ICEEE 2025 PALERMO: ELEVENTH ITALIAN CONGRESS OF ECONOMETRICS AND EMPIRICAL ECONOMICS

A
Al Sadoon, Majid	The Identification Problem for Linear Rational Expectations Models
Alfero, Mattia	An Economic Evaluation of Exchange Rates Higher Order Moments Timing
Amati, Adriano	"One Person, One Vote": the Effect of Direct Elections on Political DIscourse
Amendola, Alessandra	Adaptive combinations of tail-risk forecasts
Amengual, Dante	The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities
Anatolyev, Stanislav	AIC for many-regressor heteroskedastic regressions
Andrea, Andrea	International Government Bond Yields and Monetary Policy: A Necessary Decomposition
Andriollo, Amedeo	Causality versus Serial Correlation: an Asymmetric Portmanteau Test
Angei, Fabio	SILENT ALARMS: Workplace Injuries Under-reporting in Italy
Angelini, Giovanni	Invalid Proxies and Volatility Changes A test of exogeneity in Structural Vector Autoregressions with external instruments
Ardia, David	Robust Inference in Large Panels and Markowitz Portfolios
Arduini, Tiziano	Estimation and inference in the presence of neighborhood unobservables
Armillotta, Mirko	Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
Arrigoni, Simone	Beyond borders, within societies: Inequality and the global transmission of US monetary policy
Ash, Elliott	"One Person, One Vote": the Effect of Direct Elections on Political DIscourse
B
Bacchini, Fabio	Sign-Oriented Nowcasting of GDP (SONG): a new hybrid approach
Bacchini, Fabio	Nowcasting public finance main aggregates using new data sources
Bacchiocchi, Emanuele	Macroeconomic Spillovers of Weather Shocks across U.S. States
Baiardi, Anna	Double Machine Learning for Static Panel Data with Instrumental Variables: New Method and Applications
Baltodano, Ovielt	First-order integer-valued autoregressive processes with Generalized Katz innovations Compounding Political and Energy Risks: A clustered stochastic COVOL model
Banbura, Marta	A new model to forecast energy inflation in the euro area
Bandi, Federico	Local Edgeworth expansions
Banin, Mattia	Forecasting high-dimensional time series with multiple seasonalities: An application to electricty demand
Barassi, Marco	Panel VAR Models with Latent Group Structures
Barigozzi, Matteo	Forecasting high-dimensional time series with multiple seasonalities: An application to electricty demand Measuring the Euro Area Output Gap Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy
Bassetti, Federico	First-order integer-valued autoregressive processes with Generalized Katz innovations
Bastianin, Andrea	Macroeconomic Spillovers of Weather Shocks across U.S. States Forecasting the Real Price of Carbon: the Role of Macroeconomic Factors
Baumeister, Christiane	Forecasting Natural Gas Prices in Real Time
Baumeister, Christiane	Risky Oil: It’s All in the Tails
Beck, Elliot	The Hedged Random Forest
Belotti, Federico	Estimation and inference in the presence of neighborhood unobservables
Benati, Luca	The Welfare Costs of Inflation Reconsidered
Berti Ceroni, Carlotta	Settlers and Seekers: Immigrant Proximity and Voter Polarisation
Bertoni, Marco	Prenatal Sex Detection Technology and Mothers’ Labour Supply in India
Bianchi, Daniele	Rethinking Sparsity: Parametric Portfolios and Firm Characteristics
Billio, Monica	Compounding Political and Energy Risks: A clustered stochastic COVOL model
Bjørnland, Hilde Christiane	Piecing the puzzle: real exchange rates and long-run fundamentals
Blasques, Francisco	Robust Multivariate Observation-Driven Filtering for a Common Stochastic Trend: Theory and Application
Bobeica, Elena	A new model to forecast energy inflation in the euro area
Boeck, Maximilian	Has Globalization Changed the International Transmission of U.S. Monetary Policy? The Impact of Currency Carry Trade Activity on the Transmission of Monetary Policy
Boni, Sara	A Survey-Based Measure of Asymmetric Macroeconomic Risk in the Euro Area
Bontadini, Filippo	The Local Job Multipliers of Green Re-industrialization
Bontempi, Maria Elena	Heterogeneity of covenants and corporate financial behaviour
Boswijk, Peter	Testing for Explosiveness in Financial Asset Prices using High-Frequency Volatility: with Application to Cryptocurrency Data
Bottazzi, Laura	Heterogeneity of covenants and corporate financial behaviour
