991," Economics Bulletin, AccessEcon, vol. 18(1), pages 1-7.
  22. Fachin, Stefano, 2000. " Bootstrap and Asymptotic Tests of Long-Run Relationships in Cointegrated Systems," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(4), pages 543-551, September.
  23. Alberto Brugnoli & Stefano Fachin, 2000. "Concentrazione e diffusione: la geografia industriale italiana 1981-1991," ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, vol. 2000(107).
  24. Daniela De Angelis & Stefano Fachin & G. Alastair Young, 1997. "Bootstrapping unit root tests," Applied Economics, Taylor & Francis Journals, vol. 29(9), pages 1155-1161.
  25. Stefano Fachin, 1995. "The Finnish demand for money revisited: an application of Box-Tiao cointegration analysis and bootstrap tests," Applied Economics Letters, Taylor & Francis Journals, vol. 2(9), pages 308-310.
  26. Fachin, Stefano, 1994. "On the Power of Variable Addition Tests for Parameter Stability," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(1), pages 77-85, February.

Editorship

  1. DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.

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. Hassan, Ghassan & Stefano, Fachin, 2014. "Time Series Analysis of Financial stability of banks: Evidence from Saudi Arabia," MPRA Paper 71930, University Library of Munich, Germany, revised 05 Feb 2016.

    Cited by:

    1. Ghassan, Hassan B. & Krichene, Noureddine, 2017. "Financial Stability of Conventional and Islamic Banks: A Survey," MPRA Paper 82372, University Library of Munich, Germany.

  2. Hassan Ghassan & Stefano Fachin & Abdelkarim Guendouz, 2013. "Financial Stability of Islamic and Conventional Banks in Saudi Arabia: a Time Series Analysis," DSS Empirical Economics and Econometrics Working Papers Series 2013/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.

    Cited by:

    1. Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Menla Ali & Mohammad Tajik, 2016. "The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia," CESifo Working Paper Series 5807, CESifo Group Munich.

  3. 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 395, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

    Cited by:

    1. Massimo Franchi & Søren Johansen, 2704. "Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles," CREATES Research Papers 2017-17, Department of Economics and Business Economics, Aarhus University.

  4. Syed Basher & Stefano Fachin, 2012. "Investigating Long-Run Demand for Broad Money in the Gulf Arab Countries," DSS Empirical Economics and Econometrics Working Papers Series 2012/6, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.

    Cited by:

    1. Helmi Hamdi & Ali Said & Rashid Sbia, 2015. "Empirical Evidence on the Long-Run Money Demand Function in the Gulf Cooperation Council Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 5(2), pages 603-612.
    2. Awadh Ahmed Mohammed Gamal & Jauhari B.Dahalan, 2015. "Estimating the Size of the Underground Economy in Saudi: Evidence from Gregory-Hansen Cointegration Based Currency Demand Approach," Abstract of Economic, Finance and Management Outlook, Conscientia Beam, vol. 3, pages 1-6.

  5. 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 2012/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.

    Cited by:

    1. Liddle, Brantley & Messinis, George, 2013. "Which comes first—urbanization or economic growth? Evidence from heterogeneous panel causality tests," MPRA Paper 53983, University Library of Munich, Germany.
    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 2018/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
    3. Iorio, Francesca Di & Fachin, Stefano, 2014. "Savings and investments in the OECD, 1970–2007: A test of panel cointegration with regime changes," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 59-76.
    4. Andrew Phiri, 2017. "The Feldstein-Horioka puzzle and the global financial crisis: Evidence from South Africa using asymmetric cointegation analysis," Working Papers 1701, Department of Economics, Nelson Mandela University, revised May 2017.
    5. Rajarshi Mitra, 2015. "Saving-Investment Correlation and Capital Flows: The Philippines 1960-2014," Economics Bulletin, AccessEcon, vol. 35(4), pages 2853-2861.
    6. Rajarshi Mitra, 2017. "Domestic Saving-Investment Correlation Puzzle Revisited: A Time Series Analysis for South Africa," Economics Bulletin, AccessEcon, vol. 37(2), pages 1217-1225.
    7. Jaunky, Vishal Chandr, 2013. "A cointegration and causality analysis of copper consumption and economic growth in rich countries," Resources Policy, Elsevier, vol. 38(4), pages 628-639.

  6. 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 2012-1, Kiel Institute for the World Economy (IfW).

    Cited by:

    1. Francesca Iorio & Stefano Fachin, 2014. "Savings and investments in the OECD: a panel cointegration study with a new bootstrap test," Empirical Economics, Springer, vol. 46(4), pages 1271-1300, June.
    2. Herzer, Dierk, 2015. "The long-run effect of foreign direct investment on total factor productivity in developing countries: A panel cointegration analysis," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112827, Verein für Socialpolitik / German Economic Association.
    3. Herzer, Dierk, 2014. "The long-run relationship between trade and population health: evidence from five decades," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100441, Verein für Socialpolitik / German Economic Association.
    4. Syed Basher & Stefano Fachin, 2012. "Investigating Long-Run Demand for Broad Money in the Gulf Arab Countries," DSS Empirical Economics and Econometrics Working Papers Series 2012/6, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
    5. 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 2014/5, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
    6. Serdar Ongan & Ismet Gocer, 2017. "Testing The Causalities Between Economic Policy Uncertainty And The Us Stock Indices: Applications Of Linear And Nonlinear Approaches," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 1-20, December.

