Sezione scientifica di Statistica Economica ed Econometria
L'attività di ricerca dei membri della Sezione è rivolta alla costruzione ed applicazione di metodi statistici innovativi all’economia e alla finanza. I risultati di questa attività comprendono lo sviluppo e la stima di modelli per l'analisi empirica dei fenomeni economici, l’analisi delle serie storiche, la costruzione di previsioni,  la misurazione e la gestione del rischio nei mercati finanziari e creditizi.

Membri

  • Stefano Fachin
  • Massimo Franchi
  • Marco Lippi
  • Bernardo Maggi
  • Francesco Nucci
  • Maria Grazia Pittau
  • Paolo Zaffaroni
  • Roberto Zelli

 

DSS Empirical Economics and Econometrics Working Papers Series
ISSN: 2279-7491
DSS-E3 WP 2019/1 F. Di Iorio, S. Fachin "Fiscal Reaction Functions for the advanced economies revisited"
DSS-E3 WP 2018/2 E. Fusco, M. Laurenzi, B. Maggi "A data envelopment analysis of the Italian judicial efficiency"
DSS-E3 WP 2018/1 F. Di Iorio, S. Fachin "The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration"
DSS-E3 WP 2017/5 M. Franchi, P. Paruolo "Cointegration in functional autoregressive processes"
DSS-E3 WP 2017/4 M. Franchi "On the structure of state space systems with unit roots"
DSS-E3 WP 2017/3 M. Franchi, P. Paruolo "A general inversion theorem for cointegration"
DSS-E3 WP 2017/2 F. Di Iorio, S. Fachin "Evaluating Restricted Common Factor models for non-stationary data"
DSS-E3 WP 2017/1 C. Ciccarelli, S. Fachin "Common Factors, spatial dependence, and regional growth in the Italian manufacturing industry"
DSS-E3 WP 2016/2 E. Fusco B. Maggi "Bank Financial world crisis: Inefficiencies and Responsibilities"
DSS-E3 WP 2016/1 A. Castaldo, A. Fiorini, B. Maggi "Measuring (in a time of crisis) the impact of broadband connections on economic growth: an OECD panel analysis"
DSS-E3 WP 2015/2 F. Nucci, M. Riggi "Labour force participation, wage rigidities, and inflation"
DSS-E3 WP 2015/1 B. Maggi "(Why) Is the Euro system intrinsically unstable?"
DSS-E3 WP 2014/6 M. Franchi, P. Paruolo "Inverting a matrix function around a singularity via local rank factorization"
DSS-E3 WP 2014/5 F. Di Iorio, S. Fachin "Dealing with unobservable common trends in small samples: a panel cointegration approach"
DSS-E3 WP 2014/4 B. Maggi "ICT Stochastic Externalities and Growth: Missed Opportunities, Beyond Sustainability or What?"
DSS-E3 WP 2014/3 S. Delle Chiaie, B. Maggi "Italian Government debt liquidity, is it of value?"
DSS-E3 WP 2014/2 E. Cavallaro, B. Maggi "State of confidence, overborrowing and the macroeconomic stabilization puzzle"
DSS-E3 WP 2014/1 B. Maggi, D. Muro "A dynamical countries-interaction model based on technology for the study of European growth and stability"
DSS-E3 WP 2013/4 M. Grazia Pittau, Shlomo Yitzhaki, Roberto Zelli "The make-up of a regression coefficient: gender gaps in the European labor market"
DSS-E3 WP 2013/3 M. Grazia Pittau, Roberto Zelli "Has the attitude of US citizens towards redistribution changed over time?"
DSS-E3 WP 2013/2 Massimo Franchi "Comment on: Ravenna, F., 2007. Vector autoregressions and reduced form representations of DSGE models. Journal of Monetary Economics 54, 2048-2064."
DSS-E3 WP 2013/1 Hassan B. Ghassan, Stefano Fachin, Abdelkarim A. Guendoz "Financial Stability of Islamic and Conventional Banks in Saudi Arabia: a Time Series Analysis"
DSS-E3 WP 2012/6 Syed Basher, Stefano Fachin "Investigating Long-Run Demand for Broad Money in the Gulf Arab Countries"
DSS-E3 WP 2012/5 Massimo Franchi, Anna Vidotto "A simple check for VAR representations of DSGE models"
DSS-E3 WP 2012/4 Massimo Franchi, Paolo Paruolo "On ABCs (and Ds) of VAR representations of DSGE models"
DSS-E3 WP 2012/3 Francesco Nucci, Alberto Franco Pozzolo "Exchange Rate, External Orientation of Firms and Wage Adjustment"
DSS-E3 WP 2012/2 Francesca Di Iorio, Stefano Fachin "Savings and Investments in the OECD: a panel cointegration
study with a new bootstrap test"

Programma GAUSS per il calcolo del test 
DSS-E3 WP 2012/1 Marco Avarucci, Eric Beutner, Paolo Zaffaroni "On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models"
DSS-E3 WP 2011/5 Mario Forni, Marc Hallin, Marco Lippi, Paolo Zaffaroni "One-Sided Representations of Generalized Dynamic Factor Models"
DSS-E3 WP 2011/4 Søren Johansen "The analysis of nonstationary time series using regression, correlation and cointegration - with an application to annual mean temperature and sea level"
DSS-E3 WP 2011/3 M. Grazia Pittau, Shlomo Yitzhaki, Roberto Zelli "The make-up of a regression coefficient: An application to gender"
DSS-E3 WP 2011/2 Francesca Di Iorio, Stefano Fachin "A sieve bootstrap range test for poolability in dependent cointegrated panels"
Programma GAUSS per il calcolo del test 
DSS-E3 WP 2011/1 Massimo Franchi, Paolo Paruolo "Normal forms of regular matrix polynomials via local rank factorization"