Bratti, Massimiliano	Work-from-Home Job Creation as a Health-Risk Mitigation Strategy: Firm-Level Evidence from the COVID-19 Pandemic
Brignone, Davide	It is All About Demand and Supply: a Dualistic View of the Euro Area Business Cycle
Brignone, Davide	Geopolitical risk shocks: When size matters
Brubakk, Leif	Piecing the puzzle: real exchange rates and long-run fundamentals
Buccheri, Giuseppe	From rotational to scalar invariance: Enhancing identifiability in score-driven factor models Model Selection in Multivariate Nonlinear Regression using the Jackknife Von Neumann Estimator Intraday Stochastic Drift
Burlacu, Sergiu	The Effect of Temporary Employment on Labour Market Outcomes
C
Caggiano, Giovanni	The Dismal Cross: Public Debt and Productivity in Italy during the Great Recession
Camatti, Nicola	Measuring daily tourism mobility spillover at the intra-metropolis level with mobile positioning data
Candila, Vincenzo	Adaptive combinations of tail-risk forecasts
Caporin, Massimiliano	Sector Structure in Digital Asset Returns
Carallo, Giulia	Measuring daily tourism mobility spillover at the intra-metropolis level with mobile positioning data First-order integer-valued autoregressive processes with Generalized Katz innovations
Carlini, Federico	A Matrix-valued model with Time-varying Volatility
Carnevale, Omar Pietro	Are Hysteresis Effects Nonlinear?
Carriero, Andrea	Bayesian Inference for Heteroskedastic Proxy-SVARs
Casarin, Roberto	A Multiple Random Scan Strategy for Efficient Approximate Inference of Bayesian Latent Space Models Measuring daily tourism mobility spillover at the intra-metropolis level with mobile positioning data First-order integer-valued autoregressive processes with Generalized Katz innovations Compounding Political and Energy Risks: A clustered stochastic COVOL model
Casini, Alessandro	Identification and Estimation of Causal Effects in High-Frequency Event Studies
Casoli, Chiara	A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters
Castelnuovo, Efrem	The Dismal Cross: Public Debt and Productivity in Italy during the Great Recession
Castelnuovo, Efrem	Delayed Overshooting Puzzle: Does Systematic Monetary Policy Matter?
Catania, Leopoldo	A new way to specify dynamic models
Cavaliere, Giuseppe	Improved Inference for Nonparametric Regression and Regression-Discontinuity Designs Bootstrap Diagnostic tests A test of exogeneity in Structural Vector Autoregressions with external instruments
Chakraborty, Aranya	Lessons from the Past: How Experience Reduces the Impact of Weather Shocks on Ugandan Smallholders
Chen, Binzhi	Panel VAR Models with Latent Group Structures
Chen, Rong	Inference in matrix-valued time series with common stochastic trends and multifactor error structure
Chen, Xiaohong	Sieve Managed Portfolios
Ciaccio, Andrea	Distributional Difference-in-Differences with Multiple Time Periods
Cipollini, Andrea	Flood risk and credit market conditions for Italian SMEs Spectral climate risk Regional resilience in Italy: an analysis in the time-frequency domain
Clark, Todd	Bayesian Inference for Heteroskedastic Proxy-SVARs
Clarke, Paul	Double Machine Learning for Static Panel Data with Instrumental Variables: New Method and Applications
Colantone, Italo	The Local Job Multipliers of Green Re-industrialization
Cordoni, Francesco	A Unifying Non-Gaussian Approach to Price Discovery
Corradi, Valentina	Monitoring Joint Tail Risks: An Application to Growth and Inflation Sparsity Tests for High-Dimensional Linear Regression Models in Time Series
Corrado, Luisa	Aerospace Growth Spillovers: a Macroeconomic Perspective
Corsi, Fulvio	From rotational to scalar invariance: Enhancing identifiability in score-driven factor models Model Selection in Multivariate Nonlinear Regression using the Jackknife Von Neumann Estimator
Corvasce, Alessandro	Work-from-Home Job Creation as a Health-Risk Mitigation Strategy: Firm-Level Evidence from the COVID-19 Pandemic
Costola, Michele	Compounding Political and Energy Risks: A clustered stochastic COVOL model
Crippa, Federico	Partially Identified Rankings from Pairwise Interactions}
Cubadda, Gianluca	VAR models with an index structure: A survey with new results Sequential Monte Carlo for Noncausal Processes
Cusimano, Alessandro	Convergence through sustainable development: can EU developing regions make it happen? Firm-level counterfactual evidence via Machine Learning.
