Talk Author Index

TALK AUTHOR INDEX

Shortcuts: A B C D E F G H I K L M N O P R S T U V W Z

A
Addessi, William	Differences in Sectoral Price Dynamics among Italian Regions: Effects on Expenditure Composition and Welfare
Agasisti, Tommaso	When the Need Meets Merit: The Role of Merit Requirements in Need-based Student Aid
Alessi, Lucia	A time-varying Greenium for European stocks
Alqarelleh, Huthaifa	Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market
Amendola, Adalgiso	School Value Added in Italy: evidence from a Primary education level employing different measures. Market structure and financial stability: the interaction between profit-oriented and mutual cooperative banks in Italy
Amendola, Alessandra	School Value Added in Italy: evidence from a Primary education level employing different measures. Doubly Multiplicative Error Models with Long– and Short–run Components
Anatolyev, Stanislav	Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions
Angelini, Giovanni	Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? BOOTSTRAP DIAGNOSTICS IN PROXY-SVARS WITH WEAK PROXIES
Angelini, Giovanni	Time-varying Poisson autoregressions with exogenous covariates
Arigoni, Filippo	World shocks and commodity price fluctuations: evidence from resource-rich economies
B
Bacchiocchi, Emanuele	SVARs with breaks: Identification and inference
Baiardi, Donatella	Climate change awareness: Empirical evidence for the European Union
Balia, Silvia	One plus one makes less than two? Consolidation policies and mortality: the case of the Italian Local Health Authorities Depowering Risk: Vehicle Power Restriction and Young Driver Accidents in Italy
Baltrunaite, Audinga	Board composition and performance of state-owned enterprises: Evidence from a natural experiment
Bandi, Federico	Realized moments: identification and pricing Systematic staleness
Barigozzi, Matteo	Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm
Barra, Cristian	Basel Accords and Banking Inefficiency: Evidence from the Italian Local Market Market structure and financial stability: the interaction between profit-oriented and mutual cooperative banks in Italy
Bartolucci, Francesco	Partial effects estimation for fixed-effects logit panel data models Streaming and peer effects on the development of social capital: An analysis based on a multivariate causal hidden Markov model
Bellia, Asya	Disability and happiness: the role of accessibility
Berta, Paolo	Real Time Forecasting of Covid-19 Intensive Care Units demand
Bloom, David E	The Long-Term Cognitive and Schooling Effects of Childhood Vaccinations in China
Boccia, Marinella	School Value Added in Italy: evidence from a Primary education level employing different measures. Market structure and financial stability: the interaction between profit-oriented and mutual cooperative banks in Italy
Boswijk, Peter	BOOTSTRAPPING NON-STATIONARY STOCHASTIC VOLATILITY
Bratti, Massimiliano	When the Need Meets Merit: The Role of Merit Requirements in Need-based Student Aid
Brau, Rinaldo	One plus one makes less than two? Consolidation policies and mortality: the case of the Italian Local Health Authorities University students' mobility and the role of need-based grants and accommodation services in Italy Depowering Risk: Vehicle Power Restriction and Young Driver Accidents in Italy
Brettschneider, Julia	Make hay while the sun shines: an empirical study of maximum price, regret and trading decisions
Brianti, Marco	Financial Shocks, Uncertainty Shocks, and Monetary Policy Trade-Offs
Bruno, Randolph	The identication of time-invariant variables in a fixed effect framework
Buccheri, Giuseppe	A Structural Model of Market Friction with Time-varying Volatility
Burro, Giovanni	Make hay while the sun shines: an empirical study of maximum price, regret and trading decisions
Busetti, Fabio	The time-varying risk of Italian GDP
C
Caggiano, Giovanni	Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly
Caivano, Michele	The time-varying risk of Italian GDP
Calamunci, Francesca Maria	Anti-Mafia Law Enforcement and Lending in Mafia's Lands. Evidence from the Judicial Administration in Italy
Candila, Vincenzo	Doubly Multiplicative Error Models with Long– and Short–run Components
Canepa, Alessandra	Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market
Cannella, Mario	Board composition and performance of state-owned enterprises: Evidence from a natural experiment
Caporin, Massimiliano	Do jumps matter in Realized Volatility modeling and forecasting? Empirical evidence and a new model
Carallo, Giulia	Generalized Poisson Dierence Autoregressive Processes
Carr, Thomas	Testing Instrument Validity with Covariates
Casarin, Roberto	Generalized Poisson Dierence Autoregressive Processes
Casoli, Chiara	A cointegration-based Permanent-Transitory decomposition for Dynamic Factor Models: long and short-run co-movement of commodity prices
Castelnuovo, Efrem	Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?
