An inflation-predicting measure of the output gap in the euro area ( abstract )

Improved Tests for Robust Forecast Comparison ( abstract )

Adding overnight to the Daily Covariance ( abstract )

News Measures for Volatility Modelling and Forecasting ( abstract )

Asymmetric semi-volatility spillover effects in the EMU stock markets ( abstract )

Weighted-average least squares estimation of generalized linear models ( abstract )

Dynamic vector mode regression ( abstract )

Consistent non-Gaussian pseudo maximum likelihood estimators ( abstract )

Freedom, Diversity, and the Taste for Revolt ( abstract )

Social Interactions Through Space and Time: Evidence from college enrollment and academic mobility ( abstract )

The effect of police on crime: Evidence from the 2014 World Cup in São Paulo ( abstract )

A deeper analysis on pharmaceutical submarket Concentration: the US market in 1987-1998 ( abstract )

Pseudo-Conditional inference in binary short panels with predetermined covariates ( abstract )

Incorporating Preference axioms in Discrete Choice Experiment design ( abstract )

Monetary policy, uncertainty and gross capital flows: A mixed frequency approach ( abstract )

Measuring economic uncertainty using news-media textual data ( abstract )

Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model ( abstract )

Wealth Effects and the Consumption of Italian Households in the Great Recession ( abstract )

Political Contributions and Public Procurement: Evidence from Lithuania ( abstract )

Persuadable perceptions: The effect of exposure to media on corruption measures ( abstract )

The Effect of Unexpected Inheritances on Wealth Accumulation: Precautionary Savings or Liquidity Constraints? ( abstract )

An Integrated Modified OLS RESET Test for Cointegrating Regressions ( abstract )

Co-integration rank determination in partial systems using information criteria ( abstract )

General representation theorems for cointegration ( abstract )

Jump risk and pricing implications ( abstract )

The predictive density of a GARCH process ( abstract )

Bootstrapping non-causal autoregressions: with an application to tests for bubbles ( abstract )

Combining Markov Switching and Smooth Transition in Modeling Volatility: A Fuzzy Regime MEM ( abstract )

Early Childcare and Child Non Cognitive Outcomes ( abstract )

Economic effects of Venice Carnivals: An ex-post econometric verification approach ( abstract )

Balanced variable addition in linear models, with an application to the long-term health effects of childhood circumstances ( abstract )

Inferring Cognitive Heterogeneity from Aggregate Choices ( abstract )

Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions ( abstract )

Uncertain Identification ( abstract )

Estimation and model-based combination of causality networks ( abstract )

An Assessment of the Access to Credit – Welfare Nexus: Evidence from Mauritania ( abstract )

Credit demand and supply shocks in Italy ( abstract )

Specialisation in mortgage risk under Basel II ( abstract )

The Italian GDP at t+30 days: model estimation, real time analysis and performance evaluation ( abstract )

Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? ( abstract )

Saving during retirement ( abstract )

Nowcasting ( abstract )

Indirect inference estimation of nonlinear dynamic panel data models ( abstract )

Estimation of Nonlinear Panel Models with Multiple Unobserved Effects ( abstract )

A diagnostic criterion for approximate factor structure ( abstract )

Asymmetric Macroeconomic Volatility in European Regions ( abstract )

Market credit risk in Europe ( abstract )

Parametric and Semiparametric IV Estimation of Network Models with Selectivity ( abstract )

Bayesian Tensor Regression ( abstract )

Bayesian nonparametric sparse seemingly unrelated regression models (SUR) ( abstract )

The Effect of Audits on Tax Compliance: Evidence from Italy ( abstract )

Dynamic quantile regression models and capital structure: heterogeneous reaction to tax incentives and profitability ( abstract )

Audit publicity and tax compliance: a quasi-natural experiment ( abstract )

Politics and Budget of the Regional Government ( abstract )

Bank performance and financial stability. How does the manager handle risk-taking in different market structures? ( abstract )

End of the Sovereign-Bank Doom Loop in the European Union? The Bank Recovery and Resolution Directive ( abstract )

Full Disclosure and Financial Stability: How Does the Market Digest the Transparency Shock? ( abstract )

Banks, firms and jobs ( abstract )

Nonparametric Estimation for Regulation Models ( abstract )

The Linear Systems Approach to Linear Rational Expectations Models ( abstract )

Proxy-SVAR as a Bridge between Mixed Frequencies ( abstract )