  7. 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 2011/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.

    Cited by:

    1. Stephan Smeekes & Jean-Pierre Urbain, 2014. "On the Applicability of the Sieve Bootstrap in Time Series Panels," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(1), pages 139-151, February.

  8. Basher, Syed Abul & Fachin, Stefano, 2011. "The long-run relationship between savings and investment in oil-exporting developing countries: A case study of the Gulf Arab States," MPRA Paper 29077, University Library of Munich, Germany.

    Cited by:

    1. Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2016. "On the link between current account and oil price fluctuations in diversified economies: The case of Canada," EconomiX Working Papers 2016-35, University of Paris Nanterre, EconomiX.
    2. Syed Abul Basher & Alfred Haug & Perry Sadorsky, 2017. "The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach," Working Papers 1710, University of Otago, Department of Economics, revised Oct 2017.
    3. Jean-Pierre Allegret & Cécile Couharde & Dramane Coulibaly & Valérie Mignon, 2013. "Current Accounts and Oil Price Fluctuations in Oil-Exporting Countries: the Role of Financial Development," Working Papers 2013-19, CEPII research center.
    4. Hassan B. Ghassan & Hassan R. Alhajhoj, 2016. "Long-Run Dynamic Relationship between FDI and Domestic Investment in GCC Countries," EERI Research Paper Series EERI RP 2016/16, Economics and Econometrics Research Institute (EERI), Brussels.
    5. Christian Dreger & Teymur Rahmani, 2016. "The impact of oil revenues on the Iranian economy and the Gulf states," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 40(1), pages 36-49, March.
    6. Ghassan, Hassan B. & Alhajhoj, Hassan R., 2015. "Long Run Relationship between IFDI and Domestic Investment in GCC Countries," MPRA Paper 72668, University Library of Munich, Germany, revised Jun 2016.
    7. Covi, Giovanni, 2014. "The First Oil Shock, Stylized Facts, Reflections and The Easterly Puzzle in a Forty-Year Retrospective," MPRA Paper 58130, University Library of Munich, Germany.

  9. 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 25873, University Library of Munich, Germany.

    Cited by:

    1. Syed Basher & Stefano Fachin, 2012. "Investigating Long-Run Demand for Broad Money in the Gulf Arab Countries," DSS Empirical Economics and Econometrics Working Papers Series 2012/6, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.

  10. Brücker, Herbert & Fachin, Stefano & Venturini, Alessandra, 2009. "Do Foreigners Replace Native Immigrants? Evidence from a Panel Cointegration Analysis," IZA Discussion Papers 4438, Institute for the Study of Labor (IZA).

    Cited by:

    1. Peter Huber & Gabriele Tondl, 2012. "Migration and regional convergence in the European Union," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 39(4), pages 439-460, November.
    2. Mocetti, Sauro & Porello, Carmine, 2010. "How does immigration affect native internal mobility? New evidence from Italy," Regional Science and Urban Economics, Elsevier, vol. 40(6), pages 427-439, November.
    3. Faini, Riccardo & Strom, Steinar & Venturini, Alessandra & Villosio, Claudia, 2009. "Are Foreign Migrants More Assimilated Than Native Ones?," IZA Discussion Papers 4639, Institute for the Study of Labor (IZA).
    4. 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 2011/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
    5. Sona Kalantaryan, 2013. "Housing Market Responses to Immigration; Evidence from Italy," RSCAS Working Papers 2013/83, European University Institute.
    6. Alessandra Venturini, 2012. "Methodological Aspects of Research on Flows Human Capital Flows: A survey," RSCAS Working Papers carim2012/01, European University Institute.
    7. Steinar Strøm & Alessandra Venturini & Claudia Villosio, 2013. "Wage assimilation: migrants versus natives and foreign migrants versus internal migrants," RSCAS Working Papers 2013/30, European University Institute.

  11. Di Iorio, Francesca & Fachin, Stefano, 2008. "A note on the estimation of long-run relationships in dependent cointegrated panels," MPRA Paper 12053, University Library of Munich, Germany.

    Cited by:

    1. 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 2011/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
    2. Brücker, Herbert & Fachin, Stefano & Venturini, Alessandra, 2009. "Do Foreigners Replace Native Immigrants? Evidence from a Panel Cointegration Analysis," IZA Discussion Papers 4438, Institute for the Study of Labor (IZA).

  12. Di Iorio, Francesca & Fachin, Stefano, 2007. "Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle," Economics Discussion Papers 2007-39, Kiel Institute for the World Economy (IfW).

