Talk Keyword Index

TALK KEYWORD INDEX

This page contains an index consisting of author-provided keywords.

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'High-Frequency Data'	Micro level data for macro models: the distributional effects of monetary policy.
'Income Inequality'	Micro level data for macro models: the distributional effects of monetary policy.
'Local Projections'	Micro level data for macro models: the distributional effects of monetary policy.
'Monetary Policy'	Micro level data for macro models: the distributional effects of monetary policy.
'Survey Data'	Micro level data for macro models: the distributional effects of monetary policy.
2
2014 Italian tax credit reform	A Bayesian Model Averaging Analysis for Propensity Score Matching in Tax Rebate
A
accessibility	Disability and happiness: the role of accessibility
Accountability	School Value Added in Italy: evidence from a Primary education level employing different measures.
Adaptive Elastic-Net	Default rates spillovers: an analysis based on Italian regional data
admissible identified set	SVARs with breaks: Identification and inference
adverse deaccessioning	Modelling and measuring deaccessioning: A 2SLS-MIMIC and 2SLS-EMIMIC approach
affine term structure model	Equity Tail Risk in the Treasury Bond Market
Approximate Dynamic Factor Model	Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm
Approximate Factor Model	Measuring Systematic Comovement with Approximate Threshold Group-Factor Models
ARCH(∞) models	Conditional asymmetry in ARCH (∞) models
Asset prices	Measuring the effects of U.S. uncertainty and monetary conditions on EME’s macroeconomic dynamics
Asset pricing	A time-varying Greenium for European stocks Factor Models with Downside Risk
Asymmetric continuous probabilistic score	Proper scoring rules for evaluating asymmetry in density forecasting
Asymmetric Least Squares	The time-varying risk of Italian GDP
Asymmetric loss	Proper scoring rules for evaluating asymmetry in density forecasting
attention	Mixture Choice Data: Revealing Preferences and Cognition*
Autoregression	LSTUR Regression Theory and the Instability of the Sample Correlation Coefficient Between Financial Return Indices
Average partial effects	Partial effects estimation for fixed-effects logit panel data models
B
bank efficiency	Basel Accords and Banking Inefficiency: Evidence from the Italian Local Market
Bank Loans	Anti-Mafia Law Enforcement and Lending in Mafia's Lands. Evidence from the Judicial Administration in Italy
banks	A sentiment-based risk indicator for the Mexican financial sector The Upside Down: French banks under negative policy rates
Bargaining power	Bargaining power and the Phillips curve: a micro-macro analysis
Basel accord	Basel Accords and Banking Inefficiency: Evidence from the Italian Local Market
Bayesian	An Euro Area Term Structure Model with Time Varying Exposures
Bayesian Econometrics	INVESTOR SENTIMENT AND GLOBAL ECONOMIC CONDITIONS
Bayesian inference	SVARs with breaks: Identification and inference Generalized Poisson Dierence Autoregressive Processes
Bayesian Mixed-frequency VAR	Identifying Uncertainty Shock: A Bayesian Mixed Frequency VAR Approach
Bayesian Model Averaging	A Bayesian Model Averaging Analysis for Propensity Score Matching in Tax Rebate
Bayesian VARs	The Time-Varying Multivariate Autoregressive Index Model
Bias reduction	Partial effects estimation for fixed-effects logit panel data models
Big data	Nowcasting with Large Bayesian Vector Autoregressions Individual health indices via register-based health records and machine learning
Binary panel data	Partial effects estimation for fixed-effects logit panel data models
binary treatment	Bounding Program Benefits When Participation is Misreported
Bollen's 2SLS estimator	Modelling and measuring deaccessioning: A 2SLS-MIMIC and 2SLS-EMIMIC approach
Bond return predictability	Equity Tail Risk in the Treasury Bond Market
bond returns and volatility	Forecasting financial markets with semantic network analysis in the COVID-19 crisis
bond risk premium	Equity Tail Risk in the Treasury Bond Market
Bootstrap	BOOTSTRAPPING NON-STATIONARY STOCHASTIC VOLATILITY Conditional Quantile Coverage: an Application to Growth-at-Risk BOOTSTRAP DIAGNOSTICS IN PROXY-SVARS WITH WEAK PROXIES
Bootstrap inference	BOOTSTRAP INFERENCE FOR POINT PROCESS MODELS, WITH APPLICATIONS TO HAWKES PROCESSES
business cycle	Modeling and Forecasting Macroeconomic Downside Risk
Business Cycles	Nowcasting with Large Bayesian Vector Autoregressions Too Good is Bad? Exuberance Indicators and the Business Cycle
Business cyle	World shocks and commodity price fluctuations: evidence from resource-rich economies
C
Causal effect heterogeneity	Heterogeneous effects of waste pricing policies
causality	Bounding Program Benefits When Participation is Misreported Streaming and peer effects on the development of social capital: An analysis based on a multivariate causal hidden Markov model