Castelnuovo, Efrem	Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly
Cavaliere, Giuseppe	BOOTSTRAP DIAGNOSTICS IN PROXY-SVARS WITH WEAK PROXIES BOOTSTRAP INFERENCE FOR POINT PROCESS MODELS, WITH APPLICATIONS TO HAWKES PROCESSES BOOTSTRAPPING NON-STATIONARY STOCHASTIC VOLATILITY
Cerulli, Giovanni	Optimal Policy Learning: From Theory to Practice
Chan, Kung-Sik	Unit-root test within a threshold ARMA framework
Cimadomo, Jacopo	Nowcasting with Large Bayesian Vector Autoregressions
Cipollini, Andrea	Default rates spillovers: an analysis based on Italian regional data
Cipollini, Fabrizio	Doubly Multiplicative Error Models with Long– and Short–run Components
Colagrossi, Marco	Hang Up on Stereotypes: Domestic Violence and Anti-Abuse Helpline Campaign
Conti, Maurizio	Employment Protection and Firm-provided Training in Dual Labour Markets
Corazzini, Luca	The Influence of Personality Traits on University Performance: Evidence from Italian Freshmen Students
Corradi, Valentina	Conditional Quantile Coverage: an Application to Growth-at-Risk
Corrado, Luisa	Micro level data for macro models: the distributional effects of monetary policy.
Cubadda, Gianluca	Dimension Reduction for High Dimensional Vector Autoregressive Models The Time-Varying Multivariate Autoregressive Index Model
D
D'Arrigo, Silvia	The Influence of Personality Traits on University Performance: Evidence from Italian Freshmen Students
D'Innocenzo, Enzo	Time-varying Poisson autoregressions with exogenous covariates
Dardanoni, Valentino	Mixture Choice Data: Revealing Preferences and Cognition*
Dave, Chetan	On rational fat tails
De Angelis, Luca	Time-varying Poisson autoregressions with exogenous covariates
De Benedetto, Marco Alberto	Anti-Mafia Law Enforcement and Lending in Mafia's Lands. Evidence from the Judicial Administration in Italy
De Luca, Giuseppe	Sampling properties of the Bayesian posterior mean with an application to WALS estimation
De Polis Andera, Andrea	Modeling and Forecasting Macroeconomic Downside Risk
Deiana, Claudio	Hang Up on Stereotypes: Domestic Violence and Anti-Abuse Helpline Campaign
Delle Monache, Davide	Modeling and Forecasting Macroeconomic Downside Risk
Delle Monache, Davide	The time-varying risk of Italian GDP
Delrio, Silvia	Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly
Di Iorio, Francesca	Forecasting mortality rates and life expectancy: a multi-country, multi-loss assessment
Di Liberto, Adriana	Does a Part-Time School Principal Harm Students? Evidence from a School Consolidation Program in Italy
Diwambuena, Josue Mabulango	Identification of Labor Market Shocks
E
Etzo, Ivan	International human capital mobility and FDI: Evidence from G20 countries Differences in Sectoral Price Dynamics among Italian Regions: Effects on Expenditure Composition and Welfare
F
Fachin, Stefano	Forecasting mortality rates and life expectancy: a multi-country, multi-loss assessment
Fanelli, Luca	Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? BOOTSTRAP DIAGNOSTICS IN PROXY-SVARS WITH WEAK PROXIES
Fantozzi, Daniela	Micro level data for macro models: the distributional effects of monetary policy.
