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 0 3 367
A reduced rank regression approach to tests of asset pricing 0 0 0 8 0 0 1 39
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 1 346
Automated Inference and the Future of Econometrics: A comment 0 0 0 29 0 0 0 156
Canonical correlation analysis of stochastic trends via functional approximation 7 7 7 7 6 7 7 7
Cointegration in functional autoregressive processes 0 0 0 50 0 0 0 52
Cointegration in functional autoregressive processes 0 0 0 20 0 0 0 37
Cointegration, root functions and minimal bases 0 0 0 41 1 1 1 50
Common dynamics in I(1) VAR systems 0 0 0 62 1 1 1 227
Common features and common I(2) trends in VAR systems 1 1 1 91 1 2 3 480
Common trends and cycles in I(2) VAR systems 0 0 0 37 0 1 1 154
Common trends and cycles in I(2) VAR systems 0 0 0 26 0 2 2 148
Design of vector autoregressive processes for invariant statistics 0 0 0 26 0 0 1 170
Determining the number of cointegrating relations under rank constraints 0 0 0 100 0 0 1 402
Do Emissions and Income Have a Common Trend? A Country-Specific, Time-Series, Global Analysis, 1970-2008 0 0 1 32 0 0 1 108
Do emissions and income have a common trend? A country-specific, time-series, global analysis, 1970-2008 0 0 0 33 0 0 1 138
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 60 0 0 0 327
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 0 0 0 2 27
Do fiscal variables affect fiscal expectations?: Experiments with real world and lab data 0 0 0 1 0 0 1 32
Do voters support locala commitments for climate change mitigation in Italy? 0 0 0 0 0 0 0 27
Exchange rates, prices and their speed of adjustment 0 0 0 121 0 0 1 416
Expectations and Perceived Causality in Fiscal Policy: An Experimental Analysis Using Real World Data 0 0 0 3 0 0 1 33
Expectations and perceived causality in fiscal policy: an experimental analysis using real world data 0 0 0 110 0 0 2 470
Expectations and perceived causality in fiscal policy: an experimental analysis using real world data 0 0 0 77 0 0 1 287
Finite sample comparison of alternative tests on the rank of a cointegration submatrix 0 0 0 84 0 0 1 235
Identification of cointegrating relations in I(2) vector autoregressive models 0 0 0 15 1 1 2 49
Impact factors 0 0 0 196 2 6 14 2,319
Inverting a matrix function around a singularity via local rank factorization 0 0 1 36 1 1 2 80
LR cointegration tests when some cointegrating relations are known 0 0 0 20 0 0 1 113
Location of value added activities in hi-tech industries. The case of pharma-biotech firms in Italy 0 0 0 80 0 0 2 338
Multivariate ARCH with spatial effects for stock sector and size 0 0 0 126 0 0 2 239
Normal forms of regular matrix polynomials via local rank factorization 0 0 0 37 2 2 3 251
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 0 0 0 243 1 3 6 603
On ABCs (and Ds) of VAR representations of DSGE models 0 0 1 74 0 0 1 149
On Monte Carlo Estimation of Relative Power 0 0 0 21 0 0 0 130
On efficient simulation in dynamic models 0 0 0 35 0 0 1 111
On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union 0 0 1 251 1 1 4 1,081
Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two 0 0 2 142 1 2 14 1,160
Real Time Forecasting of Covid-19 Intensive Care Units demand 0 0 0 32 0 0 1 66
Real Time Forecasting of Covid-19 Intensive Care Units demand 0 0 0 25 0 0 0 72
Spatial effects in multivariate ARCH 0 0 1 137 0 0 2 295
Speed of Adjustment in Cointegrated Systems 0 0 0 202 0 0 0 644
Structured Multivariate Volatility Models 0 0 0 113 0 0 1 249
Sulle fonti delle fluttuazioni dell'economia italiana: una analisi con sistemi VAR strutturali 0 0 0 2 0 0 0 175
Testing for common trends in conditional I(2) VAR models 0 0 0 128 2 2 3 540