censored regressor	Impulse response analysis for structural dynamic models with nonlinear regressors
Centralised assignment	Parents know better: primary school choice and student achievement in London
China	The Long-Term Cognitive and Schooling Effects of Childhood Vaccinations in China
climate change	Climate change awareness: Empirical evidence for the European Union
Climate risk	A time-varying Greenium for European stocks
Climate risks	Climate Sin Stocks: Stock Price Reactions to Global Climate Strikes
coefficient bounds	The Effect of Temporary Employment on Labour Market Outcomes
cognitive skills	The Long-Term Cognitive and Schooling Effects of Childhood Vaccinations in China
Cointegration	Testing Linear Cointegration Against Smooth Transition Cointegration
Commodity prices co-movement	A cointegration-based Permanent-Transitory decomposition for Dynamic Factor Models: long and short-run co-movement of commodity prices
common features	Dimension Reduction for High Dimensional Vector Autoregressive Models
Comovement	Measuring Systematic Comovement with Approximate Threshold Group-Factor Models
conditional asymmetry	Conditional asymmetry in ARCH (∞) models
Conditional Maximum Likelihood	Partial effects estimation for fixed-effects logit panel data models
Consistency	Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions
Consolidation in the public sector	One plus one makes less than two? Consolidation policies and mortality: the case of the Italian Local Health Authorities
consumption expenditure composition	Differences in Sectoral Price Dynamics among Italian Regions: Effects on Expenditure Composition and Welfare
Corporate defaults	Time-varying Poisson autoregressions with exogenous covariates
Count time series	Time-varying Poisson autoregressions with exogenous covariates
Counts time series	Generalized Poisson Dierence Autoregressive Processes
Covid-19	Real Time Forecasting of Covid-19 Intensive Care Units demand Hang Up on Stereotypes: Domestic Violence and Anti-Abuse Helpline Campaign Forecasting financial markets with semantic network analysis in the COVID-19 crisis Forecasting mortality rates and life expectancy: a multi-country, multi-loss assessment Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly
Credit	The Upside Down: French banks under negative policy rates
Credit Rationing	Anti-Mafia Law Enforcement and Lending in Mafia's Lands. Evidence from the Judicial Administration in Italy
Cross-Section Dependence	Spatial Technological Clubs across Europe: A Panel Data Model with Cross Sectional Dependence
Cyber risk	Generalized Poisson Dierence Autoregressive Processes
D
Default rates on loans	Default rates spillovers: an analysis based on Italian regional data
Deferred acceptance	Parents know better: primary school choice and student achievement in London
Density forecast	Proper scoring rules for evaluating asymmetry in density forecasting
Density forecasts	The time-varying risk of Italian GDP
Deposits	The Upside Down: French banks under negative policy rates
Diebold-Yilmaz approach	Default rates spillovers: an analysis based on Italian regional data
difference in discontinuities design	Employment Protection and Firm-provided Training in Dual Labour Markets
difference-in-differences	When the Need Meets Merit: The Role of Merit Requirements in Need-based Student Aid
dimension reduction	Dimension Reduction for High Dimensional Vector Autoregressive Models
Dinamic Nelson-Siegel	An Euro Area Term Structure Model with Time Varying Exposures
disability	Disability and happiness: the role of accessibility
Domestic violence	Hang Up on Stereotypes: Domestic Violence and Anti-Abuse Helpline Campaign
double-shrinkage estimators	Sampling properties of the Bayesian posterior mean with an application to WALS estimation
Downside risk	Factor Models with Downside Risk Modeling and Forecasting Macroeconomic Downside Risk
dual labour markets	Employment Protection and Firm-provided Training in Dual Labour Markets
dynamic asymmetries	Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market
Dynamic Conditional Score	Testing and Modelling Time Series with Time Varying Tails
Dynamic factor models	World shocks and commodity price fluctuations: evidence from resource-rich economies
Dynamic intensity models	BOOTSTRAP INFERENCE FOR POINT PROCESS MODELS, WITH APPLICATIONS TO HAWKES PROCESSES
Dynamic restrictions	Does one (unconventional) size fit all? Effects of the ECB's unconventional monetary policies on the euro area economies
E
Economic Imbalances	Too Good is Bad? Exuberance Indicators and the Business Cycle
Economic Psychology	The Influence of Personality Traits on University Performance: Evidence from Italian Freshmen Students
education	The Long-Term Cognitive and Schooling Effects of Childhood Vaccinations in China
Education system	Born in the right place at the right time: what drives training contracts as a long-lasting employment device?
