ICEEE-7TH: SEVENTH ITALIAN CONGRESS OF ECONOMETRICS AND EMPIRICAL ECONOMICS

A
Abadir, Karim	The predictive density of a GARCH process
Al Sadoon, Majid	The Linear Systems Approach to Linear Rational Expectations Models
Alessandri, Piergiorgio	The Financial Stability Dark Side of Monetary Policy
Alessi, Lucia	The response of asset prices to monetary policy shocks: stronger than thought
Almuzara, Tincho	Normality tests for latent variables
Altavilla, Carlo	Mending the broken link: heterogeneous bank lending and monetary policy pass-through
Amendola, Alessandra	An Assessment of the Access to Credit – Welfare Nexus: Evidence from Mauritania Comparing multivariate volatility forecasts by direct and indirect approaches
Amengual, Dante	Normality tests for latent variables
Andini, Monica
Andrade, Philippe
Angelini, Giovanni	Bootstrapping DSGE models
Arduini, Tiziano	Parametric and Semiparametric IV Estimation of Network Models with Selectivity
Avdijev, Stefan	Measuring contagion risk in international banking flows
Ayala, Diana
B
Bacchiocchi, Emanuele	Monetary policy, uncertainty and gross capital flows: A mixed frequency approach On the Identification of Interdependence and Contagion of Financial Crises
Baltrunaite, Audinga	Political Contributions and Public Procurement: Evidence from Lithuania
Banulescu, Denisa
Barbieri, Paolo Nicola
Barra, Cristian	Bank performance and financial stability. How does the manager handle risk-taking in different market structures?
Bartolucci, Francesco	Pseudo-Conditional inference in binary short panels with predetermined covariates
Bastianin, Andrea	Monetary policy, uncertainty and gross capital flows: A mixed frequency approach
Battisti, Michele
Battiston, Giacomo	Incorporating Preference axioms in Discrete Choice Experiment design
Battiston, Pietro	Audit publicity and tax compliance: a quasi-natural experiment
Bauwens, Luc
Beattie, Graham
Benetton, Matteo	Specialisation in mortgage risk under Basel II
Berton, Fabio	Banks, firms and jobs
Bettin, Giulia	State dependence and unobserved heterogeneity in a double hurdle model for remittances: evidence from immigrants to Germany
Billeri, Margherita	Politics and Budget of the Regional Government
Billio, Monica	Bayesian Tensor Regression Bayesian nonparametric sparse seemingly unrelated regression models (SUR)
Binning, Andrew	Forecast uncertainty in the neighborhood of the effective lower bound: How much asymmetry should we expect?
Biscardo, Carlo Alberto	WHO SHOULD MONITOR JOB SICK LEAVE?
Boccia, Marinella	An Assessment of the Access to Credit – Welfare Nexus: Evidence from Mauritania
Bonaccolto, Giovanni	Asset Allocation Strategies Based on Penalized Quantile Regression Estimation and model-based combination of causality networks
Bontempi, Maria Elena
Boschi, Melisso
Bottasso, Anna	Firm Dynamics and Employment Protection: Evidence from Sectoral Data
Bottazzi, Giulio	New Insights into Financial Markets Efficiency: A Present Value Approach
Bottazzi, Renata	Wealth Effects and the Consumption of Italian Households in the Great Recession
Braione, Manuela
Bruns, Martin	Sign restricted Smooth Transition VAR models
Bucciol, Alessandro	WHO SHOULD MONITOR JOB SICK LEAVE?
