Access Statistics for Paolo Paruolo

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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 7 8 12 379
A reduced rank regression approach to tests of asset pricing 0 0 0 8 0 3 5 44
Alla ricerca di fatti stilizzati dell'economia italiana: un sistema Var strutturale 0 0 0 0 1 1 1 167
Analisi di multicointegrazione in sistemi VAR: alcune prospettive 0 0 0 1 1 1 1 17
Asymptotic standard errors for common trends linear combinations in I(2) VAR systems 0 0 0 11 2 3 3 349
Automated Inference and the Future of Econometrics: A comment 0 0 0 29 1 2 3 159
Canonical correlation analysis of stochastic trends via functional approximation 0 0 8 8 2 4 12 13
Cointegration in functional autoregressive processes 0 0 0 50 1 4 6 58
Cointegration in functional autoregressive processes 0 0 0 20 2 3 5 42
Cointegration, root functions and minimal bases 0 0 0 41 1 4 5 54
Common dynamics in I(1) VAR systems 0 0 0 62 2 2 4 230
Common features and common I(2) trends in VAR systems 0 0 1 91 0 1 5 483
Common trends and cycles in I(2) VAR systems 0 0 0 37 1 4 4 158
Common trends and cycles in I(2) VAR systems 0 0 0 26 3 3 4 151
Design of vector autoregressive processes for invariant statistics 0 0 0 26 2 6 7 177
Determining the number of cointegrating relations under rank constraints 0 0 0 100 1 3 4 406
Do Emissions and Income Have a Common Trend? A Country-Specific, Time-Series, Global Analysis, 1970-2008 0 0 0 32 3 5 6 114
Do emissions and income have a common trend? A country-specific, time-series, global analysis, 1970-2008 0 0 0 33 1 1 1 139
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 60 1 2 3 330
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 59 1 1 1 312
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 0 2 4 5 32
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 2 2 3 30
Exchange rates, prices and their speed of adjustment 0 0 0 121 1 4 5 421
Expectations and Perceived Causality in Fiscal Policy: An Experimental Analysis Using Real World Data 0 0 0 3 1 5 6 39
Expectations and perceived causality in fiscal policy: an experimental analysis using real world data 0 0 0 77 1 2 3 290
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 1 2 2 237
Identification of cointegrating relations in I(2) vector autoregressive models 0 0 0 15 2 5 6 54
Impact factors 0 0 0 196 2 3 11 2,325
Inverting a matrix function around a singularity via local rank factorization 0 0 0 36 2 3 5 84
LR cointegration tests when some cointegrating relations are known 0 0 0 20 0 0 1 114
Location of value added activities in hi-tech industries. The case of pharma-biotech firms in Italy 0 0 0 80 1 2 2 340
Multivariate ARCH with spatial effects for stock sector and size 0 0 0 126 2 3 3 242
Normal forms of regular matrix polynomials via local rank factorization 0 0 0 37 0 1 5 254
Nota sulla distribuzione di una base di norma unitaria del complemento ortogonale di un vettore gaussiano: il caso bidimensionale 0 0 0 1 1 1 1 12
On ABCs (and Ds) of VAR representations of DSGE models 0 0 0 74 1 1 2 151
On ABCs (and Ds) of VAR representations of DSGE models 0 1 1 244 4 6 12 612
On Monte Carlo Estimation of Relative Power 0 0 0 21 1 2 3 133
On efficient simulation in dynamic models 0 0 0 35 2 3 3 114
On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union 0 0 0 251 2 3 4 1,084
Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two 1 1 1 143 4 4 8 1,166
Real Time Forecasting of Covid-19 Intensive Care Units demand 0 0 0 25 1 4 5 77
Real Time Forecasting of Covid-19 Intensive Care Units demand 0 0 0 32 1 2 4 70
Spatial effects in multivariate ARCH 0 0 0 137 1 2 2 297
Speed of Adjustment in Cointegrated Systems 0 0 0 202 2 3 5 649
Structured Multivariate Volatility Models 0 1 3 116 4 7 10 259
Sulle fonti delle fluttuazioni dell'economia italiana: una analisi con sistemi VAR strutturali 0 0 0 2 0 0 1 176