Educational attainment	The Influence of Personality Traits on University Performance: Evidence from Italian Freshmen Students
Educational outcomes	Does a Part-Time School Principal Harm Students? Evidence from a School Consolidation Program in Italy
Electronic health records	Individual health indices via register-based health records and machine learning
EM Algorithm	Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm
Emerging Markets	Measuring the effects of U.S. uncertainty and monetary conditions on EME’s macroeconomic dynamics The Global Information Effect: Central Bank Information, International Spillovers, and Flight to Quality
employment protection	Employment Protection and Firm-provided Training in Dual Labour Markets
endogeneity	Modelling and measuring deaccessioning: A 2SLS-MIMIC and 2SLS-EMIMIC approach
endogenous measurement error	Bounding Program Benefits When Participation is Misreported
Enforcement	Sweeping the Dirt Under the Rug: Measuring Spillovers from an Anti-Corruption Measure
environmental attitude	Climate change awareness: Empirical evidence for the European Union
Environmental disclosure	A time-varying Greenium for European stocks
environmental preferences	Climate Sin Stocks: Stock Price Reactions to Global Climate Strikes
equity tail risk	Equity Tail Risk in the Treasury Bond Market
EU	Climate change awareness: Empirical evidence for the European Union
Euro Area	An Euro Area Term Structure Model with Time Varying Exposures
European regions	Spatial Technological Clubs across Europe: A Panel Data Model with Cross Sectional Dependence
Eurozone	Does one (unconventional) size fit all? Effects of the ECB's unconventional monetary policies on the euro area economies
event study	One plus one makes less than two? Consolidation policies and mortality: the case of the Italian Local Health Authorities Climate Sin Stocks: Stock Price Reactions to Global Climate Strikes
Exchange rates	Do words hurt more than actions? The impact of trade tensions on financial markets
Expectation-Maximization algorithm	Streaming and peer effects on the development of social capital: An analysis based on a multivariate causal hidden Markov model
Expectiles	The time-varying risk of Italian GDP
External Instruments	BOOTSTRAP DIAGNOSTICS IN PROXY-SVARS WITH WEAK PROXIES The Global Information Effect: Central Bank Information, International Spillovers, and Flight to Quality
Extreme Events	Testing and Modelling Time Series with Time Varying Tails
Exuberance Indicators	Too Good is Bad? Exuberance Indicators and the Business Cycle
F
Factor Loadings	Testing the Adequacy of the Fixed Effects Estimator in the Presence of Cross-section Dependence
factor model	Forecasting mortality rates and life expectancy: a multi-country, multi-loss assessment
Factor models	The Time-Varying Multivariate Autoregressive Index Model A time-varying Greenium for European stocks Factor Models with Downside Risk Dimension Reduction for High Dimensional Vector Autoregressive Models
fairness in machine learning	Constrained Classification and Policy Learning
Fat tails	On rational fat tails
FDI	International human capital mobility and FDI: Evidence from G20 countries
Finance-uncertainty multiplier	Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly
Financial and in-kind aid policies	University students' mobility and the role of need-based grants and accommodation services in Italy
financial conditions	Modeling and Forecasting Macroeconomic Downside Risk
financial fragility	V-shapes
Financial frictions	Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly
Financial Markets	Testing and Modelling Time Series with Time Varying Tails Doubly Multiplicative Error Models with Long– and Short–run Components
financial shocks	Financial Shocks, Uncertainty Shocks, and Monetary Policy Trade-Offs
financial stability	Market structure and financial stability: the interaction between profit-oriented and mutual cooperative banks in Italy V-shapes
Finite normal mixtures	Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions
Fire sales	Mutual Funds' Fire Sales and the Real Economy: Evidence from Hurricanes
Firm-level data	Anti-Mafia Law Enforcement and Lending in Mafia's Lands. Evidence from the Judicial Administration in Italy
Fiscal multipliers	Are Fiscal Multipliers Estimated with Proxy-SVARs Robust? Fiscal space and the size of the Fiscal Multiplier
Fiscal policy	Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?
