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Maria Grazia Zoia

Personal Details

First Name:Maria
Middle Name:Grazia
Last Name:Zoia
Suffix:
RePEc Short-ID:pzo88

Affiliation

Dipartimento di Politica Economica
Dipartimenti e Istituti di Scienze Economiche
Università Cattolica del Sacro Cuore

Italy
https://dipartimenti.unicatt.it/politica_economica




RePEc:edi:dpcatit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Consuelo Nava & Maria Grazia Zoia, 2019. "An econometric analysis of the Italian cultural supply," Papers 1910.00073, arXiv.org, revised May 2020.
  2. Consuelo R. Nava & Antonio Pesce & Maria Grazia Zoia, 2019. "A new proposal for the construction of a multi-period/multilateral price index," DISCE - Quaderni del Dipartimento di Politica Economica dipe0007, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).

Articles

  1. Maria Grazia Zoia & Laura Barbieri & Luca Bagnato, 2019. "An insight into the Italian economy from an analysis based on the industrial production index in both frequency and time domains," Metroeconomica, Wiley Blackwell, vol. 70(4), pages 688-710, November.
  2. Vacca, Gianmarco & Zoia, Maria Grazia, 2019. "Kurtosis analysis in GARCH models with Gram–Charlier-like innovations," Economics Letters, Elsevier, vol. 183(C), pages 1-1.
  3. Zoia, Maria Grazia & Biffi, Paola & Nicolussi, Federica, 2018. "Value at risk and expected shortfall based on Gram-Charlier-like expansions," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 92-104.
  4. Maria Grazia Zoia & Laura Barbieri & Flavia Cortelezzi & Giovanni Marseguerra, 2018. "The determinants of Italian firms’ technological competencies and capabilities," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 8(4), pages 453-476, December.
  5. Faliva, Mario & Quatto, Piero & Zoia, Maria Grazia, 2018. "Gram–Charlier-like expansions of power-raised hyperbolic secant laws," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 229-234.
  6. Luca Bagnato & Valerio Potì & Maria Zoia, 2015. "The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns," Statistical Papers, Springer, vol. 56(4), pages 1205-1234, November.
  7. Laura Barbieri & Mario Faliva & Maria Grazia Zoia, 2013. "Band-limited component estimation in time-limited economic series," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(9), pages 2009-2023, September.
  8. Maria Grazia Zoia, 2009. "Classical versus VAR econometrics: the Janus head effect in economic dynamic modelling," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 117(1), pages 113-124.
  9. Faliva, Mario & Zoia, Maria Grazia, 2006. "New insights into best linear unbiased estimation and the optimality of least-squares," Journal of Multivariate Analysis, Elsevier, vol. 97(3), pages 575-585, March.
  10. Faliva, Mario & Zoia, Maria Grazia, 2002. "On A Partitioned Inversion Formula Having Useful Applications In Econometrics," Econometric Theory, Cambridge University Press, vol. 18(2), pages 525-530, April.

Books

  1. Mario Faliva & Maria Grazia Zoia, 2006. "Topics in Dynamic Model Analysis," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-540-29239-5, December.

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. Consuelo R. Nava & Antonio Pesce & Maria Grazia Zoia, 2019. "A new proposal for the construction of a multi-period/multilateral price index," DISCE - Quaderni del Dipartimento di Politica Economica dipe0007, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).

    Cited by:

    1. Luigi Campiglio, 2020. "Lo Stato Sociale: da "lusso" a necessità," DISCE - Quaderni del Dipartimento di Politica Economica dipe0008, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).

Articles

  1. Zoia, Maria Grazia & Biffi, Paola & Nicolussi, Federica, 2018. "Value at risk and expected shortfall based on Gram-Charlier-like expansions," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 92-104.

    Cited by:

    1. León, Ángel & Ñíguez, Trino-Manuel, 2020. "Modeling asset returns under time-varying semi-nonparametric distributions," Journal of Banking & Finance, Elsevier, vol. 118(C).

  2. Maria Grazia Zoia & Laura Barbieri & Flavia Cortelezzi & Giovanni Marseguerra, 2018. "The determinants of Italian firms’ technological competencies and capabilities," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 8(4), pages 453-476, December.

    Cited by:

    1. Jin Guo & Bingmei Gu & Xialing Sun & Jinli Xue & Baiyun Yuan, 2019. "Communication Barrier, Spillover Effect and Industrial-Technological Innovation," Sustainability, MDPI, Open Access Journal, vol. 11(18), pages 1-20, September.
    2. Tihana Škrinjarić, 2020. "R&D in Europe: Sector Decomposition of Sources of (in)Efficiency," Sustainability, MDPI, Open Access Journal, vol. 12(4), pages 1-21, February.
    3. Tran Thi Hue, 2019. "The determinants of innovation in Vietnamese manufacturing firms: an empirical analysis using a technology–organization–environment framework," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 9(3), pages 247-267, September.

  3. Luca Bagnato & Valerio Potì & Maria Zoia, 2015. "The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns," Statistical Papers, Springer, vol. 56(4), pages 1205-1234, November.

    Cited by:

    1. Vacca, Gianmarco & Zoia, Maria Grazia, 2019. "Kurtosis analysis in GARCH models with Gram–Charlier-like innovations," Economics Letters, Elsevier, vol. 183(C), pages 1-1.
    2. Zoia, Maria Grazia & Biffi, Paola & Nicolussi, Federica, 2018. "Value at risk and expected shortfall based on Gram-Charlier-like expansions," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 92-104.

  4. Faliva, Mario & Zoia, Maria Grazia, 2002. "On A Partitioned Inversion Formula Having Useful Applications In Econometrics," Econometric Theory, Cambridge University Press, vol. 18(2), pages 525-530, April.

    Cited by:

    1. Faliva, Mario & Zoia, Maria Grazia, 2006. "New insights into best linear unbiased estimation and the optimality of least-squares," Journal of Multivariate Analysis, Elsevier, vol. 97(3), pages 575-585, March.
    2. Omtzigt, Pieter & Paruolo, Paolo, 2005. "Impact factors," Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September.

Books

  1. Mario Faliva & Maria Grazia Zoia, 2006. "Topics in Dynamic Model Analysis," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-540-29239-5, December.

    Cited by:

    1. Søren Johansen, 2009. "Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 121-145.

More information

Research fields, statistics, top rankings, if available.

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 1 paper 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-MAC: Macroeconomics (1) 2019-11-18

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