Buonanno, Paolo	The Legacy of Political History 1000-1800 for Attitudes Towards the State: Disaggregated Analysis for Italy
Burriel, Pablo
C
Caloia, Francesco	Asymmetric semi-volatility spillover effects in the EMU stock markets
Calzolari, Giorgio	Estimating Stable Latent Factor Models by Indirect Inference
Candila, Vincenzo	Comparing multivariate volatility forecasts by direct and indirect approaches
Canova, Fabio	Mending the broken link: heterogeneous bank lending and monetary policy pass-through
Capasso, Marco	Macroeconomic responses to an independent monetary policy shock: a (more) agnostic identification procedure
Caporin, Massimiliano	Jump risk and pricing implications Asset Allocation Strategies Based on Penalized Quantile Regression Estimation and model-based combination of causality networks News Measures for Volatility Modelling and Forecasting
Cappelli, Carmela	Tree based methods for classifying risky financial institutions
Capuano, Stella	Offshoring and firm overlap
Caramellino, Gianpaolo
Casarin, Roberto	Bayesian Tensor Regression Bayesian nonparametric sparse seemingly unrelated regression models (SUR) Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model
Castagnetti, Carolina	The Convergence of the Gender Pay Gap. An Alternative Estimation Approach
Catania, Leopoldo	Dynamic Adaptive Mixture Models
Cattivelli, Luca	The seasonal heterogeneous INGARCH model
Cavaliere, Giuseppe	Bootstrapping non-causal autoregressions: with an application to tests for bubbles Bootstrap inference under random distributional limits Co-integration rank determination in partial systems using information criteria Bootstrapping DSGE models
Cavicchioli, Maddalena	Does threshold cointegration matter for short-term interactions between US commodity prices and inflation? A historical perspective
Cerchiello, Paola	Bank distress in news and numerical financial data
Cervellati, Matteo	The Legacy of Political History 1000-1800 for Attitudes Towards the State: Disaggregated Analysis for Italy
Chen, Mingli	Estimation of Nonlinear Panel Models with Multiple Unobserved Effects
Ciammola, Anna	The Italian GDP at t+30 days: model estimation, real time analysis and performance evaluation
Ciani, Emanuele
Ciccarelli, Matteo	Mending the broken link: heterogeneous bank lending and monetary policy pass-through
Cipollini, Andrea	Credit demand and supply shocks in Italy Asymmetric semi-volatility spillover effects in the EMU stock markets
Colombo, Valentina
Conti, Antonio	The Financial Stability Dark Side of Monetary Policy
Conti, Antonio
Conti, Maurizio	Firm Dynamics and Employment Protection: Evidence from Sectoral Data
Corradi, Valentina	Conditional alphas and realized betas Improved Tests for Robust Forecast Comparison
Corradin, Fausto	Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions
Cosma, Antonio	Indirect inference estimation of nonlinear dynamic panel data models
Covi, Giovanni	End of the Sovereign-Bank Doom Loop in the European Union? The Bank Recovery and Resolution Directive
D
D'Addona, Stefano
D'Agostino, Antonello
D'Ignazio, Alessio
Dardanoni, Valentino	Inferring Cognitive Heterogeneity from Aggregate Choices Hospital Choice in the NHS
De Angelis, Luca	Co-integration rank determination in partial systems using information criteria
de Blasio, Guido
De Luca, Giuseppe	Balanced variable addition in linear models, with an application to the long-term health effects of childhood circumstances Weighted-average least squares estimation of generalized linear models
De Nardi, Maria Cristina	Saving during retirement
Del Boca, Daniela	Early Childcare and Child Non Cognitive Outcomes
Delle Monache, Davide	Adaptive state space models with applications to the business cycle and financial stress
Destefanis, Sergio	Changing Monetary Regime: Does It Improve Macroeconomic Performance?
Di Iorio, Francesca	Tree based methods for classifying risky financial institutions Evaluating Restricted Common Factor models for non-stationary data A deeper analysis on pharmaceutical submarket Concentration: the US market in 1987-1998
Distaso, Walter	Jump risk and pricing implications Conditional alphas and realized betas
Drago, Francesco	The Political Cost of Being Soft on Crime: Evidence from a Natural Experiment
Dufour, Jean-Marie	Wald tests when restrictions are locally singular
Dumitru, Ana-Maria	Market credit risk in Europe
Duncan, Denvil	Audit publicity and tax compliance: a quasi-natural experiment
Durante, Ruben
Durlauf, Steven
E
Eckley, Peter	Specialisation in mortgage risk under Basel II Measuring economic uncertainty using news-media textual data
Egger, Hartmut	Offshoring and firm overlap
Enache, Andreea	Nonparametric Estimation for Regulation Models
Eydam, Ulrich	End of the Sovereign-Bank Doom Loop in the European Union? The Bank Recovery and Resolution Directive
F
Fachin, Stefano	Evaluating Restricted Common Factor models for non-stationary data
Fanelli, Luca	Co-integration rank determination in partial systems using information criteria Bootstrapping DSGE models
Fedele, Alessandro
Fernandes, Marcelo	Conditional alphas and realized betas
Ferroni, Filippo
Fiaschi, Davide	Asymmetric Macroeconomic Volatility in European Regions
Fiorentini, Gabriele	Consistent non-Gaussian pseudo maximum likelihood estimators
Florens, Jean-Pierre	Nonparametric Estimation for Regulation Models
Forlani, Emanuele	Natives and Migrants in Home Production: The Case of Germany
Foroni, Claudia	Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model
Fragetta, Matteo	Changing Monetary Regime: Does It Improve Macroeconomic Performance?