Fiscal space	Fiscal space and the size of the Fiscal Multiplier
Fixed Effects	The identication of time-invariant variables in a fixed effect framework
flash crash	V-shapes
Flight to Quality	The Global Information Effect: Central Bank Information, International Spillovers, and Flight to Quality
flight-to-safety	Equity Tail Risk in the Treasury Bond Market
Forecast Evaluation Tests	Conditional Quantile Coverage: an Application to Growth-at-Risk
forecasting	Nowcasting with Large Bayesian Vector Autoregressions Do jumps matter in Realized Volatility modeling and forecasting? Empirical evidence and a new model Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market
free cash flow	Modelling and measuring deaccessioning: A 2SLS-MIMIC and 2SLS-EMIMIC approach
frequentist-valid inference	SVARs with breaks: Identification and inference
Fully Modified OLS	Testing Linear Cointegration Against Smooth Transition Cointegration
Funding liquidity	Systematic staleness
G
GARCH models	Generalized Poisson Dierence Autoregressive Processes
Gaussian copula	Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions
gender quotas	Board composition and performance of state-owned enterprises: Evidence from a natural experiment
Gender stereotypes	Hang Up on Stereotypes: Domestic Violence and Anti-Abuse Helpline Campaign
Generalized Logistic	Dynamic Asymmetry and Fiscal Policy
Generalized normal distribution	Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study
Generalized Student's t distribution	Asymptotic properties of the ML estimator for mixed causal and noncausal models with generalized Student’s t-distribution.
Geographical distance	University students' mobility and the role of need-based grants and accommodation services in Italy
Global local priors	Horseshoe Prior Bayesian Quantile Regression
Government spending	Fiscal space and the size of the Fiscal Multiplier
Government-owned enterprises	Board composition and performance of state-owned enterprises: Evidence from a natural experiment
Granger causality	Inference in Non-stationary High-Dimensional VARs
green bonds	Climate change awareness: Empirical evidence for the European Union
Groups	Measuring Systematic Comovement with Approximate Threshold Group-Factor Models
Growth at Risk	Horseshoe Prior Bayesian Quantile Regression
Growth-at-Risk	Conditional Quantile Coverage: an Application to Growth-at-Risk The time-varying risk of Italian GDP
H
happiness	Disability and happiness: the role of accessibility
HAR	Do jumps matter in Realized Volatility modeling and forecasting? Empirical evidence and a new model
Health care	One plus one makes less than two? Consolidation policies and mortality: the case of the Italian Local Health Authorities
Health index	Individual health indices via register-based health records and machine learning
Heavy Tailed Distributions	Testing and Modelling Time Series with Time Varying Tails
heterogeneity	Mixture Choice Data: Revealing Preferences and Cognition*
Heterogeneity in preferences	University students' mobility and the role of need-based grants and accommodation services in Italy
Heterogeneity of value-added distribution	School Value Added in Italy: evidence from a Primary education level employing different measures.
Heterogeneous Panels	Spatial Technological Clubs across Europe: A Panel Data Model with Cross Sectional Dependence
Heterogenous Spatial Panel-Data	Spatial Technological Clubs across Europe: A Panel Data Model with Cross Sectional Dependence
heterogenous treatment effects	Bounding Program Benefits When Participation is Misreported
Hierarchical Dynamic Factor Model	INVESTOR SENTIMENT AND GLOBAL ECONOMIC CONDITIONS
Hierarchical Model	An Euro Area Term Structure Model with Time Varying Exposures
high dimensionality	Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions
high-dimensional inference	Inference in Non-stationary High-Dimensional VARs
High-Frequency Identification	The Global Information Effect: Central Bank Information, International Spillovers, and Flight to Quality
High-order moments	Realized moments: identification and pricing
higher-order analytical approximations	Sampling properties of the Bayesian posterior mean with an application to WALS estimation
house price cycles	Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market
Human capital	Born in the right place at the right time: what drives training contracts as a long-lasting employment device? International human capital mobility and FDI: Evidence from G20 countries
Hurricanes	Mutual Funds' Fire Sales and the Real Economy: Evidence from Hurricanes
I
ICU demand	Real Time Forecasting of Covid-19 Intensive Care Units demand
identication	Mixture Choice Data: Revealing Preferences and Cognition*
Identification	Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study BOOTSTRAP DIAGNOSTICS IN PROXY-SVARS WITH WEAK PROXIES SVARs with breaks: Identification and inference Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?
Illiquidity	A Structural Model of Market Friction with Time-varying Volatility
Impulse response functions	Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study
Independent Component Analysis	Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study
Indeterminacy	On rational fat tails
Inequality	Labor Market Power and Between-Firm Wage (In)Equality
Inference	Asymptotic properties of the ML estimator for mixed causal and noncausal models with generalized Student’s t-distribution.
inflation	Financial Shocks, Uncertainty Shocks, and Monetary Policy Trade-Offs
inflation inequality	Monetary policy shocks and inflation inequality
Information Effects	The Global Information Effect: Central Bank Information, International Spillovers, and Flight to Quality
Instrumental variable	Mutual Funds' Fire Sales and the Real Economy: Evidence from Hurricanes
Instruments	Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?