    Cited by:

    1. Rao, B. Bhaskara & Tamazian, Artur & Kumar, Saten, 2009. "Systems GMM estimates of the Feldstein-Horioka puzzle for the OECD countries and tests for structural breaks," MPRA Paper 15312, University Library of Munich, Germany.
    2. Piotr Misztal, 2011. "The Feldstein-Horioka Hypothesis in Countries with Varied Levels of Economic Development," Contemporary Economics, University of Finance and Management in Warsaw, vol. 5(2), June.
    3. Kumar, Saten & Sen, Rahul & Srivastava, Sadhana, 2014. "Does economic integration stimulate capital mobility? An analysis of four regional economic communities in Africa," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 33-50.
    4. Saten Kumar & B. Bhaskara Rao, 2011. "A Time‐series Approach to the Feldstein–Horioka Puzzle with Panel Data from the OECD Countries," The World Economy, Wiley Blackwell, vol. 34(3), pages 473-485, March.
    5. Drakos, Anastassios A. & Kouretas, Georgios P. & Stavroyiannis, Stavros & Zarangas, Leonidas, 2017. "Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 76-88.
    6. Kumar, Saten, 2015. "Regional integration, capital mobility and financial intermediation revisited: Application of general to specific method in panel data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 1-17.
    7. Le, Thai-Ha & Chang, Youngho & Park, Donghyun, 2016. "Trade openness and environmental quality: International evidence," Energy Policy, Elsevier, vol. 92(C), pages 45-55.
    8. Mu-Shun Wang, 2013. "An Investigation of the Feldstein–Horioka Puzzle for the Association of Southeast Asian Nations Economies," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 46(4), pages /, December.
    9. Holmes, Mark J. & Otero, Jesús, 2014. "Re-examining the Feldstein–Horioka and Sachs' views of capital mobility: A heterogeneous panel setup," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 1-11.
    10. 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 2012-1, Kiel Institute for the World Economy (IfW).

  13. Di Iorio, Francesca & Fachin, Stefano, 2007. "Cointegration testing in dependent panels with breaks," MPRA Paper 3139, University Library of Munich, Germany.

    Cited by:

    1. Piotr Misztal, 2011. "The Feldstein-Horioka Hypothesis in Countries with Varied Levels of Economic Development," Contemporary Economics, University of Finance and Management in Warsaw, vol. 5(2), June.
    2. Anindya Banerjee & Josep Lluís Carrion-i-Silvestre, 2006. "Cointegration in Panel Data with Breaks and Cross-Section Dependence," Economics Working Papers ECO2006/5, European University Institute.

  14. Di Iorio, Francesca & Fachin, Stefano, 2006. "Testing for breaks in cointegrated panels," MPRA Paper 3280, University Library of Munich, Germany.

    Cited by:

    1. Ketenci, Natalya, 2013. "The Feldstein–Horioka puzzle in groupings of OECD members: A panel approach," Research in Economics, Elsevier, vol. 67(1), pages 76-87.
    2. Le, Thai-Ha & Chang, Youngho & Park, Donghyun, 2017. "Governance, vulnerability to climate change, and green growth: International evidence," Economics Discussion Papers 2017-16, Kiel Institute for the World Economy (IfW).
    3. Di Iorio, Francesca & Fachin, Stefano, 2008. "A note on the estimation of long-run relationships in dependent cointegrated panels," MPRA Paper 12053, University Library of Munich, Germany.
    4. 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, Kiel Institute for the World Economy (IfW), vol. 1, pages 1-23.
    5. 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 2012-1, Kiel Institute for the World Economy (IfW).

  15. Stefano Fachin, 2005. "Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units," Econometrics 0507002, EconWPA.

    Cited by:

    1. Gabriel Bruneau & Kevin Moran, 2017. "Exchange rate fluctuations and labour market adjustments in Canadian manufacturing industries," Canadian Journal of Economics, Canadian Economics Association, vol. 50(1), pages 72-93, February.
    2. Francesca Iorio & Stefano Fachin, 2014. "Savings and investments in the OECD: a panel cointegration study with a new bootstrap test," Empirical Economics, Springer, vol. 46(4), pages 1271-1300, June.
    3. Etzo, Ivan, 2010. "The determinants of the recent interregional migration flows in Italy: A panel data analysis," MPRA Paper 26245, University Library of Munich, Germany.
    4. Etzo, Ivan, 2007. "Determinants of interregional migration in Italy:A panel data analysis," MPRA Paper 5307, University Library of Munich, Germany.
    5. Mitze, Timo & Reinkowski, Janina, 2010. "Testing the Neoclassical Migration Model: Overall and Age-Group Specific Results for German Regions," Ruhr Economic Papers 226, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    6. Di Iorio, Francesca & Fachin, Stefano, 2007. "Cointegration testing in dependent panels with breaks," MPRA Paper 3139, University Library of Munich, Germany.
    7. Jaap W. B. Bos & Bertrand Candelon & Claire Economidou, 2016. "Does knowledge spill over across borders and technology regimes?," Journal of Productivity Analysis, Springer, vol. 46(1), pages 63-82, August.
    8. Giuseppe Ricciardo Lamonica & Barbara Zagaglia, 2013. "The determinants of internal mobility in Italy, 1995-2006," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 29(16), pages 407-440, September.
    9. Clemente, Jesús & Larramona, Gemma & Olmos, Lorena, 2013. "Interregional migration and thresholds: evidence in Spain," MPRA Paper 47631, University Library of Munich, Germany.
    10. Di Iorio, Francesca & Fachin, Stefano, 2008. "A note on the estimation of long-run relationships in dependent cointegrated panels," MPRA Paper 12053, University Library of Munich, Germany.
    11. Francesca Di Iorio & Stefano Fachin, 2009. "A residual-based bootstrap test for panel cointegration," Economics Bulletin, AccessEcon, vol. 29(4), pages 3222-3232.
    12. Palm Franz C. & Smeekes Stephan & Urbain Jean-Pierre, 2008. "Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests," Research Memorandum 048, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    13. John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006. "Econometrics: A Bird’s Eye View," CESifo Working Paper Series 1870, CESifo Group Munich.
    14. Bodart, Vincent & Candelon, Bertrand & Carpantier, Jean-Francois, 2015. "Real exchanges rates, commodity prices and structural factors in developing countries," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 264-284.
    15. Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011. "Real Exchanges Rates in Commodity Producing Countries: A Reappraisal," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2011007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    16. María Hierro, 2009. "Modelling the dynamics of internal migration flows in Spain," Papers in Regional Science, Wiley Blackwell, vol. 88(3), pages 683-692, August.
    17. Gengenbach Christian & Palm Franz C. & Urbain Jean-Pierre, 2005. "Panel Cointegration Testing in the Presence of Common Factors," Research Memorandum 050, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    18. Romano Piras, 2017. "A long-run analysis of push and pull factors of internal migration in Italy. Estimation of a gravity model with human capital using homogeneous and heterogeneous approaches," Papers in Regional Science, Wiley Blackwell, vol. 96(3), pages 571-602, August.
    19. Hassan Ghassan & Stefano Fachin & Abdelkarim Guendouz, 2013. "Financial Stability of Islamic and Conventional Banks in Saudi Arabia: a Time Series Analysis," DSS Empirical Economics and Econometrics Working Papers Series 2013/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
    20. Matei Demetrescu & Christoph Hanck & Adina I. Tarcolea, 2014. "Iv-Based Cointegration Testing In Dependent Panels With Time-Varying Variance," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(5), pages 393-406, August.
    21. Alecke, Björn & Mitze, Timo & Untiedt, Gerhard, 2009. "Internal Migration, Regional Labour Market Dynamics and Implications for German East-West Disparities – Results from a Panel VAR," Ruhr Economic Papers 96, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    22. Hassan, Ghassan & Stefano, Fachin, 2014. "Time Series Analysis of Financial stability of banks: Evidence from Saudi Arabia," MPRA Paper 71930, University Library of Munich, Germany, revised 05 Feb 2016.
    23. Gang Chen & Brett Inder & Bruce Hollingsworth, 2014. "Health Investment And Economic Output In Regional China," Contemporary Economic Policy, Western Economic Association International, vol. 32(2), pages 261-274, April.
    24. Eberhardt, Markus & Helmers, Christian & Strauss, Hubert, 2010. "Do spillovers matter when estimating private returns to R&D?," Economic and Financial Reports 2010/1, European Investment Bank, Economics Department.
    25. 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, Kiel Institute for the World Economy (IfW), vol. 1, pages 1-23.
    26. Alisher Aldashev & Barbara Dietz, 2011. "Determinants of Internal Migration in Kazakhstan," Working Papers 301, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
    27. Brücker, Herbert & Fachin, Stefano & Venturini, Alessandra, 2011. "Do foreigners replace native immigrants? A panel cointegration analysis of internal migration in Italy," Economic Modelling, Elsevier, vol. 28(3), pages 1078-1089, May.
    28. Etzo, Ivan, 2008. "Internal migration: a review of the literature," MPRA Paper 8783, University Library of Munich, Germany.
    29. Basher, Syed A. & Fachin, Stefano, 2008. "The long-term decline of internal migration in Canada – Ontario as a case study," MPRA Paper 6685, University Library of Munich, Germany.
    30. Saikia, Dilip, 2008. "Economic Conditions of the In-Migrant Workers in Kerala: A Case Study in the Trivandrum District," MPRA Paper 28579, University Library of Munich, Germany, revised Jan 2010.
    31. Brücker, Herbert & Fachin, Stefano & Venturini, Alessandra, 2009. "Do Foreigners Replace Native Immigrants? Evidence from a Panel Cointegration Analysis," IZA Discussion Papers 4438, Institute for the Study of Labor (IZA).
    32. Stefano Fachin & Andrea Gavosto, 2010. "Trends of labour productivity in Italy: a study with panel co-integration methods," International Journal of Manpower, Emerald Group Publishing, vol. 31(7), pages 755-769, October.
    33. Aldashev, Alisher & Dietz, Barbara, 2012. "Economic and Spatial Determinants of Interregional Migration in Kazakhstan," IZA Discussion Papers 6289, Institute for the Study of Labor (IZA).
    34. Napolitano, Oreste & Bonasia, Mariangela, 2010. "Determinants of different internal migration trends: the Italian experience," MPRA Paper 21734, University Library of Munich, Germany.
    35. Herbert Brücker & Philipp J. H. Schröder, 2012. "International Migration With Heterogeneous Agents: Theory and Evidence for Germany, 1967–2009," The World Economy, Wiley Blackwell, vol. 35(2), pages 152-182, February.
    36. Steinar Strøm & Alessandra Venturini & Claudia Villosio, 2013. "Wage assimilation: migrants versus natives and foreign migrants versus internal migrants," RSCAS Working Papers 2013/30, European University Institute.
    37. Mitze, Timo & Reinkowski, Janina, 2010. "Testing the Validity of the Neoclassical Migration Model: Overall and Age-Group Specific Estimation Results for German Spatial Planning Regions," MPRA Paper 23616, University Library of Munich, Germany.
    38. Syed Basher & S. Fachin, 2008. "The long-term decline of internal migration in Canada: the case of Ontario," Letters in Spatial and Resource Sciences, Springer, vol. 1(2), pages 171-181, December.
    39. Candelon, Bertrand & Kool, Clemens & Raabe, Katharina & van Veen, Tom, 2007. "Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003," Journal of Comparative Economics, Elsevier, vol. 35(1), pages 87-107, March.
    40. Max Groneck & Christoph Kaufmann, 2014. "Relative Sectoral Prices and Population Ageing: A Common Trend," Working Paper Series in Economics 69, University of Cologne, Department of Economics.
    41. Christian Gengenbach & Franz C. Palm & Jean-Pierre Urbain, 2006. "Cointegration Testing in Panels with Common Factors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 683-719, December.
    42. Max Groneck & Christoph Kaufmann, 2017. "Determinants of Relative Sectoral Prices: The Role of Demographic Change," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(3), pages 319-347, June.
    43. 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 2012-1, Kiel Institute for the World Economy (IfW).
    44. Fachin, Stefano & Gavosto, Andrea, 2007. "The decline in Italian productivity: a study in estimation of long-Run trends in Total Factor Productivity with panel cointegration methods," MPRA Paper 3112, University Library of Munich, Germany.
    45. Timo MITZE & Björn ALECKE & Gerhard UNTIEDT, "undated". "Determinants of Interregional Migration Among German States and its Implications for Reducing East-West Disparities: Results from a Panel VAR Using Efficient GMM Estimation," EcoMod2008 23800089, EcoMod.
    46. Damen, Sven & Vastmans, Frank & Buyst, Erik, 2016. "The effect of mortgage interest deduction and mortgage characteristics on house prices," Journal of Housing Economics, Elsevier, vol. 34(C), pages 15-29.