Favaro, Donata	Streaming and peer effects on the development of social capital: An analysis based on a multivariate causal hidden Markov model
Fernandez, Raul	A sentiment-based risk indicator for the Mexican financial sector
Ferrari, Massimo	Do words hurt more than actions? The impact of trade tensions on financial markets
Fiorentini, Gabriele	Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions
Flora, Maria	V-shapes
Fosten, Jack	Conditional Quantile Coverage: an Application to Growth-at-Risk
Fronzetti Colladon, Andrea	Forecasting financial markets with semantic network analysis in the COVID-19 crisis
G
Gallo, Giampiero M.	Doubly Multiplicative Error Models with Long– and Short–run Components
Georgiev, Iliyan	BOOTSTRAPPING NON-STATIONARY STOCHASTIC VOLATILITY
Geraci, Andrea	Hang Up on Stereotypes: Domestic Violence and Anti-Abuse Helpline Campaign
Giancaterini, Francesco	Asymptotic properties of the ML estimator for mixed causal and noncausal models with generalized Student’s t-distribution.
Giannerini, Simone	Unit-root test within a threshold ARMA framework
Giannone, Domenico	Nowcasting with Large Bayesian Vector Autoregressions
Ginker, Tim	LSTUR Regression Theory and the Instability of the Sample Correlation Coefficient Between Financial Return Indices
Giua, Ludovica	Hang Up on Stereotypes: Domestic Violence and Anti-Abuse Helpline Campaign
Goncalves, Silvia	Impulse response analysis for structural dynamic models with nonlinear regressors
Goracci, Greta	Unit-root test within a threshold ARMA framework
Grandi, Pietro	The Upside Down: French banks under negative policy rates
Grassi, Stefano	Forecasting financial markets with semantic network analysis in the COVID-19 crisis A Structural Model of Market Friction with Time-varying Volatility The Time-Varying Multivariate Autoregressive Index Model
Guardabascio, Barbara	The Time-Varying Multivariate Autoregressive Index Model
Guille, Marianne	The Upside Down: French banks under negative policy rates
Gutknecht, Daniel	Conditional Quantile Coverage: an Application to Growth-at-Risk
H
Hecq, Alain	Inference in Non-stationary High-Dimensional VARs Dimension Reduction for High Dimensional Vector Autoregressive Models Asymptotic properties of the ML estimator for mixed causal and noncausal models with generalized Student’s t-distribution.
Henderson, Vicky	Make hay while the sun shines: an empirical study of maximum price, regret and trading decisions
Herculano, Miguel	INVESTOR SENTIMENT AND GLOBAL ECONOMIC CONDITIONS
Herrera, Ana Maria	Impulse response analysis for structural dynamic models with nonlinear regressors
I
Iacopini, Matteo	Proper scoring rules for evaluating asymmetry in density forecasting
K
Kapetanios, George	Testing the Adequacy of the Fixed Effects Estimator in the Presence of Cross-section Dependence
Kilian, Lutz	Impulse response analysis for structural dynamic models with nonlinear regressors
Kima, Richard	Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly
Kitagawa, Toru	Constrained Classification and Policy Learning Testing Instrument Validity with Covariates SVARs with breaks: Identification and inference
Kohns, David	Horseshoe Prior Bayesian Quantile Regression
Kolokolov, Aleksey	Realized moments: identification and pricing
Kurcz, Frederik	Do words hurt more than actions? The impact of trade tensions on financial markets
L
Lauper, Christoph	Monetary policy shocks and inflation inequality
Lenza, Michele	Nowcasting with Large Bayesian Vector Autoregressions
Lieberman, Offer	LSTUR Regression Theory and the Instability of the Sample Correlation Coefficient Between Financial Return Indices
Lombardi, Marco	Bargaining power and the Phillips curve: a micro-macro analysis
Lovaglio, Piergiorgio	Real Time Forecasting of Covid-19 Intensive Care Units demand
Lu, Ye	BOOTSTRAP INFERENCE FOR POINT PROCESS MODELS, WITH APPLICATIONS TO HAWKES PROCESSES
Lucchetti, Riccardo	A Bayesian Model Averaging Analysis for Propensity Score Matching in Tax Rebate
