| Titolo |
Pubblicato in |
Anno |
| A comparative study on p value combination tests for unit roots in multiple time series |
COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION |
2024 |
| Bayesian Nonparametric Panel Markov-Switching GARCH Models |
JOURNAL OF BUSINESS & ECONOMIC STATISTICS |
2024 |
| Estimating uncertainty spillover effects across euro area using a regime dependent
VAR model |
STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS |
2024 |
| On the forecasting performance of small-scale DGSE models: A Monte Carlo evaluation and an application to UK |
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY |
2024 |
| Exploring secular wheat price dynamics across Italian cities using R2 connectedness |
JOURNAL OF AGRICULTURAL, BIOLOGICAL, AND ENVIRONMENTAL STATISTICS |
2024 |
| Bitcoin market networks and cyberattacks |
PHYSICA. A |
2023 |
| What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality |
JOURNAL OF INTERNATIONAL MONEY AND FINANCE |
2022 |
| On using predictive-ability tests in the selection of time-series
prediction models: A Monte Carlo evaluation |
INTERNATIONAL JOURNAL OF FORECASTING |
2021 |
| On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting |
ECONOMIC MODELLING |
2021 |
| Consumption, asset wealth, equity premium, term spread, and flight to quality |
EUROPEAN FINANCIAL MANAGEMENT |
2020 |
| What do panel data say on inequality and GDP? New evidence at US state-level |
ECONOMICS LETTERS |
2018 |
| Do inequality, unemployment and deterrence affect crime over the long run? |
REGIONAL STUDIES |
2018 |
| Forecast Combinations in a DSGE-VAR Lab |
JOURNAL OF FORECASTING |
2017 |
| Panel stationary tests against changes in persistence |
STATISTICAL PAPERS |
2016 |
| How accurate are the professional forecasts in Asia. Evidence from ten countries |
INTERNATIONAL JOURNAL OF FORECASTING |
2016 |
| A simple testing procedure for unit root and model specification |
COMPUTATIONAL STATISTICS & DATA ANALYSIS |
2016 |
| Identifying Stationary Series in Panels: A Monte Carlo Evaluation of Sequential Panel Selection Methods |
ECONOMICS LETTERS |
2016 |
| Forecasting errors, directional accuracy and profitability of currency trading: The case of EUR/USD exchange rate, |
JOURNAL OF FORECASTING |
2016 |
| Small-Sample Improved Seasonal Unit Root Tests for Trending and
Breaking Series |
COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION |
2015 |
| Housing wealth, Financial wealth, and consumption: new evidence for Italy and the UK, |
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS |
2015 |
