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 11 22 27 394
A reduced rank regression approach to tests of asset pricing 0 0 0 8 0 1 6 45
Alla ricerca di fatti stilizzati dell'economia italiana: un sistema Var strutturale 0 0 0 0 0 4 4 170
Analisi di multicointegrazione in sistemi VAR: alcune prospettive 0 0 0 1 1 4 4 20
Asymptotic standard errors for common trends linear combinations in I(2) VAR systems 0 0 0 11 0 3 4 350
Automated Inference and the Future of Econometrics: A comment 0 0 0 29 1 2 4 160
Canonical correlation analysis of stochastic trends via functional approximation 0 0 1 8 2 6 10 17
Cointegration in functional autoregressive processes 0 0 0 50 0 7 12 64
Cointegration in functional autoregressive processes 0 0 0 20 0 3 6 43
Cointegration, root functions and minimal bases 0 0 0 41 0 5 8 58
Common dynamics in I(1) VAR systems 0 0 0 62 0 2 3 230
Common features and common I(2) trends in VAR systems 0 0 0 91 0 2 5 485
Common trends and cycles in I(2) VAR systems 0 0 0 37 1 4 7 161
Common trends and cycles in I(2) VAR systems 0 0 0 26 0 4 4 152
Design of vector autoregressive processes for invariant statistics 0 0 0 26 0 4 9 179
Determining the number of cointegrating relations under rank constraints 0 0 0 100 0 5 8 410
Do Emissions and Income Have a Common Trend? A Country-Specific, Time-Series, Global Analysis, 1970-2008 0 0 0 32 2 7 10 118
Do emissions and income have a common trend? A country-specific, time-series, global analysis, 1970-2008 0 0 0 33 1 3 3 141
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 59 0 2 2 313
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 60 1 3 5 332
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 0 2 7 10 37
Do fiscal variables affect fiscal expectations?: Experiments with real world and lab data 0 0 0 1 0 3 3 35
Do voters support locala commitments for climate change mitigation in Italy? 0 0 0 0 3 6 7 34
Exchange rates, prices and their speed of adjustment 0 0 0 121 0 3 7 423
Expectations and Perceived Causality in Fiscal Policy: An Experimental Analysis Using Real World Data 0 0 0 3 0 5 10 43
Expectations and perceived causality in fiscal policy: an experimental analysis using real world data 0 0 0 110 0 1 1 471
Expectations and perceived causality in fiscal policy: an experimental analysis using real world data 0 0 0 77 1 4 6 293
Finite sample comparison of alternative tests on the rank of a cointegration submatrix 0 0 0 84 0 2 3 238
Identification of cointegrating relations in I(2) vector autoregressive models 0 0 0 15 0 5 8 57
Impact factors 0 0 0 196 0 5 9 2,328
Inverting a matrix function around a singularity via local rank factorization 0 0 0 36 0 6 8 88
LR cointegration tests when some cointegrating relations are known 0 0 0 20 0 4 5 118
Location of value added activities in hi-tech industries. The case of pharma-biotech firms in Italy 0 0 0 80 0 4 5 343
Multivariate ARCH with spatial effects for stock sector and size 0 0 0 126 0 7 8 247
Normal forms of regular matrix polynomials via local rank factorization 0 0 0 37 0 4 7 258
Nota sulla distribuzione di una base di norma unitaria del complemento ortogonale di un vettore gaussiano: il caso bidimensionale 0 0 0 1 1 3 3 14
On ABCs (and Ds) of VAR representations of DSGE models 0 0 1 244 2 8 13 616
On ABCs (and Ds) of VAR representations of DSGE models 0 0 0 74 0 3 4 153
On Monte Carlo Estimation of Relative Power 0 0 0 21 0 3 5 135
On efficient simulation in dynamic models 0 0 0 35 1 4 5 116
On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union 0 0 0 251 2 6 7 1,088
Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two 0 1 1 143 4 16 18 1,178
Real Time Forecasting of Covid-19 Intensive Care Units demand 0 0 0 25 3 8 12 84
Real Time Forecasting of Covid-19 Intensive Care Units demand 0 0 0 32 1 3 6 72
Spatial effects in multivariate ARCH 0 0 0 137 0 4 5 300
Speed of Adjustment in Cointegrated Systems 0 0 0 202 2 8 11 655
Structured Multivariate Volatility Models 0 0 3 116 0 5 11 260