Lucchetti, Riccardo	A cointegration-based Permanent-Transitory decomposition for Dynamic Factor Models: long and short-run co-movement of commodity prices
Luciani, Matteo	Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm
Lutkebohmert, Eva	INVESTOR SENTIMENT AND GLOBAL ECONOMIC CONDITIONS
M
Magazzini, Laura	The identication of time-invariant variables in a fixed effect framework
Magnus, Jan R.	Sampling properties of the Bayesian posterior mean with an application to WALS estimation
Mamonov, Mikhail	Too Good is Bad? Exuberance Indicators and the Business Cycle
Mangiante, Giacomo	Monetary policy shocks and inflation inequality
Manzini, Paola	Mixture Choice Data: Revealing Preferences and Cognition*
Margaritella, Luca	Inference in Non-stationary High-Dimensional VARs
Mariotti, Marco	Mixture Choice Data: Revealing Preferences and Cognition*
Massacci, Daniele	Measuring Systematic Comovement with Approximate Threshold Group-Factor Models Factor Models with Downside Risk
Massimiliano, Bratti	Employment Protection and Firm-provided Training in Dual Labour Markets
Mastromarco, Camilla	Spatial Technological Clubs across Europe: A Panel Data Model with Cross Sectional Dependence
Mertens, Matthias	Labor Market Power and Between-Firm Wage (In)Equality
Metelli, Luca	Fiscal space and the size of the Fiscal Multiplier
Millemaci, Emanuele	The Influence of Personality Traits on University Performance: Evidence from Italian Freshmen Students
Minaya, Veronica	When the Need Meets Merit: The Role of Merit Requirements in Need-based Student Aid
Mocetti, Sauro	Board composition and performance of state-owned enterprises: Evidence from a natural experiment
Moneta, Alessio	Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study
Monti, Francesca	Nowcasting with Large Bayesian Vector Autoregressions
Morana, Claudio	Climate change awareness: Empirical evidence for the European Union
N
Navarra, Pietro Maria	The Influence of Personality Traits on University Performance: Evidence from Italian Freshmen Students
Neri, Lorenzo	Moving Opportunities: The Impact of Public Housing Regenerations on Student Achievement
Nieddu, Marco Giovanni	Depowering Risk: Vehicle Power Restriction and Young Driver Accidents in Italy
O
Oskorouchi, Hamid	The Long-Term Cognitive and Schooling Effects of Childhood Vaccinations in China
Ossola, Elisa	A time-varying Greenium for European stocks Climate Sin Stocks: Stock Price Reactions to Global Climate Strikes
Ovidi, Marco	Parents know better: primary school choice and student achievement in London
P
Paccagnini, Alessia	Identifying Uncertainty Shock: A Bayesian Mixed Frequency VAR Approach
Pacella, Claudia	The time-varying risk of Italian GDP
Pagliari, Maria Sole	Does one (unconventional) size fit all? Effects of the ECB's unconventional monetary policies on the euro area economies
Pagliari, Maria Sole	Do words hurt more than actions? The impact of trade tensions on financial markets
Pallante, Gianluca	Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study
Pallara, Kevin	Fiscal space and the size of the Fiscal Multiplier
Palma Guizar, Brenda	A sentiment-based risk indicator for the Mexican financial sector
Palumbo, Dario	Testing and Modelling Time Series with Time Varying Tails
Panzica, Roberto	A time-varying Greenium for European stocks
Papaccio, Anna	Basel Accords and Banking Inefficiency: Evidence from the Italian Local Market Market structure and financial stability: the interaction between profit-oriented and mutual cooperative banks in Italy
Parla, Fabio	Identifying Uncertainty Shock: A Bayesian Mixed Frequency VAR Approach Default rates spillovers: an analysis based on Italian regional data
Paruolo, Paolo	Real Time Forecasting of Covid-19 Intensive Care Units demand
Pau, Sara	One plus one makes less than two? Consolidation policies and mortality: the case of the Italian Local Health Authorities Does a Part-Time School Principal Harm Students? Evidence from a School Consolidation Program in Italy
Pedini, Luca	A Bayesian Model Averaging Analysis for Propensity Score Matching in Tax Rebate