  16. Omtzigt Pieter & Fachin Stefano, 2002. "Bootstrapping and Bartlett corrections in the cointegrated VAR model," Economics and Quantitative Methods qf0212, Department of Economics, University of Insubria.

    Cited by:

    1. Cubadda, Gianluca & Omtzigt, Pieter, 2003. "Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems," Economics & Statistics Discussion Papers esdp03012, University of Molise, Dept. EGSeI.
    2. H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2013. "Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions," Tinbergen Institute Discussion Papers 13-187/III, Tinbergen Institute.
    3. Fernanda Maria Müller & Fábio M Bayer, 2017. "Improved two-component tests in Beta-Skew-t-EGARCH models," Economics Bulletin, AccessEcon, vol. 37(4), pages 2364-2373.
    4. Alain W. HECQ, 2005. "Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach," Computing in Economics and Finance 2005 258, Society for Computational Economics.
    5. Davidson, Russell & MacKinnon, James G., 2007. "Improving the reliability of bootstrap tests with the fast double bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3259-3281, April.
    6. Stefano Fachin, 2007. "Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 401-428.
    7. H. Peter Boswijk & Jurgen A. Doornik, 2004. "Identifying, estimating and testing restricted cointegrated systems: An overview," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 58(4), pages 440-465.
    8. Bruggeman, Annick & Donati, Paola & Warne, Anders, 2003. "Is the demand for euro area M3 stable?," Working Paper Series 255, European Central Bank.
    9. Matteo Manera & Alessandro Cologni, 2005. "Oil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 Countries," Working Papers 2005.101, Fondazione Eni Enrico Mattei.
    10. Eriksson , Åsa, 2004. "Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study," Working Papers 2004:29, Lund University, Department of Economics.
    11. Omtzigt Pieter, 2002. "Automatic identification and restriction of the cointegration space," Economics and Quantitative Methods qf0213, Department of Economics, University of Insubria.
    12. James G. MacKinnon, 2006. "Applications of the Fast Double Bootstrap," Working Papers 1023, Queen's University, Department of Economics.
    13. Roberto ESPOSTI, 2007. "On the Decline of Agriculture. Evidence from Italian Regions in the Post-WWII Period," Working Papers 300, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