D
D'Innocenzo, Enzo	Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter
Dal Bianco, Chiara	Prenatal Sex Detection Technology and Mothers’ Labour Supply in India
Dardanoni, Valentino	Rational Expectations Nonparametric Empirical Bayes
De Angelis, Luca	Look up and ahead: how climate scenarios affect European sovereign risk
Demetrescu, Matei	Detecting the Predictive Power of Imperfect Predictors with Smoothly Varying Components Tests of No Cross-Sectional Error Dependence in Panel Quantile Regressions
Di Francesco, Damiano	Are Hysteresis Effects Nonlinear?
Di Francesco, Riccardo	A Local Differencing Test for the Credibility of Selection-on-Observables
Di Iorio, Francesca	Nowcasting public finance main aggregates using new data sources
Di Porto, Edoardo	Estimation and inference in the presence of neighborhood unobservables
Duffy, James	Common Trends and Long-Run Identification in Nonlinear Structural VARs
Dzuverovic, Emilija	From rotational to scalar invariance: Enhancing identifiability in score-driven factor models
E
Einarsson, Bjarni	Online Monitoring of Policy Optimality
Ettmeier, Stephanie	Measuring the Effects of Aggregate Shocks on Unit-Level Outcomes and Their Distribution
F
Fanelli, Luca	Bootstrap Diagnostic tests Invalid Proxies and Volatility Changes A test of exogeneity in Structural Vector Autoregressions with external instruments
Fantechi, Federico	Convergence through sustainable development: can EU developing regions make it happen? Firm-level counterfactual evidence via Machine Learning.
Fedchenko, Danil	Partially Identified Rankings from Pairwise Interactions}
Feng, Xiang	Measuring daily tourism mobility spillover at the intra-metropolis level with mobile positioning data
Fernandes, Marcelo	Estimation risk in conditional expectiles
Ferreira, Leonardo	Climate and Macroeconomic Variability
Fiorentini, Gabriele	Identification of one independent shock in structural VARs The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities
Forni, Mario	Generalised External-Instrument SVAR Analysis
Fosten, Jack	Autoregressive Difference-in-Differences Sparsity Tests for High-Dimensional Linear Regression Models in Time Series
Franceschi, Emanuele	Cast out the pure? Inflation and relative prices on both sides of the Atlantic
Franchi, Massimo	Canonical correlation analysis of stochastic trends via functional approximation Inference on the cointegration and the attractor spaces via functional approximation
Franconi, Alessandro	Errors in Temperature Forecasts and Energy Prices
Francq, Christian	Inference on breaks in weak location time series models with quasi-Fisher scores
Frattini, Federico Fabio	The Local Job Multipliers of Green Re-industrialization
G
Galletta, Sergio	"One Person, One Vote": the Effect of Direct Elections on Political DIscourse
Gallo, Gaimpiero	Sign-Oriented Nowcasting of GDP (SONG): a new hybrid approach
Gallo, Giampiero M.	Dynamic tail risk forecasting: what do realized skewness and kurtosis add?
Gambetti, Luca	Geopolitical risk shocks: When size matters Generalised External-Instrument SVAR Analysis
Gambina, Debora	Convergence through sustainable development: can EU developing regions make it happen? Firm-level counterfactual evidence via Machine Learning.
