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 1 10 104 0 7 93 225
A reduced rank regression approach to tests of asset pricing 0 0 1 8 0 2 3 28
Alla ricerca di fatti stilizzati dell'economia italiana: un sistema Var strutturale 0 0 0 0 0 0 1 158
Analisi di multicointegrazione in sistemi VAR: alcune prospettive 0 0 0 0 0 0 2 7
Asymptotic standard errors for common trends linear combinations in I(2) VAR systems 0 0 0 11 0 0 0 336
Automated Inference and the Future of Econometrics: A comment 0 0 0 28 0 0 2 141
Cointegration in functional autoregressive processes 0 0 4 43 1 1 13 29
Cointegration in functional autoregressive processes 0 0 1 18 0 0 4 9
Common dynamics in I(1) VAR systems 0 0 1 61 2 2 7 208
Common features and common I(2) trends in VAR systems 0 0 0 90 0 0 4 462
Common trends and cycles in I(2) VAR systems 0 0 1 36 0 0 5 144
Common trends and cycles in I(2) VAR systems 0 0 1 26 0 1 4 134
Design of vector autoregressive processes for invariant statistics 0 0 0 26 0 1 2 159
Determining the number of cointegrating relations under rank constraints 0 0 0 100 1 2 3 388
Do Emissions and Income Have a Common Trend? A Country-Specific, Time-Series, Global Analysis, 1970-2008 0 0 0 31 1 1 1 87
Do emissions and income have a common trend? A country-specific, time-series, global analysis, 1970-2008 0 0 0 33 0 0 3 114
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 0 0 0 1 12
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 60 0 0 3 316
Do fiscal variables affect fiscal expectations?: Experiments with real world and lab data 0 0 0 1 0 0 2 17
Exchange rates, prices and their speed of adjustment 0 0 2 121 0 3 9 405
Expectations and Perceived Causality in Fiscal Policy: An Experimental Analysis Using Real World Data 0 0 0 2 0 0 1 18
Expectations and perceived causality in fiscal policy: an experimental analysis using real world data 0 0 0 110 0 1 5 453
Expectations and perceived causality in fiscal policy: an experimental analysis using real world data 0 0 1 74 0 0 2 265
Finite sample comparison of alternative tests on the rank of a cointegration submatrix 0 0 0 84 0 1 2 229
Identification of cointegrating relations in I(2) vector autoregressive models 0 0 1 12 0 0 3 27
Impact factors 0 0 2 191 0 4 22 2,094
Inverting a matrix function around a singularity via local rank factorization 0 0 0 34 1 1 3 64
LR cointegration tests when some cointegrating relations are known 0 0 0 20 0 0 0 103
Location of value added activities in hi-tech industries. The case of pharma-biotech firms in Italy 0 0 1 79 0 1 12 305
Multivariate ARCH with spatial effects for stock sector and size 0 0 3 124 0 0 5 223
Normal forms of regular matrix polynomials via local rank factorization 0 0 0 36 0 0 1 228
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 4
On ABCs (and Ds) of VAR representations of DSGE models 0 4 5 232 0 27 44 542
On ABCs (and Ds) of VAR representations of DSGE models 0 1 2 68 0 2 3 127
On Monte Carlo Estimation of Relative Power 0 0 0 21 0 0 0 119
On efficient simulation in dynamic models 0 0 0 35 2 2 4 97
On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union 0 1 3 247 0 3 13 1,018
Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two 4 4 8 80 19 55 101 230
Spatial effects in multivariate ARCH 0 1 1 129 0 1 2 269
Speed of Adjustment in Cointegrated Systems 0 0 0 198 2 4 5 619
Structured Multivariate Volatility Models 0 0 0 109 0 0 3 227
Sulle fonti delle fluttuazioni dell'economia italiana: una analisi con sistemi VAR strutturali 0 0 0 0 0 1 1 169
Testing for common trends in conditional I(2) VAR models 0 0 0 128 0 0 5 529
The Marginal Density of Bivariate Cointegration Estimators 0 0 0 0 0 0 2 808
The likelihood ratio test for the rank of a cointegration submatrix 0 0 0 21 0 0 2 151
The power of lambda max 0 0 0 23 0 0 6 1,745
Wages and prices in Europe before and after the onset of the Monetary Union 0 2 4 7 0 2 6 28
Total Working Papers 4 14 52 2,862 29 125 415 14,070


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 2 14 0 0 4 52
A Reduced Rank Regression Approach to Tests of Asset Pricing 0 0 0 0 0 0 1 230
A characterization of vector autoregressive processes with common cyclical features 1 1 1 19 1 1 2 110
ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS 0 0 0 7 0 0 0 35
ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS 0 0 0 20 0 1 3 85
AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT 0 0 0 9 0 0 0 50
Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems 0 0 0 17 0 0 0 71
Common trends and cycles in I(2) VAR systems 0 0 0 30 0 0 1 134
Correction of Caporin and Paruolo (2015) 0 0 2 7 1 2 13 32
Deriving Restricted Least Squares Estimator without a Lagrangean 0 0 0 14 0 0 0 39
Deriving Restricted Least Squares without a Lagrangean 0 0 0 26 0 0 0 76
Do Voters Support Local Commitments for Climate Change Mitigation in Italy? 0 0 1 2 0 0 3 14
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 27 0 0 1 120
Errata 0 0 0 2 0 0 0 31
Erratum to: The role of the drift in I(2) systems 0 0 0 2 0 0 0 13
Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models 0 1 2 2 1 2 9 18
Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order 0 0 2 6 0 0 6 26
Impact factors 0 0 0 64 0 0 4 315
LR cointegration tests when some cointegrating relations are known 0 0 0 0 0 0 0 0
Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems 0 0 1 1 0 0 3 5
Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation 0 1 6 21 1 2 14 52
NOTES AND PROBLEMS: A new format for the PROBLEMS AND SOLUTIONS SERIES 0 0 1 16 0 0 1 50
On Monte Carlo estimation of relative power 0 0 0 49 0 0 0 274
On the determination of integration indices in I(2) systems 0 0 2 76 0 0 10 203
Proximity-Structured Multivariate Volatility Models 0 0 2 15 0 0 8 44
Ratings and rankings: voodoo or science? 1 2 7 28 2 4 13 80
Simple Robust Testing of Regression Hypotheses: A Comment 0 0 0 72 0 0 0 374
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 26
Speed of adjustment in cointegrated systems 0 0 2 66 0 1 5 220
Standard Errors for the Long-Run Variance Matrix 0 0 0 10 0 0 0 29
Tests for cointegration rank and choice of the alternative 0 0 0 38 0 0 0 88
Tests of integration in circular autoregressive models 0 0 0 4 0 0 0 19
The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix 0 0 0 5 1 1 1 23
The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix 0 0 0 6 0 0 0 27
The Likelihood Ratio Test for the Rank of a Cointegration Submatrix 0 0 0 43 0 0 1 185
The Power of Lambda Max 0 0 0 81 1 1 5 1,502
The role of the drift in I(2) systems 0 0 0 4 0 1 2 32
Two Mixed Normal Densities from Cointegration Analysis 0 0 0 0 0 0 0 377
Wages and prices in Europe before and after the onset of the Monetary Union 0 0 2 18 0 1 6 58
Weak exogeneity in I(2) VAR systems 0 0 1 51 0 0 4 144
Total Journal Articles 2 5 34 876 8 17 120 5,263


Statistics updated 2019-07-03