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
1 0 1 2 94 0 2 17 230
A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case 0 0 1 152 0 0 5 520
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 1 1 1 24 1 4 8 151
A Panel-CADF Test for Unit Roots 1 4 16 376 3 9 38 882
A Simple Panel-CADF Test for Unit Roots 0 1 2 40 0 1 15 100
A Simple Panel-CADF Test for Unit Roots 0 0 1 142 2 4 12 365
A copula-based analysis of false discovery rate control under dependence assumptions 0 0 1 25 0 1 5 96
Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes 0 0 0 103 0 0 1 450
Can Macroeconomists Get Rich Forecasting Exchange Rates? 0 0 0 0 0 0 11 27
Can Macroeconomists Get Rich Forecasting Exchange Rates? 0 0 3 68 0 1 14 167
Can Macroeconomists Get Rich Forecasting Exchange Rates? 0 0 1 99 0 2 12 67
Change in persistence tests for panels 0 0 1 90 0 0 6 265
Change in persistence tests for panels: An update and some new results 0 0 1 60 0 1 3 142
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 0 0 0 79 0 1 2 212
Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System 0 0 0 47 0 0 3 144
Common trends in the US state-level crime.What do panel data say? 0 0 1 42 0 4 17 100
Do "Clean Hands" Ensure Healthy Growth? Theory and Practice in the Battle Against Corruption 1 1 2 165 3 5 12 463
Estimates of Structural Changes in the Wage Equation:Some Evidence for Italy 0 0 0 98 0 0 2 214
FDR Control in the Presence of an Unknown Correlation Structure 0 0 1 38 1 3 5 93
Financial Restraints and Private Investment: Evidence from a Nonstationary Panel* 0 0 0 97 4 13 21 282
Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System 0 0 0 62 0 1 4 183
Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System 0 0 1 70 0 1 15 186
Forecast combinations in a DSGE-VAR lab 0 1 2 92 0 2 12 130
Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order 0 0 0 80 0 0 3 257
Identifying I(0) Series in Macro-panels: Are Sequential Panel Selection Methods Useful? 0 0 2 55 0 4 39 168
New panel tests to assess inflation persistence 0 0 0 71 0 0 4 120
Non parametric Fractional Cointegration Analysis 0 0 0 88 0 1 4 237
On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation 0 1 1 51 2 5 14 42
On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models 1 1 4 163 3 4 14 620
Panel Cointegration and the Neutrality of Money 0 0 0 132 1 1 19 386
Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal 0 0 2 26 0 1 11 81
Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production 0 0 0 79 0 0 2 145
Testing for rational bubbles 1 1 1 77 1 4 7 209
Uncertainty and spillover effects across the Euro area 6 9 30 87 12 24 73 177
Unit root and cointegration tests for cross-sectionally correlated panels - Estimating regional production functions 0 0 1 165 0 0 7 509
Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions 0 0 1 315 0 0 8 895
Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions 0 0 0 176 0 0 3 460
Total Working Papers 11 21 79 3,628 33 99 448 9,775
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Panel-CADF Test for Unit Roots 0 0 1 15 2 2 7 97
A hierarchical procedure for the combination of forecasts 1 2 4 25 1 2 13 130
A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break 0 0 0 3 0 0 0 33
A panel cointegration approach to estimating substitution elasticities in consumption 0 0 0 40 0 0 5 151
A simple testing procedure for unit root and model specification 0 0 0 1 0 0 2 54
An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks 1 1 3 50 1 1 6 125
Bootstrap innovational outlier unit root tests in dependent panels 0 0 0 11 0 0 2 52
Capital mobility and global factor shocks 0 0 2 25 0 0 4 93
Cointegration analysis for cross-sectionally dependent panels: The case of regional production functions 0 0 0 118 0 2 9 390
Combining forecasts based on multiple encompassing tests in a macroeconomic core system 0 0 0 10 0 1 4 73
Comovements and correlations in international stock markets 0 0 0 106 0 3 6 302
Consumption, asset wealth, equity premium, term spread, and flight to quality 1 2 2 2 1 5 5 5
Determinants of sovereign bond yield spreads in the EMU: An optimal currency area perspective 0 1 9 85 2 9 36 225
Divergence and long-run equilibria in Italian regional unemployment 1 1 1 34 2 3 7 124
Do inequality, unemployment and deterrence affect crime over the long run? 0 0 3 9 2 2 7 18
FINANCIAL RESTRAINTS AND PRIVATE INVESTMENT: EVIDENCE FROM A NONSTATIONARY PANEL 0 0 0 22 0 0 4 108
Fiscal Policy and Economic Growth: The Case of the Italian Regions 0 0 0 17 1 2 5 96
Forecast Combinations in a DSGE‐VAR Lab 0 0 1 7 0 0 6 28
Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate 0 0 2 13 0 0 4 28
Forecasting the industrial production using alternative factor models and business survey data 0 1 1 11 0 1 3 55
Housing wealth, financial wealth, and consumption: New evidence for Italy and the UK 0 0 2 22 1 3 15 93
How accurate are professional forecasts in Asia? Evidence from ten countries 0 0 0 10 1 1 4 57
Identifying stationary series in panels: A Monte Carlo evaluation of sequential panel selection methods 0 0 1 6 1 1 10 56
Is social protection a necessity or a luxury good? New multivariate cointegration panel data results 0 0 0 69 1 1 3 357
New evidence on the convergence of international income from a group of 29 countries 0 0 0 7 1 1 2 32
On the asymptotic behaviour of random matrices in a multivariate statistical model 0 0 0 12 0 0 0 46
On the usefulness of cross-validation for directional forecast evaluation 2 2 5 19 2 6 24 85
Panel cointegration and the neutrality of money 1 1 1 101 1 1 8 259
Panel stationary tests against changes in persistence 0 0 0 0 0 0 4 4
Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal 0 0 0 11 0 0 3 61
Simple panel unit root tests to detect changes in persistence 0 0 0 31 0 2 5 96
Stochastic convergence among European economies 0 0 2 53 0 3 20 167
THE ROLE OF MONITORING OF CORRUPTION IN A SIMPLE ENDOGENOUS GROWTH MODEL 0 0 0 17 0 0 3 84
Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels 0 0 0 32 1 1 3 143
Testing the stochastic convergence of Italian regions using panel data 0 0 0 87 0 0 6 240
What do panel data say on inequality and GDP? New evidence at US state-level 0 0 4 14 0 2 15 45
Total Journal Articles 7 11 44 1,095 21 55 260 4,012


Statistics updated 2020-08-05