Garau, Alessio	Scholars And The Machine: On Automation And Academic Performance
García-Rodriguez, Marta	Disentangling the drivers of exuberant house prices
Georgev, Iliyan	Canonical correlation analysis of stochastic trends via functional approximation Bootstrap Diagnostic tests
Gersing, Philipp	A Distributed Lag Approach to the Generalised Dynamic Factor Model (GDFM)
Giacomini, Raffaella	Fixed Effects in the Tails
Giammaria, Alessandro	A new model to forecast energy inflation in the euro area
Giancaterini, Francesco	Sequential Monte Carlo for Noncausal Processes
Giannerini, Simone	Inference in matrix-valued time series with common stochastic trends and multifactor error structure
Giannetti, Caterina	Crowdfunding Success: Human Insights vs Algorithmic Textual Extraction
Giustinelli, Pamela	The Coherence Side of Rationality: Theory and evidence from firm plans
Golinelli, Roberto	Sign-Oriented Nowcasting of GDP (SONG): a new hybrid approach
Gonçalves, Sílvia	Improved Inference for Nonparametric Regression and Regression-Discontinuity Designs Nonparametric Local Projections
Goracci, Greta	Inference in matrix-valued time series with common stochastic trends and multifactor error structure
Gorgi, Paolo	Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models Robust Multivariate Observation-Driven Filtering for a Common Stochastic Trend: Theory and Application
Granese, Antonio	Two Main Business Cycle Shocks are Better than One
Grassi, Stefano	An Economic Evaluation of Exchange Rates Higher Order Moments Timing Aerospace Growth Spillovers: a Macroeconomic Perspective Estimating Heterogeneous DSGE Models Sequential Monte Carlo for Noncausal Processes
Greenaway-McGrevy, Ryan	Autoregressive Difference-in-Differences
Gruber, Luis	Sparse Dynamic Bayesian Graphical Models
Guay, Alain	Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition
Gupta, Isha	Prenatal Sex Detection Technology and Mothers’ Labour Supply in India
Gutknecht, Daniel	Sparsity Tests for High-Dimensional Linear Regression Models in Time Series
H
Hallin, Marc	Cross-Sectional Exchangeability and Rate-Weak Factors
Henriques de Oliveira, Victor	Estimation risk in conditional expectiles
Herculano, Miguel	Probabilistic Partial Least Squares
Herrera, Ana Maria	Nonparametric Local Projections
Hopkinson, Peter	Unlocking Greater Resource Recovery and Productivity in the UK Production Network
Hosseinkouchack, Mehdi	Detecting the Predictive Power of Imperfect Predictors with Smoothly Varying Components Tests of No Cross-Sectional Error Dependence in Panel Quantile Regressions
Huber, Florian	Risky Oil: It’s All in the Tails Forecasting Natural Gas Prices in Real Time
I
Iacopini, Matteo	Sparse Dynamic Bayesian Graphical Models
Iacopini, Matteo	A Matrix-valued model with Time-varying Volatility
Iannaccone, Roberto	Sign-Oriented Nowcasting of GDP (SONG): a new hybrid approach
Iseringhausen, Martin	A Survey-Based Measure of Asymmetric Macroeconomic Risk in the Euro Area
K
Kapetanios, George	esting the Adequacy of the Fixed Effects Estimator in Panel Data Models with Interactive Effects in a Multidimensional Framework
Karavias, Yiannis	Panel VAR Models with Latent Group Structures
Kastner, Gregor	Sparse Dynamic Bayesian Graphical Models
Kharazi, Aicha	Unlocking Greater Resource Recovery and Productivity in the UK Production Network
Kilian, Lutz	Nonparametric Local Projections
Kim, Chi Hyun	Measuring the Effects of Aggregate Shocks on Unit-Level Outcomes and Their Distribution
Kociecki, Andrzej	Non-Gaussian Business Cycles Anatomy
Koopman, Siem Jan	Robust Multivariate Observation-Driven Filtering for a Common Stochastic Trend: Theory and Application
Kozbur, Damian	The Hedged Random Forest
Krabbe, Frederik	Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models
L
Lacava, Demetrio	Illiquidity at Risk
Lafond, Francois	Emissions intensity dynamics: the role of macro and industry-specific shocks
Lami, Marco	The Dismal Cross: Public Debt and Productivity in Italy during the Great Recession
Lapenta, Elia	A Test for Bayesian-Nash Behavior in Binary Games with Incomplete Information and Correlated Types
Lavergne, Pascal	A Test for Bayesian-Nash Behavior in Binary Games with Incomplete Information and Correlated Types
Lee, Joongyoon	Spatial Autoregressions with Endogenous Weights
Lee, Thomas K.	Forecasting Natural Gas Prices in Real Time
Lieberman, Offer	Spatial Autoregressions with Endogenous Weights