Articles

  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, vol. 48(38), pages 3665-3678, August.
    See citations under working paper version above.
  2. Ghassan, Hassan B. & Fachin, Stefano, 2016. "Time series analysis of financial stability of banks: Evidence from Saudi Arabia," Review of Financial Economics, Elsevier, vol. 31(C), pages 3-17.
    See citations under working paper version above.
  3. Iorio, Francesca Di & Fachin, Stefano, 2014. "Savings and investments in the OECD, 1970–2007: A test of panel cointegration with regime changes," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 59-76.

    Cited by:

    1. 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 2018/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
    2. Andrew Phiri, 2017. "The Feldstein-Horioka puzzle and the global financial crisis: Evidence from South Africa using asymmetric cointegation analysis," Working Papers 1701, Department of Economics, Nelson Mandela University, revised May 2017.
    3. Assibey-Yeboah, Mark & Mohsin, Mohammed, 2014. "The real effects of inflation in a developing economy with external debt and sovereign risk," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 40-55.
    4. Phiri, Andrew, 2017. "The Feldstein-Horioka puzzle and the global recession period: Evidence from South Africa using asymmetric cointegration analysis," MPRA Paper 79096, University Library of Munich, Germany.

  4. Francesca Iorio & Stefano Fachin, 2014. "Savings and investments in the OECD: a panel cointegration study with a new bootstrap test," Empirical Economics, Springer, vol. 46(4), pages 1271-1300, June.
    See citations under working paper version above.
  5. Syed Abul Basher & Stefano Fachin, 2013. "The long-run relationship between savings and investment in oil-exporting developing countries: a case study of the Gulf Arab states," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 37(4), pages 429-446, December.
    See citations under working paper version above.
  6. 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, Kiel Institute for the World Economy (IfW), vol. 6, pages 1-18.
    See citations under working paper version above.
  7. Di Iorio, Francesca & Fachin, Stefano, 2012. "A simple sieve bootstrap range test for poolability in dependent cointegrated panels," Economics Letters, Elsevier, vol. 116(2), pages 154-156.

    Cited by:

    1. Serhan Cevik & Katerina Teksoz, 2014. "Deep Roots of Fiscal Behavior," IMF Working Papers 14/45, International Monetary Fund.
    2. Syed Basher & Stefano Fachin, 2012. "Investigating Long-Run Demand for Broad Money in the Gulf Arab Countries," DSS Empirical Economics and Econometrics Working Papers Series 2012/6, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.

  8. Brücker, Herbert & Fachin, Stefano & Venturini, Alessandra, 2011. "Do foreigners replace native immigrants? A panel cointegration analysis of internal migration in Italy," Economic Modelling, Elsevier, vol. 28(3), pages 1078-1089, May.

    Cited by:

    1. Latif, Ehsan, 2015. "The relationship between immigration and unemployment: Panel data evidence from Canada," Economic Modelling, Elsevier, vol. 50(C), pages 162-167.
    2. López-Hernández, Fernando A., 2013. "Second-order polynomial spatial error model. Global and local spatial dependence in unemployment in Andalusia," Economic Modelling, Elsevier, vol. 33(C), pages 270-279.
    3. Adriano Paggiaro, 2013. "How do immigrants fare during the downturn? Evidence from matching comparable natives," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 28(8), pages 229-258, February.
    4. Alessandro Innocenti & Francesca Lorini & Chiara Rapallini, 2014. "Ethnic Heterogeneity, Voting Partecipation and Local Economic Growth. The Case of Belgium," Working Papers - Economics wp2014_03.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    5. Fernández-Huertas Moraga, Jesús & Ferrer-i-Carbonell, Ada & Saiz, Albert, 2017. "Immigrant Locations and Native Residential Preferences: Emerging Ghettos or New Communities?," IZA Discussion Papers 11143, Institute for the Study of Labor (IZA).

  9. Stefano Fachin & Andrea Gavosto, 2010. "Trends of labour productivity in Italy: a study with panel co-integration methods," International Journal of Manpower, Emerald Group Publishing, vol. 31(7), pages 755-769, October.

    Cited by:

    1. B. Biagi & MG. Ladu, 2015. "Productivity and employment dynamics: new evidence from Italian regions," Working Paper CRENoS 201505, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    2. Renzo Orsi & Francesco Turino, 2014. "The last fifteen years of stagnation in Italy: a business cycle accounting perspective," Empirical Economics, Springer, vol. 47(2), pages 469-494, September.
    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 2014/5, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.

  10. Francesca Di Iorio & Stefano Fachin, 2009. "A residual-based bootstrap test for panel cointegration," Economics Bulletin, AccessEcon, vol. 29(4), pages 3222-3232.