Integrated Modified OLS	Testing Linear Cointegration Against Smooth Transition Cointegration
International Spillovers	The Global Information Effect: Central Bank Information, International Spillovers, and Flight to Quality
International students mobility	International human capital mobility and FDI: Evidence from G20 countries
Interval Forecasting	Conditional Quantile Coverage: an Application to Growth-at-Risk
investor attention	Climate Sin Stocks: Stock Price Reactions to Global Climate Strikes
investor sentiment	Does Investor Sentiment drive M&As? INVESTOR SENTIMENT AND GLOBAL ECONOMIC CONDITIONS
Italy	When the Need Meets Merit: The Role of Merit Requirements in Need-based Student Aid
J
Joint asymptotics	Systematic staleness
jumps	Realized moments: identification and pricing Do jumps matter in Realized Volatility modeling and forecasting? Empirical evidence and a new model
K
Kalman Smoother	Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm
L
labor market power	Labor Market Power and Between-Firm Wage (In)Equality
Labor market shocks	Identification of Labor Market Shocks
Lagrange multiplier test	Unit-root test within a threshold ARMA framework Testing and Modelling Time Series with Time Varying Tails
large covariance matrices	Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions
Large datasests	The Time-Varying Multivariate Autoregressive Index Model
Large deviations	On rational fat tails
large firms	Labor Market Power and Between-Firm Wage (In)Equality
Latent Class Logit	University students' mobility and the role of need-based grants and accommodation services in Italy
Lee-Carter	Forecasting mortality rates and life expectancy: a multi-country, multi-loss assessment
life expectancy forecasting	Forecasting mortality rates and life expectancy: a multi-country, multi-loss assessment
Linearity Testing	Testing Linear Cointegration Against Smooth Transition Cointegration
LM test	Testing the Adequacy of the Fixed Effects Estimator in the Presence of Cross-section Dependence
Local average treatment effect	Testing Instrument Validity with Covariates
Local projection	Fiscal space and the size of the Fiscal Multiplier
local projections	Impulse response analysis for structural dynamic models with nonlinear regressors
local public services	Board composition and performance of state-owned enterprises: Evidence from a natural experiment
Longitudinal data	The identication of time-invariant variables in a fixed effect framework
Low ination	Bargaining power and the Phillips curve: a micro-macro analysis
M
M&As	Does Investor Sentiment drive M&As?
Machine Learning	Individual health indices via register-based health records and machine learning Horseshoe Prior Bayesian Quantile Regression Do words hurt more than actions? The impact of trade tensions on financial markets Heterogeneous effects of waste pricing policies
macro-financial linkages	Identifying Uncertainty Shock: A Bayesian Mixed Frequency VAR Approach
Management	Does a Part-Time School Principal Harm Students? Evidence from a School Consolidation Program in Italy
Marginal treatment effect	Testing Instrument Validity with Covariates
Market inefficiency	V-shapes
Market liquidity	Systematic staleness
Market Microstructure	A Structural Model of Market Friction with Time-varying Volatility
market structure	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
Maximum Price	Make hay while the sun shines: an empirical study of maximum price, regret and trading decisions
merit-based requirements	When the Need Meets Merit: The Role of Merit Requirements in Need-based Student Aid
MIDAS	Identifying Uncertainty Shock: A Bayesian Mixed Frequency VAR Approach Doubly Multiplicative Error Models with Long– and Short–run Components
MIMIC	Modelling and measuring deaccessioning: A 2SLS-MIMIC and 2SLS-EMIMIC approach
mitigation policy	Climate change awareness: Empirical evidence for the European Union
Mixed Frequencies	Nowcasting with Large Bayesian Vector Autoregressions
MLE	Asymptotic properties of the ML estimator for mixed causal and noncausal models with generalized Student’s t-distribution.