Lissona, Claudio	Heterogeneous economic growth vulnerability across Euro Area countries
Lissona, Claudio	Measuring the Euro Area Output Gap Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy
Llorens-Terrazas, Jordi	Monitoring Joint Tail Risks: An Application to Growth and Inflation
Lo Cascio, Iolanda	Spectral climate risk Regional resilience in Italy: an analysis in the time-frequency domain
Lorusso, Marco	Estimating Heterogeneous DSGE Models
Loviglio, Annalisa	Fixed Effects in the Tails
Lu, Ye	Kendall and Spearman Rank Correlations for Skew-Elliptical Copulas
Lucas, Andé	Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter
Lucchetti, Riccardo	A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters Honey, we shrunk the IRFs! Using 1-norm regularisation to improve inference in structural VAR models
Luciani, Matteo	Measuring the Euro Area Output Gap
Lucidi, Francesco Simone	Errors in Temperature Forecasts and Energy Prices
M
Maffei Faccioli, Nicolò	Piecing the puzzle: real exchange rates and long-run fundamentals
Maggio, Giuseppe	Lessons from the Past: How Experience Reduces the Impact of Weather Shocks on Ugandan Smallholders
Maida, Agata	Work-from-Home Job Creation as a Health-Risk Mitigation Strategy: Firm-Level Evidence from the COVID-19 Pandemic
Manicardi, Caterina	Care Regimes and Time Allocation: an Event Study Analysis of the US Public Expenditure
Mao, Yufeng	Sector Structure in Digital Asset Returns
Marcellino, Massimiliano	Risky Oil: It’s All in the Tails Bayesian Inference for Heteroskedastic Proxy-SVARs Nowcasting with Mixed Frequency Data Using Gaussian Processes
Margaris, Aristotelis	The Dismal Cross: Public Debt and Productivity in Italy during the Great Recession
Marotta, Fulvia	Climate and Macroeconomic Variability
Marotta, Fulvia	Emissions intensity dynamics: the role of macro and industry-specific shocks
Maschmann, Christina	Semiparametric Estimation in Panel Data Models with Nonlinear Factor Structure.
Mastromarco, Camilla	Endogeneity in conditional production frontier
Matthes, Christian	Non-Gaussian Business Cycles Anatomy
Mavillonio, Maria Saveria	Crowdfunding Success: Human Insights vs Algorithmic Textual Extraction
Mavroeidis, Sophocles	Common Trends and Long-Run Identification in Nonlinear Structural VARs
Mayer, Alexander	Quantile Granger Causality in the Presence of Instability
Mazzali, Marco	It is All About Demand and Supply: a Dualistic View of the Euro Area Business Cycle
Mazzola, Fabio	Convergence through sustainable development: can EU developing regions make it happen? Firm-level counterfactual evidence via Machine Learning.
McCloskey, Adam	Identification and Estimation of Causal Effects in High-Frequency Event Studies
Mellace, Giovanni	Long-term health and human capital effects of massive investments in public health and education: Evidence from Cuba
Mendes, Eduardo	Estimation risk in conditional expectiles
Mingoli, Gabriele	Modeling Common Bubbles: A Mixed Causal Non-Causal Dynamic Factor Model
Mirto, Elisabetta	Forecasting the Real Price of Carbon: the Role of Macroeconomic Factors
Monasterolo, Irene	Look up and ahead: how climate scenarios affect European sovereign risk
Moneta, Alessio	Identification of one independent shock in structural VARs
Montoya-Blandon, Santiago	Probabilistic Partial Least Squares
Moramarco, Graziano	Macroeconomic Spillovers of Weather Shocks across U.S. States
Moravis Venturi, Pedro	Rethinking Sparsity: Parametric Portfolios and Firm Characteristics
Mori, Lorenzo	Fiscal Shocks and the Surge of Inflation Has Globalization Changed the International Transmission of U.S. Monetary Policy? The Dismal Cross: Public Debt and Productivity in Italy during the Great Recession
Moro, Alessio	Scholars And The Machine: On Automation And Academic Performance
Morozov, Vladislav	Estimating The Moments and the Distribution of Heterogeneous Marginal Effects Using Panel Data
N
Naghi, Andrea	Double Machine Learning for Static Panel Data with Instrumental Variables: New Method and Applications
Naimoli, Antonio	Adaptive combinations of tail-risk forecasts
Neri, Luca	Invalid Proxies and Volatility Changes
Nicolini, Juan-Pablo	The Welfare Costs of Inflation Reconsidered
Nieddu, Marco	Scholars And The Machine: On Automation And Academic Performance
Nielsen, Morten Ørregaard	Improved Inference for Nonparametric Regression and Regression-Discontinuity Designs
O
Okhrin, Ostap	Dynamic tail risk forecasting: what do realized skewness and kurtosis add?