Franchi, Massimo	General representation theorems for cointegration
G
Gabriel, Vasco
Gagliardini, Patrick	A diagnostic criterion for approximate factor structure
Gagliarducci, Stefano	War of the Waves: Radio Propaganda, Violence and Political Polarization
Galbiati, Roberto	The Political Cost of Being Soft on Crime: Evidence from a Natural Experiment
Galesi, Alessandro
Galli, Fausto	Indirect inference estimation of nonlinear dynamic panel data models
Gallo, Giampiero M.	Combining Markov Switching and Smooth Transition in Modeling Volatility: A Fuzzy Regime MEM
Gamba, Simona	Audit publicity and tax compliance: a quasi-natural experiment
Ganics, Gergely
Garbarino, Nicola	Specialisation in mortgage risk under Basel II
Gasteiger, Emanuel	Changing Monetary Regime: Does It Improve Macroeconomic Performance?
Gazzani, Andrea	Proxy-SVAR as a Bridge between Mixed Frequencies
Georgiev, Iliyan	Bootstrap inference under random distributional limits
Giacomini, Raffaella	Uncertain Identification
Gianmoena, Lisa	Asymmetric Macroeconomic Volatility in European Regions
Giorgetti, Maria Letizia	A deeper analysis on pharmaceutical submarket Concentration: the US market in 1987-1998
Giudici, Paolo	Bail-in or Bail-out? The Atlante example from a systemic risk perspective Measuring contagion risk in international banking flows
Golinelli, Roberto
Gospodinov, Nikolay
Goulas, Sofoklis	Swine Flu, Class Attendance, and Exam Performance: Should we force students to go to class? Social Interactions Through Space and Time: Evidence from college enrollment and academic mobility
Grasseni, Mara
Grasso, Adriana
H
Hacioglu, Sinem	Interpreting latent dynamic factors by threshold FAVAR model
Halbleib, Roxana	Estimating Stable Latent Factor Models by Indirect Inference
Havari, Enkelejda	Transgenerational effects of war: Evidence from WWII in Europe
Hecq, Alain	Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?
Holden, Thomas	Market credit risk in Europe
Holden, Tom
Hurlin, Christophe
I
Iacopini, Matteo	Bayesian Tensor Regression
Iona, Alfonsina	A test for monotonicity of the investment-cash flow sensitivity
J
Jarocinski, Marek	An inflation-predicting measure of the output gap in the euro area
Jin, Sainan	Improved Tests for Robust Forecast Comparison
K
Kemp, Gordon C.R.	Dynamic vector mode regression
Kerssenfischer, Mark	The response of asset prices to monetary policy shocks: stronger than thought
Kirwin, Liam	Specialisation in mortgage risk under Basel II
Kitagawa, Toru	Uncertain Identification
Knight, Brian
Koch, Michael	Offshoring and firm overlap
Kourtellos, Andros
Kourtellos, Andros
Kyrtsou, Catherine	Does threshold cointegration matter for short-term interactions between US commodity prices and inflation? A historical perspective
L
Latsi, Georgia	Specialisation in mortgage risk under Basel II
Laudicella, Mauro	Hospital Choice in the NHS
Lavezzi, Andrea Mario
Lazzaroni, Sara	The Legacy of Political History 1000-1800 for Attitudes Towards the State: Disaggregated Analysis for Italy
Lenza, Michele	An inflation-predicting measure of the output gap in the euro area
Leonida, Leone	A test for monotonicity of the investment-cash flow sensitivity
Leorato, Samantha	Is a matrix exponential specification suitable for the modeling of spatial correlation structures?
Leymarie, Jérémy
Li Donni, Paolo	Hospital Choice in the NHS
Lieb, Lenard	Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?
