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 0 1 29 398
A reduced rank regression approach to tests of asset pricing 0 0 0 8 0 0 6 46
Alla ricerca di fatti stilizzati dell'economia italiana: un sistema Var strutturale 0 0 0 0 0 2 8 174
Analisi di multicointegrazione in sistemi VAR: alcune prospettive 0 0 0 1 0 0 9 25
Asymptotic standard errors for common trends linear combinations in I(2) VAR systems 0 0 0 11 1 2 7 353
Automated Inference and the Future of Econometrics: A comment 0 0 0 29 0 3 8 165
Canonical correlation analysis of stochastic trends via functional approximation 0 0 1 9 0 3 14 22
Cointegration in functional autoregressive processes 0 0 0 20 0 1 7 44
Cointegration in functional autoregressive processes 0 0 0 50 0 2 17 69
Cointegration, root functions and minimal bases 0 0 0 41 0 0 14 64
Common dynamics in I(1) VAR systems 0 0 0 62 0 0 5 232
Common features and common I(2) trends in VAR systems 0 0 0 91 0 0 4 486
Common trends and cycles in I(2) VAR systems 0 0 0 37 0 0 10 164
Common trends and cycles in I(2) VAR systems 0 0 0 26 0 0 5 153
Design of vector autoregressive processes for invariant statistics 0 0 0 26 0 0 12 182
Determining the number of cointegrating relations under rank constraints 0 0 0 100 0 1 11 413
Do Emissions and Income Have a Common Trend? A Country-Specific, Time-Series, Global Analysis, 1970-2008 0 0 0 32 0 0 13 121
Do emissions and income have a common trend? A country-specific, time-series, global analysis, 1970-2008 0 0 0 33 0 0 5 143
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 0 0 2 12 40
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 60 0 0 9 336
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 59 0 0 2 313
Do fiscal variables affect fiscal expectations?: Experiments with real world and lab data 0 0 0 1 0 0 3 35
Do voters support locala commitments for climate change mitigation in Italy? 0 0 0 0 0 1 8 36
Exchange rates, prices and their speed of adjustment 0 0 0 121 0 1 11 428
Expectations and Perceived Causality in Fiscal Policy: An Experimental Analysis Using Real World Data 0 0 0 3 1 1 10 44
Expectations and perceived causality in fiscal policy: an experimental analysis using real world data 0 0 0 77 0 0 5 293
Expectations and perceived causality in fiscal policy: an experimental analysis using real world data 0 0 0 110 0 0 2 472
Finite sample comparison of alternative tests on the rank of a cointegration submatrix 0 0 0 84 0 1 9 244
Identification of cointegrating relations in I(2) vector autoregressive models 0 0 0 15 0 0 14 63
Impact factors 0 0 1 197 0 2 11 2,333
Inverting a matrix function around a singularity via local rank factorization 0 0 0 36 0 0 9 89
LR cointegration tests when some cointegrating relations are known 0 0 0 20 2 2 9 122
Location of value added activities in hi-tech industries. The case of pharma-biotech firms in Italy 0 0 0 80 0 0 5 343
Multivariate ARCH with spatial effects for stock sector and size 0 0 0 126 0 0 10 249
Normal forms of regular matrix polynomials via local rank factorization 0 0 0 37 0 2 10 263
Nota sulla distribuzione di una base di norma unitaria del complemento ortogonale di un vettore gaussiano: il caso bidimensionale 0 0 0 1 0 1 5 16
On ABCs (and Ds) of VAR representations of DSGE models 0 0 0 74 0 1 6 156
On ABCs (and Ds) of VAR representations of DSGE models 0 1 2 245 0 3 17 622
On Monte Carlo Estimation of Relative Power 0 0 0 21 0 1 5 136
On efficient simulation in dynamic models 0 0 0 35 0 0 6 117
On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union 0 0 0 251 0 0 10 1,091
Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two 0 0 1 143 0 3 40 1,200
Real Time Forecasting of Covid-19 Intensive Care Units demand 0 1 1 26 0 2 19 92
Real Time Forecasting of Covid-19 Intensive Care Units demand 0 0 0 32 0 0 6 73
Spatial effects in multivariate ARCH 0 0 0 137 0 0 8 303
Speed of Adjustment in Cointegrated Systems 0 0 0 202 0 1 16 662
Structured Multivariate Volatility Models 0 0 1 116 0 0 9 261
Sulle fonti delle fluttuazioni dell'economia italiana: una analisi con sistemi VAR strutturali 0 0 0 2 0 0 4 179