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 2 3 543
The Marginal Density of Bivariate Cointegration Estimators 0 0 0 0 0 3 4 819
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 4 4 47
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 7 11 32
The likelihood ratio test for the rank of a cointegration submatrix 0 0 1 26 0 3 7 174
The power of lambda max 0 0 0 23 1 4 5 1,775
Wages and prices in Europe before and after the onset of the Monetary Union 0 0 0 9 0 6 11 68
Total Working Papers 0 1 7 3,225 44 259 384 17,160
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 2 4 61
A Conversation with Katarina Juselius 0 0 1 6 2 8 12 21
A Conversation with Søren Johansen 0 0 0 2 1 2 2 10
A Reduced Rank Regression Approach to Tests of Asset Pricing 0 0 0 0 1 4 4 241
A bivariate prediction approach for adapting the health care system response to the spread of COVID-19 0 0 0 1 1 3 6 10
A characterization of vector autoregressive processes with common cyclical features 0 0 0 20 0 4 5 124
A general inversion theorem for cointegration 0 1 2 8 0 5 10 31
ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS 0 0 1 10 1 5 10 48
ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS 0 0 1 23 0 0 6 99
AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT 0 0 0 9 1 5 9 61
Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems 0 0 1 19 0 2 8 97
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES 0 0 0 10 0 3 7 33
Celebrated Econometricians: Katarina Juselius and Søren Johansen 0 0 0 2 0 5 7 13
Cointegration, Root Functions and Minimal Bases 0 0 0 2 1 5 6 15
Common trends and cycles in I(2) VAR systems 0 0 0 31 0 2 3 146
Correction of Caporin and Paruolo (2015) 0 0 0 8 1 4 4 94
Do Voters Support Local Commitments for Climate Change Mitigation in Italy? 0 0 0 3 2 5 5 50
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 28 4 11 18 163
Does labour protection influence mental-health responses to employment shocks? Evidence on older workers in Europe 0 0 0 2 1 9 13 18
Errata 0 0 0 3 0 6 7 43
Erratum to: The role of the drift in I(2) systems 0 0 0 2 0 3 4 19
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 3 5 37
GARCH density and functional forecasts 0 0 0 7 0 6 11 30
Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order 0 1 1 8 0 5 8 42
Impact factors 0 0 0 66 1 3 7 361
LR cointegration tests when some cointegrating relations are known 0 0 0 0 0 1 2 9
Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems 0 0 0 1 1 6 8 32
Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation 0 0 1 31 10 16 25 121
On Monte Carlo estimation of relative power 0 0 0 51 3 5 7 284
On the determination of integration indices in I(2) systems 0 0 0 81 2 3 6 230
Proximity-Structured Multivariate Volatility Models 0 0 1 22 1 5 7 79
Ratings and rankings: voodoo or science? 0 0 2 55 0 3 8 157
Simple Robust Testing of Regression Hypotheses: A Comment 0 0 0 73 0 0 0 386
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 4 5 34
Speed of adjustment in cointegrated systems 0 1 3 78 1 7 16 298
Tests for cointegration rank and choice of the alternative 0 0 0 38 0 5 8 110
Tests of integration in circular autoregressive models 0 0 0 4 0 4 5 27
The Likelihood Ratio Test for the Rank of a Cointegration Submatrix* 0 0 0 45 0 5 7 204
The Power of Lambda Max 0 0 0 83 1 5 10 1,538
The role of the drift in I(2) systems 0 0 0 4 0 1 3 37
Too Much Stick for the Carrot? Job Search Requirements and Search Behaviour of Unemployment Benefit Claimants 0 1 2 9 4 11 18 55
Two Mixed Normal Densities from Cointegration Analysis 0 0 0 0 1 2 3 406
Variable Selection in Regression Models Using Global Sensitivity Analysis 0 0 1 6 0 2 11 32
Wages and prices in Europe before and after the onset of the Monetary Union 0 0 0 22 0 6 11 93
Weak exogeneity in I(2) VAR systems 0 0 0 56 0 2 5 173
Total Journal Articles 0 4 17 954 42 203 346 6,172

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 1 3 5 8
Total Chapters 0 0 0 0 1 3 5 8

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Statistics updated 2026-03-04