Testing for common trends in conditional I(2) VAR models 0 0 0 128 0 1 3 541
The Marginal Density of Bivariate Cointegration Estimators 0 0 0 0 1 2 2 817
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 2 2 2 45
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 4 7 26
The likelihood ratio test for the rank of a cointegration submatrix 0 0 1 26 0 1 4 171
The power of lambda max 0 0 0 23 1 2 2 1,772
Wages and prices in Europe before and after the onset of the Monetary Union 0 0 0 9 4 5 12 66
Total Working Papers 1 3 15 3,225 83 152 241 16,984
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 1 2 3 60
A Conversation with Katarina Juselius 0 0 1 6 3 6 7 16
A Conversation with Søren Johansen 0 0 0 2 1 1 1 9
A Reduced Rank Regression Approach to Tests of Asset Pricing 0 0 0 0 1 1 1 238
A bivariate prediction approach for adapting the health care system response to the spread of COVID-19 0 0 0 1 1 4 5 8
A characterization of vector autoregressive processes with common cyclical features 0 0 0 20 2 3 3 122
A general inversion theorem for cointegration 0 0 1 7 0 4 5 26
ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS 0 0 1 10 2 5 7 45
ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS 0 0 1 23 0 4 6 99
AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT 0 0 0 9 2 5 7 58
Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems 0 0 1 19 1 4 7 96
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES 0 0 0 10 0 1 4 30
Celebrated Econometricians: Katarina Juselius and Søren Johansen 0 0 0 2 2 4 4 10
Cointegration, Root Functions and Minimal Bases 0 0 0 2 1 1 2 11
Common trends and cycles in I(2) VAR systems 0 0 0 31 0 0 1 144
Correction of Caporin and Paruolo (2015) 0 0 0 8 1 1 2 91
Do Voters Support Local Commitments for Climate Change Mitigation in Italy? 0 0 0 3 1 1 1 46
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 28 2 7 10 154
Does labour protection influence mental-health responses to employment shocks? Evidence on older workers in Europe 0 0 0 2 1 3 5 10
Errata 0 0 0 3 3 3 4 40
Erratum to: The role of the drift in I(2) systems 0 0 0 2 1 2 3 17
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 1 1 4 35
GARCH density and functional forecasts 0 0 0 7 4 8 10 28
Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order 0 0 0 7 0 0 3 37
Impact factors 0 0 0 66 0 3 4 358
LR cointegration tests when some cointegrating relations are known 0 0 0 0 1 2 2 9
Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems 0 0 0 1 2 4 4 28
Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation 0 0 1 31 0 7 9 105
On Monte Carlo estimation of relative power 0 0 0 51 1 2 3 280
On the determination of integration indices in I(2) systems 0 0 0 81 1 3 4 228
Proximity-Structured Multivariate Volatility Models 0 0 1 22 0 1 2 74
Ratings and rankings: voodoo or science? 0 1 2 55 0 2 5 154
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 1 1 2 31
Speed of adjustment in cointegrated systems 0 1 2 77 0 4 9 291
Tests for cointegration rank and choice of the alternative 0 0 0 38 3 5 6 108
Tests of integration in circular autoregressive models 0 0 0 4 0 1 2 23
The Likelihood Ratio Test for the Rank of a Cointegration Submatrix* 0 0 0 45 0 2 3 199
The Power of Lambda Max 0 0 0 83 1 3 6 1,534
The role of the drift in I(2) systems 0 0 0 4 0 2 2 36
Too Much Stick for the Carrot? Job Search Requirements and Search Behaviour of Unemployment Benefit Claimants 1 1 2 9 2 6 10 46
Two Mixed Normal Densities from Cointegration Analysis 0 0 0 0 1 1 3 405
Variable Selection in Regression Models Using Global Sensitivity Analysis 0 0 1 6 1 6 11 31
Wages and prices in Europe before and after the onset of the Monetary Union 0 0 2 22 0 4 8 87
Weak exogeneity in I(2) VAR systems 0 0 0 56 0 2 3 171
Total Journal Articles 1 3 16 951 45 132 204 6,014

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

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Statistics updated 2026-01-09