Model uncertainty	A Bayesian Model Averaging Analysis for Propensity Score Matching in Tax Rebate
Monetary Policy	Measuring the effects of U.S. uncertainty and monetary conditions on EME’s macroeconomic dynamics The Global Information Effect: Central Bank Information, International Spillovers, and Flight to Quality Financial Shocks, Uncertainty Shocks, and Monetary Policy Trade-Offs The Upside Down: French banks under negative policy rates Monetary policy shocks and inflation inequality
monopsony	Labor Market Power and Between-Firm Wage (In)Equality
monotone classification	Constrained Classification and Policy Learning
Monte Carlo Experiments	The identication of time-invariant variables in a fixed effect framework
Mortality	One plus one makes less than two? Consolidation policies and mortality: the case of the Italian Local Health Authorities Individual health indices via register-based health records and machine learning
Mortality forecasting	Forecasting mortality rates and life expectancy: a multi-country, multi-loss assessment
Multiple Hypothesis Testing	Conditional Quantile Coverage: an Application to Growth-at-Risk
Multiplicative Error Model	Doubly Multiplicative Error Models with Long– and Short–run Components
Multiplier	Dynamic Asymmetry and Fiscal Policy
multivariate autoregressive index model	Dimension Reduction for High Dimensional Vector Autoregressive Models
Multivariate Index Autoregressive Models	The Time-Varying Multivariate Autoregressive Index Model
mutual cooperative banks	Market structure and financial stability: the interaction between profit-oriented and mutual cooperative banks in Italy
N
Negative Rates	The Upside Down: French banks under negative policy rates
Neighborhood effects	Moving Opportunities: The Impact of Public Housing Regenerations on Student Achievement
Non-Gaussianity	Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study
Non-stationarity	Inference in Non-stationary High-Dimensional VARs
Non-stationary Dynamic Factor Models	A cointegration-based Permanent-Transitory decomposition for Dynamic Factor Models: long and short-run co-movement of commodity prices
Non-stationary stochastic volatility	BOOTSTRAPPING NON-STATIONARY STOCHASTIC VOLATILITY
Noncausal models	Asymptotic properties of the ML estimator for mixed causal and noncausal models with generalized Student’s t-distribution.
Noncognitive skills	The Influence of Personality Traits on University Performance: Evidence from Italian Freshmen Students
nonlinear models	Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market
nonlinear response	Impulse response analysis for structural dynamic models with nonlinear regressors
Normal location model	Sampling properties of the Bayesian posterior mean with an application to WALS estimation
O
omitted variable bias	The Effect of Temporary Employment on Labour Market Outcomes
Optimal treatment	Optimal Policy Learning: From Theory to Practice
Organized Crime	Anti-Mafia Law Enforcement and Lending in Mafia's Lands. Evidence from the Judicial Administration in Italy
Out-of-Sample	Conditional Quantile Coverage: an Application to Growth-at-Risk
overoptimism	Does Investor Sentiment drive M&As?
P
Panel Data Model with Interactive Effects	Testing the Adequacy of the Fixed Effects Estimator in the Presence of Cross-section Dependence
PCA	Measuring Systematic Comovement with Approximate Threshold Group-Factor Models
peer effects	Streaming and peer effects on the development of social capital: An analysis based on a multivariate causal hidden Markov model
performance	Board composition and performance of state-owned enterprises: Evidence from a natural experiment
Permanent-Transitory decomposition	A cointegration-based Permanent-Transitory decomposition for Dynamic Factor Models: long and short-run co-movement of commodity prices
Personality traits	The Influence of Personality Traits on University Performance: Evidence from Italian Freshmen Students
personalized medicine	Constrained Classification and Policy Learning
Phillips curve	Bargaining power and the Phillips curve: a micro-macro analysis
Point processes	BOOTSTRAP INFERENCE FOR POINT PROCESS MODELS, WITH APPLICATIONS TO HAWKES PROCESSES
Poisson autoregression	Time-varying Poisson autoregressions with exogenous covariates
Policy learning	Optimal Policy Learning: From Theory to Practice
portfolio allocation	Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions
Post-double-selection	Inference in Non-stationary High-Dimensional VARs
posterior moments and cumulants	Sampling properties of the Bayesian posterior mean with an application to WALS estimation
predicting stock market data	Forecasting financial markets with semantic network analysis in the COVID-19 crisis
Predictive distribution	Proper scoring rules for evaluating asymmetry in density forecasting
price drift	V-shapes
Primary education	School Value Added in Italy: evidence from a Primary education level employing different measures.
