Network Connectivity and Systematic Risk (abstract)

Index Stock Return Market Expectations Implied from Options (abstract)

Herd Behavior in Global Stock Markets During the Recent Crises: Are There More Asymmetries? (abstract)

Volatility risk premia and financial connectedness (abstract)

An Estimate of the Degree of Interconnectedness between European Regions: A Bayesian Model Averaging Approach (abstract)

Disentangling Spillovers from Correlated Confounders using GMM (abstract)

Inequality Accounting for a Large Cross-Section of Countries (abstract)

Global Dependence and Productivity Catching-up: A Conditional Nonparametric World Frontier Analysis (abstract)

IDENTIFICATION CONDITIONS IN SIMULTANEOUS SYSTEMS OF COINTEGRATING EQUATIONS OF HIGHER ORDER (abstract)

Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs (abstract)

Determining the Co-integration Rank in Heteroskedastic VAR Models of Unknown Order (abstract)

A small simulation study on the robustness of cointegration methods against local to unity alternatives (abstract)

PANICCA – PANIC on cross-section averages (abstract)

Multilateral Resistance and the Euro Effects on Trade Flows (abstract)

Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model (abstract)

Improving GMM efficiency in dynamic models for panel data with mean stationarity (abstract)

Multivariate Volatility Estimation by Markov Chain Methods (abstract)

Copula–based Specification of Vector MEMs (abstract)

Multi-jumps (abstract)

A Vector Heterogeneous Autoregressive Index Model for Realized Volatilities (abstract)

Green Cars Adoption and the Geography of Supply of Alternative Fuels (abstract)

The effect of local taxes on firm performance: evidence from geo referenced data (abstract)

Local government cooperation at work: A control function approach (abstract)

Industrial growth and spatial spillovers in 19th century Italy (abstract)

Trilemma, not Dilemma: Financial Globalisation and Monetary Policy Effectiveness (abstract)

Risk Diversification, Financial Integration and Foreign Investors' Profile (abstract)

Judiciary efficiency and trade in tasks (abstract)

Higher order beliefs and the dynamics of exchange rates (abstract)

Female employment and pre-kindergarten: on the unintended effects of an Italian reform (abstract)

An evaluation of the policies on repayment of Government's trade debt in Italy (abstract)

The ban of Batasuna: effects on Local Government Spending (abstract)

Identication and Estimation of Outcome Response with Heterogeneous Treatment Externalities (abstract)

Granger-Causal Priority and Choice of Variables in Vector Autoregressions (abstract)

Marginal distribution and higher-order moments in Markov-switching VAR models (abstract)

Bayesian Sparse Graphical Multivariate Autoregressions (abstract)

Structure-based SVAR identification (abstract)

EIGENVALUE RATIO ESTIMATORS FOR THE NUMBER OF DYNAMIC FACTORS (abstract)

A Dynamic Test of Conditional Factor Models (abstract)

A spectral EM algorithm for dynamic factor models (abstract)

A dynamic factor model of health and medical treatment (abstract)

Testing for (in)finite moments (abstract)

Sieve-Based Inference for Infinite-Variance Stationary Linear Processes (abstract)

Adaptive Models and Heavy Tails (abstract)

Least squares estimation for GARCH (1,1) model with heavy tailed errors (abstract)

The Adverse Incentive Effects of Heterogeneity in Tournaments-Empirical Evidence from The German Bundesliga (abstract)

Should I Stay or Should I go? Sibling spillover effects in household formation (abstract)

Publish or Perish? Incentives and Careers in Italian Academia (abstract)

Expectation-Driven Cycles: Time-varying Effects (abstract)

Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory (abstract)

Sentiments in the Times of Crisis (abstract)

Financial regimes and uncertainty shocks (abstract)

Family Firms, Corporate Governance, and Export (abstract)

Trade Liberalization and Domestic Suppliers: Evidence from Chile (abstract)

Islands as 'Bad Geography' - Insularity, Connectedness, Trade Costs and Trade (abstract)

Innovative capacity and export performance: Exploring heterogeneity along the export intensity distribution (abstract)

Consumption Network Effects (abstract)

Should we care about unemployment risk? (abstract)

Forecasting crude oil volatility by GARCH-MIDAS model (abstract)

Whittle estimation of multivariate exponential volatility models (abstract)

A Time-varying Mixture Memory Multiplicative Error Model (abstract)

Dynamic Principal Components: a New Class of Multivariate GARCH Models (abstract)

Indirect Inference in Spatial Autoregression (abstract)

Reconciling ML and TSLS Estimators in Spatial Models (abstract)

A spatial econometric model for productivity and innovation in the manufacturing industry: the role played by geographical and sectorial distances between firms (abstract)

Adjusted MLE for the Spatial Autoregressive Parameter (abstract)

The financial and macroeconomic effects of the OMT announcements (abstract)

ICT and Non-ICT investments: short and long run macro dynamics (abstract)