Osbat, Chiara	Cast out the pure? Inflation and relative prices on both sides of the Atlantic
Ossola, Elisa	Asset pricing models with downside risk
P
Paccagnini, Alessia	Dealing with the Statistical Representation of DSGE Models
Palomba, Giulio	Idiosyncratic and Systematic Volatility Spillovers through the Renewable Energy Financial Markets
Paolillo, Aldo	Aerospace Growth Spillovers: a Macroeconomic Perspective
Papagni, Francesca	Identification of one independent shock in structural VARs
Parker, Miles	Cast out the pure? Inflation and relative prices on both sides of the Atlantic
Parla, Fabio	Flood risk and credit market conditions for Italian SMEs Spectral climate risk
Paruolo, Paolo	Canonical correlation analysis of stochastic trends via functional approximation Inference on the cointegration and the attractor spaces via functional approximation
Pellegrino, Filippo	A Tale of Commodities and Climate-driven Disasters
Pellegrino, Giovanni	Delayed Overshooting Puzzle: Does Systematic Monetary Policy Matter?
Penaranda, Francisco	Sieve Managed Portfolios
Peracchi, Franco	A Local Differencing Test for the Credibility of Selection-on-Observables
Peruzzi, Antonio	A Multiple Random Scan Strategy for Efficient Approximate Inference of Bayesian Latent Space Models
Pesavento, Elena	Nonparametric Local Projections
Petrella, Ivan	A Survey-Based Measure of Asymmetric Macroeconomic Risk in the Euro Area
Petrova, Katerina	Inference with Local Projections
Piazzalunga, Daniela	The Effect of Temporary Employment on Labour Market Outcomes
Piemontese, Lavinia	Settlers and Seekers: Immigrant Proximity and Voter Polarisation
Piffer, Michele	Non-Gaussian Business Cycles Anatomy
Pigini, Claudia	Specification testing with grouped fixed effects
Pinchetti, Marco	Geopolitical Risk and Inflation: The Role of Energy Markets
Pinilla-Torremocha, Clemente	Disentangling the drivers of exuberant house prices
Pionati, Alessandro	Specification testing with grouped fixed effects
Pisa, Marta Maria	Errors in Temperature Forecasts and Energy Prices
Polselli, Annalivia	Double Machine Learning for Static Panel Data with Instrumental Variables: New Method and Applications
Porqueddu, Mario	A new model to forecast energy inflation in the euro area
Pouzo, Demian	Sieve Managed Portfolios
Prarolo, Giovanni	Settlers and Seekers: Immigrant Proximity and Voter Polarisation
Primativo, Giovanni	Delayed Overshooting Puzzle: Does Systematic Monetary Policy Matter?
Prokhorov, Artem	Change-Point Detection in Time Series Using Mixed Integer Programming
Puerta-Cuartas, Alejandro	Locally Robust Estimation of the Intergenerational Elasticity
Q
Qin, Yan	Forecasting the Real Price of Carbon: the Role of Macroeconomic Factors
R
Radchenko, Peter	Change-Point Detection in Time Series Using Mixed Integer Programming
Rahbek, Anders	On Autoregressive Conditional Duration Models
Raiola, Antonio	Testing Conditional Moment Restrictions: A Partitioning Approach
Ranaldo, Angelo	Systematic Illiquidity
Ranzato, Giacomo	Delayed Overshooting Puzzle: Does Systematic Monetary Policy Matter?