Pennoni, Fulvia	Streaming and peer effects on the development of social capital: An analysis based on a multivariate causal hidden Markov model
Peracchi, Franco	Sampling properties of the Bayesian posterior mean with an application to WALS estimation
Pesavento, Elena	Impulse response analysis for structural dynamic models with nonlinear regressors
Pestova, Anna	Too Good is Bad? Exuberance Indicators and the Business Cycle
Petrella, Ivan	Modeling and Forecasting Macroeconomic Downside Risk
Petri, Henrick	Mixture Choice Data: Revealing Preferences and Cognition*
Piazzalunga, Daniela	The Effect of Temporary Employment on Labour Market Outcomes
Pigini, Claudia	A Bayesian Model Averaging Analysis for Propensity Score Matching in Tax Rebate Partial effects estimation for fixed-effects logit panel data models
Pinchetti, Marco	The Global Information Effect: Central Bank Information, International Spillovers, and Flight to Quality
Pirino, Davide	Realized moments: identification and pricing Systematic staleness
Pulina, Manuela	Differences in Sectoral Price Dynamics among Italian Regions: Effects on Expenditure Composition and Welfare
Pyrlik, Vladimir	Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions
R
Rahbek, Anders	BOOTSTRAP INFERENCE FOR POINT PROCESS MODELS, WITH APPLICATIONS TO HAWKES PROCESSES
Rahbek, Anders	BOOTSTRAPPING NON-STATIONARY STOCHASTIC VOLATILITY
Ramelli, Stefano	Climate Sin Stocks: Stock Price Reactions to Global Climate Strikes
Rancan, Michela	Climate Sin Stocks: Stock Price Reactions to Global Climate Strikes
Ravazzolo, Francesco	Proper scoring rules for evaluating asymmetry in density forecasting
Ravazzolo, Francesco	Forecasting financial markets with semantic network analysis in the COVID-19 crisis Identification of Labor Market Shocks
Renò, Roberto	V-shapes Realized moments: identification and pricing Systematic staleness
Rettore, Enrico	The Effect of Temporary Employment on Labour Market Outcomes
Rho, Caterina	A sentiment-based risk indicator for the Mexican financial sector
Riggi, Marianna	Bargaining power and the Phillips curve: a micro-macro analysis
Rivolta, Giulia	Measuring the effects of U.S. uncertainty and monetary conditions on EME’s macroeconomic dynamics
Robert, Christian	Generalized Poisson Dierence Autoregressive Processes
Roma, Giacomo	Board composition and performance of state-owned enterprises: Evidence from a natural experiment
Rossini, Luca	Proper scoring rules for evaluating asymmetry in density forecasting
Royer, Julien	Conditional asymmetry in ARCH (∞) models
Rubin, Mirco	Measuring Systematic Comovement with Approximate Threshold Group-Factor Models Equity Tail Risk in the Treasury Bond Market
Ruggiero, Nazzareno	Basel Accords and Banking Inefficiency: Evidence from the Italian Local Market
Ruzzi, Dario	Measuring Systematic Comovement with Approximate Threshold Group-Factor Models Equity Tail Risk in the Treasury Bond Market
S
Sakaguchi, Shosei	Constrained Classification and Policy Learning
Sarno, Lucio	Factor Models with Downside Risk
Sciulli, Dario	Streaming and peer effects on the development of social capital: An analysis based on a multivariate causal hidden Markov model
Sentana, Enrique	Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions
Serlenga, Laura	Testing the Adequacy of the Fixed Effects Estimator in the Presence of Cross-section Dependence
Serlenga, Laura	Spatial Technological Clubs across Europe: A Panel Data Model with Cross Sectional Dependence
Shin, Yongcheol	Spatial Technological Clubs across Europe: A Panel Data Model with Cross Sectional Dependence
Shin, Yongcheol	Testing the Adequacy of the Fixed Effects Estimator in the Presence of Cross-section Dependence
Silipo, Damiano Bruno	Anti-Mafia Law Enforcement and Lending in Mafia's Lands. Evidence from the Judicial Administration in Italy
Smeekes, Stephan	Inference in Non-stationary High-Dimensional VARs
Sokol, Andrej	Nowcasting with Large Bayesian Vector Autoregressions
Sonedda, Daniela	Born in the right place at the right time: what drives training contracts as a long-lasting employment device?
