Access Statistics for Paolo Paruolo

Author contact details at EconPapers.

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 28 398
A reduced rank regression approach to tests of asset pricing 0 0 0 8 0 0 5 46
Alla ricerca di fatti stilizzati dell'economia italiana: un sistema Var strutturale 0 0 0 0 0 1 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 8 354
Automated Inference and the Future of Econometrics: A comment 0 0 0 29 0 0 8 165
Canonical correlation analysis of stochastic trends via functional approximation 1 1 2 10 2 4 15 24
Cointegration in functional autoregressive processes 0 0 0 20 0 0 5 44
Cointegration in functional autoregressive processes 1 1 1 51 1 1 17 70
Cointegration, root functions and minimal bases 0 0 0 41 1 1 15 65
Common dynamics in I(1) VAR systems 0 0 0 62 0 0 4 232
Common features and common I(2) trends in VAR systems 0 0 0 91 1 1 5 487
Common trends and cycles in I(2) VAR systems 0 0 0 26 0 0 5 153
Common trends and cycles in I(2) VAR systems 0 0 0 37 0 0 10 164
Design of vector autoregressive processes for invariant statistics 0 0 0 26 0 0 11 182
Determining the number of cointegrating relations under rank constraints 0 0 0 100 0 0 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 2 2 7 145
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 60 1 1 9 337
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 0 0 0 12 40
Do fiscal variables affect fiscal expectations?: Experiments with real world and lab data 0 0 0 1 1 1 4 36
Do voters support locala commitments for climate change mitigation in Italy? 0 0 0 0 0 0 8 36
Exchange rates, prices and their speed of adjustment 0 0 0 121 3 3 14 431
Expectations and Perceived Causality in Fiscal Policy: An Experimental Analysis Using Real World Data 0 0 0 3 0 1 10 44
Expectations and perceived causality in fiscal policy: an experimental analysis using real world data 0 0 0 110 0 0 2 472
Expectations and perceived causality in fiscal policy: an experimental analysis using real world data 0 0 0 77 1 1 6 294
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 0 11 2,333
Inverting a matrix function around a singularity via local rank factorization 0 0 0 36 0 0 8 89
LR cointegration tests when some cointegrating relations are known 0 0 0 20 0 2 8 122
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 2 2 12 251
Normal forms of regular matrix polynomials via local rank factorization 0 0 0 37 0 1 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 2 245 0 1 16 622
On ABCs (and Ds) of VAR representations of DSGE models 0 0 0 74 0 0 6 156
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 1 3 40 1,201
Real Time Forecasting of Covid-19 Intensive Care Units demand 0 0 1 26 0 0 19 92
Real Time Forecasting of Covid-19 Intensive Care Units demand 0 0 0 32 0 0 5 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 2 2 5 181
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 1 1 1 20 6 8 16 59
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 1 9 0 1 16 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 0 1 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 3 3 11 3,233 25 45 551 17,377
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 1 5 63
A Conversation with Katarina Juselius 0 0 1 6 3 4 16 25
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 0 1 8 127
A general inversion theorem for cointegration 0 0 2 9 0 0 13 35
ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS 0 0 0 10 0 1 10 50
ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS 0 0 1 23 0 2 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 1 10 101
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES 0 0 0 10 0 0 4 33
Celebrated Econometricians: Katarina Juselius and Søren Johansen 0 0 0 2 2 2 12 18
Cointegration, Root Functions and Minimal Bases 0 0 0 2 1 2 10 20
Common trends and cycles in I(2) VAR systems 0 0 0 31 0 0 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 1 1 8 53
Do fiscal variables affect fiscal expectations? Experiments with real world and lab data 0 0 0 28 1 1 23 170
Does labour protection influence mental-health responses to employment shocks? Evidence on older workers in Europe 0 0 0 2 0 4 22 29
Errata 0 0 0 3 0 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 0 1 10 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 0 2 3 10 0 2 9 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 0 1 11 35
Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation 0 0 0 31 0 1 29 127
On Monte Carlo estimation of relative power 0 0 0 51 0 1 7 285
On the determination of integration indices in I(2) systems 0 0 0 81 1 1 7 232
Proximity-Structured Multivariate Volatility Models 0 0 0 22 1 1 10 83
Ratings and rankings: voodoo or science? 0 2 3 57 2 6 14 166
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 2 6 410
Variable Selection in Regression Models Using Global Sensitivity Analysis 0 0 1 6 1 2 13 37
Wages and prices in Europe before and after the onset of the Monetary Union 0 0 0 22 0 2 19 102
Weak exogeneity in I(2) VAR systems 0 0 0 56 0 1 7 176
Total Journal Articles 0 4 17 961 14 47 462 6,337

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 2 3 8 13
Total Chapters 0 0 0 0 2 3 8 13

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10