principal-agent model	Modelling and measuring deaccessioning: A 2SLS-MIMIC and 2SLS-EMIMIC approach
Probabilistic forecast	Proper scoring rules for evaluating asymmetry in density forecasting
Procurement	Sweeping the Dirt Under the Rug: Measuring Spillovers from an Anti-Corruption Measure
profit-oriented banks	Market structure and financial stability: the interaction between profit-oriented and mutual cooperative banks in Italy
Program evaluation	Testing Instrument Validity with Covariates Optimal Policy Learning: From Theory to Practice
Propensity Score Matching	A Bayesian Model Averaging Analysis for Propensity Score Matching in Tax Rebate
Proper score	Proper scoring rules for evaluating asymmetry in density forecasting
Proxy-SVAR	BOOTSTRAP DIAGNOSTICS IN PROXY-SVARS WITH WEAK PROXIES
Pseudo maximum likelihood estimators	Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions
Public housing programs	Moving Opportunities: The Impact of Public Housing Regenerations on Student Achievement
Q
Quantile Regression	Horseshoe Prior Bayesian Quantile Regression
Quasi Maximum Likelihood	Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm
Quasi maximum likelihood estimation	Conditional asymmetry in ARCH (∞) models
R
R&D	The identication of time-invariant variables in a fixed effect framework
Random limit measures	BOOTSTRAPPING NON-STATIONARY STOCHASTIC VOLATILITY
Real commodity prices	World shocks and commodity price fluctuations: evidence from resource-rich economies
Real effects of finance	Mutual Funds' Fire Sales and the Real Economy: Evidence from Hurricanes
Real exchange rates	Unit-root test within a threshold ARMA framework
Real Time	Nowcasting with Large Bayesian Vector Autoregressions
Realized volatility	Doubly Multiplicative Error Models with Long– and Short–run Components Do jumps matter in Realized Volatility modeling and forecasting? Empirical evidence and a new model
Recession Forecasting	Too Good is Bad? Exuberance Indicators and the Business Cycle
redistributional effects	Monetary policy shocks and inflation inequality
reduced-rank regression	Dimension Reduction for High Dimensional Vector Autoregressive Models
regional economics	Differences in Sectoral Price Dynamics among Italian Regions: Effects on Expenditure Composition and Welfare
Regret Theory	Make hay while the sun shines: an empirical study of maximum price, regret and trading decisions
rent-sharing	Labor Market Power and Between-Firm Wage (In)Equality
Resource-rich economies	World shocks and commodity price fluctuations: evidence from resource-rich economies
Risk assessment	A Structural Model of Market Friction with Time-varying Volatility
risk exposure	Depowering Risk: Vehicle Power Restriction and Young Driver Accidents in Italy
Risk Taking	The Upside Down: French banks under negative policy rates
S
satiscing	Mixture Choice Data: Revealing Preferences and Cognition*
Scenario Analysis	Nowcasting with Large Bayesian Vector Autoregressions
School choice	Parents know better: primary school choice and student achievement in London
School effectiveness	Parents know better: primary school choice and student achievement in London
School Principals	Does a Part-Time School Principal Harm Students? Evidence from a School Consolidation Program in Italy
score driven models	Modeling and Forecasting Macroeconomic Downside Risk
Score-driven	Time-varying Poisson autoregressions with exogenous covariates
selection	The Effect of Temporary Employment on Labour Market Outcomes
Self-exciting point processes	BOOTSTRAP INFERENCE FOR POINT PROCESS MODELS, WITH APPLICATIONS TO HAWKES PROCESSES
Semantic network analysis	Forecasting financial markets with semantic network analysis in the COVID-19 crisis
sentiment analysis	A sentiment-based risk indicator for the Mexican financial sector
Set-identification	Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly
shrinkage	Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions
Sign restriction	Identification of Labor Market Shocks
skewness	Modeling and Forecasting Macroeconomic Downside Risk
Smooth Transition	Testing Linear Cointegration Against Smooth Transition Cointegration Dynamic Asymmetry and Fiscal Policy
social capital	Streaming and peer effects on the development of social capital: An analysis based on a multivariate causal hidden Markov model
Spatial spillovers	Default rates spillovers: an analysis based on Italian regional data
Spending	Dynamic Asymmetry and Fiscal Policy
Spillovers	Sweeping the Dirt Under the Rug: Measuring Spillovers from an Anti-Corruption Measure
Spurious regression	LSTUR Regression Theory and the Instability of the Sample Correlation Coefficient Between Financial Return Indices
Staleness	Systematic staleness Realized moments: identification and pricing Do jumps matter in Realized Volatility modeling and forecasting? Empirical evidence and a new model
State-dependency	Fiscal space and the size of the Fiscal Multiplier
statistical treatment choice	Constrained Classification and Policy Learning
stochastic choice	Mixture Choice Data: Revealing Preferences and Cognition*
Stochastic Frontier Model	Spatial Technological Clubs across Europe: A Panel Data Model with Cross Sectional Dependence
Stochastic unit root	LSTUR Regression Theory and the Instability of the Sample Correlation Coefficient Between Financial Return Indices
Stochastic Volatility	The Time-Varying Multivariate Autoregressive Index Model
stock and	Forecasting financial markets with semantic network analysis in the COVID-19 crisis
Stock indexes	Do words hurt more than actions? The impact of trade tensions on financial markets
stock returns	Climate Sin Stocks: Stock Price Reactions to Global Climate Strikes
Structural Factor Model	The Global Information Effect: Central Bank Information, International Spillovers, and Flight to Quality
structural model	Impulse response analysis for structural dynamic models with nonlinear regressors
Structural Models	Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions
Structural VAR	Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study
Structural Vector Autoregressions	Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?