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 2 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 21
The likelihood ratio test for the rank of a cointegration submatrix 0 0 0 25 0 0 1 167
The power of lambda max 0 0 0 23 0 0 4 1,770
Wages and prices in Europe before and after the onset of the Monetary Union 0 0 0 9 2 3 5 57
Total Working Papers 8 8 15 3,159 23 37 108 16,465
4 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 0 57
A Conversation with Katarina Juselius 0 0 1 5 0 0 4 9
A Conversation with Søren Johansen 0 0 0 2 0 1 2 8
A Reduced Rank Regression Approach to Tests of Asset Pricing 0 0 0 0 0 0 1 237
A bivariate prediction approach for adapting the health care system response to the spread of COVID-19 0 0 0 1 1 1 1 4
A characterization of vector autoregressive processes with common cyclical features 0 0 0 20 0 0 1 119
A general inversion theorem for cointegration 0 1 1 6 0 1 3 21
ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS 0 0 1 9 0 0 1 38
ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS 0 0 1 22 0 0 1 93
AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT 0 0 0 9 0 1 1 52
Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems 0 0 0 18 0 0 0 89
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES 0 0 0 10 0 1 1 26
Celebrated Econometricians: Katarina Juselius and Søren Johansen 0 0 0 2 0 1 3 6
Cointegration, Root Functions and Minimal Bases 0 0 0 2 0 1 2 9
Common trends and cycles in I(2) VAR systems 0 0 0 31 0 1 1 143
Correction of Caporin and Paruolo (2015) 0 0 0 8 1 1 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 1 1 4 145
Does labour protection influence mental-health responses to employment shocks? Evidence on older workers in Europe 0 0 2 2 0 0 3 5
Errata 0 0 0 3 0 0 0 36
Erratum to: The role of the drift in I(2) systems 0 0 0 2 1 1 1 15
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 1 32
GARCH density and functional forecasts 0 0 3 7 1 1 11 19
Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order 0 0 0 7 0 0 0 34
Impact factors 0 0 0 66 0 0 3 354
LR cointegration tests when some cointegrating relations are known 0 0 0 0 0 0 1 7
Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems 0 0 0 1 0 1 2 24
Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation 0 0 0 30 0 0 1 96
On Monte Carlo estimation of relative power 0 0 0 51 0 0 0 277
On the determination of integration indices in I(2) systems 0 0 0 81 0 0 2 224
Proximity-Structured Multivariate Volatility Models 0 0 1 21 0 0 4 72
Ratings and rankings: voodoo or science? 0 0 0 53 0 1 2 149
Simple Robust Testing of Regression Hypotheses: A Comment 0 0 0 73 1 1 2 386
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 0 29
Speed of adjustment in cointegrated systems 0 0 0 75 0 0 5 282
Tests for cointegration rank and choice of the alternative 0 0 0 38 0 0 0 102
Tests of integration in circular autoregressive models 0 0 0 4 0 1 1 22
The Likelihood Ratio Test for the Rank of a Cointegration Submatrix* 0 0 0 45 0 1 1 197
The Power of Lambda Max 0 0 0 83 0 1 4 1,528
The role of the drift in I(2) systems 0 0 0 4 0 0 1 34
Too Much Stick for the Carrot? Job Search Requirements and Search Behaviour of Unemployment Benefit Claimants 0 0 2 7 1 1 7 37
Two Mixed Normal Densities from Cointegration Analysis 0 0 0 0 0 1 3 403
Variable Selection in Regression Models Using Global Sensitivity Analysis 0 0 0 5 0 1 1 21
Wages and prices in Europe before and after the onset of the Monetary Union 2 2 2 22 3 4 5 82
Weak exogeneity in I(2) VAR systems 0 0 1 56 0 0 1 168
Total Journal Articles 2 3 15 937 11 26 89 5,826

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 1 3
Total Chapters 0 0 0 0 0 0 1 3

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Statistics updated 2025-03-03