Ravazzolo, Francesco	Integration of energy electricity markets in a reverse mixed-frequency panel Forecasting Natural Gas Prices in Real Time
Ravazzolo, Francesco	Estimating Heterogeneous DSGE Models
Reiche, Lovisa	Inflation expectations and wage bargaining: Do women ask differently?
Ren, Xiyu	Emissions intensity dynamics: the role of macro and industry-specific shocks
Renò, Roberto	Local Edgeworth expansions
Rettore, Enrico	The Effect of Temporary Employment on Labour Market Outcomes
Ricci, Martino	Geopolitical risk shocks: When size matters
Ricco, Giovanni	Generalised External-Instrument SVAR Analysis
Rodrigues, Paulo M.M.	Tests of No Cross-Sectional Error Dependence in Panel Quantile Regressions
Rogoff, Ken	Rethinking short-term real interest rates and term spreads using very long-run data
Rossi, Barbara	Rethinking short-term real interest rates and term spreads using very long-run data
Rossi, Eduardo	Systematic Illiquidity
Rossi, Francesca	Spatial Autoregressions with Endogenous Weights
Rossi, Stefano	The Coherence Side of Rationality: Theory and evidence from firm plans
Rossini, Luca	Integration of energy electricity markets in a reverse mixed-frequency panel Forecasting the Real Price of Carbon: the Role of Macroeconomic Factors
Ruiz, Esther	Heterogeneous economic growth vulnerability across Euro Area countries
S
Saadaoui, Jamel	Ensuring the Security of the Clean Energy Transition: Examining the Impact of Geopolitical Risk on the Price of Critical Minerals
Santeramo, Fabio Gaetano	Lessons from the Past: How Experience Reduces the Impact of Weather Shocks on Ugandan Smallholders
Santucci de Magistris, Paolo	Illiquidity at Risk Systematic Illiquidity A Matrix-valued model with Time-varying Volatility
Sarpietro, Silvia	Fixed Effects in the Tails
Sauri Arregui, Orimar	Systematic Illiquidity
Schiavone, Antonio	Settlers and Seekers: Immigrant Proximity and Voter Polarisation
Schmelzing, Paul	Rethinking short-term real interest rates and term spreads using very long-run data
Schorfheide, Frank	Measuring the Effects of Aggregate Shocks on Unit-Level Outcomes and Their Distribution
Schwaab, Bernd	Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter
Schüller, Simone	Estimating the Effect of Working From Home on Parent’s Division of Childcare and Housework: A New Panel IV Approach
Semenov, Alexander	Change-Point Detection in Time Series Using Mixed Integer Programming
Sentana, Enrique	Sieve Managed Portfolios The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities
Seo, Won-Ki	Functional Linear Projection and Impulse Response Analysis
Seong, Dakyung	Functional Linear Projection and Impulse Response Analysis
Serlenga, Laura	esting the Adequacy of the Fixed Effects Estimator in Panel Data Models with Interactive Effects in a Multidimensional Framework
Sessinou, Rosnel	Robust Inference in Large Panels and Markowitz Portfolios
Shin, Yongcheol	esting the Adequacy of the Fixed Effects Estimator in Panel Data Models with Interactive Effects in a Multidimensional Framework
Simar, Leopold	Endogeneity in conditional production frontier
Skrobotov, Anton	Change-Point Detection in Time Series Using Mixed Integer Programming
Spruk, Rok	Long-term health and human capital effects of massive investments in public health and education: Evidence from Cuba
Stauskas, Ovidijus	Testing the zero-process of intraday financial returns for non-stationary periodicity
Steshkova, Alina	The Impact of Currency Carry Trade Activity on the Transmission of Monetary Policy
Stevanovic, Dalibor	Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition
Storti, Giuseppe	Adaptive combinations of tail-risk forecasts Dynamic tail risk forecasting: what do realized skewness and kurtosis add?