Student achievement	Moving Opportunities: The Impact of Public Housing Regenerations on Student Achievement
Student financial aid	When the Need Meets Merit: The Role of Merit Requirements in Need-based Student Aid
Student mobility	University students' mobility and the role of need-based grants and accommodation services in Italy
Sunspots	On rational fat tails
support vector machine	Constrained Classification and Policy Learning
surrogate loss	Constrained Classification and Policy Learning
sustainable finance	Climate Sin Stocks: Stock Price Reactions to Global Climate Strikes
SVAR	Financial Shocks, Uncertainty Shocks, and Monetary Policy Trade-Offs
SVARs with breaks	SVARs with breaks: Identification and inference
systemic risk	A sentiment-based risk indicator for the Mexican financial sector
T
t copula	Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions
Tail Index	Testing and Modelling Time Series with Time Varying Tails
Tax multiplier	BOOTSTRAP DIAGNOSTICS IN PROXY-SVARS WITH WEAK PROXIES
teen driving restriction	Depowering Risk: Vehicle Power Restriction and Young Driver Accidents in Italy
temporary contracts	Employment Protection and Firm-provided Training in Dual Labour Markets
temporary employment	The Effect of Temporary Employment on Labour Market Outcomes
Testing	Dynamic Asymmetry and Fiscal Policy
text-analysis	Does Investor Sentiment drive M&As?
textual data	Forecasting financial markets with semantic network analysis in the COVID-19 crisis
Thick labour markets	Born in the right place at the right time: what drives training contracts as a long-lasting employment device?
Threshold	Measuring Systematic Comovement with Approximate Threshold Group-Factor Models Make hay while the sun shines: an empirical study of maximum price, regret and trading decisions
Threshold autoregressive moving average models	Unit-root test within a threshold ARMA framework
Threshold regression	Factor Models with Downside Risk
Threshold-based assignment rule	Optimal Policy Learning: From Theory to Practice
Time Varying Factor Loadings	An Euro Area Term Structure Model with Time Varying Exposures
Time-varying Bayesian SVAR	Does one (unconventional) size fit all? Effects of the ECB's unconventional monetary policies on the euro area economies
Time-varying coefficients	LSTUR Regression Theory and the Instability of the Sample Correlation Coefficient Between Financial Return Indices
Time-varying parameters	Time-varying Poisson autoregressions with exogenous covariates
Trade Shocks	Do words hurt more than actions? The impact of trade tensions on financial markets
Trading	Make hay while the sun shines: an empirical study of maximum price, regret and trading decisions
training	Employment Protection and Firm-provided Training in Dual Labour Markets
treatment effect	The Effect of Temporary Employment on Labour Market Outcomes
U
Uncertainty	Measuring the effects of U.S. uncertainty and monetary conditions on EME’s macroeconomic dynamics
uncertainty shocks	Identifying Uncertainty Shock: A Bayesian Mixed Frequency VAR Approach Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly Financial Shocks, Uncertainty Shocks, and Monetary Policy Trade-Offs
Unconventional monetary policy	Does one (unconventional) size fit all? Effects of the ECB's unconventional monetary policies on the euro area economies
Unit root hypothesis	Unit-root test within a threshold ARMA framework
university	When the Need Meets Merit: The Role of Merit Requirements in Need-based Student Aid
University choice	University students' mobility and the role of need-based grants and accommodation services in Italy
V
vaccines	The Long-Term Cognitive and Schooling Effects of Childhood Vaccinations in China
Value added	School Value Added in Italy: evidence from a Primary education level employing different measures.
VAR	Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly Impulse response analysis for structural dynamic models with nonlinear regressors Identification of Labor Market Shocks
Vector Autoregression Models	Real Time Forecasting of Covid-19 Intensive Care Units demand
Vector autoregressive models	Inference in Non-stationary High-Dimensional VARs Dimension Reduction for High Dimensional Vector Autoregressive Models
Volatility	A Structural Model of Market Friction with Time-varying Volatility
Volatility indices	Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions
W
WALS	Sampling properties of the Bayesian posterior mean with an application to WALS estimation
Waste pricing	Heterogeneous effects of waste pricing policies
Weak convergence in distribution	BOOTSTRAPPING NON-STATIONARY STOCHASTIC VOLATILITY
Weighted score	Proper scoring rules for evaluating asymmetry in density forecasting
welfare analysis	Differences in Sectoral Price Dynamics among Italian Regions: Effects on Expenditure Composition and Welfare Heterogeneous effects of waste pricing policies
Welfare policy	Hang Up on Stereotypes: Domestic Violence and Anti-Abuse Helpline Campaign
World shocks	World shocks and commodity price fluctuations: evidence from resource-rich economies
Y
young road accidents	Depowering Risk: Vehicle Power Restriction and Young Driver Accidents in Italy