Limosani, Michele	Politics and Budget of the Regional Government
Lodigiani, Elisabetta	Natives and Migrants in Home Production: The Case of Germany
Luati, Alessandra	The predictive density of a GARCH process
Lucchetti, Riccardo	State dependence and unobserved heterogeneity in a double hurdle model for remittances: evidence from immigrants to Germany
Lunde, Asger	Conditional alphas and realized betas
M
Maddaloni, Angela	Tree based methods for classifying risky financial institutions
Magnus, Jan	Balanced variable addition in linear models, with an application to the long-term health effects of childhood circumstances
Magnus, Jan R.	Weighted-average least squares estimation of generalized linear models
Maih, Junior	Forecast uncertainty in the neighborhood of the effective lower bound: How much asymmetry should we expect?
Maimone Ansaldo Patti, Dario	Do free choice and control affect individual preferences for redistribution? Evidence from a sample of 74 countries Freedom, Diversity, and the Taste for Revolt
Manzini, Paola	Inferring Cognitive Heterogeneity from Aggregate Choices
Marcellino, Massimiliano	Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model
Marino, Alba	Freedom, Diversity, and the Taste for Revolt
Marino, Francesca	Quality Time with Parents: Reconsidering Equality Concerns among Families with an Ill Child
Mariotti, Marco	Inferring Cognitive Heterogeneity from Aggregate Choices
Martinello, Alessandro	The Effect of Unexpected Inheritances on Wealth Accumulation: Precautionary Savings or Liquidity Constraints?
Martino, Enrica Maria	Early Childcare and Child Non Cognitive Outcomes
Masiero, Ilaria	The effect of police on crime: Evidence from the 2014 World Cup in São Paulo
Massacci, Daniele	Unstable Diffusion Indexes: With an Application to Bond Risk Premia
Mastromarco, Camilla	Cross-Section Dependence and Latent Heterogeneity to Evaluate the Impact of Human Capital on Country Performance: a Robust Nonparametric Frontier Model
Maynard, Alex
Mazzolini, Gabriele	The Effect of Audits on Tax Compliance: Evidence from Italy
Megalokonomou, Rigissa	Swine Flu, Class Attendance, and Exam Performance: Should we force students to go to class? Social Interactions Through Space and Time: Evidence from college enrollment and academic mobility
Mele, Gianluca	An Assessment of the Access to Credit – Welfare Nexus: Evidence from Mauritania
Mendolicchio, Concetta	Natives and Migrants in Home Production: The Case of Germany
Mezzetti, Maura	Is a matrix exponential specification suitable for the modeling of spatial correlation structures?
Millemaci, Emanuele	Politics and Budget of the Regional Government
Millo, Giovanni	Testing for Serial Correlation in Spatial Panels
Miniaci, Raffaele	Dynamic quantile regression models and capital structure: heterogeneous reaction to tax incentives and profitability
Missale, Alessandro	Monetary policy, uncertainty and gross capital flows: A mixed frequency approach
Moauro, Filippo	The Italian GDP at t+30 days: model estimation, real time analysis and performance evaluation
Mocetti, Sauro	Banks, firms and jobs
Moneta, Alessio	Macroeconomic responses to an independent monetary policy shock: a (more) agnostic identification procedure
Monteforte, Fabio	Do free choice and control affect individual preferences for redistribution? Evidence from a sample of 74 countries
Morana, Claudio	Semiparametric Estimation of Multivariate GARCH Models
Mosconi, Rocco	FORMULA I(1): Circuits for Likelihood Maximization Algorithms in I(1) and I(2) VAR models
Mouchart, Michel
Muzzioli, Silvia	Asymmetric semi-volatility spillover effects in the EMU stock markets
N
Navarra, Pietro	Do free choice and control affect individual preferences for redistribution? Evidence from a sample of 74 countries Freedom, Diversity, and the Taste for Revolt
Nedeljkovic, Milan
Nembrini, Stefano	Dynamic quantile regression models and capital structure: heterogeneous reaction to tax incentives and profitability
Neri, Stefano
Nicola, Giancarlo	Bank distress in news and numerical financial data
Nicolo', Antonio	Incorporating Preference axioms in Discrete Choice Experiment design
Nielsen, Heino Bohn	Bootstrapping non-causal autoregressions: with an application to tests for bubbles
Nobili, Andrea
O
Onorato, Massimilano	War of the Waves: Radio Propaganda, Violence and Political Polarization
Origo, Federica
Orsi, Renzo
Ossola, Elisa	A diagnostic criterion for approximate factor structure
Otranto, Edoardo	Combining Markov Switching and Smooth Transition in Modeling Volatility: A Fuzzy Regime MEM
P
Paccagnini, Alessia
Pace, Noemi	Incorporating Preference axioms in Discrete Choice Experiment design
Pacicco, Fausto	Full Disclosure and Financial Stability: How Does the Market Digest the Transparency Shock?
