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 0 0 0 152 0 0 0 520
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 0 0 1 24 0 1 5 155
A Panel-CADF Test for Unit Roots 0 4 13 386 3 11 34 909
A Simple Panel-CADF Test for Unit Roots 0 0 0 142 0 5 8 371
A Simple Panel-CADF Test for Unit Roots 0 2 4 43 0 8 19 118
A copula-based analysis of false discovery rate control under dependence assumptions 0 0 0 25 0 0 2 97
Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes 0 0 0 103 0 0 1 451
Can Macroeconomists Get Rich Forecasting Exchange Rates? 0 0 0 68 0 1 7 174
Can Macroeconomists Get Rich Forecasting Exchange Rates? 0 0 0 99 1 1 6 73
Can Macroeconomists Get Rich Forecasting Exchange Rates? 0 0 0 0 0 1 6 33
Change in persistence tests for panels 0 0 0 90 0 0 1 266
Change in persistence tests for panels: An update and some new results 0 0 1 61 2 3 8 150
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 3 10 14 226
Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System 0 0 0 47 0 1 4 148
Common trends in the US state-level crime.What do panel data say? 0 0 1 43 0 1 15 113
Determinants of Sovereign Bond Yield Spreads in the EMU. An Optimal Currency Area Perspective 0 0 1 95 1 3 9 238
Do "Clean Hands" Ensure Healthy Growth? Theory and Practice in the Battle Against Corruption 0 0 1 165 0 1 14 474
Estimates of Structural Changes in the Wage Equation:Some Evidence for Italy 0 0 0 98 0 0 2 216
FDR Control in the Presence of an Unknown Correlation Structure 0 0 0 38 0 0 3 93
Financial Restraints and Private Investment: Evidence from a Nonstationary Panel* 0 0 1 98 0 1 28 302
Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System 0 0 0 62 0 0 3 186
Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System 0 0 0 70 0 3 7 193
Forecast combinations in a DSGE-VAR lab 0 1 2 94 1 4 7 137
Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order 0 0 0 80 0 0 4 261
Identifying I(0) Series in Macro-panels: Are Sequential Panel Selection Methods Useful? 1 2 2 57 4 6 13 177
New panel tests to assess inflation persistence 0 0 0 71 0 0 0 120
Non parametric Fractional Cointegration Analysis 0 0 0 88 0 0 3 240
On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation 0 1 7 57 1 4 19 57
On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models 0 0 1 163 2 5 20 636
Panel Cointegration and the Neutrality of Money 0 0 0 132 1 1 4 389
Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal 0 0 0 26 0 0 3 83
Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production 0 0 0 79 3 4 6 151
Testing for rational bubbles 0 0 1 77 0 0 3 209
Uncertainty and spillover effects across the Euro area 0 3 15 96 1 9 47 207
Unit root and cointegration tests for cross-sectionally correlated panels - Estimating regional production functions 0 0 0 165 1 3 6 515
Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions 0 0 0 176 0 1 4 464
Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions 0 1 1 316 0 1 5 900
Total Working Papers 1 14 52 3,665 24 89 340 10,052
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 2 17 0 1 9 104
A hierarchical procedure for the combination of forecasts 1 1 3 27 4 4 9 138
A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break 0 0 0 3 0 0 1 34
A panel cointegration approach to estimating substitution elasticities in consumption 0 0 1 41 0 1 5 156
A simple testing procedure for unit root and model specification 0 0 0 1 0 1 5 59
An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks 0 0 3 52 0 0 5 129
Bootstrap innovational outlier unit root tests in dependent panels 0 0 0 11 0 0 1 53
Capital mobility and global factor shocks 0 0 0 25 2 3 5 98
Cointegration analysis for cross-sectionally dependent panels: The case of regional production functions 0 1 1 119 0 2 10 399
Combining forecasts based on multiple encompassing tests in a macroeconomic core system 0 0 0 10 0 0 4 76
Comovements and correlations in international stock markets 0 0 1 107 0 0 7 306
Consumption, asset wealth, equity premium, term spread, and flight to quality 0 1 3 3 1 5 17 17
Determinants of sovereign bond yield spreads in the EMU: An optimal currency area perspective 0 0 3 87 0 6 27 245
Divergence and long-run equilibria in Italian regional unemployment 0 0 1 34 0 2 5 126
Do inequality, unemployment and deterrence affect crime over the long run? 2 2 4 13 2 6 17 33
FINANCIAL RESTRAINTS AND PRIVATE INVESTMENT: EVIDENCE FROM A NONSTATIONARY PANEL 0 0 0 22 0 0 11 119
Fiscal Policy and Economic Growth: The Case of the Italian Regions 0 1 1 18 0 2 7 102
Forecast Combinations in a DSGE‐VAR Lab 0 0 0 7 0 1 4 32
Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate 0 0 0 13 0 2 6 34
Forecasting the industrial production using alternative factor models and business survey data 0 0 4 14 0 0 6 60
Housing wealth, financial wealth, and consumption: New evidence for Italy and the UK 0 1 2 24 0 3 11 102
How accurate are professional forecasts in Asia? Evidence from ten countries 0 1 1 11 0 4 9 65
Identifying stationary series in panels: A Monte Carlo evaluation of sequential panel selection methods 0 0 1 7 0 1 4 59
Is social protection a necessity or a luxury good? New multivariate cointegration panel data results 0 0 0 69 1 1 6 362
New evidence on the convergence of international income from a group of 29 countries 0 0 0 7 1 1 3 34
On the asymptotic behaviour of random matrices in a multivariate statistical model 0 0 0 12 0 0 1 47
On the usefulness of cross-validation for directional forecast evaluation 2 2 8 25 3 5 18 101
On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation 0 8 8 8 8 23 23 23
Panel cointegration and the neutrality of money 0 0 1 101 0 0 5 263
Panel stationary tests against changes in persistence 0 1 1 1 0 2 6 10
Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal 0 0 0 11 0 0 5 66
Simple panel unit root tests to detect changes in persistence 0 0 1 32 0 0 3 97
Stochastic convergence among European economies 0 1 2 55 4 10 26 191
THE ROLE OF MONITORING OF CORRUPTION IN A SIMPLE ENDOGENOUS GROWTH MODEL 0 0 0 17 0 3 5 89
Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels 0 0 0 32 0 0 1 143
Testing the stochastic convergence of Italian regions using panel data 0 0 0 87 0 0 2 242
What do panel data say on inequality and GDP? New evidence at US state-level 0 0 2 16 0 0 13 57
Total Journal Articles 5 20 54 1,139 26 89 302 4,271


Statistics updated 2021-06-03