    Cited by:

    1. Gabriel Bruneau & Kevin Moran, 2017. "Exchange rate fluctuations and labour market adjustments in Canadian manufacturing industries," Canadian Journal of Economics, Canadian Economics Association, vol. 50(1), pages 72-93, February.
    2. Basher, Syed Abul & Elsamadisy, Elsayed Mousa, 2010. "Country Heterogeneity and Long-Run Determinants of Inflation in the Gulf Arab States," MPRA Paper 27348, University Library of Munich, Germany.
    3. Smeekes S. & Urbain J.R.Y.J., 2014. "A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing," Research Memorandum 008, Maastricht University, Graduate School of Business and Economics (GSBE).
    4. Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Stephan Smeekes, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 398-415, May.

  11. Syed Basher & S. Fachin, 2008. "The long-term decline of internal migration in Canada: the case of Ontario," Letters in Spatial and Resource Sciences, Springer, vol. 1(2), pages 171-181, December.

    Cited by:

    1. Matthew Calver & Roland Tusz & Erika Rodrigues, 2015. "Interprovincial Migration in Canada: Implications for Output and Productivity Growth, 1987-2014," CSLS Research Reports 2015-19, Centre for the Study of Living Standards.

  12. Stefano Fachin, 2007. "Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 401-428. See citations under working paper version above.
  13. 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, Kiel Institute for the World Economy (IfW), vol. 1, pages 1-23.
    See citations under working paper version above.
  14. Pieter Omtzigt & Stefano Fachin, 2006. "The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors," Econometric Reviews, Taylor & Francis Journals, vol. 25(1), pages 41-60.

    Cited by:

    1. H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2013. "Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions," Tinbergen Institute Discussion Papers 13-187/III, Tinbergen Institute.
    2. Di Iorio, Francesca & Fachin, Stefano, 2007. "Cointegration testing in dependent panels with breaks," MPRA Paper 3139, University Library of Munich, Germany.
    3. Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Carsten Jentsch & Dimitris N. Politis & Efstathios Paparoditis, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 416-441, May.
    4. Binet, Marie-Estelle & Pentecôte, Jean-Sébastien, 2015. "Macroeconomic idiosyncrasies and European monetary unification: A sceptical long run view," Economic Modelling, Elsevier, vol. 51(C), pages 412-423.
    5. Ahlgren, Niklas & Antell, Jan, 2006. "Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series," Working Papers 519, Hanken School of Economics.
    6. Takamitsu Kurita, 2009. "A note on small-sample correction for hypothesis testing on cointegrating vectors: recursive Monte Carlo analysis," Economics Bulletin, AccessEcon, vol. 29(3), pages 1588-1595.
    7. Zohrabyan, Tatevik & Leatham, David J. & Bessler, David A., 2008. "Cointegration Analysis of Regional House Prices in U.S," Proceedings: 2007 Agricultural and Rural Finance Markets in Transition, October 4-5, 2007, St. Louis, Missouri 48138, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
    8. Gunnar BÃ¥rdsen & Luca Fanelli, 2015. "Frequentist Evaluation of Small DSGE Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 307-322, July.
    9. Tang, Chor Foon & Tan, Bee Wah & Ozturk, Ilhan, 2016. "Energy consumption and economic growth in Vietnam," Renewable and Sustainable Energy Reviews, Elsevier, vol. 54(C), pages 1506-1514.
    10. Tang, Chor-Foon & Lau, Evan, 2011. "The Behaviour of Disaggregated Public Expenditures and Income in Malaysia," Review of Applied Economics, Review of Applied Economics, vol. 7(1-2).
    11. Swensen, Anders Rygh, 2011. "A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables," Journal of Econometrics, Elsevier, vol. 165(2), pages 152-162.

  15. Stefano Fachin, 2004. " Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment," Economics Bulletin, AccessEcon, vol. 3(13), pages 1-8.

    Cited by:

    1. 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 2012-1, Kiel Institute for the World Economy (IfW).

  16. Stefano Fachin & Dennis Shea & Maurizio Vichi, 2002. "Exploring 3D datasets: a factorial matrices analysis of the US industry in the 1980s," Applied Economics, Taylor & Francis Journals, vol. 34(3), pages 295-304.

    Cited by:

    1. Pietro Alessandrini & Andrea F. Presbitero & Alberto Zazzaro, 2009. "Banks, Distances and Firms' Financing Constraints," Review of Finance, European Finance Association, vol. 13(2), pages 261-307.

  17. Stefano Fachin & Alberto Brugnoli, 2001. "Testing economic geography: Italy, 1951-1991," Economics Bulletin, AccessEcon, vol. 18(1), pages 1-7.

