Access Statistics for Paolo Paruolo

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 general inversion theorem for cointegration 0 0 0 129 0 2 4 371
A reduced rank regression approach to tests of asset pricing 0 0 0 8 2 3 4 43
Alla ricerca di fatti stilizzati dell'economia italiana: un sistema Var strutturale 0 0 0 0 0 0 0 166
Analisi di multicointegrazione in sistemi VAR: alcune prospettive 0 0 0 1 0 0 0 16
Asymptotic standard errors for common trends linear combinations in I(2) VAR systems 0 0 0 11 0 0 0 346
Automated Inference and the Future of Econometrics: A comment 0 0 0 29 0 0 1 157
Canonical correlation analysis of stochastic trends via functional approximation 0 0 8 8 1 2 10 10
Cointegration in functional autoregressive processes 0 0 0 50 1 3 3 55
Cointegration in functional autoregressive processes 0 0 0 20 1 3 3 40
Cointegration, root functions and minimal bases 0 0 0 41 1 1 2 51
Common dynamics in I(1) VAR systems 0 0 0 62 0 1 2 228
Common features and common I(2) trends in VAR systems 0 0 1 91 0 0 4 482
Common trends and cycles in I(2) VAR systems 0 0 0 26 0 0 2 148
Common trends and cycles in I(2) VAR systems 0 0 0 37 0 0 1 154
Design of vector autoregressive processes for invariant statistics 0 0 0 26 2 3 3 173
Determining the number of cointegrating relations under rank constraints 0 0 0 100 1 2 2 404
Do Emissions and Income Have a Common Trend? A Country-Specific, Time-Series, Global Analysis, 1970-2008 0 0 0 32 1 2 2 110
Do emissions and income have a common trend? A country-specific, time-series, global analysis, 1970-2008 0 0 0 33 0 0 0 138
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 59 0 0 0 311
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 0 0 0 1 28
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 60 1 2 2 329
Do fiscal variables affect fiscal expectations?: Experiments with real world and lab data 0 0 0 1 0 0 0 32
Do voters support locala commitments for climate change mitigation in Italy? 0 0 0 0 0 0 1 28
Exchange rates, prices and their speed of adjustment 0 0 0 121 2 2 3 419
Expectations and Perceived Causality in Fiscal Policy: An Experimental Analysis Using Real World Data 0 0 0 3 2 2 4 36
Expectations and perceived causality in fiscal policy: an experimental analysis using real world data 0 0 0 77 0 0 1 288
Expectations and perceived causality in fiscal policy: an experimental analysis using real world data 0 0 0 110 0 0 0 470
Finite sample comparison of alternative tests on the rank of a cointegration submatrix 0 0 0 84 0 0 0 235
Identification of cointegrating relations in I(2) vector autoregressive models 0 0 0 15 1 1 2 50
Impact factors 0 0 0 196 0 0 9 2,322
Inverting a matrix function around a singularity via local rank factorization 0 0 0 36 0 1 2 81
LR cointegration tests when some cointegrating relations are known 0 0 0 20 0 1 1 114
Location of value added activities in hi-tech industries. The case of pharma-biotech firms in Italy 0 0 0 80 0 0 0 338
Multivariate ARCH with spatial effects for stock sector and size 0 0 0 126 0 0 0 239
Normal forms of regular matrix polynomials via local rank factorization 0 0 0 37 0 0 4 253
Nota sulla distribuzione di una base di norma unitaria del complemento ortogonale di un vettore gaussiano: il caso bidimensionale 0 0 0 1 0 0 0 11
On ABCs (and Ds) of VAR representations of DSGE models 1 1 1 244 1 2 8 607
On ABCs (and Ds) of VAR representations of DSGE models 0 0 0 74 0 0 1 150
On Monte Carlo Estimation of Relative Power 0 0 0 21 1 1 2 132
On efficient simulation in dynamic models 0 0 0 35 0 0 0 111
On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union 0 0 0 251 0 0 2 1,081
Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two 0 0 0 142 0 2 4 1,162
Real Time Forecasting of Covid-19 Intensive Care Units demand 0 0 0 25 1 1 2 74
Real Time Forecasting of Covid-19 Intensive Care Units demand 0 0 0 32 1 2 3 69
Spatial effects in multivariate ARCH 0 0 0 137 1 1 2 296
Speed of Adjustment in Cointegrated Systems 0 0 0 202 0 0 2 646
Structured Multivariate Volatility Models 1 1 3 116 1 1 4 253
Sulle fonti delle fluttuazioni dell'economia italiana: una analisi con sistemi VAR strutturali 0 0 0 2 0 1 1 176
Testing for common trends in conditional I(2) VAR models 0 0 0 128 0 0 2 540
The Marginal Density of Bivariate Cointegration Estimators 0 0 0 0 0 0 0 815
