IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to follow this author

Umberto Triacca

This is information that was supplied by Umberto Triacca in registering through RePEc. If you are Umberto Triacca, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Umberto
Middle Name:
Last Name:Triacca
RePEc Short-ID:ptr41
Roio Poggio, Italy

: ++39-0862432401
P.zza Del Santuario 19, 67040 Roio Poggio (AQ)
RePEc:edi:feaquit (more details at EDIRC)
in new window
  1. Di Iorio, Francesca & Triacca, Umberto, 2011. "Testing for non-causality by using the Autoregressive Metric," MPRA Paper 29637, University Library of Munich, Germany.
  2. Gianluca Cubadda & Umberto Triacca, 2011. "An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis," CEIS Research Paper 184, Tor Vergata University, CEIS, revised 24 Jan 2011.
  1. Umberto Triacca & Alessandro Attanasio & Antonello Pasini, 2013. "Anthropogenic global warming hypothesis: testing its robustness by Granger causality analysis," Environmetrics, John Wiley & Sons, Ltd., vol. 24(4), pages 260-268, June.
  2. Umberto Triacca, 2013. "The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process," Econometrics, MDPI, Open Access Journal, vol. 1(3), pages 1-10, November.
  3. Di Iorio, Francesca & Triacca, Umberto, 2013. "Testing for Granger non-causality using the autoregressive metric," Economic Modelling, Elsevier, vol. 33(C), pages 120-125.
  4. Umberto Triacca, 2012. "On the limit of the variation of the explanatory variable in simple linear regression model," Economics Bulletin, AccessEcon, vol. 32(3), pages 1927-1932.
  5. Umberto Triacca, 2012. "Cointegration and distance between differenced processes," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(6), pages 1953-1957, October.
  6. Cubadda, Gianluca & Triacca, Umberto, 2011. "An alternative solution to the Autoregressivity Paradox in time series analysis," Economic Modelling, Elsevier, vol. 28(3), pages 1451-1454, May.
  7. Umberto Triacca, 2009. "Volatility Persistence and Predictability of Squared Returns in GARCH(1,1) Models," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 1(3), pages 285-291, November.
  8. Triacca Umberto, 2009. "Dall'econometria strutturale all'econometria delle serie storiche," Economia & lavoro, Carocci editore, issue 3, pages 1-79.
  9. Umberto Triacca, 2008. "Erratum to ON the variance of the error associated to the squared return as proxy of volatility: [Applied Financial Economics Letters, 2007, 3, 255-7]," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(6), pages 417-417.
  10. Triacca, Umberto, 2008. "Is a subspace containing a splitting subspace a splitting subspace?," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 2997-2999, December.
  11. Edoardo Otrano & Umberto Triacca, 2007. "Testing for Equal Predictability of Stationary ARMA Processes," Journal of Applied Statistics, Taylor & Francis Journals, vol. 34(9), pages 1091-1108.
  12. Umberto Triacca, 2007. "On the variance of the error associated to the squared return as proxy of volatility," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(4), pages 255-257.
  13. Fulvia Focker & Umberto Triacca, 2006. "A new proxy of the average volatility of a basket of returns: A Monte Carlo study," Economics Bulletin, AccessEcon, vol. 3(15), pages 1-14.
  14. Focker, Fulvia & Triacca, Umberto, 2006. "Interpreting the concept of joint unpredictability of asset returns: A distance approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 369(2), pages 765-770.
  15. Triacca, Umberto, 2004. "Feedback, causality and distance between arma models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(6), pages 679-685.
  16. Triacca, Umberto, 2002. "Selection of the Relevant Information Set for Predictive Relationships Analysis between Time Series," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(8), pages 595-599, December.
  17. Umberto Triacca, 2002. "The partial autocorrelation function of a first order non-invertible moving average process," Applied Economics Letters, Taylor & Francis Journals, vol. 9(1), pages 13-15.
  18. Umberto Triacca, 2002. "Cointegration in VAR(1) process: Characterization and testing," Statistical Papers, Springer, vol. 43(3), pages 435-443, July.
  19. Triacca, Umberto, 2000. "On the Hsiao definition of non-causality," Economics Letters, Elsevier, vol. 66(3), pages 261-264, March.
  20. Triacca, Umberto, 2000. "Cointegration And Distance Between Information Sets," Econometric Theory, Cambridge University Press, vol. 16(01), pages 102-111, February.
  21. Triacca, Umberto, 1998. "Non-causality: The role of the omitted variables," Economics Letters, Elsevier, vol. 60(3), pages 317-320, September.
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 (2) 2011-01-30 2011-03-26
  2. NEP-ETS: Econometric Time Series (2) 2011-01-30 2011-03-26

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Umberto Triacca 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.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.