    Cited by:

    1. Di Caro, Paolo, 2014. "Recessions, recoveries and regional resilience: Evidence on Italy," MPRA Paper 60297, University Library of Munich, Germany.
    2. Piergiacomo Sibiano & Tommaso Agasisti, 2011. "Efficiency of public spending in education: A challenge among Italian regions," Investigaciones de Economía de la Educación volume 6,in: Antonio Caparrós Ruiz (ed.), Investigaciones de Economía de la Educación 6, edition 1, volume 6, chapter 31, pages 503-516 Asociación de Economía de la Educación.

  18. Fachin, Stefano, 2000. " Bootstrap and Asymptotic Tests of Long-Run Relationships in Cointegrated Systems," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(4), pages 543-551, September.

    Cited by:

    1. Alessandra Canepa & Raymond O'Brien, 2000. "The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships," Econometric Society World Congress 2000 Contributed Papers 1807, Econometric Society.
    2. Alain W. HECQ, 2005. "Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach," Computing in Economics and Finance 2005 258, Society for Computational Economics.
    3. Papaikonomou, Dimitrios & Pires, Jacinta, 2006. "Are US output expectations unbiased? A cointegrated VAR analysis in real time," Economics Letters, Elsevier, vol. 92(3), pages 440-446, September.
    4. Omtzigt Pieter & Fachin Stefano, 2002. "Bootstrapping and Bartlett corrections in the cointegrated VAR model," Economics and Quantitative Methods qf0212, Department of Economics, University of Insubria.
    5. Aka, F.B. & Decaluwé, B., 1999. "Causality and Comovement between Tax Rate and Budget Deficits: Further Evidence from Developing Countries," Cahiers de recherche 9911, Université Laval - Département d'économique.
    6. Kurita, Takamitsu, 2010. "Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 80(10), pages 2033-2039.
    7. Gunnar BÃ¥rdsen & Luca Fanelli, 2015. "Frequentist Evaluation of Small DSGE Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 307-322, July.
    8. Eriksson , Åsa, 2004. "Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study," Working Papers 2004:29, Lund University, Department of Economics.
    9. Yu, Philip L.H. & Lu, Renjie, 2017. "Cointegrated market-neutral strategy for basket trading," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 112-124.
    10. Sanidas, Elias & Jayanthakumaran, Kankesu, 2006. "The Consequences of Trade Liberalisation on the Australian Passenger Motor Vehicle Industry," Economics Working Papers wp06-01, School of Economics, University of Wollongong, NSW, Australia.
    11. Canepa, Alessandra, 2006. "Small sample corrections for linear restrictions on cointegrating vectors: A Monte Carlo comparison," Economics Letters, Elsevier, vol. 91(3), pages 330-336, June.

  19. Daniela De Angelis & Stefano Fachin & G. Alastair Young, 1997. "Bootstrapping unit root tests," Applied Economics, Taylor & Francis Journals, vol. 29(9), pages 1155-1161.

    Cited by:

    1. Aka, F.B. & Decaluwé, B., 1999. "Causality and Comovement between Tax Rate and Budget Deficits: Further Evidence from Developing Countries," Cahiers de recherche 9911, Université Laval - Département d'économique.

  20. Stefano Fachin, 1995. "The Finnish demand for money revisited: an application of Box-Tiao cointegration analysis and bootstrap tests," Applied Economics Letters, Taylor & Francis Journals, vol. 2(9), pages 308-310.

    Cited by:

    1. Daniela De Angelis & Stefano Fachin & G. Alastair Young, 1997. "Bootstrapping unit root tests," Applied Economics, Taylor & Francis Journals, vol. 29(9), pages 1155-1161.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 21 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 (10) 2003-05-16 2007-05-12 2007-05-26 2007-10-20 2008-12-14 2011-08-09 2012-01-25 2013-12-06 2014-12-13 2017-03-19. Author is listed
  2. NEP-ETS: Econometric Time Series (9) 2003-05-15 2007-05-12 2007-05-26 2007-10-20 2008-12-14 2011-08-09 2012-01-25 2013-12-06 2014-12-13. Author is listed
  3. NEP-ARA: MENA - Middle East & North Africa (4) 2011-03-05 2013-02-08 2013-03-09 2016-06-18
  4. NEP-EFF: Efficiency & Productivity (3) 2007-05-12 2014-12-13 2016-02-29
  5. NEP-GEO: Economic Geography (2) 2016-02-29 2017-03-19
  6. NEP-HIS: Business, Economic & Financial History (2) 2016-02-29 2017-03-19
  7. NEP-MIG: Economics of Human Migration (2) 2008-01-19 2009-10-10
  8. NEP-ORE: Operations Research (2) 2014-12-13 2017-03-19
  9. NEP-URE: Urban & Real Estate Economics (2) 2009-10-10 2016-02-29
  10. NEP-CMP: Computational Economics (1) 2003-05-15
  11. NEP-CWA: Central & Western Asia (1) 2011-03-05
  12. NEP-GRO: Economic Growth (1) 2016-02-29
  13. NEP-LAB: Labour Economics (1) 2009-10-10
  14. NEP-MAC: Macroeconomics (1) 2014-12-13

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Stefano Fachin should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.