The Role of Employment Protection Legislation Regimes in Shaping the Impact of Job Disruption on Older Workers' Mental Health in Times of COVID-19 0 0 0 19 0 0 0 43
The Role of Employment Protection Legislation Regimes in Shaping the Impact of Job Disruption on Older Workers’ Mental Health in Times of COVID-19 0 0 0 8 1 2 4 23
The likelihood ratio test for the rank of a cointegration submatrix 0 0 1 26 0 0 3 170
The power of lambda max 0 0 0 23 1 1 3 1,771
Wages and prices in Europe before and after the onset of the Monetary Union 0 0 0 9 0 1 7 61
Total Working Papers 2 2 14 3,224 24 46 123 16,856
3 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
04.3.1 An I(2) Model for VAR(1) Processes 0 0 0 16 0 0 1 58
A Conversation with Katarina Juselius 0 1 2 6 2 3 4 12
A Conversation with Søren Johansen 0 0 0 2 0 0 1 8
A Reduced Rank Regression Approach to Tests of Asset Pricing 0 0 0 0 0 0 0 237
A bivariate prediction approach for adapting the health care system response to the spread of COVID-19 0 0 0 1 2 2 3 6
A characterization of vector autoregressive processes with common cyclical features 0 0 0 20 0 0 0 119
A general inversion theorem for cointegration 0 0 2 7 1 1 4 23
ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS 0 0 1 10 1 1 3 41
ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS 0 1 1 23 0 1 2 95
AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT 0 0 0 9 1 1 3 54
Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems 0 1 1 19 0 1 3 92
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES 0 0 0 10 1 2 5 30
Celebrated Econometricians: Katarina Juselius and Søren Johansen 0 0 0 2 1 1 2 7
Cointegration, Root Functions and Minimal Bases 0 0 0 2 0 0 2 10
Common trends and cycles in I(2) VAR systems 0 0 0 31 0 0 2 144
Correction of Caporin and Paruolo (2015) 0 0 0 8 0 0 1 90
Do Voters Support Local Commitments for Climate Change Mitigation in Italy? 0 0 0 3 0 0 0 45
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 28 3 3 6 150
Does labour protection influence mental-health responses to employment shocks? Evidence on older workers in Europe 0 0 0 2 0 0 2 7
Errata 0 0 0 3 0 1 1 37
Erratum to: The role of the drift in I(2) systems 0 0 0 2 1 1 2 16
Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models 0 0 0 5 0 1 3 34
GARCH density and functional forecasts 0 0 0 7 3 3 5 23
Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order 0 0 0 7 0 2 3 37
Impact factors 0 0 0 66 0 0 1 355
LR cointegration tests when some cointegrating relations are known 0 0 0 0 0 0 0 7
Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems 0 0 0 1 0 0 1 24
Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation 0 0 1 31 3 3 5 101
On Monte Carlo estimation of relative power 0 0 0 51 0 1 1 278
On the determination of integration indices in I(2) systems 0 0 0 81 1 1 2 226
Proximity-Structured Multivariate Volatility Models 0 0 1 22 0 0 2 73
Ratings and rankings: voodoo or science? 0 0 1 54 1 2 5 153
Simple Robust Testing of Regression Hypotheses: A Comment 0 0 0 73 0 0 1 386
Solution to Problem Posed in Volume 20(3): 04.3.1. An I(2) Model for VAR(1) Processes—Solution 0 0 0 4 0 0 1 30
Speed of adjustment in cointegrated systems 0 0 1 76 1 2 6 288
Tests for cointegration rank and choice of the alternative 0 0 0 38 1 2 2 104
Tests of integration in circular autoregressive models 0 0 0 4 0 0 1 22
The Likelihood Ratio Test for the Rank of a Cointegration Submatrix* 0 0 0 45 2 2 3 199
The Power of Lambda Max 0 0 0 83 1 1 6 1,532
The role of the drift in I(2) systems 0 0 0 4 0 0 0 34
Too Much Stick for the Carrot? Job Search Requirements and Search Behaviour of Unemployment Benefit Claimants 0 0 2 8 1 1 7 41
Two Mixed Normal Densities from Cointegration Analysis 0 0 0 0 0 0 2 404
Variable Selection in Regression Models Using Global Sensitivity Analysis 0 1 1 6 4 5 9 29
Wages and prices in Europe before and after the onset of the Monetary Union 0 0 2 22 1 1 6 84
Weak exogeneity in I(2) VAR systems 0 0 0 56 0 0 1 169
Total Journal Articles 0 4 16 948 32 45 120 5,914

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Positive Externalities of EU Actions on Sustainability of Health Systems* 0 0 0 0 0 0 2 5
Total Chapters 0 0 0 0 0 0 2 5

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08