Testing for common trends in conditional I(2) VAR models 0 0 0 128 0 0 6 546
The Marginal Density of Bivariate Cointegration Estimators 0 0 0 0 0 1 7 822
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 3 10 53
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 1 1 9 0 4 17 38
The likelihood ratio test for the rank of a cointegration submatrix 0 0 0 26 0 0 4 174
The power of lambda max 0 0 0 23 1 3 11 1,781
Wages and prices in Europe before and after the onset of the Monetary Union 0 0 0 9 0 0 13 73
Total Working Papers 0 3 8 3,230 5 50 542 17,352
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 5 63
A Conversation with Katarina Juselius 0 0 1 6 0 1 13 22
A Conversation with Søren Johansen 0 0 0 2 0 1 6 14
A Reduced Rank Regression Approach to Tests of Asset Pricing 0 0 0 0 0 0 4 241
A bivariate prediction approach for adapting the health care system response to the spread of COVID-19 0 0 0 1 0 0 7 11
A characterization of vector autoregressive processes with common cyclical features 0 0 0 20 1 1 8 127
A general inversion theorem for cointegration 0 1 2 9 0 1 13 35
ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS 0 0 0 10 1 1 10 50
ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS 0 0 1 23 1 3 12 106
AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT 0 0 0 9 0 0 9 62
Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems 0 0 2 20 0 2 10 101
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES 0 0 0 10 0 0 5 33
Celebrated Econometricians: Katarina Juselius and Søren Johansen 0 0 0 2 0 0 10 16
Cointegration, Root Functions and Minimal Bases 0 0 0 2 1 2 9 19
Common trends and cycles in I(2) VAR systems 0 0 0 31 0 1 8 152
Correction of Caporin and Paruolo (2015) 0 0 0 8 0 0 4 94
Do Voters Support Local Commitments for Climate Change Mitigation in Italy? 0 0 0 3 0 0 7 52
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 28 0 2 22 169
Does labour protection influence mental-health responses to employment shocks? Evidence on older workers in Europe 0 0 0 2 1 5 22 29
Errata 0 0 0 3 1 1 10 46
Erratum to: The role of the drift in I(2) systems 0 0 0 2 0 0 5 20
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 11 44
GARCH density and functional forecasts 0 0 0 7 0 1 13 33
Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order 1 2 3 10 1 2 11 46
Impact factors 0 0 0 66 0 1 9 364
LR cointegration tests when some cointegrating relations are known 0 0 0 0 0 0 4 11
Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems 0 0 0 1 1 1 11 35
Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation 0 0 0 31 1 2 29 127
On Monte Carlo estimation of relative power 0 0 0 51 1 1 8 285
On the determination of integration indices in I(2) systems 0 0 0 81 0 1 6 231
Proximity-Structured Multivariate Volatility Models 0 0 0 22 0 0 9 82
Ratings and rankings: voodoo or science? 1 2 3 57 2 5 13 164
Simple Robust Testing of Regression Hypotheses: A Comment 0 0 0 73 0 0 4 390
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 7 37
Speed of adjustment in cointegrated systems 0 0 2 78 0 0 12 298
Tests for cointegration rank and choice of the alternative 0 0 0 38 0 1 9 111
Tests of integration in circular autoregressive models 0 0 0 4 0 0 9 31
The Likelihood Ratio Test for the Rank of a Cointegration Submatrix* 0 0 0 45 0 0 8 205
The Power of Lambda Max 0 0 0 83 0 0 10 1,541
The role of the drift in I(2) systems 0 0 0 4 0 0 11 45
Too Much Stick for the Carrot? Job Search Requirements and Search Behaviour of Unemployment Benefit Claimants 0 0 2 10 0 1 18 58
Two Mixed Normal Densities from Cointegration Analysis 0 0 0 0 1 1 5 409
Variable Selection in Regression Models Using Global Sensitivity Analysis 0 0 1 6 1 1 12 36
Wages and prices in Europe before and after the onset of the Monetary Union 0 0 0 22 1 4 19 102
Weak exogeneity in I(2) VAR systems 0 0 0 56 0 3 7 176
Total Journal Articles 2 5 17 961 17 49 454 6,323

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 1 6 11
Total Chapters 0 0 0 0 1 1 6 11

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Statistics updated 2026-08-07