Pagani, Laura	The Effect of Audits on Tax Compliance: Evidence from Italy
Panteghini, Paolo	Dynamic quantile regression models and capital structure: heterogeneous reaction to tax incentives and profitability
Panzica, Roberto	Estimation and model-based combination of causality networks
Papana, Angeliki	Does threshold cointegration matter for short-term interactions between US commodity prices and inflation? A historical perspective
Parente, Paulo	Dynamic vector mode regression
Parenti, Angela	Asymmetric Macroeconomic Volatility in European Regions
Parisi, Laura	Bail-in or Bail-out? The Atlante example from a systemic risk perspective
Parla, Fabio	Credit demand and supply shocks in Italy
Paruolo, Paolo	The predictive density of a GARCH process General representation theorems for cointegration FORMULA I(1): Circuits for Likelihood Maximization Algorithms in I(1) and I(2) VAR models
Pasini, Giacomo	Incorporating Preference axioms in Discrete Choice Experiment design
Patacchini, Eleonora	Parametric and Semiparametric IV Estimation of Network Models with Selectivity
Paterlini, Sandra	Asset Allocation Strategies Based on Penalized Quantile Regression
Pennesi, Daniele	Intertemporal discrete choice
Peracchi, Franco	Balanced variable addition in linear models, with an application to the long-term health effects of childhood circumstances Weighted-average least squares estimation of generalized linear models Transgenerational effects of war: Evidence from WWII in Europe
Pereda-Fernández, Santiago	Copula-Based Random Effects Models for Clustered Data
Pertile, Paolo	WHO SHOULD MONITOR JOB SICK LEAVE?
Pesavento, Elena
Petrella, Ivan	Adaptive state space models with applications to the business cycle and financial stress
Pfaffermayr, Michael	On the Estimation of Structural Gravity Models
Piffer, Michele	Sign restricted Smooth Transition VAR models
Pigini, Claudia	State dependence and unobserved heterogeneity in a double hurdle model for remittances: evidence from immigrants to Germany Pseudo-Conditional inference in binary short panels with predetermined covariates
Pirino, Davide	The seasonal heterogeneous INGARCH model
Poli, Francesco	News Measures for Volatility Modelling and Forecasting
Prarolo, Giovanni	The Legacy of Political History 1000-1800 for Attitudes Towards the State: Disaggregated Analysis for Italy
Presbitero, Andrea	Banks, firms and jobs
Pronzato, Chiara Daniela	Early Childcare and Child Non Cognitive Outcomes
R
Rahbek, Anders	Bootstrapping non-causal autoregressions: with an application to tests for bubbles
Rainone, Edoardo	Parametric and Semiparametric IV Estimation of Network Models with Selectivity
Raponi, Valentina	Estimating Risk Premia Using Large Cross-Sections
Ravazzolo, Francesco	Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model
Reichlin, Lucrezia	Nowcasting
Renault, Eric	Wald tests when restrictions are locally singular
Richiardi, Matteo	Banks, firms and jobs
Rizzica, Lucia	Persuadable perceptions: The effect of exposure to media on corruption measures
Robotti, Cesare	Estimating Risk Premia Using Large Cross-Sections
Ropele, Tiziano
Rossi, Barbara	Understanding the Sources of Macroeconomic Uncertainty
Rossi, Eduardo	Monetary policy, uncertainty and gross capital flows: A mixed frequency approach
Rossi, Lorenza
Rossini, Luca	Bayesian nonparametric sparse seemingly unrelated regression models (SUR)
Rosti, Luisa	The Convergence of the Gender Pay Gap. An Alternative Estimation Approach
Rönnqvist, Samuel	Bank distress in news and numerical financial data
S
Saborowski, Christian
Salvestrini, Viola
Santi, Caterina	New Insights into Financial Markets Efficiency: A Present Value Approach
Santoro, Alessandro	The Effect of Audits on Tax Compliance: Evidence from Italy
