Access Statistics for Mauro Costantini

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case 16 17 17 17 13 15 15 15
A Hierarchical Procedure for the Combination of Forecasts; This is a revised version of Working Paper 228, Economics Series, October 2008, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided 0 2 4 4 4 13 17 17
A Panel-CADF Test for Unit Roots 7 20 62 143 15 46 149 321
Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes 0 0 7 81 5 15 53 284
Change in persistence tests for panels 0 1 17 67 2 8 47 134
Change in persistence tests for panels: An update and some new results 0 2 10 44 2 7 34 76
Combination of Forecast Methods Using Encompassing Tests. An Algorithm-Based Procedure; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided 2 3 58 58 5 15 77 77
Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System 5 16 16 16 9 22 22 22
Do "Clean Hands" Ensure Healthy Growth? Theory and Practice in the Battle Against Corruption 3 6 21 21 9 21 45 45
Estimates of Structural Changes in the Wage Equation:Some Evidence for Italy 1 3 15 49 3 7 37 90
Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order 1 1 4 73 2 5 14 208
New panel tests to assess inflation persistence 16 16 16 16 3 3 3 3
Non parametric Fractional Cointegration Analysis 0 1 6 68 3 6 21 152
Panel Cointegration and the Neutrality of Money 1 2 24 115 5 7 51 239
Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production 2 14 14 14 2 8 8 8
Testing for rational bubbles 0 0 2 40 2 4 19 107
Unit root and cointegration tests for cross-sectionally correlated panels - Estimating regional production functions 2 4 19 105 5 12 49 278
Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions 4 6 23 83 6 14 58 211
Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions 3 3 14 205 6 9 35 492
Total Working Papers 63 117 349 1,219 101 237 754 2,779


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks 0 2 7 22 0 3 17 68
Cointegration analysis for cross-sectionally dependent panels: The case of regional production functions 2 4 17 17 5 11 47 47
Comovements and correlations in international stock markets 1 2 10 60 1 3 33 161
Divergence and long-run equilibria in Italian regional unemployment 0 0 2 21 1 3 11 67
Is social protection a necessity or a luxury good? New multivariate cointegration panel data results 0 0 10 47 2 2 31 258
On the asymptotic behaviour of random matrices in a multivariate statistical model 1 1 2 2 2 2 9 9
Panel cointegration and the neutrality of money 1 5 23 23 4 13 52 52
Simple panel unit root tests to detect changes in persistence 0 0 4 18 2 4 15 51
Stochastic convergence among European economies 2 6 22 56 2 8 39 123
Testing the stochastic convergence of Italian regions using panel data 1 2 12 50 1 6 28 120
Total Journal Articles 8 22 109 316 20 55 282 956


Statistics updated 2009-11-04