Sorge, Marco Maria	On rational fat tails
Sousa-Poza, Alfonso	The Long-Term Cognitive and Schooling Effects of Childhood Vaccinations in China
Srakar, Andrej	Modelling and measuring deaccessioning: A 2SLS-MIMIC and 2SLS-EMIMIC approach
Stypka, Oliver	Testing Linear Cointegration Against Smooth Transition Cointegration
Stærk-Østergaard, Jacob	BOOTSTRAP INFERENCE FOR POINT PROCESS MODELS, WITH APPLICATIONS TO HAWKES PROCESSES
Sulis, Giovanni	Employment Protection and Firm-provided Training in Dual Labour Markets
Szczepaniak, Andrzej	The Global Information Effect: Central Bank Information, International Spillovers, and Flight to Quality
Szendrei, Tibor	Horseshoe Prior Bayesian Quantile Regression
T
Takaoka, Sumiko	International human capital mobility and FDI: Evidence from G20 countries
Terranova, Roberta	Does Investor Sentiment drive M&As?
Tetenov, Aleksey	Constrained Classification and Policy Learning
Tommasi, Denni	Bounding Program Benefits When Participation is Misreported
Tong, Howell	Unit-root test within a threshold ARMA framework
Tornese, Tommaso	An Euro Area Term Structure Model with Time Varying Exposures
Trapani, Lorenzo	Factor Models with Downside Risk
Trecroci, Carmine	Measuring the effects of U.S. uncertainty and monetary conditions on EME’s macroeconomic dynamics
Tubaldi, Roberto	Mutual Funds' Fire Sales and the Real Economy: Evidence from Hurricanes
Tulli, Andrea	Sweeping the Dirt Under the Rug: Measuring Spillovers from an Anti-Corruption Measure
Tyson, Chris	Mixture Choice Data: Revealing Preferences and Cognition*
U
Udengaard Hansen, Nikolaj	Individual health indices via register-based health records and machine learning
Usala, Cristian	University students' mobility and the role of need-based grants and accommodation services in Italy
V
Valente, Marica	Heterogeneous effects of waste pricing policies
Valentini, Francesco	Partial effects estimation for fixed-effects logit panel data models
Vecco, Marilena	Modelling and measuring deaccessioning: A 2SLS-MIMIC and 2SLS-EMIMIC approach
Verbic, Miroslav	Modelling and measuring deaccessioning: A 2SLS-MIMIC and 2SLS-EMIMIC approach
Verzillo, Stefano	Real Time Forecasting of Covid-19 Intensive Care Units demand
Violante, Francesco	Forecasting financial markets with semantic network analysis in the COVID-19 crisis
Viviano, Eliana	Bargaining power and the Phillips curve: a micro-macro analysis
Vocalelli, Giorgio	A Structural Model of Market Friction with Time-varying Volatility
W
Wagner, Martin	Testing Linear Cointegration Against Smooth Transition Cointegration
Z
Zanetti Chini, Emilio	Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market Dynamic Asymmetry and Fiscal Policy
Zhang, Lina	Bounding Program Benefits When Participation is Misreported