The response of asset prices to monetary policy shocks: stronger than thought ( abstract )

The Financial Stability Dark Side of Monetary Policy ( abstract )

Bootstrapping DSGE models ( abstract )

On the Identification of Interdependence and Contagion of Financial Crises ( abstract )

Adaptive state space models with applications to the business cycle and financial stress ( abstract )

Sign restricted Smooth Transition VAR models ( abstract )

Dynamic Adaptive Mixture Models ( abstract )

Understanding the Sources of Macroeconomic Uncertainty ( abstract )

The Convergence of the Gender Pay Gap. An Alternative Estimation Approach ( abstract )

Transgenerational effects of war: Evidence from WWII in Europe ( abstract )

Quality Time with Parents: Reconsidering Equality Concerns among Families with an Ill Child ( abstract )

WHO SHOULD MONITOR JOB SICK LEAVE? ( abstract )

Granger causality between vectors of time series: A Puzzling Property ( abstract )

Fully Modified OLS Estimation of Spatially Correlated Cointegrated Relationships ( abstract )

Does threshold cointegration matter for short-term interactions between US commodity prices and inflation? A historical perspective ( abstract )

FORMULA I(1): Circuits for Likelihood Maximization Algorithms in I(1) and I(2) VAR models ( abstract )

Mending the broken link: heterogeneous bank lending and monetary policy pass-through ( abstract )

Bank distress in news and numerical financial data ( abstract )

Bail-in or Bail-out? The Atlante example from a systemic risk perspective ( abstract )

Measuring contagion risk in international banking flows ( abstract )

Tree based methods for classifying risky financial institutions ( abstract )

Estimating Risk Premia Using Large Cross-Sections ( abstract )

Asset Allocation Strategies Based on Penalized Quantile Regression ( abstract )

Conditional alphas and realized betas ( abstract )

A test for monotonicity of the investment-cash flow sensitivity ( abstract )

Normality tests for latent variables ( abstract )

Wald tests when restrictions are locally singular ( abstract )

Testing for Serial Correlation in Spatial Panels ( abstract )

Offshoring and firm overlap ( abstract )

Firm Dynamics and Employment Protection: Evidence from Sectoral Data ( abstract )

The seasonal heterogeneous INGARCH model ( abstract )

New Insights into Financial Markets Efficiency: A Present Value Approach ( abstract )

Comparing multivariate volatility forecasts by direct and indirect approaches ( abstract )

Semiparametric Estimation of Multivariate GARCH Models ( abstract )

Cross-Section Dependence and Latent Heterogeneity to Evaluate the Impact of Human Capital on Country Performance: a Robust Nonparametric Frontier Model ( abstract )

Natives and Migrants in Home Production: The Case of Germany ( abstract )

State dependence and unobserved heterogeneity in a double hurdle model for remittances: evidence from immigrants to Germany ( abstract )

Is a matrix exponential specification suitable for the modeling of spatial correlation structures? ( abstract )

Copula-Based Random Effects Models for Clustered Data ( abstract )

On the Estimation of Structural Gravity Models ( abstract )

Bootstrap inference under random distributional limits ( abstract )

Swine Flu, Class Attendance, and Exam Performance: Should we force students to go to class? ( abstract )

Hospital Choice in the NHS ( abstract )

Intertemporal discrete choice ( abstract )

Do free choice and control affect individual preferences for redistribution? Evidence from a sample of 74 countries ( abstract )

Interpreting latent dynamic factors by threshold FAVAR model ( abstract )

Unstable Diffusion Indexes: With an Application to Bond Risk Premia ( abstract )

Evaluating Restricted Common Factor models for non-stationary data ( abstract )

Estimating Stable Latent Factor Models by Indirect Inference ( abstract )

Changing Monetary Regime: Does It Improve Macroeconomic Performance? ( abstract )

Forecast uncertainty in the neighborhood of the effective lower bound: How much asymmetry should we expect? ( abstract )

Macroeconomic responses to an independent monetary policy shock: a (more) agnostic identification procedure ( abstract )

The Legacy of Political History 1000-1800 for Attitudes Towards the State: Disaggregated Analysis for Italy ( abstract )

War of the Waves: Radio Propaganda, Violence and Political Polarization ( abstract )

The Political Cost of Being Soft on Crime: Evidence from a Natural Experiment ( abstract )