Storti, Giuseppe	A semi-parametric dynamic conditional correlation framework for risk forecasting
Sucarrat, Genaro	Testing the zero-process of intraday financial returns for non-stationary periodicity
Symth, Russell	Ensuring the Security of the Clean Energy Transition: Examining the Impact of Geopolitical Risk on the Price of Critical Minerals
T
Tedeschi, Marco	Idiosyncratic and Systematic Volatility Spillovers through the Renewable Energy Financial Markets Honey, we shrunk the IRFs! Using 1-norm regularisation to improve inference in structural VAR models
Theodoridis, Konstantinos	A Survey-Based Measure of Asymmetric Macroeconomic Risk in the Euro Area
Tibullo, Marco	Climate and Macroeconomic Variability
Tonni, Lorenzo	Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy
Tornese, Tommaso	Bayesian Inference for Heteroskedastic Proxy-SVARs
Trapani, Lorenzo	Inference in matrix-valued time series with common stochastic trends and multifactor error structure Inference on breaks in weak location time series models with quasi-Fisher scores
Trapani, Lorenzo	Asset pricing models with downside risk
Trapin, Luca	Forecasting high-dimensional time series with multiple seasonalities: An application to electricty demand
Troster, Victor	Quantile Granger Causality in the Presence of Instability
V
Valentini, Francesco	Specification testing with grouped fixed effects
van Brummelen, Janneke	Robust Multivariate Observation-Driven Filtering for a Common Stochastic Trend: Theory and Application
van Spronsen, Josha	A new model to forecast energy inflation in the euro area
van'T Hoff, Nadja	Identifying Causal Effects of Discrete, Ordered and Continuous Treatments using Multiple Instrumental Variables
Vanhems, Anne	Endogeneity in conditional production frontier
Vespignani, Joaquin	Ensuring the Security of the Clean Energy Transition: Examining the Impact of Geopolitical Risk on the Price of Critical Minerals
Violante, Francesco	An Economic Evaluation of Exchange Rates Higher Order Moments Timing
Virgillito, Maria Enrica	Care Regimes and Time Allocation: an Event Study Analysis of the US Public Expenditure
Viselli, Andrea	Integration of energy electricity markets in a reverse mixed-frequency panel
Vocalelli, Giorgio	Intraday Stochastic Drift
Vogelsang, Timothy	Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Multivariate Polynomial Regressions
Vona, Francesco	The Local Job Multipliers of Green Re-industrialization
W
Wagner, Martin	Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Multivariate Polynomial Regressions
Wang, Chao	A semi-parametric dynamic conditional correlation framework for risk forecasting
Wang, Cong	Counterfactual and Synthetic Control Method: Causal Inference with Instrumented Principal Component Analysis
Wang, Shu	Daily oil price shocks and their uncertainties
Wang, Yulong	Fixed Effects in the Tails
Weber, Guglielmo	Prenatal Sex Detection Technology and Mothers’ Labour Supply in India
Westerlund, Joakim	Semiparametric Estimation in Panel Data Models with Nonlinear Factor Structure.
Wied, Dominik	Quantile Granger Causality in the Presence of Instability
Wolf, Michael	The Hedged Random Forest
Y
Yang, Runfeng	Sector Structure in Digital Asset Returns
Yin, Yiwei	Part-time Work Policies and Older Workers’ Employment: evidence from German Mini-jobs
Yu, Jun	Testing for Explosiveness in Financial Asset Prices using High-Frequency Volatility: with Application to Cryptocurrency Data
Z
Zakoian, Jean-Michel	Inference on breaks in weak location time series models with quasi-Fisher scores
Zanelli, Edoardo	Improved Inference for Nonparametric Regression and Regression-Discontinuity Designs
Zanetti Chini, Emilio	The judgmental strategy of professional forecasters
Zanin, Luca	Look up and ahead: how climate scenarios affect European sovereign risk
Zema, Sebastiano Michele	A Unifying Non-Gaussian Approach to Price Discovery
Zhang, Xin	Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter
Zils, Markus	Unlocking Greater Resource Recovery and Productivity in the UK Production Network
Zoerner, Thomas	The Impact of Currency Carry Trade Activity on the Transmission of Monetary Policy
Zu, Yang	Testing for Explosiveness in Financial Asset Prices using High-Frequency Volatility: with Application to Cryptocurrency Data
Zurlo, Davide	Sign-Oriented Nowcasting of GDP (SONG): a new hybrid approach
Zwiernik, Piotr	The Identification Problem for Linear Rational Expectations Models

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