The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Evidence from a New Testing Approach (abstract)

The empirical assessment of debt ratio dynamics in the light of heterogeneity and non stationarity (abstract)

Does the letter matter (and for everyone)? Quasi-experimental evidence on the effects of home invitation on mammography uptake (abstract)

Who should be Treated? Empirical Welfare Maximization Methods for Treatment Choice (abstract)

Nonparametric Welfare Analysis for Discrete Choice (abstract)

Modelling Heaped Duration: An Application to Neonatal Mortality (abstract)

How to measure the quality of financial tweets (abstract)

Clustering complex time series databases by using periodical components (abstract)

Gaussian processes and Bayesian moment estimation (abstract)

Free patient mobility is not a free lunch. Lessons from a decentralised NHS. (abstract)

War and Obesity: The Role of Eating Habits (abstract)

The Effects of Hospital Competition and Patient Choice on Mortality for AMI, Hip Fracture and Stroke Patients (abstract)

Barriers to College Investment and Aggregate Productivity (abstract)

Is it What You Know or What you Do?The effect of teachers’ digital skills and practices on student achievement. (abstract)

Beyond the Average: Peer Heterogeneity and Intergenerational Transmission of Education (abstract)

Childhood Skills, Signals and Dynamic Contagion in Socioeconomic Adulthood Outcomes for Disadvantaged Youth (abstract)

Optimal hedging with the cointegrated vector autoregressive model (abstract)

Adaptive testing for a unit root with nonstationary volatility (abstract)

Monitoring Stationarity and Cointegration (abstract)

Inversion of analytic matrix functions by local rank factorization (abstract)

Tail Risk and the Macroeconomy (abstract)

Fund Ratings: The method reconsidered (abstract)

The Impact of Uncertainty in the Oil and Gold Market on the Cross-Section of Stock Returns (abstract)

Tailing Tail Risk in the Hedge Fund Industry (abstract)

Voluntary work and wages (abstract)

The wage premiumto supervision: evidence from an international comparison (abstract)

Finite mixture modeling of unemployment duration (abstract)

Labor supply factors and economic fluctuations (abstract)

Density forecasts with MIDAS models (abstract)

Testing and Selecting Local Proper Scoring Rules (abstract)

Short-term forecasting with mixed-frequency data: A MIDASSO approach (abstract)

Alternative Tests for Correct Specification of Conditional Predictive Densities (abstract)

When the baby cries at night. Inelastic buyers in non-competitive markets (abstract)

Financial Risk Taste, Business Cycles and Perceived Risk Exposure (abstract)

The relationship between panel and synthetic control estimators of the effect of civil war. (abstract)

The Consumption and Wealth Effects of an Unanticipated Change in Lifetime Resources (abstract)

Identifying Noise Shocks: a VAR with Data Revisions (abstract)

Misspecification and Quasi-Rational Expectations in DSGE models (abstract)

Bayesian Graphical Models for Structural Vector Autoregressive Processes (abstract)

Identification in Structural Vector Autoregressive models with structural changes, with an application to U.S. monetary policy (abstract)

Spillover effects of credit demand and supply shocks in the EU countries: Evidence from a structural GVAR (abstract)

State dependence in access to credit (abstract)

Does credit crunch investment down? New evidence on the real effects of the bank-lending channel. (abstract)

Shake me the money! (abstract)

Does housing tenure affect the response of claimants to stricter job search requirements? Evidence from the UK Jobseeker's Allowance (abstract)

The Impact of Markup Regulation on Prices (abstract)

Regulation and the Crisis: Assessing Bank Efficiency through a Difference-in-Difference Approach (abstract)

Neglected serial correlation tests in UCARIMA models (abstract)

A General Theory of Rank Testing (abstract)

Generalised Linear Cepstral Models for the Spectrum of a Time Series (abstract)

Autocorrelation robust inference using the Daniell kernel with …fixed bandwidth (abstract)

Modeling and Forecasting Corporate Default Counts with Poisson Intensity AR-X (PARX) Models (abstract)

Optimal Portfolio Choice under Decision-Based Model Combinations (abstract)

Forecast robustness in macroeconometric models (abstract)

Inflation Expectations and the Two Forms of Inattentiveness (abstract)

Mr. Rossi, Mr. Hu and Politics: The Role of Immigration in Shaping Natives’ Political Preferences (abstract)

Average partial effects in multivariate probit models with an application to immigrants' ethnic identity and economic performance (abstract)

Length of stay in the host country and educational achievement of immigrant students: the Italian case (abstract)

“Who Migrates and Why? Evidence from Italian Administrative Data.” (abstract)

Distributional vs. quantile regression (abstract)

Dynamic Model Averaging for Quantile Regression (abstract)

Lifetime Income Inequality: quantile treatment effect of retirement on the distribution of lifetime income. (abstract)

Quantile aggregation of density forecasts (abstract)