Santoro, Alessandro	Audit publicity and tax compliance: a quasi-natural experiment
Santos Silva, J.M.C.	Dynamic vector mode regression
Sarlin, Peter	Bank distress in news and numerical financial data
Sartore, Domenico	Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions
Scaillet, Olivier	A diagnostic criterion for approximate factor structure
Schmerer, Hans-Joerg	Offshoring and firm overlap
Sekhposyan, Tatevik	Understanding the Sources of Macroeconomic Uncertainty
Sen, Ananya
Sensini, Luca	An Assessment of the Access to Credit – Welfare Nexus: Evidence from Mauritania
Sentana, Enrique	Normality tests for latent variables Consistent non-Gaussian pseudo maximum likelihood estimators
Simar, Léopold	Cross-Section Dependence and Latent Heterogeneity to Evaluate the Impact of Human Capital on Country Performance: a Robust Nonparametric Frontier Model
Simona, Comi
Sobbrio, Francesco	War of the Waves: Radio Propaganda, Violence and Political Polarization The Political Cost of Being Soft on Crime: Evidence from a Natural Experiment
Soupre, Matthieu	Understanding the Sources of Macroeconomic Uncertainty
Spelta, Alessandro	Measuring contagion risk in international banking flows
Squadrani, Matteo
Srakar, Andrej	Economic effects of Venice Carnivals: An ex-post econometric verification approach
Storti, Giuseppe
Strauss, Magdalena	Is a matrix exponential specification suitable for the modeling of spatial correlation structures?
Sulis, Giovanni	Firm Dynamics and Employment Protection: Evidence from Sectoral Data
Swanson, Norman	Improved Tests for Robust Forecast Comparison
Sögner, Leopold	Fully Modified OLS Estimation of Spatially Correlated Cointegrated Relationships
T
Tabellini, Guido	War of the Waves: Radio Propaganda, Violence and Political Polarization
Tagliabracci, Alex
Telg, Sean	Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?
Toepfer, Marina	The Convergence of the Gender Pay Gap. An Alternative Estimation Approach
Tonello, Marco	Persuadable perceptions: The effect of exposure to media on corruption measures
Triacca, Umberto	Granger causality between vectors of time series: A Puzzling Property
Trucchi, Serena	Wealth Effects and the Consumption of Italian Households in the Great Recession
Tuzcuoglu, Kerem	Interpreting latent dynamic factors by threshold FAVAR model
Tyson, Chris	Inferring Cognitive Heterogeneity from Aggregate Choices
V
Vecco, Marilena	Economic effects of Venice Carnivals: An ex-post econometric verification approach
Vena, Luigi	Full Disclosure and Financial Stability: How Does the Market Digest the Transparency Shock?
Venditti, Fabrizio	The Financial Stability Dark Side of Monetary Policy
Venditti, Fabrizio	Adaptive state space models with applications to the business cycle and financial stress
Venegoni, Andrea	Full Disclosure and Financial Stability: How Does the Market Digest the Transparency Shock?
Vexin, Igor	Adding overnight to the Daily Covariance
Vicondoa, Alejandro	Proxy-SVAR as a Bridge between Mixed Frequencies
Vogelsang, Timothy J.	An Integrated Modified OLS RESET Test for Cointegrating Regressions
Volpicella, Alessio	Uncertain Identification
W
Wagner, Martin	An Integrated Modified OLS RESET Test for Cointegrating Regressions Fully Modified OLS Estimation of Spatially Correlated Cointegrated Relationships
Wakefield, Matthew	Wealth Effects and the Consumption of Italian Households in the Great Recession
Z
Zaffaroni, Paolo	Estimating Risk Premia Using Large Cross-Sections
Zambon, Nancy	Jump risk and pricing implications
Zanetti Chini, Emilio
Zinde-Walsh, Victoria	Wald tests when restrictions are locally singular
Zotti, Roberto	Bank performance and financial stability. How does the manager handle risk-taking in different market structures?

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